# EDGAR Filing Document

**Accession Number:** 0001140869
**File Stem:** 0001193125-26-007527
**Filing Date:** 2026-1
**Character Count:** 466899
**Document Hash:** e12717a8eedce300d971f28498cc44af
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-007527.hdr.sgml**: 20260108

**ACCESSION NUMBER**: 0001193125-26-007527

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260108

**DATE AS OF CHANGE**: 20260108

**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:** 26519184

**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):** 2025-12-31

**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:** 34 days

- **WAL:** 104 days

- **Total Value of Portfolio Securities:** $29848544572.62

- **Amortized Cost of Portfolio Securities:** $29840453107.91

- **Cash:** $501914182.78

- **Total Other Assets:** $74055061.56

- **Total Liabilities:** $538499.76

- **Net Assets of Series:** $30415883852.49

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-12-01 | $20167764120.96           | $22601299842.14            | 62.0900%                  | 69.5800%                   |
| 2025-12-02 | $19146698701.01           | $21679544299.36            | 60.2000%                  | 68.1700%                   |
| 2025-12-03 | $19220236435.56           | $21354130245.05            | 60.2600%                  | 66.9500%                   |
| 2025-12-04 | $19885577353.29           | $22644340456.92            | 61.6400%                  | 70.1900%                   |
| 2025-12-05 | $18896195168.47           | $21687528612.15            | 60.0400%                  | 68.9000%                   |
| 2025-12-08 | $19604088860.16           | $22395595284.27            | 60.3700%                  | 68.9600%                   |
| 2025-12-09 | $19372368658.44           | $21990148547.99            | 60.4100%                  | 68.5700%                   |
| 2025-12-10 | $20790053546.55           | $22607995251.53            | 63.6000%                  | 69.1600%                   |
| 2025-12-11 | $20187993845.11           | $21753612965.52            | 61.3800%                  | 66.1400%                   |
| 2025-12-12 | $19662140892.08           | $21528270191.57            | 60.1800%                  | 65.8900%                   |
| 2025-12-15 | $18445567139.12           | $20311866498.28            | 58.6400%                  | 64.5800%                   |
| 2025-12-16 | $18769382275.04           | $20935851693.92            | 58.8800%                  | 65.6800%                   |
| 2025-12-17 | $18784983416.49           | $20951622895.06            | 58.9000%                  | 65.6900%                   |
| 2025-12-18 | $18345624619.89           | $20212434158.19            | 58.7400%                  | 64.7100%                   |
| 2025-12-19 | $17738029060.15           | $19605348777.53            | 57.9100%                  | 64.0000%                   |
| 2025-12-22 | $17324618961.28           | $19188140965.25            | 57.8100%                  | 64.0300%                   |
| 2025-12-23 | $19246399771.52           | $21110090613.69            | 60.3500%                  | 66.2000%                   |
| 2025-12-24 | $18802316645.60           | $20666345164.18            | 59.7800%                  | 65.7100%                   |
| 2025-12-26 | $17201308325.85           | $20015271775.68            | 56.2000%                  | 65.4000%                   |
| 2025-12-29 | $18609825469.37           | $20846185785.21            | 59.1900%                  | 66.3100%                   |
| 2025-12-30 | $18194434636.56           | $20330962100.15            | 58.8400%                  | 65.7400%                   |
| 2025-12-31 | $18375115939.38           | $19841955392.97            | 60.4100%                  | 65.2300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-12-01 | 0.0000%             |
| 2025-12-02 | 0.0000%             |
| 2025-12-03 | 0.0000%             |
| 2025-12-04 | 0.0000%             |
| 2025-12-05 | 0.0000%             |
| 2025-12-08 | 0.0000%             |
| 2025-12-09 | 0.0000%             |
| 2025-12-10 | 0.0000%             |
| 2025-12-11 | 0.0000%             |
| 2025-12-12 | 0.0000%             |
| 2025-12-15 | 0.0000%             |
| 2025-12-16 | 0.0000%             |
| 2025-12-17 | 0.0000%             |
| 2025-12-18 | 0.0000%             |
| 2025-12-19 | 0.0000%             |
| 2025-12-22 | 0.0000%             |
| 2025-12-23 | 0.0000%             |
| 2025-12-24 | 0.0000%             |
| 2025-12-26 | 0.0000%             |
| 2025-12-29 | 0.0000%             |
| 2025-12-30 | 0.0000%             |
| 2025-12-31 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-12-01 | 0.0000                      |
|  |  |
| 2025-12-02 | 0.0000                      |
|  |  |
| 2025-12-03 | 0.0000                      |
|  |  |
| 2025-12-04 | 0.0000                      |
|  |  |
| 2025-12-05 | 0.0000                      |
|  |  |
| 2025-12-08 | 0.0000                      |
|  |  |
| 2025-12-09 | 0.0000                      |
|  |  |
| 2025-12-10 | 0.0000                      |
|  |  |
| 2025-12-11 | 0.0000                      |
|  |  |
| 2025-12-12 | 0.0000                      |
|  |  |
| 2025-12-15 | 0.0000                      |
|  |  |
| 2025-12-16 | 0.0000                      |
|  |  |
| 2025-12-17 | 0.0000                      |
|  |  |
| 2025-12-18 | 0.0000                      |
|  |  |
| 2025-12-19 | 0.0000                      |
|  |  |
| 2025-12-22 | 0.0000                      |
|  |  |
| 2025-12-23 | 0.0000                      |
|  |  |
| 2025-12-24 | 0.0000                      |
|  |  |
| 2025-12-26 | 0.0000                      |
|  |  |
| 2025-12-29 | 0.0000                      |
|  |  |
| 2025-12-30 | 0.0000                      |
|  |  |
| 2025-12-31 | 0.0000                      |
|  |  |

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

### Class: A

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $30415883852.49

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 2672421.43

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.0000          |
|  |  |
| 2025-12-02 | 0.0000          |
|  |  |
| 2025-12-03 | 0.0000          |
|  |  |
| 2025-12-04 | 0.0000          |
|  |  |
| 2025-12-05 | 0.0000          |
|  |  |
| 2025-12-08 | 0.0000          |
|  |  |
| 2025-12-09 | 0.0000          |
|  |  |
| 2025-12-10 | 0.0000          |
|  |  |
| 2025-12-11 | 0.0000          |
|  |  |
| 2025-12-12 | 0.0000          |
|  |  |
| 2025-12-15 | 0.0000          |
|  |  |
| 2025-12-16 | 0.0000          |
|  |  |
| 2025-12-17 | 0.0000          |
|  |  |
| 2025-12-18 | 0.0000          |
|  |  |
| 2025-12-19 | 0.0000          |
|  |  |
| 2025-12-22 | 0.0000          |
|  |  |
| 2025-12-23 | 0.0000          |
|  |  |
| 2025-12-24 | 0.0000          |
|  |  |
| 2025-12-26 | 0.0000          |
|  |  |
| 2025-12-29 | 0.0000          |
|  |  |
| 2025-12-30 | 0.0000          |
|  |  |
| 2025-12-31 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $0.00                     | $0.00                   |
| 2025-12-02 | $0.00                     | $0.00                   |
| 2025-12-03 | $0.00                     | $0.00                   |
| 2025-12-04 | $0.00                     | $0.00                   |
| 2025-12-05 | $0.00                     | $0.00                   |
| 2025-12-08 | $0.00                     | $0.00                   |
| 2025-12-09 | $0.00                     | $0.00                   |
| 2025-12-10 | $0.00                     | $0.00                   |
| 2025-12-11 | $0.00                     | $0.00                   |
| 2025-12-12 | $0.00                     | $0.00                   |
| 2025-12-15 | $0.00                     | $0.00                   |
| 2025-12-16 | $0.00                     | $0.00                   |
| 2025-12-17 | $0.00                     | $0.00                   |
| 2025-12-18 | $0.00                     | $0.00                   |
| 2025-12-19 | $0.00                     | $0.00                   |
| 2025-12-22 | $0.00                     | $0.00                   |
| 2025-12-23 | $0.00                     | $0.00                   |
| 2025-12-24 | $0.00                     | $0.00                   |
| 2025-12-26 | $0.00                     | $0.00                   |
| 2025-12-29 | $0.00                     | $0.00                   |
| 2025-12-30 | $0.00                     | $0.00                   |
| 2025-12-31 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 0.0000%           |
| 2025-12-02 | 0.0000%           |
| 2025-12-03 | 0.0000%           |
| 2025-12-04 | 0.0000%           |
| 2025-12-05 | 0.0000%           |
| 2025-12-08 | 0.0000%           |
| 2025-12-09 | 0.0000%           |
| 2025-12-10 | 0.0000%           |
| 2025-12-11 | 0.0000%           |
| 2025-12-12 | 0.0000%           |
| 2025-12-15 | 0.0000%           |
| 2025-12-16 | 0.0000%           |
| 2025-12-17 | 0.0000%           |
| 2025-12-18 | 0.0000%           |
| 2025-12-19 | 0.0000%           |
| 2025-12-22 | 0.0000%           |
| 2025-12-23 | 0.0000%           |
| 2025-12-24 | 0.0000%           |
| 2025-12-26 | 0.0000%           |
| 2025-12-29 | 0.0000%           |
| 2025-12-30 | 0.0000%           |
| 2025-12-31 | 0.0000%           |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AKXQ4, C.4 - ISIN: US3130AKXQ46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $38355472.45
- **C.18.a - Value (excl. sponsor support):** $38355472.45
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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):** $24891789.75
- **C.18.a - Value (excl. sponsor support):** $24891789.75
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AV6J6, C.4 - ISIN: US3130AV6J64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10017647.40
- **C.18.a - Value (excl. sponsor support):** $10017647.40
- **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 4: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.710000%
- **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):** $100000668.00
- **C.18.a - Value (excl. sponsor support):** $100000668.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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? Yes, C.23 Categorized at Level 3? No

### Security 5: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.710000%
- **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):** $50008239.50
- **C.18.a - Value (excl. sponsor support):** $50008239.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 6: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.710000%
- **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):** $81023951.70
- **C.18.a - Value (excl. sponsor support):** $81023951.70
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 7: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.710000%
- **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):** $130007410.00
- **C.18.a - Value (excl. sponsor support):** $130007410.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.710000%
- **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):** $75023622.00
- **C.18.a - Value (excl. sponsor support):** $75023622.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.710000%
- **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):** $6831582.03
- **C.18.a - Value (excl. sponsor support):** $6831582.03
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.710000%
- **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):** $100007901.00
- **C.18.a - Value (excl. sponsor support):** $100007901.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.710000%
- **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):** $100020221.00
- **C.18.a - Value (excl. sponsor support):** $100020221.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.710000%
- **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):** $147774190.76
- **C.18.a - Value (excl. sponsor support):** $147774190.76
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.710000%
- **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):** $150032125.50
- **C.18.a - Value (excl. sponsor support):** $150032125.50
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.710000%
- **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):** $164672615.75
- **C.18.a - Value (excl. sponsor support):** $164672615.75
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.710000%
- **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):** $199984812.00
- **C.18.a - Value (excl. sponsor support):** $199984812.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7P99, C.4 - ISIN: US3130B7P990, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100033974.00
- **C.18.a - Value (excl. sponsor support):** $100033974.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-08
- **C.13 - Final Legal Maturity Date:** 2026-12-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8HV7, C.4 - ISIN: US3130B8HV78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99996071.00
- **C.18.a - Value (excl. sponsor support):** $99996071.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-05-10
- **C.13 - Final Legal Maturity Date:** 2027-05-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313SB5, C.4 - ISIN: US313313SB55, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39918100.00
- **C.18.a - Value (excl. sponsor support):** $39918100.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313SJ8, C.4 - ISIN: US313313SJ81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49863500.00
- **C.18.a - Value (excl. sponsor support):** $49863500.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313SK5, C.4 - ISIN: US313313SK54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69802075.00
- **C.18.a - Value (excl. sponsor support):** $69802075.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313TM0, C.4 - ISIN: US313313TM02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99461458.00
- **C.18.a - Value (excl. sponsor support):** $99461458.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 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: 313313UD8, C.4 - ISIN: US313313UD83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $158889244.80
- **C.18.a - Value (excl. sponsor support):** $158889244.80
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313313WL8, C.4 - ISIN: US313313WL81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44103037.50
- **C.18.a - Value (excl. sponsor support):** $44103037.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313WS3, C.4 - ISIN: US313313WS35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $78973333.60
- **C.18.a - Value (excl. sponsor support):** $78973333.60
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-05-12
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313XX1, C.4 - ISIN: US313313XX11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $78466730.97
- **C.18.a - Value (excl. sponsor support):** $78466730.97
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **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 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: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $669869350.00
- **C.18.a - Value (excl. sponsor support):** $669869350.00
- **C.19 - Percentage of Net Assets:** 2.2000%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313385RW8, C.4 - ISIN: US313385RW88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $184711400.00
- **C.18.a - Value (excl. sponsor support):** $184711400.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $40381537.50
- **C.18.a - Value (excl. sponsor support):** $40381537.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **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? 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: 313385TF3, C.4 - ISIN: US313385TF38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98027404.88
- **C.18.a - Value (excl. sponsor support):** $98027404.88
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UC8, C.4 - ISIN: US313385UC87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99315556.00
- **C.18.a - Value (excl. sponsor support):** $99315556.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **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 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: 313385UE4, C.4 - ISIN: US313385UE44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $198592000.00
- **C.18.a - Value (excl. sponsor support):** $198592000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 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: 313385UM6, C.4 - ISIN: US313385UM69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $53582880.24
- **C.18.a - Value (excl. sponsor support):** $53582880.24
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385US3, C.4 - ISIN: US313385US30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $152628034.22
- **C.18.a - Value (excl. sponsor support):** $152628034.22
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385VJ2, C.4 - ISIN: US313385VJ22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $173957431.42
- **C.18.a - Value (excl. sponsor support):** $173957431.42
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385WF9, C.4 - ISIN: US313385WF90, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $84000069.35
- **C.18.a - Value (excl. sponsor support):** $84000069.35
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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: 313385WV4, C.4 - ISIN: US313385WV41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119141471.25
- **C.18.a - Value (excl. sponsor support):** $119141471.25
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397SP7, C.4 - ISIN: US313397SP74, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $49838437.50
- **C.18.a - Value (excl. sponsor support):** $49838437.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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? Yes, C.23 Categorized at Level 3? No

### Security 38: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397TF8, C.4 - ISIN: US313397TF83, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $23016038.50
- **C.18.a - Value (excl. sponsor support):** $23016038.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 39: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397TT8, C.4 - ISIN: US313397TT87, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $111121247.18
- **C.18.a - Value (excl. sponsor support):** $111121247.18
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397TU5, C.4 - ISIN: US313397TU50, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $116790670.96
- **C.18.a - Value (excl. sponsor support):** $116790670.96
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397UA7, C.4 - ISIN: US313397UA77, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $49667555.50
- **C.18.a - Value (excl. sponsor support):** $49667555.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 3.640000%
- **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):** $155010614.40
- **C.18.a - Value (excl. sponsor support):** $155010614.40
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 43: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.725000%
- **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):** $125002963.75
- **C.18.a - Value (excl. sponsor support):** $125002963.75
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 44: 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):** $5788672.95
- **C.18.a - Value (excl. sponsor support):** $5788672.95
- **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 45: 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):** $29655412.79
- **C.18.a - Value (excl. sponsor support):** $29655412.79
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: 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):** $47794111.35
- **C.18.a - Value (excl. sponsor support):** $47794111.35
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 47: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **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):** $72682435.23
- **C.18.a - Value (excl. sponsor support):** $72682435.23
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 48: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.695000%
- **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):** $44999040.60
- **C.18.a - Value (excl. sponsor support):** $44999040.60
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 49: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **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):** $110100289.20
- **C.18.a - Value (excl. sponsor support):** $110100289.20
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 50: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **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):** $32773069.89
- **C.18.a - Value (excl. sponsor support):** $32773069.89
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 51: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **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):** $147507243.73
- **C.18.a - Value (excl. sponsor support):** $147507243.73
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 52: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.720000%
- **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):** $88898638.05
- **C.18.a - Value (excl. sponsor support):** $88898638.05
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 53: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **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):** $2330945.19
- **C.18.a - Value (excl. sponsor support):** $2330945.19
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 54: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **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):** $369927995.69
- **C.18.a - Value (excl. sponsor support):** $369927995.69
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 55: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **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):** $78790123.23
- **C.18.a - Value (excl. sponsor support):** $78790123.23
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 56: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **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):** $24997406.50
- **C.18.a - Value (excl. sponsor support):** $24997406.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 57: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **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):** $4231597.42
- **C.18.a - Value (excl. sponsor support):** $4231597.42
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 58: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **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):** $27818463.46
- **C.18.a - Value (excl. sponsor support):** $27818463.46
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 59: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **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):** $15004563.30
- **C.18.a - Value (excl. sponsor support):** $15004563.30
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 60: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.705000%
- **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):** $24996379.25
- **C.18.a - Value (excl. sponsor support):** $24996379.25
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 61: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **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):** $50007444.00
- **C.18.a - Value (excl. sponsor support):** $50007444.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 62: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **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):** $9282777.32
- **C.18.a - Value (excl. sponsor support):** $9282777.32
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 63: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **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):** $48271444.24
- **C.18.a - Value (excl. sponsor support):** $48271444.24
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 64: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **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):** $3148758.70
- **C.18.a - Value (excl. sponsor support):** $3148758.70
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 65: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **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):** $50011289.50
- **C.18.a - Value (excl. sponsor support):** $50011289.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 66: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **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):** $73462924.26
- **C.18.a - Value (excl. sponsor support):** $73462924.26
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 67: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **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):** $120022129.20
- **C.18.a - Value (excl. sponsor support):** $120022129.20
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 68: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **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):** $17794524.35
- **C.18.a - Value (excl. sponsor support):** $17794524.35
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 69: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **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):** $7803266.64
- **C.18.a - Value (excl. sponsor support):** $7803266.64
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 70: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **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):** $2501355.38
- **C.18.a - Value (excl. sponsor support):** $2501355.38
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 71: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.640000%
- **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):** $59685242.74
- **C.18.a - Value (excl. sponsor support):** $59685242.74
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 72: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **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):** $88162526.32
- **C.18.a - Value (excl. sponsor support):** $88162526.32
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 73: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000%
- **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):** $6352705.20
- **C.18.a - Value (excl. sponsor support):** $6352705.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 74: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **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):** $7003048.36
- **C.18.a - Value (excl. sponsor support):** $7003048.36
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 75: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.640000%
- **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):** $69979515.90
- **C.18.a - Value (excl. sponsor support):** $69979515.90
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 76: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAN7, C.4 - ISIN: US3133ETAN73, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75431203.65
- **C.18.a - Value (excl. sponsor support):** $75431203.65
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 77: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **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):** $49998272.50
- **C.18.a - Value (excl. sponsor support):** $49998272.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 78: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **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):** $30004833.90
- **C.18.a - Value (excl. sponsor support):** $30004833.90
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 79: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **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):** $90020108.70
- **C.18.a - Value (excl. sponsor support):** $90020108.70
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 80: 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):** $35002376.15
- **C.18.a - Value (excl. sponsor support):** $35002376.15
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 81: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **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):** $70008684.90
- **C.18.a - Value (excl. sponsor support):** $70008684.90
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 82: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.715000%
- **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):** $149676804.33
- **C.18.a - Value (excl. sponsor support):** $149676804.33
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 83: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.640000%
- **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):** $24999567.50
- **C.18.a - Value (excl. sponsor support):** $24999567.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 84: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **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):** $100061137.00
- **C.18.a - Value (excl. sponsor support):** $100061137.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 85: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000%
- **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):** $199998448.00
- **C.18.a - Value (excl. sponsor support):** $199998448.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 86: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **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):** $80015454.40
- **C.18.a - Value (excl. sponsor support):** $80015454.40
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 87: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.690000%
- **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):** $74999374.50
- **C.18.a - Value (excl. sponsor support):** $74999374.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 88: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **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):** $9999475.10
- **C.18.a - Value (excl. sponsor support):** $9999475.10
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 89: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **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):** $164988936.75
- **C.18.a - Value (excl. sponsor support):** $164988936.75
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 90: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **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):** $44997791.85
- **C.18.a - Value (excl. sponsor support):** $44997791.85
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **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):** $64998102.00
- **C.18.a - Value (excl. sponsor support):** $64998102.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **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):** $55004025.45
- **C.18.a - Value (excl. sponsor support):** $55004025.45
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **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):** $130009276.80
- **C.18.a - Value (excl. sponsor support):** $130009276.80
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-22
- **C.13 - Final Legal Maturity Date:** 2026-12-22
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **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):** $154986392.55
- **C.18.a - Value (excl. sponsor support):** $154986392.55
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3133ETWH6, C.4 - ISIN: US3133ETWH67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24999480.00
- **C.18.a - Value (excl. sponsor support):** $24999480.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 96: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWJ2, C.4 - ISIN: US3133ETWJ24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69996002.30
- **C.18.a - Value (excl. sponsor support):** $69996002.30
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWL7, C.4 - ISIN: US3133ETWL79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $74996988.75
- **C.18.a - Value (excl. sponsor support):** $74996988.75
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXD4, C.4 - ISIN: US3133ETXD45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64994642.70
- **C.18.a - Value (excl. sponsor support):** $64994642.70
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-01-12
- **C.13 - Final Legal Maturity Date:** 2027-01-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.710000%
- **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):** $148282119.59
- **C.18.a - Value (excl. sponsor support):** $148282119.59
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 100: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.710000%
- **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):** $94314924.86
- **C.18.a - Value (excl. sponsor support):** $94314924.86
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 101: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.710000%
- **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):** $97424839.92
- **C.18.a - Value (excl. sponsor support):** $97424839.92
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 102: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.710000%
- **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):** $75062718.10
- **C.18.a - Value (excl. sponsor support):** $75062718.10
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 103: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.710000%
- **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):** $73024218.48
- **C.18.a - Value (excl. sponsor support):** $73024218.48
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 104: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $179128701.00
- **C.18.a - Value (excl. sponsor support):** $179128701.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBMJ7, C.4 - ISIN: US3134HBMJ71, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $150280353.00
- **C.18.a - Value (excl. sponsor support):** $150280353.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $125225455.00
- **C.18.a - Value (excl. sponsor support):** $125225455.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $225375356.25
- **C.18.a - Value (excl. sponsor support):** $225375356.25
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.710000%
- **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):** $535045426.85
- **C.18.a - Value (excl. sponsor support):** $535045426.85
- **C.19 - Percentage of Net Assets:** 1.7600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 109: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313589RM7, C.4 - ISIN: US313589RM76, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $17123305.36
- **C.18.a - Value (excl. sponsor support):** $17123305.36
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 110: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313589SL8, C.4 - ISIN: US313589SL84, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $99707500.00
- **C.18.a - Value (excl. sponsor support):** $99707500.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 111: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.710000%
- **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):** $75036562.50
- **C.18.a - Value (excl. sponsor support):** $75036562.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 112: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.710000%
- **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):** $217153976.73
- **C.18.a - Value (excl. sponsor support):** $217153976.73
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 113: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.710000%
- **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):** $87506247.97
- **C.18.a - Value (excl. sponsor support):** $87506247.97
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 114: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.710000%
- **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):** $68936183.52
- **C.18.a - Value (excl. sponsor support):** $68936183.52
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 115: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.710000%
- **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):** $306900571.33
- **C.18.a - Value (excl. sponsor support):** $306900571.33
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 116: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.710000%
- **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):** $184682033.97
- **C.18.a - Value (excl. sponsor support):** $184682033.97
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 117: 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):** $408000000.00
- **C.18.a - Value (excl. sponsor support):** $408000000.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.1800%
- **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 118: 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):** $399068857.21
- **C.18.a - Value (excl. sponsor support):** $399068857.21
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 119: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198782522.00
- **C.18.a - Value (excl. sponsor support):** $198782522.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 120: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SG3, C.4 - ISIN: US912797SG39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199646570.00
- **C.18.a - Value (excl. sponsor support):** $199646570.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 121: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SH1, C.4 - ISIN: US912797SH12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $408995110.50
- **C.18.a - Value (excl. sponsor support):** $408995110.50
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 122: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198083676.00
- **C.18.a - Value (excl. sponsor support):** $198083676.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 123: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98910802.00
- **C.18.a - Value (excl. sponsor support):** $98910802.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 124: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149322715.50
- **C.18.a - Value (excl. sponsor support):** $149322715.50
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $126247765.03
- **C.18.a - Value (excl. sponsor support):** $126247765.03
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 126: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $54218462.65
- **C.18.a - Value (excl. sponsor support):** $54218462.65
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch, Inc.: F1+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: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $34748256.90
- **C.18.a - Value (excl. sponsor support):** $34748256.90
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 128: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99207068.00
- **C.18.a - Value (excl. sponsor support):** $99207068.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** Fitch, Inc.: F1+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: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $103800228.09
- **C.18.a - Value (excl. sponsor support):** $103800228.09
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 130: UNITED STATES TREASURY 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):** $162633035.86
- **C.18.a - Value (excl. sponsor support):** $162633035.86
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 131: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y95, C.4 - ISIN: US912828Y958, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $316386920.26
- **C.18.a - Value (excl. sponsor support):** $316386920.26
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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 132: 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: 912828YU8, C.4 - ISIN: US912828YU85, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 912828YU8
- **C.18 - Value (incl. sponsor support):** $90425359.28
- **C.18.a - Value (excl. sponsor support):** $90425359.28
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: 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):** $99479442.00
- **C.18.a - Value (excl. sponsor support):** $99479442.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 134: 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):** $132124383.86
- **C.18.a - Value (excl. sponsor support):** $132124383.86
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **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 135: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $378686341.97
- **C.18.a - Value (excl. sponsor support):** $378686341.97
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 136: 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):** $269447036.04
- **C.18.a - Value (excl. sponsor support):** $269447036.04
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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 137: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $95225397.61
- **C.18.a - Value (excl. sponsor support):** $95225397.61
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 138: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4, C.4 - ISIN: US91282CDK45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $91732517.19
- **C.18.a - Value (excl. sponsor support):** $91732517.19
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 139: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CDQ1
- **C.18 - Value (incl. sponsor support):** $86539855.98
- **C.18.a - Value (excl. sponsor support):** $86539855.98
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **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 140: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHM6, C.4 - ISIN: US91282CHM64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $145743861.60
- **C.18.a - Value (excl. sponsor support):** $145743861.60
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 141: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **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):** $180764633.04
- **C.18.a - Value (excl. sponsor support):** $180764633.04
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 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):** $44092743.20
- **C.18.a - Value (excl. sponsor support):** $44092743.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $212860546.16
- **C.18.a - Value (excl. sponsor support):** $212860546.16
- **C.19 - Percentage of Net Assets:** 0.7000%
- **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 144: 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):** $318644792.54
- **C.18.a - Value (excl. sponsor support):** $318644792.54
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 145: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 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):** $358162812.26
- **C.18.a - Value (excl. sponsor support):** $358162812.26
- **C.19 - Percentage of Net Assets:** 1.1800%
- **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 146: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100107619.00
- **C.18.a - Value (excl. sponsor support):** $100107619.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 147: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199853644.00
- **C.18.a - Value (excl. sponsor support):** $199853644.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100783667.46
- **C.18.a - Value (excl. sponsor support):** $100783667.46
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CME8
- **C.18 - Value (incl. sponsor support):** $152758278.92
- **C.18.a - Value (excl. sponsor support):** $152758278.92
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 150: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.810000%
- **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: LMRP10393845
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2053-12-01      | 7.5000%  | 0.0000% | $1000157.00        | $279185.51         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-11-01      | 5.0000%  | 0.0000% | $1307021.00        | $1328391.06        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 5.0000%  | 0.0000% | $150000.00         | $142579.48         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 4.5000%  | 0.0000% | $745000.00         | $536140.99         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 6.0000%  | 0.0000% | $3000000.00        | $2007613.98        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-08-01      | 2.5000%  | 0.0000% | $575000.00         | $359241.45         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-03-01      | 6.5000%  | 0.0000% | $50540000.00       | $38729389.52       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-10-01      | 5.0000%  | 0.0000% | $579554.00         | $390521.25         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-01-01      | 5.5000%  | 0.0000% | $5284070.00        | $5421959.57        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-01-01      | 5.5000%  | 0.0000% | $1519802.00        | $1559540.77        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 5.5000%  | 0.0000% | $55745622.00       | $55270017.34       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-11-01      | 5.5000%  | 0.0000% | $25183389.00       | $24261062.21       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 6.0000%  | 0.0000% | $30426860.00       | $28919668.20       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-08-01      | 3.5000%  | 0.0000% | $31792741.00       | $29975435.75       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 4.5000%  | 0.0000% | $1280692.00        | $1152046.16        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-11-01      | 2.5000%  | 0.0000% | $2400000.00        | $233766.74         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-11-01      | 2.5000%  | 0.0000% | $43000.00          | $8638.13           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-02-01      | 1.5000%  | 0.0000% | $980000.00         | $322344.61         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 4.0000%  | 0.0000% | $14714000.00       | $12946003.72       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-05-01      | 3.5000%  | 0.0000% | $281108.00         | $147304.91         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 4.0000%  | 0.0000% | $2000.00           | $1821.04           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-08-01      | 5.5000%  | 0.0000% | $4400000.00        | $7328.17           | Agency Mortgage-Backed Securities |

### Security 151: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 3.700000%
- **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: LMRP10395625
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B                           | 2032-05-31      | 4.1250%  | 0.0000% | $58000.00          | $59099.68          | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2027-06-30      | 3.7500%  | 0.0000% | $580600.00         | $582932.85         | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2028-08-15      | 3.6250%  | 0.0000% | $75200.00          | $76463.79          | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2027-08-31      | 3.6250%  | 0.0000% | $200.00            | $202.94            | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2030-08-31      | 3.6250%  | 0.0000% | $1795000.00        | $1813457.72        | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2030-09-30      | 3.6250%  | 0.0000% | $4564600.00        | $4596493.26        | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2027-09-30      | 3.5000%  | 0.0000% | $7834300.00        | $7908014.13        | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2039-11-15      | 4.3750%  | 0.0000% | $100.00            | $99.56             | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2043-05-15      | 2.8750%  | 0.0000% | $34600.00          | $27114.02          | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $75.88             | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2049-02-15      | 3.0000%  | 0.0000% | $1125600.00        | $846782.13         | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $58.43             | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2042-02-15      | 2.3750%  | 0.0000% | $5602700.00        | $4194535.59        | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2042-08-15      | 3.3750%  | 0.0000% | $6300.00           | $5429.83           | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2044-05-15      | 4.6250%  | 0.0000% | $696600.00         | $691482.13         | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2027-08-15      | 2.2500%  | 0.0000% | $4910700.00        | $4857328.06        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2028-01-15      | 0.5000%  | 0.0000% | $100.00            | $130.01            | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2028-05-15      | 2.8750%  | 0.0000% | $7750800.00        | $7672472.86        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2029-07-15      | 0.2500%  | 0.0000% | $307700.00         | $378164.53         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2026-07-15      | 0.1250%  | 0.0000% | $31808400.00       | $42981135.70       | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2027-02-15      | 2.2500%  | 0.0000% | $1821600.00        | $1811875.39        | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2028-01-31      | 0.7500%  | 0.0000% | $269600.00         | $255814.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND          | 2026-04-30      | 0.7500%  | 0.0000% | $15078000.00       | $14958096.91       | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2031-08-15      | 1.2500%  | 0.0000% | $1402200.00        | $1230752.30        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2033-01-15      | 1.1250%  | 0.0000% | $253100.00         | $267443.35         | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $98.75             | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2028-07-31      | 4.1250%  | 0.0000% | $12925700.00       | $13348398.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2028-07-31      | 4.1250%  | 0.0000% | $47700.00          | $49259.89          | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2033-08-15      | 3.8750%  | 0.0000% | $368300.00         | $371615.90         | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2029-01-31      | 4.0000%  | 0.0000% | $106169400.00      | $109373320.14      | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2034-05-15      | 4.3750%  | 0.0000% | $7797000.00        | $8034920.72        | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2027-05-15      | 4.5000%  | 0.0000% | $9400.00           | $9579.23           | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2029-06-30      | 4.2500%  | 0.0000% | $6540800.00        | $6686692.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND          | 2026-06-30      | 4.6250%  | 0.0000% | $24000.00          | $24127.34          | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2029-09-30      | 3.5000%  | 0.0000% | $40639600.00       | $40860888.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY FLOATING RATE NOTE | 2026-10-31      | 3.8071%  | 0.0000% | $32253600.00       | $32496454.72       | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2028-01-15      | 4.2500%  | 0.0000% | $204400.00         | $211473.19         | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2030-01-31      | 4.2500%  | 0.0000% | $9300.00           | $9684.15           | U.S. Treasuries (including strips) |

### Security 152: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 3.720000%
- **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: LMRP10399845
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible 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   | 2052-11-01      | 6.0000%  | 0.0000% | $1008.00           | $722.41            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-10-01      | 5.9330%  | 0.0000% | $49952960.00       | $177805.41         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-11-01      | 6.4610%  | 0.0000% | $34161344.00       | $140091.71         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-01-01      | 6.6600%  | 0.0000% | $50000000.00       | $97220.23          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-08-01      | 5.5000%  | 0.0000% | $2001616.00        | $188938.69         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-06-01      | 5.5000%  | 0.0000% | $4411528.00        | $131470.85         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 6.0000%  | 0.0000% | $1006.00           | $960.76            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-06-01      | 5.5000%  | 0.0000% | $27648416.00       | $752130.15         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-09-01      | 6.6500%  | 0.0000% | $19698304.00       | $273858.66         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-05-01      | 5.5000%  | 0.0000% | $50000000.00       | $2165407.19        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-04-01      | 6.7110%  | 0.0000% | $47600000.00       | $927697.60         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-11-01      | 5.5000%  | 0.0000% | $1008.00           | $123.26            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-12-01      | 6.4800%  | 0.0000% | $1024.00           | $9.99              | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-03-01      | 4.5000%  | 0.0000% | $19670912.00       | $2017230.30        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.80           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 6.5000%  | 0.0000% | $1153448.00        | $1206333.67        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1059.99           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1057.07           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-07-01      | 5.0000%  | 0.0000% | $6098840.00        | $122873.51         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-07-01      | 5.0000%  | 0.0000% | $5074552.00        | $551097.10         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-07-01      | 5.0000%  | 0.0000% | $1008.00           | $67.19             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-07-01      | 5.0000%  | 0.0000% | $5445992.00        | $186290.14         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2028-03-01      | 3.0000%  | 0.0000% | $1010994.00        | $21794.82          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-05-01      | 4.0000%  | 0.0000% | $25038592.00       | $3628203.71        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-10-01      | 4.0000%  | 0.0000% | $7504248.00        | $1933901.50        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-04-01      | 3.5000%  | 0.0000% | $1000.00           | $360.15            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-08-01      | 4.0000%  | 0.0000% | $18768032.00       | $3223983.86        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-09-01      | 4.0000%  | 0.0000% | $23750000.00       | $5404033.63        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-11-01      | 5.0000%  | 0.0000% | $3560216.00        | $1440317.40        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2031-03-15      | 7.0000%  | 0.0000% | $1814144.00        | $119588.24         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $612.58            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 5.0000%  | 0.0000% | $6330264.00        | $4537109.51        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 5.0000%  | 0.0000% | $1008.00           | $814.79            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 5.0000%  | 0.0000% | $7160712.00        | $4694213.67        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 6.0000%  | 0.0000% | $4452990.00        | $3694139.14        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 5.5000%  | 0.0000% | $1136.00           | $866.51            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $710.27            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-01-01      | 5.5000%  | 0.0000% | $25255552.00       | $20428863.31       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $910.06            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 4.5000%  | 0.0000% | $1006.00           | $957.37            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $838.11            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 5.5000%  | 0.0000% | $1305354.00        | $1198848.59        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $912.96            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.5000%  | 0.0000% | $4259896.00        | $4474689.41        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 5.5000%  | 0.0000% | $1492578.00        | $1237124.80        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.0000%  | 0.0000% | $1209152.00        | $1263696.49        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.5000%  | 0.0000% | $2003130.00        | $2102091.41        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $2190240.00        | $2278659.23        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $1218350.00        | $1267907.50        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $1149404.00        | $1201097.10        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $1096728.00        | $763711.55         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $2738920.00        | $2869773.00        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.0000%  | 0.0000% | $1042596.00        | $1088965.40        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.5000%  | 0.0000% | $1758300.00        | $1850781.17        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.0000%  | 0.0000% | $2491592.00        | $2334999.66        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-09-01      | 4.0000%  | 0.0000% | $1602044.00        | $164050.44         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-02-01      | 3.5000%  | 0.0000% | $10124480.00       | $3097022.45        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-07-01      | 4.0000%  | 0.0000% | $18290464.00       | $5987959.75        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-07-01      | 3.5000%  | 0.0000% | $110000000.00      | $33053754.76       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2057-02-01      | 4.5000%  | 0.0000% | $15025000.00       | $3811433.70        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-06-01      | 4.0000%  | 0.0000% | $2894972.00        | $870854.92         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $174.14            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-04-01      | 4.5000%  | 0.0000% | $9570352.00        | $1589898.66        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-07-01      | 4.0000%  | 0.0000% | $1932420.00        | $409708.87         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-09-01      | 4.5000%  | 0.0000% | $1008.00           | $247.88            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-05-01      | 4.0000%  | 0.0000% | $2329612.00        | $272555.06         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-10-01      | 4.5000%  | 0.0000% | $30150000.00       | $7060024.28        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-01      | 3.0000%  | 0.0000% | $7452000.00        | $2606297.52        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-10-01      | 4.2900%  | 0.0000% | $5817000.00        | $5842914.74        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-01-01      | 4.5400%  | 0.0000% | $8068000.00        | $8186610.35        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-05-01      | 4.2700%  | 0.0000% | $16592000.00       | $16143653.40       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-09-01      | 4.5700%  | 0.0000% | $5688000.00        | $5790761.30        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 5.0000%  | 0.0000% | $9650000.00        | $7933465.06        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 6.0000%  | 0.0000% | $2509220.00        | $2005512.68        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 5.0000%  | 0.0000% | $8549008.00        | $6197770.98        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.0000%  | 0.0000% | $10041440.00       | $7098914.49        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 5.0000%  | 0.0000% | $2274570.00        | $1927460.68        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.5000%  | 0.0000% | $4615992.00        | $3523962.71        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 5.5000%  | 0.0000% | $7505736.00        | $7247691.64        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 5.5000%  | 0.0000% | $4040000.00        | $3374292.12        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 5.5000%  | 0.0000% | $6500240.00        | $5942898.35        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.5000%  | 0.0000% | $3136800.00        | $2464217.45        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.5000%  | 0.0000% | $3386080.00        | $3377315.41        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-02-01      | 4.4050%  | 0.0000% | $1010.00           | $1006.49           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-02-01      | 4.6900%  | 0.0000% | $4525000.00        | $4622144.21        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-09-01      | 4.4000%  | 0.0000% | $7653000.00        | $7668556.00        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-08-01      | 4.5100%  | 0.0000% | $62351000.00       | $63712018.39       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-09-01      | 4.1800%  | 0.0000% | $1000.00           | $997.37            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-08-01      | 4.0000%  | 0.0000% | $1024.00           | $293.52            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-01-01      | 3.0000%  | 0.0000% | $1024.00           | $622.16            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 5.0000%  | 0.0000% | $3800000.00        | $2552512.79        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 4.5000%  | 0.0000% | $107097088.00      | $79221922.45       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $701.54            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-04-01      | 5.5000%  | 0.0000% | $49992000.00       | $45082559.84       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-05-01      | 5.0000%  | 0.0000% | $39500000.00       | $35734773.31       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-06-01      | 3.5000%  | 0.0000% | $6800000.00        | $2045965.64        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $1057.35           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $996.56            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $875.31            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.75           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $1002.00           | $1035.44           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 7.0000%  | 0.0000% | $1141688.00        | $1027057.92        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 6.5000%  | 0.0000% | $6000000.00        | $219159.36         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-07-01      | 3.5000%  | 0.0000% | $21112480.00       | $3543127.06        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-12-01      | 4.0000%  | 0.0000% | $1008.00           | $121.68            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $297.29            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-08-01      | 4.0000%  | 0.0000% | $1000.00           | $366.31            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 5.0000%  | 0.0000% | $16617000.00       | $12574860.64       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 4.0000%  | 0.0000% | $1024.00           | $740.22            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 6.5000%  | 0.0000% | $1024.00           | $778.30            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-05-01      | 5.5000%  | 0.0000% | $1598926.00        | $103298.82         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-06-01      | 5.5000%  | 0.0000% | $1508846.00        | $88212.45          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 6.5000%  | 0.0000% | $1582540.00        | $1369371.62        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $858.88            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-11-01      | 3.5000%  | 0.0000% | $1024.00           | $262.08            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-03-01      | 5.5000%  | 0.0000% | $2312720.00        | $75769.38          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-03-01      | 5.5000%  | 0.0000% | $8449184.00        | $794376.66         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-02-01      | 5.5000%  | 0.0000% | $1093164.00        | $88383.63          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-04-01      | 4.0000%  | 0.0000% | $40750208.00       | $3921173.52        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-02-01      | 6.0000%  | 0.0000% | $17579840.00       | $300345.20         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-06-01      | 4.5000%  | 0.0000% | $1024.00           | $117.90            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-10-01      | 6.4300%  | 0.0000% | $1024.00           | $31.23             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-03-01      | 4.0000%  | 0.0000% | $29550760.00       | $4677837.81        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-02-01      | 3.5000%  | 0.0000% | $22100000.00       | $4686691.79        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-03-01      | 3.5000%  | 0.0000% | $25752352.00       | $4922656.73        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-04-01      | 4.0000%  | 0.0000% | $5000000.00        | $763967.43         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-08-01      | 3.5000%  | 0.0000% | $1000.00           | $112.30            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-09-01      | 4.5000%  | 0.0000% | $1008.00           | $152.34            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-12-01      | 4.0000%  | 0.0000% | $1024.00           | $193.25            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-02-01      | 4.0000%  | 0.0000% | $23000000.00       | $1758807.86        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-06-01      | 4.5000%  | 0.0000% | $5884136.00        | $144507.22         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-09-01      | 6.0000%  | 0.0000% | $28023456.00       | $296902.64         | Agency Mortgage-Backed Securities |

### Security 153: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.810000%
- **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: LMRP10400045
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL FARM CREDIT BANK | 2030-05-01      | 2.9000%  | 0.0000% | $5000.00           | $4852.92           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2029-02-28      | 4.2500%  | 0.0000% | $4170000.00        | $4316629.02        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2027-12-27      | 4.2500%  | 0.0000% | $12654000.00       | $12848773.18       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2026-12-16      | 3.6250%  | 0.0000% | $1000000.00        | $1001377.42        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2028-07-14      | 4.5000%  | 0.0000% | $199988000.00      | $204085554.10      | Agency Mortgage-Backed Securities   |
| Freddie Mac              | 2030-12-04      | 4.0100%  | 0.0000% | $9075000.00        | $9091130.81        | Agency Mortgage-Backed Securities   |
| Freddie Mac              | 2030-12-23      | 4.0000%  | 0.0000% | $74600000.00       | $74652286.31       | Agency Mortgage-Backed Securities   |

### Security 154: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.810000%
- **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: LMRP10415395
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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   | 2033-02-01      | 6.0000%  | 0.0000% | $1992762.00        | $917850.28         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-12-01      | 2.5000%  | 0.0000% | $1515740.00        | $825189.77         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 4.5000%  | 0.0000% | $60842.00          | $44336.29          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-07-01      | 5.5000%  | 0.0000% | $875000.00         | $1927.88           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-04-01      | 5.5000%  | 0.0000% | $408721.00         | $5384.94           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 5.5000%  | 0.0000% | $3791224.00        | $3053954.92        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 5.0000%  | 0.0000% | $1217300.00        | $1199285.59        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $25019808.00       | $24893993.23       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-05-01      | 2.0000%  | 0.0000% | $1025000.00        | $596691.70         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-06-01      | 2.0000%  | 0.0000% | $495000.00         | $296617.17         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-06-01      | 2.5000%  | 0.0000% | $5924000.00        | $3411644.25        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-05-01      | 3.5000%  | 0.0000% | $250000.00         | $106422.84         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-02-01      | 3.0000%  | 0.0000% | $363000.00         | $236254.74         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-09-01      | 2.5000%  | 0.0000% | $2000000.00        | $1213835.01        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 2.5000%  | 0.0000% | $3481184.00        | $2301065.65        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 4.0000%  | 0.0000% | $6464000.00        | $5059696.48        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-09-01      | 2.5000%  | 0.0000% | $25641760.00       | $14559846.07       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 3.0000%  | 0.0000% | $1343000.00        | $799489.71         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 3.0000%  | 0.0000% | $2810000.00        | $2033227.67        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 4.5000%  | 0.0000% | $13589936.00       | $10264152.09       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.0000%  | 0.0000% | $5359592.00        | $4355170.97        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 5.5000%  | 0.0000% | $111000.00         | $88326.67          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 5.0000%  | 0.0000% | $9428192.00        | $8950761.76        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 5.0000%  | 0.0000% | $8000.00           | $8048.06           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 6.0000%  | 0.0000% | $3090000.00        | $2836481.83        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-03-01      | 5.5000%  | 0.0000% | $790000.00         | $2080.67           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-05-01      | 6.0000%  | 0.0000% | $1000000.00        | $5633.29           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-05-01      | 5.5000%  | 0.0000% | $143108.00         | $453.91            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-07-01      | 5.5000%  | 0.0000% | $891859.00         | $850.38            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-05-01      | 4.5000%  | 0.0000% | $29000.00          | $826.22            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-11-01      | 4.5000%  | 0.0000% | $1093610.00        | $364537.00         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-10-01      | 4.5000%  | 0.0000% | $470000.00         | $14622.60          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-11-01      | 3.5000%  | 0.0000% | $235000.00         | $36689.05          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-11-01      | 4.0000%  | 0.0000% | $528599.00         | $61477.85          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-11-01      | 3.5000%  | 0.0000% | $337000.00         | $93854.12          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-06-01      | 4.0000%  | 0.0000% | $10544320.00       | $1673116.00        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-06-01      | 3.5000%  | 0.0000% | $150000.00         | $20368.18          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-04-01      | 4.5000%  | 0.0000% | $1000.00           | $106.40            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-11-01      | 5.5000%  | 0.0000% | $97000.00          | $538.98            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-09-01      | 5.5000%  | 0.0000% | $480000.00         | $1474.14           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-02-01      | 5.5000%  | 0.0000% | $1956550.00        | $7718.39           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-06-01      | 5.5000%  | 0.0000% | $70201.00          | $787.27            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-05-01      | 6.0000%  | 0.0000% | $3745000.00        | $56199.18          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-07-01      | 5.5000%  | 0.0000% | $4000.00           | $51.96             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-04-01      | 5.5000%  | 0.0000% | $27752.00          | $169.71            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-06-01      | 5.5000%  | 0.0000% | $326590.00         | $2922.30           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-10-01      | 5.5000%  | 0.0000% | $1065000.00        | $10283.21          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-08-01      | 5.5000%  | 0.0000% | $15090496.00       | $129878.13         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-02-01      | 5.5000%  | 0.0000% | $145473.00         | $1531.35           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-08-01      | 4.5000%  | 0.0000% | $192000.00         | $4256.25           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-05-01      | 6.0000%  | 0.0000% | $2155128.00        | $25859.54          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-09-01      | 6.5000%  | 0.0000% | $2000.00           | $59.06             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-10-01      | 4.0000%  | 0.0000% | $6858.00           | $204.21            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-07-01      | 5.5000%  | 0.0000% | $131554.00         | $1536.76           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-10-01      | 4.5000%  | 0.0000% | $2611.00           | $357.69            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-06-01      | 3.5000%  | 0.0000% | $94750.00          | $10699.70          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-04-01      | 3.0000%  | 0.0000% | $8159424.00        | $1471128.02        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-02-01      | 4.0000%  | 0.0000% | $131070.00         | $12.48             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2027-05-01      | 4.0000%  | 0.0000% | $32768.00          | $26.55             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-05-01      | 4.5000%  | 0.0000% | $262144.00         | $23.50             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-09-01      | 4.5000%  | 0.0000% | $275000.00         | $474.24            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-09-01      | 4.5000%  | 0.0000% | $20993.00          | $2.09              | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2042-10-01      | 4.5000%  | 0.0000% | $69000.00          | $11399.69          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-12-01      | 4.5000%  | 0.0000% | $3025000.00        | $445456.88         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2031-03-01      | 4.0000%  | 0.0000% | $597636.00         | $106126.72         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-04-01      | 6.0000%  | 0.0000% | $590000.00         | $400503.93         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-05-01      | 4.5000%  | 0.0000% | $123000.00         | $78544.66          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-04-01      | 3.5000%  | 0.0000% | $6000.00           | $2883.98           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-08-01      | 4.5000%  | 0.0000% | $6000.00           | $3987.58           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-06-01      | 3.5000%  | 0.0000% | $7000.00           | $3539.43           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-04-01      | 6.0000%  | 0.0000% | $191000.00         | $83684.54          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-03-01      | 3.5000%  | 0.0000% | $16000.00          | $13573.55          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-07-01      | 4.0000%  | 0.0000% | $1716000.00        | $972824.70         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-01-01      | 2.5000%  | 0.0000% | $1000000.00        | $665001.72         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $10094480.00       | $10079167.32       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 6.0000%  | 0.0000% | $4911752.00        | $5055039.21        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 3.0000%  | 0.0000% | $15710000.00       | $13139522.28       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-05-01      | 3.0000%  | 0.0000% | $18536544.00       | $15523610.31       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 2.5000%  | 0.0000% | $10215248.00       | $8652570.48        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 2.5000%  | 0.0000% | $13894352.00       | $11663618.02       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 2.5000%  | 0.0000% | $15451424.00       | $13017511.34       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 3.0000%  | 0.0000% | $32313728.00       | $28559620.56       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-03-01      | 5.5000%  | 0.0000% | $6688320.00        | $6823533.30        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-02-01      | 4.0000%  | 0.0000% | $11758544.00       | $11363108.08       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-09-01      | 3.0000%  | 0.0000% | $12583632.00       | $11541078.09       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 6.0000%  | 0.0000% | $11929600.00       | $12516405.09       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-11-01      | 6.0000%  | 0.0000% | $13671920.00       | $12336326.30       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-11-01      | 7.0000%  | 0.0000% | $22208000.00       | $12807065.75       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 5.0000%  | 0.0000% | $328000.00         | $246236.00         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 4.5000%  | 0.0000% | $2266000.00        | $1803739.60        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-05-01      | 3.0000%  | 0.0000% | $18241120.00       | $12545728.58       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 5.0000%  | 0.0000% | $425000.00         | $331223.55         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 4.5000%  | 0.0000% | $618000.00         | $462650.71         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 4.5000%  | 0.0000% | $500000.00         | $399137.47         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-02-01      | 6.5000%  | 0.0000% | $1200000.00        | $849123.70         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-03-01      | 5.5000%  | 0.0000% | $8057000.00        | $7135916.55        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.5000%  | 0.0000% | $400000.00         | $308739.51         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 6.0000%  | 0.0000% | $1700000.00        | $1191727.49        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 5.5000%  | 0.0000% | $240000.00         | $196741.97         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 5.5000%  | 0.0000% | $140000.00         | $112510.26         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 5.0000%  | 0.0000% | $60000.00          | $54247.99          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 5.5000%  | 0.0000% | $25000.00          | $20442.04          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 5.0000%  | 0.0000% | $628000.00         | $521585.94         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 6.0000%  | 0.0000% | $915000.00         | $732719.31         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 5.5000%  | 0.0000% | $340000.00         | $293378.47         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-01-01      | 7.0000%  | 0.0000% | $2462000.00        | $1835742.07        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 4.5000%  | 0.0000% | $23000.00          | $19521.96          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-02-01      | 5.5000%  | 0.0000% | $320577.00         | $265314.60         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 2.5000%  | 0.0000% | $200966.00         | $151338.12         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 3.5000%  | 0.0000% | $30000.00          | $25559.58          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 3.0000%  | 0.0000% | $1003.00           | $796.53            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-05-01      | 3.0000%  | 0.0000% | $7754456.00        | $6191867.98        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-07-01      | 5.0000%  | 0.0000% | $174000.00         | $22539.28          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $159.85            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $147.30            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 5.0000%  | 0.0000% | $30000.00          | $27130.21          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 6.0000%  | 0.0000% | $14400000.00       | $13958384.67       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-05-01      | 3.5000%  | 0.0000% | $18000.00          | $7489.26           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-11-01      | 3.0000%  | 0.0000% | $3046500.00        | $1102031.61        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-08-01      | 3.0000%  | 0.0000% | $39000.00          | $17506.19          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-10-01      | 2.5000%  | 0.0000% | $2285000.00        | $1121638.11        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-02-01      | 2.5000%  | 0.0000% | $180000.00         | $97369.77          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 3.0000%  | 0.0000% | $1871138.00        | $1225200.22        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 3.0000%  | 0.0000% | $3819000.00        | $2551973.02        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-02-01      | 4.0000%  | 0.0000% | $40000.00          | $29654.47          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-07-01      | 3.0000%  | 0.0000% | $7053096.00        | $3632895.41        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 2.5000%  | 0.0000% | $3109656.00        | $2225978.45        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 4.0000%  | 0.0000% | $9000.00           | $7274.50           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-02-01      | 5.0000%  | 0.0000% | $701000.00         | $569219.20         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-03-01      | 5.5000%  | 0.0000% | $967000.00         | $744338.51         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 4.5000%  | 0.0000% | $181000.00         | $154435.02         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 5.0000%  | 0.0000% | $12000.00          | $10222.22          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 6.0000%  | 0.0000% | $14943600.00       | $10671689.71       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 4.0000%  | 0.0000% | $4000.00           | $3610.25           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 5.5000%  | 0.0000% | $325000.00         | $281806.07         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 6.0000%  | 0.0000% | $1276000.00        | $1006516.46        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1822.68           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 6.0000%  | 0.0000% | $417000.00         | $345161.52         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 3.0000%  | 0.0000% | $3700064.00        | $2834305.36        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 5.5000%  | 0.0000% | $439992.00         | $377439.53         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 2.5000%  | 0.0000% | $5000.00           | $3635.01           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 6.0000%  | 0.0000% | $106000.00         | $82000.96          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 6.0000%  | 0.0000% | $40000.00          | $32379.11          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.0000%  | 0.0000% | $629000.00         | $547443.15         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 6.5000%  | 0.0000% | $10236200.00       | $7949146.52        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 5.0000%  | 0.0000% | $18000.00          | $15116.51          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-11-01      | 6.0000%  | 0.0000% | $3945000.00        | $3338823.55        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-06-01      | 6.0000%  | 0.0000% | $112099.00         | $100958.87         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-08-01      | 5.5000%  | 0.0000% | $25000000.00       | $24082341.72       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 5.5000%  | 0.0000% | $3814272.00        | $3510263.91        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 6.0000%  | 0.0000% | $225000.00         | $217967.79         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 5.5000%  | 0.0000% | $2054000.00        | $1946271.27        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $7858800.00        | $7631865.84        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-12-01      | 5.0000%  | 0.0000% | $2000.00           | $2001.07           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-01-01      | 6.0000%  | 0.0000% | $410000.00         | $296232.15         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-07-01      | 5.5000%  | 0.0000% | $19774000.00       | $11531650.54       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-10-01      | 3.0000%  | 0.0000% | $85000.00          | $61413.39          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-12-01      | 3.0000%  | 0.0000% | $2000.00           | $390.32            | Agency Mortgage-Backed Securities |

### Security 155: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.810000%
- **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: LMRP10416715
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 2.7900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2040-06-01      | 5.0000%  | 0.0000% | $1420000.00        | $33610.42          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-11-01      | 4.0000%  | 0.0000% | $700000.00         | $38348.03          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-04-01      | 5.5000%  | 0.0000% | $551545.00         | $429941.05         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-04-01      | 6.5000%  | 0.0000% | $23695007.00       | $16377949.25       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-12-01      | 4.5000%  | 0.0000% | $2876349.00        | $2621363.50        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 5.0000%  | 0.0000% | $2700000.00        | $2460107.07        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 5.0000%  | 0.0000% | $3800576.00        | $3790291.98        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-01-01      | 5.0000%  | 0.0000% | $1115365.00        | $1074377.37        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 6.0000%  | 0.0000% | $4227370.00        | $3893093.05        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $2314811.00        | $2159168.54        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 5.5000%  | 0.0000% | $12525392.00       | $12731944.05       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 5.5000%  | 0.0000% | $66130902.00       | $66516102.02       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-11-01      | 5.5000%  | 0.0000% | $1642012.00        | $1665912.90        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.0000%  | 0.0000% | $5839546.00        | $5958374.42        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.0000%  | 0.0000% | $2694577.00        | $2823516.34        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 6.0000%  | 0.0000% | $4319190.00        | $4473140.85        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 5.5000%  | 0.0000% | $5098534.00        | $5111157.43        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-10-01      | 5.5000%  | 0.0000% | $1122628.00        | $1120009.89        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 6.0000%  | 0.0000% | $2022775.00        | $2100876.50        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 5.5000%  | 0.0000% | $1945385.00        | $1996314.15        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 5.5000%  | 0.0000% | $2871816.00        | $2942199.23        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 5.5000%  | 0.0000% | $1100850.00        | $1136920.49        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-12-01      | 6.0000%  | 0.0000% | $1183082.00        | $1222394.41        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-12-01      | 5.0000%  | 0.0000% | $13225.00          | $13473.26          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-04-01      | 3.0000%  | 0.0000% | $44671.00          | $1478.69           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-07-01      | 3.0000%  | 0.0000% | $105000.00         | $29708.24          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 3.0000%  | 0.0000% | $37810589.00       | $6511434.35        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-04-01      | 3.0000%  | 0.0000% | $2295673.00        | $2117647.03        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-02-01      | 4.0000%  | 0.0000% | $3033023.00        | $685274.44         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-10-01      | 3.5000%  | 0.0000% | $14265406.00       | $5927066.05        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-01-01      | 3.0000%  | 0.0000% | $322000.00         | $69318.76          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-01-01      | 4.0000%  | 0.0000% | $3000000.00        | $459389.32         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-05-01      | 2.0000%  | 0.0000% | $2450000.00        | $1347609.24        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-05-01      | 3.0000%  | 0.0000% | $70000.00          | $27070.28          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-03-01      | 2.5000%  | 0.0000% | $1036318.00        | $681457.21         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-06-01      | 1.5000%  | 0.0000% | $467705.00         | $234600.79         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-04-01      | 2.0000%  | 0.0000% | $1511420.00        | $939347.97         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-03-01      | 2.5000%  | 0.0000% | $128000.00         | $66483.76          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.5000%  | 0.0000% | $3750000.00        | $2888624.27        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-02-01      | 5.0000%  | 0.0000% | $1783405.00        | $1592076.13        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-10-01      | 4.0000%  | 0.0000% | $268384.00         | $264054.54         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.5000%  | 0.0000% | $10643372.00       | $10170977.88       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-08-01      | 5.5000%  | 0.0000% | $154678.00         | $157747.01         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 6.0000%  | 0.0000% | $2765275.00        | $2859161.62        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 5.0000%  | 0.0000% | $9085872.00        | $6044153.92        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.5000%  | 0.0000% | $12300000.00       | $9260233.14        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-08-01      | 4.0000%  | 0.0000% | $541830.00         | $280552.11         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 5.0000%  | 0.0000% | $8796496.00        | $6265186.41        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 5.0000%  | 0.0000% | $300000.00         | $210565.42         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 6.0000%  | 0.0000% | $200000.00         | $128715.30         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 5.0000%  | 0.0000% | $5630000.00        | $5270990.23        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 6.0000%  | 0.0000% | $9033713.00        | $4753963.58        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-06-01      | 4.0000%  | 0.0000% | $75017920.00       | $20202283.85       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-09-01      | 2.5000%  | 0.0000% | $239833.00         | $151142.76         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-12-01      | 2.5000%  | 0.0000% | $5000000.00        | $2451485.96        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-01-01      | 3.0000%  | 0.0000% | $92490987.00       | $47648767.53       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-03-01      | 2.5000%  | 0.0000% | $4025000.00        | $1764487.57        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 2.5000%  | 0.0000% | $450000.00         | $279700.38         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 3.0000%  | 0.0000% | $1610000.00        | $959626.70         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 2.5000%  | 0.0000% | $450050.00         | $290901.84         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 3.5000%  | 0.0000% | $72436244.00       | $52072635.14       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 6.0000%  | 0.0000% | $3048000.00        | $2494162.37        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 4.5000%  | 0.0000% | $9930000.00        | $8499527.42        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 6.5000%  | 0.0000% | $38780000.00       | $34165146.98       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 5.5000%  | 0.0000% | $101577646.00      | $99032957.95       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-11-01      | 5.5000%  | 0.0000% | $6654041.00        | $5939216.16        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 5.0000%  | 0.0000% | $229000.00         | $223639.28         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-01-01      | 5.5000%  | 0.0000% | $1485178.00        | $1522508.44        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-01-01      | 5.0000%  | 0.0000% | $1519961.00        | $1549266.86        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-01-01      | 5.5000%  | 0.0000% | $2156590.00        | $2208674.52        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 5.5000%  | 0.0000% | $250000.00         | $238507.08         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-07-01      | 3.0000%  | 0.0000% | $16262000.00       | $13759951.41       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 4.5000%  | 0.0000% | $34744811.00       | $33484190.27       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 4.0000%  | 0.0000% | $15833199.00       | $15136474.14       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 4.5000%  | 0.0000% | $13047475.00       | $12799151.75       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 3.5000%  | 0.0000% | $17308540.00       | $15907891.20       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 3.0000%  | 0.0000% | $16356387.00       | $14578101.31       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 5.0000%  | 0.0000% | $21581191.00       | $21783982.27       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-07-01      | 2.5000%  | 0.0000% | $10000.00          | $1953.96           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-03-01      | 5.0000%  | 0.0000% | $7040558.00        | $1990.18           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-03-01      | 5.0000%  | 0.0000% | $1460000.00        | $272722.88         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-12-01      | 2.5000%  | 0.0000% | $25000.00          | $8276.27           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-07-01      | 4.0000%  | 0.0000% | $17100000.00       | $3844858.29        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 3.5000%  | 0.0000% | $27000.00          | $4999.28           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-03-01      | 3.0000%  | 0.0000% | $41655.00          | $12979.17          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-09-01      | 3.0000%  | 0.0000% | $1025000.00        | $246565.11         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-01      | 2.0000%  | 0.0000% | $545000.00         | $255457.54         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-04-01      | 2.0000%  | 0.0000% | $2070000.00        | $1245272.12        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-01-01      | 4.0000%  | 0.0000% | $11000.00          | $3258.51           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-04-01      | 3.0000%  | 0.0000% | $77668.00          | $42328.38          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-11-01      | 4.0000%  | 0.0000% | $201000.00         | $96869.90          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-09-01      | 3.0000%  | 0.0000% | $240000.00         | $137889.26         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-06-01      | 3.5000%  | 0.0000% | $200000.00         | $104980.90         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-05-01      | 3.5000%  | 0.0000% | $154691000.00      | $82975585.09       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-03-01      | 3.0000%  | 0.0000% | $3000.00           | $1694.36           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 3.0000%  | 0.0000% | $50000.00          | $34312.61          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 3.0000%  | 0.0000% | $30000.00          | $20621.28          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1019.22           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-09-01      | 3.5000%  | 0.0000% | $258000.00         | $191829.17         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-03-01      | 5.5000%  | 0.0000% | $3400000.00        | $2017169.31        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-08-01      | 1.5000%  | 0.0000% | $192701.00         | $127717.87         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 6.0000%  | 0.0000% | $340000.00         | $260284.18         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 5.5000%  | 0.0000% | $15537000.00       | $13223600.04       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 6.5000%  | 0.0000% | $275000.00         | $173741.80         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-01-01      | 6.0000%  | 0.0000% | $65000.00          | $46233.03          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 6.0000%  | 0.0000% | $625000.00         | $454754.45         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 3.5000%  | 0.0000% | $213000.00         | $172918.70         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-01-01      | 6.5000%  | 0.0000% | $10466477.00       | $7315870.14        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 6.0000%  | 0.0000% | $145000.00         | $113779.44         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-07-01      | 5.5000%  | 0.0000% | $1457037.00        | $1209633.91        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-03-01      | 6.0000%  | 0.0000% | $2107126.00        | $2044981.03        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 7.5000%  | 0.0000% | $16626696.00       | $13033985.05       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 6.5000%  | 0.0000% | $39820722.00       | $39492326.28       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-06-01      | 6.0000%  | 0.0000% | $2250000.00        | $111083.62         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-09-01      | 3.0000%  | 0.0000% | $900000.00         | $75102.73          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-12-01      | 3.5000%  | 0.0000% | $400000.00         | $109592.22         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-06-01      | 7.0000%  | 0.0000% | $132000.00         | $2102.65           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-09-01      | 5.5000%  | 0.0000% | $21102000.00       | $316147.42         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-02-01      | 6.0000%  | 0.0000% | $410000.00         | $17197.10          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-03-01      | 5.0000%  | 0.0000% | $4962055.00        | $101546.30         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-05-01      | 4.0000%  | 0.0000% | $9708659.00        | $330299.32         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-05-01      | 4.0000%  | 0.0000% | $619908.00         | $28366.64          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-06-01      | 3.0000%  | 0.0000% | $8000.00           | $840.94            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-02-01      | 3.0000%  | 0.0000% | $10000000.00       | $1416514.80        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-09-01      | 5.0000%  | 0.0000% | $179610.00         | $27776.28          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-01-01      | 4.0000%  | 0.0000% | $5075960.00        | $510144.43         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-11-01      | 2.5000%  | 0.0000% | $25000.00          | $8784.44           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-09-01      | 1.5000%  | 0.0000% | $250000.00         | $155320.96         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 2.5000%  | 0.0000% | $148000.00         | $94092.20          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-04-01      | 3.0000%  | 0.0000% | $1315000.00        | $95801.52          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-02-01      | 4.5000%  | 0.0000% | $7000.00           | $915.10            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-11-01      | 2.5000%  | 0.0000% | $1000000.00        | $346458.96         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-05-01      | 5.0000%  | 0.0000% | $35000.00          | $21441.36          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 3.0000%  | 0.0000% | $410172.00         | $323103.10         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 6.0000%  | 0.0000% | $317000.00         | $225679.53         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.5000%  | 0.0000% | $280000.00         | $221785.62         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 5.5000%  | 0.0000% | $16766000.00       | $13298593.75       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 5.5000%  | 0.0000% | $10331208.00       | $9277941.52        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-02-01      | 5.5000%  | 0.0000% | $92404.00          | $67453.72          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 6.0000%  | 0.0000% | $478000.00         | $389705.97         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 6.0000%  | 0.0000% | $23451989.00       | $20300744.54       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-07-01      | 5.5000%  | 0.0000% | $1311909.00        | $1158648.33        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-09-01      | 4.0000%  | 0.0000% | $455739.00         | $441183.46         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 5.5000%  | 0.0000% | $22672594.00       | $22565773.36       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-10-01      | 6.5000%  | 0.0000% | $1152950.00        | $1199797.04        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-12-01      | 6.0000%  | 0.0000% | $796605.00         | $822638.05         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 6.0000%  | 0.0000% | $155000.00         | $2275.96           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-02-01      | 7.0000%  | 0.0000% | $528404.00         | $6876.22           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-12-01      | 7.0000%  | 0.0000% | $22466063.00       | $6380.93           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-03-01      | 4.0000%  | 0.0000% | $3590000.00        | $340509.23         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-09-01      | 6.0000%  | 0.0000% | $1500000.00        | $86894.78          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-09-01      | 3.5000%  | 0.0000% | $150000.00         | $19673.57          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-01-01      | 4.5000%  | 0.0000% | $1500000.00        | $1252.75           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-08-01      | 3.5000%  | 0.0000% | $1869542.00        | $120343.07         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-09-01      | 4.0000%  | 0.0000% | $16760000.00       | $1992623.44        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-02-01      | 3.5000%  | 0.0000% | $15000.00          | $1525.00           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-01-01      | 3.0000%  | 0.0000% | $90000.00          | $25273.49          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-09-01      | 3.5000%  | 0.0000% | $347000.00         | $57325.03          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-01-01      | 4.5000%  | 0.0000% | $30000.00          | $1984.39           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-07-01      | 7.0000%  | 0.0000% | $230000.00         | $2171.61           | Agency Mortgage-Backed Securities |

### Security 156: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 3.830000%
- **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: LMRP10416735
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 1.9700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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   | 2037-04-01      | 6.4000%  | 0.0000% | $23179616.00       | $185143.77         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-04-01      | 6.4830%  | 0.0000% | $10846960.00       | $36663.61          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-01-01      | 4.5000%  | 0.0000% | $35944640.00       | $1001464.18        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2030-11-01      | 9.0000%  | 0.0000% | $58982390.00       | $7444.94           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-01-01      | 3.0000%  | 0.0000% | $1300000.00        | $172249.13         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-04-01      | 6.5740%  | 0.0000% | $25062304.00       | $447919.79         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-06-01      | 6.5860%  | 0.0000% | $10559728.00       | $242414.12         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2042-08-01      | 6.4820%  | 0.0000% | $19818208.00       | $525170.45         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2032-01-01      | 3.0000%  | 0.0000% | $1170000.00        | $123230.37         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-04-01      | 3.0000%  | 0.0000% | $10000000.00       | $1078324.81        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-05-01      | 4.0000%  | 0.0000% | $7471000.00        | $1805994.02        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-05-01      | 4.0000%  | 0.0000% | $14058780.00       | $9869106.81        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-12-01      | 3.5000%  | 0.0000% | $12200000.00       | $2967998.34        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-07-25      | 6.5000%  | 0.0000% | $5121768.00        | $308362.86         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-01-01      | 6.1930%  | 0.0000% | $2745000.00        | $23994.33          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-05-01      | 6.3100%  | 0.0000% | $8009296.00        | $4892452.27        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.5000%  | 0.0000% | $636690.00         | $673806.40         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 6.5000%  | 0.0000% | $1413732.00        | $1491564.86        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.5000%  | 0.0000% | $973832.00         | $1025028.29        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 5.5000%  | 0.0000% | $10268800.00       | $9699142.82        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 4.5000%  | 0.0000% | $1347150.00        | $1324937.64        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 4.5000%  | 0.0000% | $1062100.00        | $1046901.98        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2064-09-01      | 4.0000%  | 0.0000% | $97663232.00       | $87515419.02       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-04-01      | 4.5000%  | 0.0000% | $49651456.00       | $14693210.21       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2058-05-01      | 3.5000%  | 0.0000% | $1380000.00        | $463600.05         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2059-04-01      | 4.0000%  | 0.0000% | $999947.00         | $370478.07         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2059-04-01      | 2.5000%  | 0.0000% | $32479936.00       | $14095602.28       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2061-12-01      | 3.5000%  | 0.0000% | $41724672.00       | $28757416.53       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-10-01      | 3.5000%  | 0.0000% | $4000000.00        | $1067533.52        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-02-01      | 3.9000%  | 0.0000% | $11228000.00       | $10933556.93       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-05-01      | 3.5900%  | 0.0000% | $1020000.00        | $961164.02         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-06-01      | 2.4750%  | 0.0000% | $2500000.00        | $659774.01         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-02-01      | 1.5000%  | 0.0000% | $2250000.00        | $1127433.86        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-11-01      | 5.2450%  | 0.0000% | $42012000.00       | $44360085.68       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-02-01      | 4.9200%  | 0.0000% | $2868000.00        | $2947013.40        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-08-01      | 8.0000%  | 0.0000% | $1098870.00        | $853351.06         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 5.5800%  | 0.0000% | $2333096.00        | $2393301.61        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-12-01      | 5.2130%  | 0.0000% | $9164944.00        | $9378772.84        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 3.8460%  | 0.0000% | $165000.00         | $109986.75         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-05-01      | 4.4800%  | 0.0000% | $15347000.00       | $15671947.14       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-06-01      | 5.0700%  | 0.0000% | $6700000.00        | $7007965.50        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-09-01      | 3.5000%  | 0.0000% | $14128400.00       | $6928622.08        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 5.5000%  | 0.0000% | $2300000.00        | $1913007.00        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-01-01      | 5.0000%  | 0.0000% | $13717376.00       | $13764037.95       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-01-01      | 6.5000%  | 0.0000% | $2593772.00        | $2717662.66        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-01-01      | 6.0000%  | 0.0000% | $1639354.00        | $1715390.52        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-04-01      | 5.0000%  | 0.0000% | $47021360.00       | $46643671.40       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-02-01      | 3.5000%  | 0.0000% | $700000.00         | $211242.00         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-04-01      | 4.0000%  | 0.0000% | $70356736.00       | $17186416.28       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 3.0000%  | 0.0000% | $22377000.00       | $15177616.77       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 5.5000%  | 0.0000% | $1690000.00        | $1270747.98        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-01-01      | 5.5000%  | 0.0000% | $13664848.00       | $11458332.03       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 5.5230%  | 0.0000% | $51130432.00       | $51361636.48       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-01-01      | 4.7120%  | 0.0000% | $11219040.00       | $386714.94         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 5.0000%  | 0.0000% | $63874480.00       | $47459948.70       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-07-01      | 3.5000%  | 0.0000% | $2000000.00        | $184483.28         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 6.5000%  | 0.0000% | $78061440.00       | $77634539.64       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-05-01      | 6.4190%  | 0.0000% | $4999994.00        | $16809.59          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-05-01      | 5.9150%  | 0.0000% | $2946920.00        | $367924.17         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-06-01      | 5.4770%  | 0.0000% | $55000000.00       | $120290.87         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-10-01      | 6.3580%  | 0.0000% | $44702528.00       | $1252311.75        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-03-01      | 5.1200%  | 0.0000% | $1400000.00        | $1145057.35        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-12-01      | 3.0600%  | 0.0000% | $5000000.00        | $4937400.00        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-03-01      | 3.1100%  | 0.0000% | $4559352.00        | $4500771.93        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-02-01      | 3.3400%  | 0.0000% | $200000.00         | $185148.98         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-04-01      | 3.5100%  | 0.0000% | $2795000.00        | $2537457.52        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-04-01      | 3.4000%  | 0.0000% | $17761700.00       | $16665380.50       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-06-01      | 3.5500%  | 0.0000% | $2000000.00        | $1970058.67        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-12-01      | 5.9300%  | 0.0000% | $12000000.00       | $100611.76         | Agency Mortgage-Backed Securities |

### Security 157: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 3.840000%
- **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: LMRP10416765
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $45387759.00       | $46150288.47       | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                          | 2027-09-30      | 3.5000%  | 0.0000% | $10515100.00       | $10614322.10       | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2029-02-15      | 2.6250%  | 0.0000% | $31574700.00       | $31038711.57       | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2032-01-31      | 4.3750%  | 0.0000% | $36862700.00       | $38660845.48       | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2035-02-15      | 4.6250%  | 0.0000% | $27153800.00       | $28759777.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2027-02-28      | 4.1250%  | 0.0000% | $47776100.00       | $48776146.16       | U.S. Treasuries (including strips) |

### Security 158: BANK OF AMERICA SECURITIES, INC.

- **C.1 - Title:** BANK OF AMERICA SECURITIES, INC. 3.850000%
- **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: LMRP10416775
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                              | 2051-04-01      | 2.0000%  | 0.0000% | $6680312.00        | $3850535.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-20      | 6.0000%  | 0.0000% | $3893004.00        | $3752458.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $2412816.00        | $2518076.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $3578240.00        | $3710144.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $502785.00         | $516749.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $2625700.00        | $2651205.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $99000.00          | $91493.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-15      | 3.0000%  | 0.0000% | $3000.00           | $1568.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-15      | 5.0000%  | 0.0000% | $67141375.00       | $1194032.84        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2032-05-01      | 4.6080%  | 0.0000% | $36829000.00       | $36810806.47       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2035-08-01      | 4.4000%  | 0.0000% | $58575000.00       | $58167942.82       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-04-01      | 4.5000%  | 0.0000% | $761900.00         | $722423.95         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-03-01      | 4.0000%  | 0.0000% | $712518.00         | $671874.24         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-10-01      | 7.0000%  | 0.0000% | $1605702.00        | $1703847.37        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-12-01      | 5.0000%  | 0.0000% | $1159880.00        | $1169354.67        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2044-06-01      | 4.0000%  | 0.0000% | $7938728.00        | $2072027.37        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-10-01      | 2.4350%  | 0.0000% | $2468704.00        | $1355745.15        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2038-10-01      | 4.8400%  | 0.0000% | $2586764.00        | $2526516.29        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2045-11-01      | 6.5000%  | 0.0000% | $172986.00         | $180919.77         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-02-01      | 6.5000%  | 0.0000% | $100000.00         | $58546.80          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2029-11-01      | 4.3000%  | 0.0000% | $2000000.00        | $2034506.67        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-02-01      | 5.5000%  | 0.0000% | $75913344.00       | $61372039.01       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-11-01      | 4.5000%  | 0.0000% | $1550000.00        | $1429677.48        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-10-01      | 4.5000%  | 0.0000% | $570000.00         | $528881.82         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2040-05-01      | 2.5000%  | 0.0000% | $25000.00          | $10589.03          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2048-01-01      | 3.5000%  | 0.0000% | $55929.00          | $24808.71          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-05-01      | 2.5000%  | 0.0000% | $1919190.00        | $1293310.88        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-04-01      | 3.5000%  | 0.0000% | $23200100.00       | $17228241.15       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-06-01      | 6.0000%  | 0.0000% | $52341568.00       | $42735805.69       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-02-01      | 5.5000%  | 0.0000% | $300000.00         | $247690.27         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-03-01      | 6.0000%  | 0.0000% | $4385624.00        | $3955281.55        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2044-01-01      | 7.0000%  | 0.0000% | $225610.00         | $118747.33         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-10-01      | 6.0000%  | 0.0000% | $1256462.00        | $871596.65         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2047-12-01      | 3.5000%  | 0.0000% | $928995.00         | $270028.52         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2035-06-01      | 2.0000%  | 0.0000% | $3000000.00        | $971393.15         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-02-01      | 6.0000%  | 0.0000% | $3645752.00        | $2972324.92        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2050-10-01      | 1.5000%  | 0.0000% | $91283.00          | $48140.09          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-01-01      | 4.0000%  | 0.0000% | $2644496.00        | $2129360.30        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-09-01      | 5.5000%  | 0.0000% | $35484288.00       | $30430357.66       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-06-01      | 4.5000%  | 0.0000% | $2319712.00        | $1733153.32        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-10-01      | 6.5000%  | 0.0000% | $1554000.00        | $1553022.71        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-11-01      | 6.5000%  | 0.0000% | $2640780.00        | $2800849.30        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-12-01      | 6.0000%  | 0.0000% | $1213456.00        | $1277197.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $594353.00         | $57403.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $14360144.00       | $1751974.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-03-20      | 3.5000%  | 0.0000% | $3465080.00        | $317733.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 3.5000%  | 0.0000% | $3999560.00        | $479982.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 4.5000%  | 0.0000% | $475262.00         | $42189.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $492983.00         | $249781.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 4.0000%  | 0.0000% | $6304.00           | $2597.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $999999.00         | $661403.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $85000.00          | $36096.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $1000.00           | $245.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-15      | 2.5000%  | 0.0000% | $1053850.00        | $606764.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2058-04-15      | 5.0800%  | 0.0000% | $1090.00           | $1082.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.2200%  | 0.0000% | $2503647.00        | $2548752.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $3946204.00        | $3969950.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $28435.00          | $30004.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-05-15      | 5.5000%  | 0.0000% | $1332254.00        | $1374869.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1870964.00        | $1963283.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $9817952.00        | $9895971.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1832932.00        | $1922505.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-08-20      | 6.5190%  | 0.0000% | $2480100.00        | $2601800.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1426086.00        | $1494682.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1165774.00        | $1205176.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1390518.00        | $1466500.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.1700%  | 0.0000% | $11589300.00       | $11774408.16       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $2842528.00        | $2907581.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1325998.00        | $1361520.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1059702.00        | $1098766.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $4332528.00        | $4501318.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1035106.00        | $1062835.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 4.5000%  | 0.0000% | $309900.00         | $301407.59         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2050-11-01      | 2.5000%  | 0.0000% | $1733000.00        | $609494.66         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2033-05-01      | 5.0000%  | 0.0000% | $149986048.00      | $877372.60         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2032-07-01      | 7.0000%  | 0.0000% | $7289968.00        | $16464.75          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2030-08-01      | 3.5000%  | 0.0000% | $501178.00         | $44802.31          | Agency Mortgage-Backed Securities |

### Security 159: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 3.810000%
- **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: LMRP10417155
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 3.2900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| TENN VALLEY AUTHORITY                    | 2036-04-01      | 5.8800%  | 0.0000% | $4000.00           | $4544.70           | Agency Debentures and Agency Strips |
| TENN VALLEY AUTHORITY                    | 2042-12-15      | 3.5000%  | 0.0000% | $813000.00         | $682172.49         | Agency Debentures and Agency Strips |
| TENN VAL AUTH CPN STRIP                  | 2036-09-15      | 0.0000%  | 0.0000% | $5000.00           | $3048.38           | Agency Debentures and Agency Strips |
| TENN VAL AUTH CPN STRIP                  | 2036-07-15      | 0.0000%  | 0.0000% | $6000.00           | $3686.34           | Agency Debentures and Agency Strips |
| TENN VAL AUTH CPN STRIP                  | 2028-06-15      | 0.0000%  | 0.0000% | $5000.00           | $4566.46           | Agency Debentures and Agency Strips |
| TENN VALLEY AUTH                         | 2038-01-15      | 0.0000%  | 0.0000% | $16000.00          | $9011.41           | Agency Debentures and Agency Strips |
| TVA PRIN STRIP                           | 2038-06-15      | 0.0000%  | 0.0000% | $3000.00           | $1686.90           | Agency Debentures and Agency Strips |
| TVA PRIN STRIP                           | 2039-09-15      | 0.0000%  | 0.0000% | $275000.00         | $140771.95         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2028-02-08      | 2.9500%  | 0.0000% | $2000.00           | $2000.74           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2027-11-23      | 3.4000%  | 0.0000% | $10000.00          | $10023.31          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2036-02-25      | 2.1000%  | 0.0000% | $80000.00          | $65040.32          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2026-04-10      | 4.6250%  | 0.0000% | $9000.00           | $9118.54           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2027-05-20      | 4.5000%  | 0.0000% | $7000.00           | $7129.86           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2026-08-28      | 4.8750%  | 0.0000% | $13000.00          | $13322.05          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2033-09-26      | 4.9500%  | 0.0000% | $80000.00          | $80984.20          | Agency Debentures and Agency Strips |
| Freddie Mac                              | 2052-07-01      | 4.5000%  | 0.0000% | $62099300.00       | $44572348.11       | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-08-01      | 4.5000%  | 0.0000% | $383900.00         | $279752.51         | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-04-01      | 5.5000%  | 0.0000% | $395600.00         | $304581.15         | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-07-01      | 6.0000%  | 0.0000% | $682300.00         | $559520.79         | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-12-01      | 5.0000%  | 0.0000% | $1092600.00        | $1082349.60        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-08-01      | 5.5000%  | 0.0000% | $99600.00          | $99995.40          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2052-08-20      | 4.0000%  | 0.0000% | $113800.00         | $82342.27          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $16000.00          | $11731.67          | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-03-01      | 5.0000%  | 0.0000% | $8647900.00        | $8069139.80        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-11-01      | 6.0000%  | 0.0000% | $3117200.00        | $2911837.65        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-02-01      | 6.5000%  | 0.0000% | $2682100.00        | $2299107.36        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-03-01      | 6.0000%  | 0.0000% | $1059900.00        | $920257.50         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-08-01      | 5.5000%  | 0.0000% | $1052800.00        | $1032170.92        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-03-01      | 5.5000%  | 0.0000% | $2744000.00        | $2571648.53        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-04-01      | 5.5000%  | 0.0000% | $15018200.00       | $14632255.22       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-03-01      | 6.0000%  | 0.0000% | $1620400.00        | $1603274.11        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-07-01      | 5.5000%  | 0.0000% | $2555700.00        | $2524313.32        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-05-01      | 5.0000%  | 0.0000% | $1881300.00        | $1888799.23        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-08-01      | 5.5000%  | 0.0000% | $10752200.00       | $10615093.71       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2040-12-01      | 3.5000%  | 0.0000% | $423700.00         | $413619.19         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-10-01      | 6.0000%  | 0.0000% | $40215000.00       | $40160285.78       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-10-01      | 6.0000%  | 0.0000% | $18100.00          | $17889.91          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-01-01      | 5.5000%  | 0.0000% | $12723000.00       | $11634138.05       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-01-01      | 5.0000%  | 0.0000% | $2749900.00        | $2743531.49        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2053-08-01      | 5.0000%  | 0.0000% | $1584100.00        | $1557939.90        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2053-04-01      | 5.0000%  | 0.0000% | $30026600.00       | $21652623.73       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-01-01      | 6.0000%  | 0.0000% | $8023700.00        | $6859920.86        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-03-01      | 5.5000%  | 0.0000% | $3367000.00        | $3286330.21        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-07-01      | 4.5000%  | 0.0000% | $17643300.00       | $15615099.40       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-05-01      | 5.5000%  | 0.0000% | $16134800.00       | $15872720.61       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-09-01      | 4.5000%  | 0.0000% | $248000.00         | $232306.41         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-04-01      | 6.0000%  | 0.0000% | $130000.00         | $126983.94         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-12-01      | 4.5000%  | 0.0000% | $35227444.00       | $34582922.68       | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-03-01      | 6.0000%  | 0.0000% | $12899300.00       | $11536239.17       | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-03-01      | 6.5000%  | 0.0000% | $4353800.00        | $3713166.11        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-03-01      | 6.0000%  | 0.0000% | $17346300.00       | $17126805.87       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-11-01      | 4.5000%  | 0.0000% | $155100.00         | $125624.15         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-07-01      | 5.5000%  | 0.0000% | $56867000.00       | $51231621.95       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-07-01      | 6.0000%  | 0.0000% | $7468000.00        | $6412288.88        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-05-01      | 6.0000%  | 0.0000% | $53821600.00       | $52500495.22       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-06-01      | 5.5000%  | 0.0000% | $30993700.00       | $30556921.01       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-12-01      | 5.5000%  | 0.0000% | $148918400.00      | $133315139.32      | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2041-01-01      | 3.5000%  | 0.0000% | $7516300.00        | $7335417.74        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-10-01      | 6.5000%  | 0.0000% | $1171300.00        | $1141978.82        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-11-01      | 5.0000%  | 0.0000% | $1288100.00        | $1264015.24        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-11-01      | 5.5000%  | 0.0000% | $17300.00          | $15516.56          | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-11-01      | 4.5000%  | 0.0000% | $1034800.00        | $1020509.46        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $17676100.00       | $17193878.26       | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-06-01      | 6.5000%  | 0.0000% | $167700.00         | $155757.56         | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-08-01      | 6.0000%  | 0.0000% | $19079400.00       | $18721385.50       | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-06-01      | 3.5000%  | 0.0000% | $9351700.00        | $8777670.84        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2050-09-01      | 4.5000%  | 0.0000% | $86000.00          | $61447.94          | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-05-01      | 6.0000%  | 0.0000% | $1000000.00        | $925953.62         | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-10-01      | 5.0000%  | 0.0000% | $582600.00         | $543447.36         | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-02-01      | 4.5000%  | 0.0000% | $211800.00         | $192574.16         | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-08-01      | 6.5000%  | 0.0000% | $6323200.00        | $6175762.20        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-10-01      | 6.5000%  | 0.0000% | $25266000.00       | $25250110.47       | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-08-01      | 5.5000%  | 0.0000% | $119700.00         | $117299.64         | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-10-01      | 5.0000%  | 0.0000% | $2398000.00        | $2377124.66        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-10-01      | 6.5000%  | 0.0000% | $2364900.00        | $2145599.27        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $359027900.00      | $263966267.02      | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2052-09-20      | 3.5000%  | 0.0000% | $4775800.00        | $3945281.14        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2053-02-20      | 4.0000%  | 0.0000% | $249000.00         | $211156.25         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2054-04-20      | 5.0000%  | 0.0000% | $186000.00         | $182719.59         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-12-20      | 6.0000%  | 0.0000% | $1461000.00        | $1514858.30        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1316800.00        | $1136459.31        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $29360700.00       | $28842280.30       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $24475100.00       | $24308584.57       | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-10-01      | 6.0000%  | 0.0000% | $31918200.00       | $28343501.79       | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2045-06-01      | 4.5000%  | 0.0000% | $95600.00          | $93875.10          | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-04-01      | 5.5000%  | 0.0000% | $2098800.00        | $2107181.21        | Agency Mortgage-Backed Securities   |
| STRIPS                                   | 2034-02-15      | 0.0000%  | 0.0000% | $13785.23          | $9842.57           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2034-08-15      | 0.0000%  | 0.0000% | $5496.19           | $3826.30           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2035-02-15      | 0.0000%  | 0.0000% | $13032.20          | $8847.01           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2035-08-15      | 0.0000%  | 0.0000% | $3000.18           | $1985.42           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2036-08-15      | 0.0000%  | 0.0000% | $1209.39           | $758.80            | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2031-11-15      | 0.0000%  | 0.0000% | $11562.52          | $9188.48           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2032-11-15      | 0.0000%  | 0.0000% | $15589.31          | $11830.20          | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2033-05-15      | 0.0000%  | 0.0000% | $11562.50          | $8565.21           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2034-05-15      | 0.0000%  | 0.0000% | $14427.30          | $10175.36          | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2026-02-15      | 0.0000%  | 0.0000% | $22488.79          | $22388.47          | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2027-02-15      | 0.0000%  | 0.0000% | $3778.23           | $3632.34           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2027-05-15      | 0.0000%  | 0.0000% | $63033.79          | $60072.59          | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2027-08-15      | 0.0000%  | 0.0000% | $24450.63          | $23093.60          | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2028-05-15      | 0.0000%  | 0.0000% | $37169.23          | $34185.80          | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2028-11-15      | 0.0000%  | 0.0000% | $859.69            | $775.99            | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2035-11-15      | 0.0000%  | 0.0000% | $11562.48          | $7555.94           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2029-05-15      | 0.0000%  | 0.0000% | $4731.01           | $4185.92           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2030-05-15      | 0.0000%  | 0.0000% | $11562.54          | $9815.96           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2030-02-15      | 0.0000%  | 0.0000% | $809.86            | $694.66            | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2036-05-15      | 0.0000%  | 0.0000% | $11562.51          | $7351.33           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2037-05-15      | 0.0000%  | 0.0000% | $78058.62          | $47054.36          | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2051-11-15      | 0.0000%  | 0.0000% | $11563.75          | $3132.76           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2037-11-15      | 0.0000%  | 0.0000% | $38317.03          | $22470.91          | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2038-05-15      | 0.0000%  | 0.0000% | $98400.10          | $56111.67          | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2038-08-15      | 0.0000%  | 0.0000% | $2315.43           | $1300.68           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2039-02-15      | 0.0000%  | 0.0000% | $973.64            | $529.75            | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2052-02-15      | 0.0000%  | 0.0000% | $30336.31          | $8136.20           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2052-05-15      | 0.0000%  | 0.0000% | $11562.90          | $3054.05           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2052-08-15      | 0.0000%  | 0.0000% | $7234.93           | $1892.12           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2038-11-15      | 0.0000%  | 0.0000% | $106036.76         | $58740.02          | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2039-08-15      | 0.0000%  | 0.0000% | $11283.93          | $5963.60           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2039-11-15      | 0.0000%  | 0.0000% | $11562.94          | $6023.14           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2052-11-15      | 0.0000%  | 0.0000% | $44667.55          | $11548.80          | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2053-05-15      | 0.0000%  | 0.0000% | $4295.47           | $1087.46           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2040-11-15      | 0.0000%  | 0.0000% | $11562.69          | $5669.64           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2045-05-15      | 0.0000%  | 0.0000% | $11562.58          | $4368.38           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2041-05-15      | 0.0000%  | 0.0000% | $25889.57          | $12339.00          | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2041-08-15      | 0.0000%  | 0.0000% | $205545.10         | $96445.46          | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2041-11-15      | 0.0000%  | 0.0000% | $11563.67          | $5346.88           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2042-05-15      | 0.0000%  | 0.0000% | $11562.51          | $5184.41           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2042-11-15      | 0.0000%  | 0.0000% | $11562.68          | $5036.08           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2043-05-15      | 0.0000%  | 0.0000% | $11562.48          | $4884.77           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2043-11-15      | 0.0000%  | 0.0000% | $114421.45         | $46873.20          | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2044-05-15      | 0.0000%  | 0.0000% | $11563.30          | $4608.37           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2045-02-15      | 0.0000%  | 0.0000% | $4311.24           | $1650.48           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2045-08-15      | 0.0000%  | 0.0000% | $9017.84           | $3355.07           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2046-08-15      | 0.0000%  | 0.0000% | $10263.72          | $3624.36           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2047-02-15      | 0.0000%  | 0.0000% | $7158.64           | $2464.42           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2047-05-15      | 0.0000%  | 0.0000% | $18295.42          | $6226.41           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2047-08-15      | 0.0000%  | 0.0000% | $7569.13           | $2542.15           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2048-02-15      | 0.0000%  | 0.0000% | $52969.42          | $17373.33          | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2048-08-15      | 0.0000%  | 0.0000% | $14631.46          | $4678.50           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2049-02-15      | 0.0000%  | 0.0000% | $8382.41           | $2607.59           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2049-05-15      | 0.0000%  | 0.0000% | $3238.68           | $996.79            | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2049-11-15      | 0.0000%  | 0.0000% | $6445.28           | $1929.27           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2050-05-15      | 0.0000%  | 0.0000% | $11562.52          | $3362.94           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2050-11-15      | 0.0000%  | 0.0000% | $11563.89          | $3286.63           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2051-05-15      | 0.0000%  | 0.0000% | $11562.51          | $3206.65           | U.S. Treasuries (including strips)  |
| STRIP PRINC                              | 2026-08-15      | 0.0000%  | 0.0000% | $3500.00           | $3424.47           | U.S. Treasuries (including strips)  |
| STRIP PRINC                              | 2026-11-15      | 0.0000%  | 0.0000% | $13500.00          | $13116.06          | U.S. Treasuries (including strips)  |
| STRIP PRINC                              | 2027-02-15      | 0.0000%  | 0.0000% | $4000.00           | $3855.08           | U.S. Treasuries (including strips)  |
| STRIP PRINC                              | 2027-11-15      | 0.0000%  | 0.0000% | $10900.00          | $10221.81          | U.S. Treasuries (including strips)  |
| STRIP PRINC                              | 2028-08-15      | 0.0000%  | 0.0000% | $700.00            | $638.83            | U.S. Treasuries (including strips)  |
| STRIP PRINC                              | 2037-05-15      | 0.0000%  | 0.0000% | $14900.00          | $9274.95           | U.S. Treasuries (including strips)  |
| STRIP PRINC                              | 2038-05-15      | 0.0000%  | 0.0000% | $15000.00          | $8853.66           | U.S. Treasuries (including strips)  |
| STRIP PRINC                              | 2039-08-15      | 0.0000%  | 0.0000% | $5000.00           | $2711.98           | U.S. Treasuries (including strips)  |
| STRIP PRINC                              | 2040-02-15      | 0.0000%  | 0.0000% | $16100.00          | $8484.46           | U.S. Treasuries (including strips)  |
| STRIP PRINC                              | 2041-11-15      | 0.0000%  | 0.0000% | $24000.00          | $11391.34          | U.S. Treasuries (including strips)  |
| STRIP PRINC                              | 2042-02-15      | 0.0000%  | 0.0000% | $3200.00           | $1493.69           | U.S. Treasuries (including strips)  |
| STRIP PRINC                              | 2043-08-15      | 0.0000%  | 0.0000% | $8900.00           | $3798.99           | U.S. Treasuries (including strips)  |
| STRIP PRINC                              | 2043-11-15      | 0.0000%  | 0.0000% | $17000.00          | $7158.62           | U.S. Treasuries (including strips)  |
| STRIP PRINC                              | 2046-11-15      | 0.0000%  | 0.0000% | $19700.00          | $7049.82           | U.S. Treasuries (including strips)  |
| STRIP PRINC                              | 2047-02-15      | 0.0000%  | 0.0000% | $24700.00          | $8723.40           | U.S. Treasuries (including strips)  |
| STRIP PRINC                              | 2048-05-15      | 0.0000%  | 0.0000% | $30100.00          | $9946.30           | U.S. Treasuries (including strips)  |
| STRIP PRINC                              | 2049-02-15      | 0.0000%  | 0.0000% | $11600.00          | $3684.55           | U.S. Treasuries (including strips)  |
| STRIP PRINC                              | 2049-05-15      | 0.0000%  | 0.0000% | $1400.00           | $439.54            | U.S. Treasuries (including strips)  |
| STRIP PRINC                              | 2049-11-15      | 0.0000%  | 0.0000% | $11000.00          | $3361.59           | U.S. Treasuries (including strips)  |
| STRIP PRINC                              | 2050-02-15      | 0.0000%  | 0.0000% | $10700.00          | $3229.26           | U.S. Treasuries (including strips)  |
| STRIP PRINC                              | 2050-05-15      | 0.0000%  | 0.0000% | $31100.00          | $9354.76           | U.S. Treasuries (including strips)  |
| STRIP PRINC                              | 2054-02-15      | 0.0000%  | 0.0000% | $2300.00           | $578.99            | U.S. Treasuries (including strips)  |
| STRIP PRINC                              | 2054-08-15      | 0.0000%  | 0.0000% | $3600.00           | $887.13            | U.S. Treasuries (including strips)  |
| STRIP PRINC                              | 2055-02-15      | 0.0000%  | 0.0000% | $2700.00           | $652.87            | U.S. Treasuries (including strips)  |
| STRIP PRINC                              | 2026-05-15      | 0.0000%  | 0.0000% | $4600.00           | $4540.86           | U.S. Treasuries (including strips)  |
| STRIP PRINC                              | 2029-11-15      | 0.0000%  | 0.0000% | $1000.00           | $871.49            | U.S. Treasuries (including strips)  |
| STRIP PRINC                              | 2032-11-15      | 0.0000%  | 0.0000% | $6700.00           | $5133.06           | U.S. Treasuries (including strips)  |
| STRIP PRINC                              | 2033-02-15      | 0.0000%  | 0.0000% | $10000.00          | $7572.68           | U.S. Treasuries (including strips)  |
| STRIP PRINC                              | 2033-11-15      | 0.0000%  | 0.0000% | $49000.00          | $35877.41          | U.S. Treasuries (including strips)  |
| STRIP PRINC                              | 2027-05-15      | 0.0000%  | 0.0000% | $37200.00          | $35493.56          | U.S. Treasuries (including strips)  |
| STRIP PRINC                              | 2035-02-15      | 0.0000%  | 0.0000% | $7000.00           | $4821.80           | U.S. Treasuries (including strips)  |
| STRIP PRINC                              | 2035-05-15      | 0.0000%  | 0.0000% | $1000.00           | $680.77            | U.S. Treasuries (including strips)  |
| TSY INFL IX N/B                          | 2026-01-15      | 0.6250%  | 0.0000% | $2495300.00        | $3419197.69        | U.S. Treasuries (including strips)  |
| TSY INFL IX N/B                          | 2028-07-15      | 0.7500%  | 0.0000% | $6828800.00        | $8786202.05        | U.S. Treasuries (including strips)  |
| TSY INFL IX N/B                          | 2030-07-15      | 0.1250%  | 0.0000% | $132700.00         | $159382.90         | U.S. Treasuries (including strips)  |
| TSY INFL IX N/B                          | 2026-04-15      | 0.1250%  | 0.0000% | $230300.00         | $283558.50         | U.S. Treasuries (including strips)  |
| TSY INFL IX N/B                          | 2033-01-15      | 1.1250%  | 0.0000% | $124100.00         | $131132.83         | U.S. Treasuries (including strips)  |
| TSY INFL IX N/B                          | 2030-04-15      | 1.6250%  | 0.0000% | $53900.00          | $55667.25          | U.S. Treasuries (including strips)  |

### Security 160: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.800000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: LMRP10417165
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B             | 2028-07-15      | 3.8750%  | 0.0000% | $4280300.00        | $4395763.30        | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2027-11-30      | 3.3750%  | 0.0000% | $18133300.00       | $18157114.70       | U.S. Treasuries (including strips) |
| TREASURY BILL               | 2026-06-11      | 0.0000%  | 0.0000% | $21909900.00       | $21567886.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL | 2026-04-21      | 0.0000%  | 0.0000% | $2000.00           | $1978.26           | U.S. Treasuries (including strips) |
| STRIP PRINC                 | 2047-08-15      | 0.0000%  | 0.0000% | $35736000.00       | $12280354.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2028-08-15      | 5.5000%  | 0.0000% | $30699800.00       | $32857965.24       | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2040-11-15      | 4.2500%  | 0.0000% | $14747000.00       | $14365650.73       | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2044-11-15      | 3.0000%  | 0.0000% | $900000.00         | $703423.94         | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2049-11-15      | 2.3750%  | 0.0000% | $2487800.00        | $1615621.99        | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2051-02-15      | 1.8750%  | 0.0000% | $2032600.00        | $1158421.93        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B             | 2027-07-15      | 0.3750%  | 0.0000% | $19000000.00       | $25045491.32       | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2028-08-15      | 2.8750%  | 0.0000% | $134000.00         | $133377.07         | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2027-05-15      | 2.3750%  | 0.0000% | $73186600.00       | $72321897.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2027-05-31      | 0.5000%  | 0.0000% | $411200.00         | $394601.84         | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2028-06-30      | 1.2500%  | 0.0000% | $22500700.00       | $21307802.89       | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2028-09-30      | 1.2500%  | 0.0000% | $997900.00         | $942544.83         | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2032-02-15      | 1.8750%  | 0.0000% | $73750700.00       | $66476908.15       | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2027-04-30      | 2.7500%  | 0.0000% | $5258000.00        | $5232041.14        | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2028-04-30      | 3.5000%  | 0.0000% | $999600.00         | $1005937.25        | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2028-08-31      | 4.3750%  | 0.0000% | $11765500.00       | $12198170.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2030-12-31      | 3.7500%  | 0.0000% | $66990100.00       | $67170973.27       | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2029-06-30      | 4.2500%  | 0.0000% | $40080000.00       | $40980196.80       | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2031-10-31      | 4.1250%  | 0.0000% | $24637000.00       | $25249992.38       | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2034-11-15      | 4.2500%  | 0.0000% | $62247100.00       | $63468422.49       | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2027-04-30      | 3.7500%  | 0.0000% | $958200.00         | $967512.80         | U.S. Treasuries (including strips) |

### Security 161: FIXED INCOME CLEARING CORP / STATE STREET

- **C.1 - Title:** FIXED INCOME CLEARING CORP / STATE STREET 3.820000%
- **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: LMRP10417175
- **C.18 - Value (incl. sponsor support):** $910000000.00
- **C.18.a - Value (excl. sponsor support):** $910000000.00
- **C.19 - Percentage of Net Assets:** 2.9900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2043-11-15      | 4.7500%  | 0.0000% | $58058400.00       | $58760363.79       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $213697000.00      | $220394415.70      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-15      | 4.3750%  | 0.0000% | $199719800.00      | $206439662.30      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-01-15      | 2.1250%  | 0.0000% | $416573600.00      | $442605680.00      | U.S. Treasuries (including strips) |

### Security 162: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 3.810000%
- **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: LMRP10417185
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $401220055.00      | $408000000.90      | Agency Mortgage-Backed Securities |

### Security 163: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 3.810000%
- **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: LMRP10417195
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                               | 2054-08-01      | 6.0000%  | 0.0000% | $1027.00           | $943.24            | Agency Mortgage-Backed Securities  |
| Freddie Mac                               | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $2096.12           | Agency Mortgage-Backed Securities  |
| Freddie Mac                               | 2050-06-01      | 2.5000%  | 0.0000% | $1046.00           | $480.01            | Agency Mortgage-Backed Securities  |
| Fannie Mae                                | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.26           | Agency Mortgage-Backed Securities  |
| Fannie Mae                                | 2055-07-01      | 6.5000%  | 0.0000% | $62481.00          | $65581.21          | Agency Mortgage-Backed Securities  |
| Fannie Mae                                | 2055-11-01      | 6.0000%  | 0.0000% | $1592157.00        | $1645068.14        | Agency Mortgage-Backed Securities  |
| Fannie Mae                                | 2046-02-01      | 3.0000%  | 0.0000% | $400000.00         | $49059.02          | Agency Mortgage-Backed Securities  |
| Fannie Mae                                | 2055-11-01      | 6.0000%  | 0.0000% | $1003.00           | $1040.71           | Agency Mortgage-Backed Securities  |
| Fannie Mae                                | 2052-08-01      | 4.0000%  | 0.0000% | $1154201.00        | $689868.33         | Agency Mortgage-Backed Securities  |
| Fannie Mae                                | 2052-11-01      | 4.5000%  | 0.0000% | $1014929.00        | $776398.98         | Agency Mortgage-Backed Securities  |
| Fannie Mae                                | 2053-01-01      | 5.5000%  | 0.0000% | $1015850.00        | $622477.82         | Agency Mortgage-Backed Securities  |
| Fannie Mae                                | 2030-11-01      | 3.9800%  | 0.0000% | $3983413.00        | $3977237.38        | Agency Mortgage-Backed Securities  |
| Fannie Mae                                | 2030-11-01      | 3.8500%  | 0.0000% | $29639000.00       | $29483434.76       | Agency Mortgage-Backed Securities  |
| Fannie Mae                                | 2030-11-01      | 4.0800%  | 0.0000% | $26778973.00       | $26858452.99       | Agency Mortgage-Backed Securities  |
| Fannie Mae                                | 2030-12-01      | 4.4300%  | 0.0000% | $41588.00          | $42024.24          | Agency Mortgage-Backed Securities  |
| Fannie Mae                                | 2030-12-01      | 4.1600%  | 0.0000% | $147547.00         | $148439.91         | Agency Mortgage-Backed Securities  |
| Fannie Mae                                | 2052-04-01      | 2.0000%  | 0.0000% | $489712.00         | $340765.43         | Agency Mortgage-Backed Securities  |
| Fannie Mae                                | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $749.36            | Agency Mortgage-Backed Securities  |
| Fannie Mae                                | 2054-04-01      | 5.5000%  | 0.0000% | $184288.00         | $166190.09         | Agency Mortgage-Backed Securities  |
| Fannie Mae                                | 2055-04-01      | 5.5000%  | 0.0000% | $187299.00         | $184484.86         | Agency Mortgage-Backed Securities  |
| Fannie Mae                                | 2048-11-01      | 3.0000%  | 0.0000% | $45553119.00       | $21202195.36       | Agency Mortgage-Backed Securities  |
| Fannie Mae                                | 2053-07-01      | 6.5000%  | 0.0000% | $9963428.00        | $7169650.33        | Agency Mortgage-Backed Securities  |
| Fannie Mae                                | 2054-01-01      | 7.0000%  | 0.0000% | $16013672.00       | $12401672.87       | Agency Mortgage-Backed Securities  |
| Fannie Mae                                | 2055-09-01      | 5.5000%  | 0.0000% | $46063.00          | $46163.04          | Agency Mortgage-Backed Securities  |
| Fannie Mae                                | 2054-08-01      | 5.5000%  | 0.0000% | $51570.00          | $44377.71          | Agency Mortgage-Backed Securities  |
| Freddie Mac                               | 2051-10-01      | 2.5000%  | 0.0000% | $2402.00           | $1418.93           | Agency Mortgage-Backed Securities  |
| Freddie Mac                               | 2054-10-01      | 6.5000%  | 0.0000% | $3741094.00        | $3269772.54        | Agency Mortgage-Backed Securities  |
| Freddie Mac                               | 2055-07-01      | 6.0000%  | 0.0000% | $7036.00           | $6602.98           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association  | 2049-01-20      | 4.5000%  | 0.0000% | $240262.00         | $71218.33          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association  | 2060-04-15      | 5.3300%  | 0.0000% | $369017.00         | $377237.98         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association  | 2060-04-15      | 5.3300%  | 0.0000% | $1000.00           | $1022.28           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association  | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1063.28           | Agency Mortgage-Backed Securities  |
| Fannie Mae                                | 2046-09-01      | 3.0000%  | 0.0000% | $1002.00           | $149.81            | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                           | 2027-06-30      | 3.7500%  | 0.0000% | $100.00            | $100.40            | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2027-08-31      | 3.6250%  | 0.0000% | $1903800.00        | $1931762.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL               | 2026-03-03      | 0.0000%  | 0.0000% | $200.00            | $198.82            | U.S. Treasuries (including strips) |
| STRIP PRINC                               | 2026-11-15      | 0.0000%  | 0.0000% | $197000.00         | $191397.32         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2029-01-15      | 2.5000%  | 0.0000% | $31742400.00       | $50278263.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $50.05             | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2026-09-15      | 4.6250%  | 0.0000% | $600.00            | $612.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND          | 2026-01-31      | 4.2500%  | 0.0000% | $24244900.00       | $24677570.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2034-05-15      | 4.3750%  | 0.0000% | $43000.00          | $44312.12          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY FLOATING RATE NOTE | 2026-10-31      | 3.8071%  | 0.0000% | $170100.00         | $171380.77         | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2027-01-31      | 4.1250%  | 0.0000% | $5466700.00        | $5594911.26        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2035-01-15      | 2.1250%  | 0.0000% | $3439800.00        | $3655835.68        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2030-04-15      | 1.6250%  | 0.0000% | $7599300.00        | $7848462.28        | U.S. Treasuries (including strips) |

### Security 164: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 3.810000%
- **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: LMRP10417205
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 2.6300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLMC Multifamily Structured Pass Through Certs. | 2026-04-25      | 2.8960%  | 0.0000% | $2523.00           | $27.55             | Agency Collateralized Mortgage Obligation |
| FHLMC Multifamily Structured Pass Through Certs. | 2036-10-25      | 2.3610%  | 0.0000% | $135415.00         | $110099.50         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                      | 2051-07-01      | 4.0000%  | 0.0000% | $1000.00           | $871.66            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $532.64            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1011.08           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-09-01      | 2.5000%  | 0.0000% | $159000.00         | $73557.70          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-09-01      | 2.0000%  | 0.0000% | $75232.00          | $36465.49          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $521.85            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $429.89            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-08-01      | 2.5000%  | 0.0000% | $46000.00          | $20960.64          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $492.86            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $476.72            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-10-01      | 2.0000%  | 0.0000% | $417000.00         | $205081.38         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $549.78            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $571.48            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-09-01      | 2.0000%  | 0.0000% | $1000.00           | $614.75            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $683.14            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $634.30            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-03-01      | 3.0000%  | 0.0000% | $99000.00          | $66512.17          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-06-01      | 5.0000%  | 0.0000% | $10286020.00       | $7513669.42        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-07-01      | 4.5000%  | 0.0000% | $4574493.00        | $3735460.83        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-08-01      | 4.0000%  | 0.0000% | $55999.00          | $43270.26          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-11-01      | 5.0000%  | 0.0000% | $246770.00         | $200439.32         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2037-01-01      | 6.8700%  | 0.0000% | $1000000.00        | $22557.01          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2037-04-01      | 6.3650%  | 0.0000% | $2944889.00        | $1333854.91        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2037-08-01      | 6.3970%  | 0.0000% | $3609912.00        | $3180978.96        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2044-04-01      | 6.5060%  | 0.0000% | $444000.00         | $17736.92          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2036-01-01      | 6.5000%  | 0.0000% | $161795.00         | $6227.83           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $733.66            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $855.62            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $793.30            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-10-01      | 7.0000%  | 0.0000% | $1158486.00        | $943571.41         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-11-01      | 6.5000%  | 0.0000% | $8000.00           | $7475.78           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $720.53            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $910.14            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $940.23            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1054.07           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-09-01      | 5.5000%  | 0.0000% | $144209.00         | $144860.73         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $767.31            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2046-10-01      | 6.3810%  | 0.0000% | $156563.00         | $28316.22          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-03-01      | 4.6250%  | 0.0000% | $6205904.00        | $4794896.15        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2046-12-01      | 3.5000%  | 0.0000% | $1000.00           | $140.62            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2032-09-01      | 3.0000%  | 0.0000% | $1000.00           | $113.67            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2036-05-01      | 6.2450%  | 0.0000% | $1411513.00        | $5943.95           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2039-12-01      | 6.2460%  | 0.0000% | $671005.00         | $6790.94           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2040-07-01      | 5.0000%  | 0.0000% | $6999000.00        | $283241.95         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2040-12-01      | 4.5000%  | 0.0000% | $1621600.00        | $112280.54         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $965.99            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.70           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $932.40            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $978.07            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-12-01      | 6.0000%  | 0.0000% | $4594224.00        | $4343949.36        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-08-01      | 6.0000%  | 0.0000% | $1465840.00        | $1509542.38        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-08-01      | 6.0000%  | 0.0000% | $18811328.00       | $17800698.22       | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.74           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-08-01      | 6.0000%  | 0.0000% | $17666364.00       | $18063703.77       | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-08-01      | 6.5000%  | 0.0000% | $886555.00         | $932889.64         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $833.80            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.04           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-09-01      | 5.5000%  | 0.0000% | $185185.00         | $189212.57         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.61           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-09-01      | 5.5000%  | 0.0000% | $3054168.00        | $3121946.15        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $614.55            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $554.33            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $607.65            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-02-01      | 2.5000%  | 0.0000% | $1284256.00        | $841885.97         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-09-01      | 3.5000%  | 0.0000% | $13000.00          | $6202.10           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $696.24            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-05-01      | 2.0000%  | 0.0000% | $1000.00           | $666.51            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $773.44            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2055-11-20      | 6.0000%  | 0.0000% | $1649676.00        | $1689001.20        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2042-03-20      | 5.2890%  | 0.0000% | $7350000.00        | $3777651.35        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2030-01-01      | 4.7200%  | 0.0000% | $112586.00         | $114462.00         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2040-03-01      | 2.7700%  | 0.0000% | $989283.00         | $781561.60         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2032-12-01      | 4.4500%  | 0.0000% | $174000.00         | $172984.42         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $117.84            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-01-01      | 3.0000%  | 0.0000% | $198997.00         | $64057.50          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-01-01      | 3.0000%  | 0.0000% | $1001.00           | $292.78            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-03-01      | 3.0000%  | 0.0000% | $277002.00         | $115823.44         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-07-01      | 3.0000%  | 0.0000% | $23905.00          | $8322.44           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-10-01      | 2.0000%  | 0.0000% | $141011.00         | $76922.95          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-09-01      | 5.0000%  | 0.0000% | $1000.00           | $551.67            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-10-01      | 2.0000%  | 0.0000% | $400000.00         | $208643.01         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $521.10            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-06-01      | 2.0000%  | 0.0000% | $1000.00           | $441.83            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-08-01      | 2.5000%  | 0.0000% | $61000.00          | $37276.56          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $530.59            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-10-01      | 2.5000%  | 0.0000% | $84127.00          | $52570.54          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-10-01      | 2.0000%  | 0.0000% | $67047.00          | $40865.01          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-11-01      | 2.0000%  | 0.0000% | $152262.00         | $85264.43          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $618.82            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $654.57            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $621.72            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-02-01      | 2.5000%  | 0.0000% | $373019.00         | $243680.09         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-02-01      | 2.5000%  | 0.0000% | $4907248.00        | $3142907.38        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $648.44            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-02-01      | 2.5000%  | 0.0000% | $1417030.00        | $1101946.43        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-05-01      | 4.0000%  | 0.0000% | $26999.00          | $21998.58          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-05-01      | 3.5000%  | 0.0000% | $14996.00          | $11027.60          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-06-01      | 3.0000%  | 0.0000% | $192000.00         | $138925.16         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-06-01      | 5.0000%  | 0.0000% | $2874506.00        | $2488693.78        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $731.39            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-08-01      | 6.0000%  | 0.0000% | $1000.00           | $735.40            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $660.43            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $772.71            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $751.10            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $703.53            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-09-01      | 6.5000%  | 0.0000% | $1000.00           | $663.42            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1005.77           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $798.25            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-11-01      | 6.0000%  | 0.0000% | $1112266.00        | $987679.44         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $612.03            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $961.12            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $750.68            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-06-01      | 5.0000%  | 0.0000% | $35000.00          | $30808.49          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $733.60            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-11-01      | 5.5000%  | 0.0000% | $1184502.00        | $1197115.29        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-11-01      | 6.0000%  | 0.0000% | $2168164.00        | $1961224.14        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2035-09-01      | 6.1830%  | 0.0000% | $540000.00         | $7104.94           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-04-01      | 5.5000%  | 0.0000% | $8190140.00        | $8222418.50        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-04-01      | 6.0000%  | 0.0000% | $2094071.00        | $1754487.03        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-05-01      | 6.0000%  | 0.0000% | $851072.00         | $698623.74         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-12-01      | 6.0000%  | 0.0000% | $3980234.00        | $4087186.69        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-07-01      | 6.5000%  | 0.0000% | $4030584.00        | $2732527.83        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-07-01      | 6.5000%  | 0.0000% | $7003.00           | $5289.75           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-08-01      | 6.5000%  | 0.0000% | $4703578.00        | $4421543.43        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-09-01      | 6.0000%  | 0.0000% | $7921446.00        | $6838850.65        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-10-01      | 7.0000%  | 0.0000% | $1541983.00        | $1626099.19        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $858.11            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-11-01      | 6.0000%  | 0.0000% | $12001.00          | $8263.21           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $531.10            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-11-01      | 4.5000%  | 0.0000% | $1639178.00        | $1379610.47        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-02-01      | 5.5000%  | 0.0000% | $3435672.00        | $3069836.13        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-02-01      | 6.0000%  | 0.0000% | $1515687.00        | $1569258.60        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-04-01      | 5.5000%  | 0.0000% | $1338678.00        | $1355616.44        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-04-01      | 6.0000%  | 0.0000% | $18001.00          | $17830.22          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-03-01      | 6.0000%  | 0.0000% | $7051.00           | $5303.04           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-03-01      | 5.5000%  | 0.0000% | $1066271.00        | $1082823.57        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-05-01      | 5.5000%  | 0.0000% | $3395609.00        | $3456588.26        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $980.58            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-06-01      | 6.0000%  | 0.0000% | $207540.00         | $204976.65         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-06-01      | 7.5000%  | 0.0000% | $487231.00         | $525287.90         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-08-01      | 5.5000%  | 0.0000% | $3757733.00        | $3477286.65        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-08-01      | 6.0000%  | 0.0000% | $28223.00          | $27661.71          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-07-01      | 6.0000%  | 0.0000% | $2428300.00        | $2496722.85        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-09-01      | 6.5000%  | 0.0000% | $2861612.00        | $2993471.89        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-09-01      | 6.0000%  | 0.0000% | $582688.00         | $531533.32         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-10-01      | 5.5000%  | 0.0000% | $2198114.00        | $2240701.06        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-09-01      | 6.0000%  | 0.0000% | $841528.00         | $869715.50         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-10-01      | 5.0000%  | 0.0000% | $2997176.00        | $3027017.53        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-11-01      | 5.0830%  | 0.0000% | $776323.00         | $790173.28         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-11-01      | 5.0000%  | 0.0000% | $6084744.00        | $6098914.19        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-11-01      | 5.3470%  | 0.0000% | $1125000.00        | $1148799.48        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-12-01      | 5.0000%  | 0.0000% | $36143.00          | $36844.34          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $298.52            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $229.73            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2046-11-01      | 3.0000%  | 0.0000% | $2217693.00        | $182325.52         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2046-10-01      | 3.0000%  | 0.0000% | $3901940.00        | $870322.37         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2048-04-01      | 3.5000%  | 0.0000% | $500000.00         | $102613.82         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2033-10-01      | 3.6900%  | 0.0000% | $312436.00         | $300011.22         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2029-11-01      | 2.4750%  | 0.0000% | $1520856.00        | $1389117.10        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2030-08-01      | 1.4600%  | 0.0000% | $335000.00         | $298680.53         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2032-05-01      | 2.5000%  | 0.0000% | $33000.00          | $5243.61           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2047-11-01      | 4.5000%  | 0.0000% | $10252952.00       | $1904428.84        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2044-05-01      | 5.5000%  | 0.0000% | $10694083.00       | $2796016.76        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2048-10-01      | 4.5000%  | 0.0000% | $435610.00         | $88838.61          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2048-11-01      | 3.0000%  | 0.0000% | $2386456.00        | $410976.18         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2048-12-01      | 5.0000%  | 0.0000% | $38720504.00       | $5411345.38        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2048-12-01      | 5.0000%  | 0.0000% | $127102.00         | $18265.27          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-09-01      | 1.9640%  | 0.0000% | $18992105.00       | $14874152.32       | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-02-01      | 4.8430%  | 0.0000% | $1730560.00        | $1412898.66        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2049-11-01      | 5.0000%  | 0.0000% | $3560776.00        | $1757990.15        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2049-12-01      | 3.0000%  | 0.0000% | $2605000.00        | $673855.55         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2050-08-01      | 3.0000%  | 0.0000% | $1674424.00        | $708165.02         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2050-09-01      | 2.5000%  | 0.0000% | $70000.00          | $31552.74          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-10-01      | 2.0000%  | 0.0000% | $479698.00         | $353850.59         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-02-01      | 2.0000%  | 0.0000% | $2106000.00        | $1014319.57        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-04-01      | 2.5000%  | 0.0000% | $670016.00         | $375496.87         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2037-01-01      | 2.2600%  | 0.0000% | $2000000.00        | $1536990.92        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2037-08-01      | 4.1700%  | 0.0000% | $3912296.00        | $3749446.68        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2028-11-01      | 5.7600%  | 0.0000% | $5051.00           | $5313.07           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-05-01      | 2.5000%  | 0.0000% | $7253000.00        | $4168184.80        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-09-01      | 2.5000%  | 0.0000% | $10000.00          | $6023.01           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-10-01      | 2.0000%  | 0.0000% | $11001.00          | $7204.67           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-06-01      | 6.0000%  | 0.0000% | $1220057.00        | $963258.37         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-07-01      | 6.0000%  | 0.0000% | $1120223.00        | $1026506.59        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-06-01      | 5.0000%  | 0.0000% | $3021190.00        | $2313910.67        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-05-01      | 3.0000%  | 0.0000% | $1070.00           | $773.81            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-08-01      | 3.5000%  | 0.0000% | $8000.00           | $6970.26           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-05-01      | 3.0000%  | 0.0000% | $821000.00         | $483852.25         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-06-01      | 3.0000%  | 0.0000% | $217507.00         | $179886.12         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-08-01      | 5.5000%  | 0.0000% | $44725.00          | $21754.82          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-01-01      | 6.5000%  | 0.0000% | $809796.00         | $510474.19         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-07-01      | 4.5000%  | 0.0000% | $1424393.00        | $893652.74         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-08-01      | 5.0000%  | 0.0000% | $5866961.00        | $3810367.02        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-06-01      | 3.0000%  | 0.0000% | $1000.00           | $787.82            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-11-01      | 4.5000%  | 0.0000% | $174767.00         | $126284.80         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-10-01      | 4.5000%  | 0.0000% | $3220679.00        | $2679984.34        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-12-01      | 6.0000%  | 0.0000% | $159918.00         | $130455.86         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-04-01      | 6.5000%  | 0.0000% | $599346.00         | $498696.77         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-05-01      | 6.5000%  | 0.0000% | $596754.00         | $613092.12         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-07-01      | 6.5000%  | 0.0000% | $49876.00          | $41774.36          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-07-01      | 5.5000%  | 0.0000% | $1838700.00        | $985068.89         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $882.51            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-11-01      | 6.5000%  | 0.0000% | $10281380.00       | $10118162.12       | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2031-05-01      | 4.8000%  | 0.0000% | $6434368.00        | $6637449.52        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2033-12-01      | 5.2500%  | 0.0000% | $123460.00         | $129971.65         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2030-05-01      | 4.3000%  | 0.0000% | $6577758.00        | $6599106.46        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2030-01-01      | 4.3200%  | 0.0000% | $20000.00          | $20313.10          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2035-02-01      | 4.9300%  | 0.0000% | $3418720.00        | $3542318.12        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2032-07-01      | 4.4900%  | 0.0000% | $1430000.00        | $1452606.39        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2032-09-01      | 5.2500%  | 0.0000% | $8567000.00        | $8987811.04        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2035-12-01      | 4.4650%  | 0.0000% | $6471100.00        | $6465151.98        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $279.63            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2048-04-01      | 4.5000%  | 0.0000% | $345000.00         | $41052.22          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2048-09-01      | 4.5000%  | 0.0000% | $81000.00          | $17275.68          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2048-12-01      | 5.5000%  | 0.0000% | $17379679.00       | $3122964.79        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2048-12-01      | 5.0000%  | 0.0000% | $1000.00           | $219.05            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2049-07-01      | 3.5000%  | 0.0000% | $207000.00         | $20408.32          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2049-09-01      | 3.0000%  | 0.0000% | $284474368.00      | $49058046.73       | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2050-06-01      | 3.0000%  | 0.0000% | $820000.00         | $383381.52         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-02-01      | 3.0000%  | 0.0000% | $613196.00         | $352298.59         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-02-01      | 4.0000%  | 0.0000% | $3599624.00        | $1948454.38        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-04-01      | 3.0000%  | 0.0000% | $12003.00          | $6523.62           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-10-01      | 2.0000%  | 0.0000% | $2000000.00        | $1236114.61        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-07-01      | 2.0000%  | 0.0000% | $6938000.00        | $4196367.06        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $644.21            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-12-01      | 3.0000%  | 0.0000% | $154839.00         | $94935.88          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-03-01      | 2.0000%  | 0.0000% | $1920149.00        | $1229528.36        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-08-01      | 5.0000%  | 0.0000% | $86000.00          | $60421.87          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-08-01      | 5.5000%  | 0.0000% | $18419584.00       | $13470936.41       | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-05-01      | 4.0000%  | 0.0000% | $13000.00          | $10335.57          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-09-01      | 5.0000%  | 0.0000% | $7000.00           | $6060.65           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-05-01      | 5.0000%  | 0.0000% | $187628.00         | $156106.61         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-06-01      | 4.0000%  | 0.0000% | $69000.00          | $54639.85          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-07-01      | 6.0000%  | 0.0000% | $1466690.00        | $1145050.48        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-02-01      | 6.0000%  | 0.0000% | $200000.00         | $163359.57         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-10-01      | 6.5000%  | 0.0000% | $16889900.00       | $12896572.46       | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-11-01      | 5.0000%  | 0.0000% | $888530.00         | $833606.25         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $931.94            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-12-01      | 6.0000%  | 0.0000% | $29709.00          | $25049.98          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $929.17            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-06-01      | 6.5000%  | 0.0000% | $16871040.00       | $16214427.36       | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-01-01      | 6.0000%  | 0.0000% | $6930928.00        | $6733703.12        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-01-01      | 6.5000%  | 0.0000% | $1024.00           | $978.31            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-08-01      | 6.5000%  | 0.0000% | $41404864.00       | $42023009.73       | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1012.90           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1008.39           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2046-03-01      | 4.0000%  | 0.0000% | $7818543.00        | $2383224.29        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2047-06-01      | 3.5000%  | 0.0000% | $2093440.00        | $629868.58         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2048-09-01      | 3.0000%  | 0.0000% | $1000.00           | $253.68            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2050-03-01      | 3.0000%  | 0.0000% | $20001.00          | $7375.06           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2050-03-01      | 5.0000%  | 0.0000% | $796147.00         | $131616.47         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2049-08-01      | 5.5000%  | 0.0000% | $982240.00         | $240679.52         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2046-03-01      | 3.0000%  | 0.0000% | $2230556.00        | $874832.89         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2050-11-01      | 2.0000%  | 0.0000% | $1824000.00        | $971711.24         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2050-12-01      | 2.0000%  | 0.0000% | $100000.00         | $54925.02          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-01-01      | 2.0000%  | 0.0000% | $105000.00         | $57041.89          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2049-09-01      | 4.0000%  | 0.0000% | $74000.00          | $16939.31          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-05-01      | 2.0000%  | 0.0000% | $140000.00         | $64344.96          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-02-01      | 2.0000%  | 0.0000% | $1115810.00        | $583287.00         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-03-01      | 2.0000%  | 0.0000% | $39000.00          | $21255.94          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-04-01      | 2.5000%  | 0.0000% | $32208.00          | $18801.06          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-04-01      | 2.0000%  | 0.0000% | $189000.00         | $112514.93         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2050-09-01      | 5.0000%  | 0.0000% | $595000.00         | $195484.20         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-01-01      | 3.5000%  | 0.0000% | $29009.00          | $9702.00           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-06-01      | 2.5000%  | 0.0000% | $486626.00         | $299031.26         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $442.08            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2041-08-01      | 2.5000%  | 0.0000% | $197577.00         | $117894.96         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $608.89            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-07-01      | 3.5000%  | 0.0000% | $138256.00         | $70178.39          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-08-01      | 3.0000%  | 0.0000% | $3818000.00        | $2357151.36        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2047-07-01      | 5.0000%  | 0.0000% | $50515.00          | $27544.49          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-02-01      | 3.0000%  | 0.0000% | $444111.00         | $304873.15         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2050-03-01      | 2.5000%  | 0.0000% | $19989984.00       | $11758125.17       | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-02-01      | 2.5000%  | 0.0000% | $1008.00           | $669.55            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $586.44            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-02-01      | 3.0000%  | 0.0000% | $11000.00          | $7353.99           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2042-03-01      | 2.5000%  | 0.0000% | $1000.00           | $640.55            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $638.60            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $681.15            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-03-01      | 3.0000%  | 0.0000% | $100000.00         | $64445.71          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-02-01      | 3.0000%  | 0.0000% | $1001.00           | $708.64            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-04-01      | 3.0000%  | 0.0000% | $1200000.00        | $788650.76         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $679.93            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-12-01      | 6.0000%  | 0.0000% | $8004.00           | $8178.19           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.52           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $960.91            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $936.69            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-02-01      | 6.0000%  | 0.0000% | $1215406.00        | $1244431.73        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.42           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $932.80            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.79           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $855.80            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.96           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $996.41            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-02-01      | 5.5000%  | 0.0000% | $1053950.00        | $1070747.24        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $999.88            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1059.55           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-04-01      | 5.5000%  | 0.0000% | $3058868.00        | $2755423.84        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-04-01      | 6.5000%  | 0.0000% | $2722800.00        | $2539173.29        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-04-01      | 5.5000%  | 0.0000% | $10544276.00       | $10490715.36       | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $966.55            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-04-01      | 5.5000%  | 0.0000% | $5193552.00        | $4765598.61        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.94           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-04-01      | 6.0000%  | 0.0000% | $1194848.00        | $1225607.69        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.37           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-05-01      | 5.5000%  | 0.0000% | $2519448.00        | $2523016.84        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.04           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.27           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-05-01      | 5.0000%  | 0.0000% | $54000.00          | $54324.42          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.47           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.01           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.65           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-06-01      | 5.5000%  | 0.0000% | $6052371.00        | $6004340.07        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-06-01      | 6.5000%  | 0.0000% | $13069.00          | $13859.47          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-06-01      | 6.0000%  | 0.0000% | $104325.00         | $52069.29          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-06-01      | 5.5000%  | 0.0000% | $2208636.00        | $2156258.73        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-06-01      | 6.0000%  | 0.0000% | $44105232.00       | $39569157.07       | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-07-01      | 6.0000%  | 0.0000% | $1001.00           | $1035.50           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.02           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $684.62            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-08-01      | 3.5000%  | 0.0000% | $21003.00          | $16289.16          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2042-05-01      | 2.0000%  | 0.0000% | $100000.00         | $66714.88          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2040-12-01      | 2.5000%  | 0.0000% | $330000.00         | $216417.08         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $757.32            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-05-01      | 2.5000%  | 0.0000% | $1996000.00        | $1433481.06        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $669.22            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-08-01      | 3.5000%  | 0.0000% | $75000.00          | $60041.49          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $747.95            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-07-01      | 3.5000%  | 0.0000% | $124342.00         | $97304.61          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-05-01      | 2.0000%  | 0.0000% | $2455996.00        | $1722459.64        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-10-01      | 5.0000%  | 0.0000% | $105268.00         | $89355.89          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $814.21            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-08-01      | 3.5000%  | 0.0000% | $27000.00          | $22616.37          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $886.29            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-03-01      | 4.0000%  | 0.0000% | $25000.00          | $21438.12          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-09-01      | 5.0000%  | 0.0000% | $12885605.00       | $11566377.41       | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-04-01      | 5.5000%  | 0.0000% | $12999.00          | $10583.45          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-11-01      | 3.5000%  | 0.0000% | $39001.00          | $33746.97          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2037-01-01      | 5.5000%  | 0.0000% | $1020.00           | $5.22              | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2037-11-01      | 6.5000%  | 0.0000% | $5806056.00        | $68392.28          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2038-01-01      | 6.0000%  | 0.0000% | $1000.00           | $15.22             | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2038-01-01      | 6.0000%  | 0.0000% | $1118000.00        | $23112.39          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2038-05-01      | 6.0000%  | 0.0000% | $1014765.00        | $5178.31           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2035-05-01      | 6.3950%  | 0.0000% | $1450000.00        | $21845.02          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2039-05-01      | 4.5000%  | 0.0000% | $821132.00         | $28086.56          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2038-11-01      | 7.0000%  | 0.0000% | $9100000.00        | $30725.90          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2035-02-01      | 5.5000%  | 0.0000% | $1000.00           | $13.28             | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2038-10-01      | 6.5000%  | 0.0000% | $2527987.00        | $22383.05          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2035-05-01      | 5.9500%  | 0.0000% | $5000000.00        | $58743.17          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2040-06-01      | 4.5000%  | 0.0000% | $12133000.00       | $1025516.70        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2027-08-01      | 3.0000%  | 0.0000% | $1634000.00        | $27832.45          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2043-06-01      | 4.0000%  | 0.0000% | $100000.00         | $10764.35          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2044-01-01      | 5.0000%  | 0.0000% | $4635422.00        | $538287.77         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $81.71             | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-10-01      | 2.5000%  | 0.0000% | $676786.00         | $414837.60         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-11-01      | 2.5000%  | 0.0000% | $2455000.00        | $1538536.34        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-12-01      | 2.0000%  | 0.0000% | $223000.00         | $142262.92         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-12-01      | 2.5000%  | 0.0000% | $884000.00         | $562010.19         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2039-06-01      | 3.5000%  | 0.0000% | $1519000.00        | $141923.54         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2034-08-01      | 2.5000%  | 0.0000% | $1000.00           | $122.26            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2049-10-01      | 3.0000%  | 0.0000% | $528600.00         | $71669.01          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2050-02-01      | 2.5000%  | 0.0000% | $725000.00         | $161924.28         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2050-05-01      | 4.0000%  | 0.0000% | $54000.00          | $10628.58          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2050-07-01      | 3.0000%  | 0.0000% | $96000.00          | $27090.73          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2050-08-01      | 2.0000%  | 0.0000% | $307692.00         | $140024.03         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-01-01      | 1.5000%  | 0.0000% | $304000.00         | $170899.44         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $563.26            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2031-06-01      | 1.5000%  | 0.0000% | $1000.00           | $380.59            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-06-01      | 2.0000%  | 0.0000% | $3911009.00        | $2356254.47        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-04-01      | 6.0000%  | 0.0000% | $40208172.00       | $29305318.12       | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-05-01      | 5.5000%  | 0.0000% | $2216202.00        | $1832825.77        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2042-01-01      | 2.0000%  | 0.0000% | $29947400.00       | $18810586.02       | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-02-01      | 2.0000%  | 0.0000% | $529000.00         | $347380.29         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2042-03-01      | 2.0000%  | 0.0000% | $100000.00         | $63767.26          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $669.70            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1515.70           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-07-01      | 4.0000%  | 0.0000% | $397228.00         | $301038.27         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-08-01      | 4.5000%  | 0.0000% | $141000.00         | $107193.14         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-10-01      | 4.0000%  | 0.0000% | $635000.00         | $490500.89         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-01-01      | 4.0000%  | 0.0000% | $18000.00          | $14124.72          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-11-01      | 3.0000%  | 0.0000% | $8000.00           | $5797.87           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-01-01      | 6.0000%  | 0.0000% | $16982080.00       | $10698257.20       | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-08-01      | 4.5000%  | 0.0000% | $14000.00          | $11906.68          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-08-01      | 4.0000%  | 0.0000% | $10000.00          | $8297.62           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-10-01      | 5.0000%  | 0.0000% | $257734.00         | $222505.02         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2038-08-01      | 3.5000%  | 0.0000% | $8000.00           | $4947.47           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-10-01      | 4.0000%  | 0.0000% | $8000.00           | $6699.74           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-12-01      | 6.0000%  | 0.0000% | $11293187.00       | $7632522.36        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-07-01      | 5.0000%  | 0.0000% | $131000.00         | $121418.53         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-07-01      | 7.0000%  | 0.0000% | $18126.00          | $9374.98           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-08-01      | 6.5000%  | 0.0000% | $238952.00         | $159200.31         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $914.99            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-12-01      | 6.0000%  | 0.0000% | $656987.00         | $545136.78         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2036-12-01      | 5.0000%  | 0.0000% | $10840.00          | $114.76            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2040-06-01      | 4.5000%  | 0.0000% | $1026.00           | $80.23             | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2040-07-01      | 4.5000%  | 0.0000% | $1000.00           | $100.29            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2041-01-01      | 4.0000%  | 0.0000% | $1000.00           | $104.49            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2030-02-01      | 7.5000%  | 0.0000% | $1558.00           | $1.94              | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2032-04-01      | 7.0000%  | 0.0000% | $1466.00           | $5.77              | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2028-11-01      | 2.5000%  | 0.0000% | $1003.00           | $52.36             | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2041-04-01      | 4.5000%  | 0.0000% | $1000.00           | $89.99             | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $137.69            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2043-06-01      | 3.5000%  | 0.0000% | $1000.00           | $120.89            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $179.41            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2044-04-01      | 4.5000%  | 0.0000% | $1000.00           | $142.16            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2043-10-01      | 4.5000%  | 0.0000% | $955596.00         | $69443.75          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2044-08-01      | 3.5000%  | 0.0000% | $1000.00           | $150.56            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2045-09-01      | 3.5000%  | 0.0000% | $409860.00         | $86008.48          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2046-08-01      | 3.0000%  | 0.0000% | $5161848.00        | $1127105.45        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $164.53            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $272.87            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $182.41            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2048-07-01      | 5.0000%  | 0.0000% | $1800483.00        | $494024.53         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $220.71            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2048-10-01      | 4.0000%  | 0.0000% | $1000.00           | $163.75            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $94.90             | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2048-11-01      | 3.0000%  | 0.0000% | $1452000.00        | $212141.99         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2036-10-01      | 7.0000%  | 0.0000% | $1000.00           | $9.56              | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2037-02-01      | 3.0000%  | 0.0000% | $25000.00          | $4988.49           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2043-04-01      | 3.0000%  | 0.0000% | $186000.00         | $32844.41          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2032-04-01      | 7.0000%  | 0.0000% | $20298540.00       | $15447.04          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2038-09-01      | 7.0000%  | 0.0000% | $2122167.00        | $25483.67          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2037-12-01      | 6.5000%  | 0.0000% | $536729.00         | $5354.70           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2038-11-01      | 6.0000%  | 0.0000% | $2000000.00        | $16716.39          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2041-10-01      | 4.5000%  | 0.0000% | $1538000.00        | $86488.44          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2045-05-01      | 3.0000%  | 0.0000% | $1000.00           | $135.13            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2046-02-01      | 4.5000%  | 0.0000% | $1000.00           | $105.31            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $177.15            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $121.42            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2047-12-01      | 3.0000%  | 0.0000% | $675955.00         | $99417.30          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2030-12-01      | 3.0000%  | 0.0000% | $1000.00           | $91.53             | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2047-09-01      | 3.5000%  | 0.0000% | $20673569.00       | $4067509.56        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2049-01-01      | 4.5000%  | 0.0000% | $2907000.00        | $595816.23         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2049-02-01      | 5.5000%  | 0.0000% | $1430564.00        | $147439.40         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2048-12-01      | 4.5000%  | 0.0000% | $2428750.00        | $363554.47         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2048-11-01      | 4.5000%  | 0.0000% | $107000.00         | $74559.64          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2036-12-01      | 2.0000%  | 0.0000% | $41960.00          | $23630.40          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $646.07            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $542.76            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2049-12-01      | 3.5000%  | 0.0000% | $2302400.00        | $653915.20         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-01-01      | 3.0000%  | 0.0000% | $300000.00         | $114732.00         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-02-01      | 3.0000%  | 0.0000% | $1000.00           | $609.82            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-09-01      | 2.0000%  | 0.0000% | $6943320.00        | $4352236.83        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-09-01      | 5.0000%  | 0.0000% | $1808527.00        | $1199036.26        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-04-01      | 3.5000%  | 0.0000% | $500000.00         | $339326.80         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-03-01      | 2.0000%  | 0.0000% | $212000.00         | $133215.54         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2049-07-01      | 4.0000%  | 0.0000% | $110000.00         | $73590.07          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $675.83            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-12-01      | 5.0000%  | 0.0000% | $1557601.00        | $1562899.44        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2035-10-01      | 6.4740%  | 0.0000% | $7610278.00        | $312726.94         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-09-01      | 6.0000%  | 0.0000% | $7067.00           | $7233.03           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $775.02            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.25           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-11-01      | 4.0000%  | 0.0000% | $17016.00          | $16217.71          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-11-01      | 6.0000%  | 0.0000% | $10970176.00       | $11396063.79       | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-11-01      | 5.5000%  | 0.0000% | $2772652.00        | $2828071.75        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1007.32           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.69           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-11-01      | 5.0000%  | 0.0000% | $1008.00           | $1011.53           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-11-01      | 5.0000%  | 0.0000% | $6700472.00        | $6747952.26        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $980.41            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-11-01      | 5.0000%  | 0.0000% | $2446392.00        | $2472308.09        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $981.07            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-10-01      | 3.0000%  | 0.0000% | $9033338.00        | $7555298.91        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $893.75            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $983.92            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $992.98            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-10-01      | 6.0000%  | 0.0000% | $12557712.00       | $9440751.06        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-12-01      | 6.0000%  | 0.0000% | $17822.00          | $12783.44          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1030.30           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $867.41            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-07-01      | 4.5000%  | 0.0000% | $72425.00          | $51474.25          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $657.61            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $692.10            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $748.63            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $804.15            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-02-01      | 5.5000%  | 0.0000% | $2630340.00        | $1947742.56        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $798.27            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-03-01      | 5.5000%  | 0.0000% | $500000.00         | $394998.65         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-03-01      | 6.0000%  | 0.0000% | $7495640.00        | $6005791.04        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-05-01      | 5.5000%  | 0.0000% | $515745.00         | $379022.18         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-01-01      | 7.0000%  | 0.0000% | $15343968.00       | $10090777.81       | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-12-01      | 5.5000%  | 0.0000% | $82996.00          | $66104.91          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-06-01      | 3.0000%  | 0.0000% | $563780.00         | $448097.15         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-11-01      | 5.0000%  | 0.0000% | $2623240.00        | $2295504.96        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-08-01      | 5.0000%  | 0.0000% | $9338405.00        | $7959314.84        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-07-01      | 6.0000%  | 0.0000% | $10000.00          | $8023.66           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-01-01      | 4.0000%  | 0.0000% | $1008.00           | $872.26            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-09-01      | 5.5000%  | 0.0000% | $3800000.00        | $3397287.43        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-11-01      | 3.5000%  | 0.0000% | $259000.00         | $223882.67         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2049-07-01      | 3.5000%  | 0.0000% | $320138.00         | $28765.92          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $220.20            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-06-01      | 3.0000%  | 0.0000% | $68000.00          | $16871.17          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $271.08            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-06-01      | 4.0000%  | 0.0000% | $207000.00         | $185738.59         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-01-01      | 5.0000%  | 0.0000% | $2406000.00        | $2273076.84        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $361.74            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $288.71            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-08-01      | 2.5000%  | 0.0000% | $26893888.00       | $12680523.50       | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-02-01      | 4.0000%  | 0.0000% | $1399000.00        | $1037164.99        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $764.20            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $746.88            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-08-01      | 2.5000%  | 0.0000% | $150718.00         | $107888.15         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $729.09            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-09-01      | 3.0000%  | 0.0000% | $20219520.00       | $14786288.50       | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $768.11            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-01-01      | 3.5000%  | 0.0000% | $1000.00           | $770.51            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-11-01      | 3.5000%  | 0.0000% | $58999.00          | $45242.22          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-11-01      | 4.5000%  | 0.0000% | $12000.00          | $9570.89           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-12-01      | 5.0000%  | 0.0000% | $8399456.00        | $6724388.18        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-04-01      | 5.0000%  | 0.0000% | $1690472.00        | $1382801.75        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $725.50            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-11-01      | 4.0000%  | 0.0000% | $110000.00         | $94857.60          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $663.74            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-01-01      | 6.5000%  | 0.0000% | $192000.00         | $96383.87          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-08-01      | 5.0000%  | 0.0000% | $8320.00           | $7528.33           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-11-01      | 5.0000%  | 0.0000% | $15000.00          | $13771.20          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-12-01      | 5.5000%  | 0.0000% | $276990.00         | $246831.33         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-05-01      | 3.5000%  | 0.0000% | $16000.00          | $14551.84          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-08-01      | 5.5000%  | 0.0000% | $1008.00           | $869.20            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $838.26            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-05-01      | 5.0000%  | 0.0000% | $100000.00         | $74010.41          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-01-01      | 2.0000%  | 0.0000% | $990000.00         | $694427.94         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-06-01      | 5.0000%  | 0.0000% | $252789.00         | $238874.49         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $885.65            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-08-01      | 6.0000%  | 0.0000% | $217000.00         | $193072.57         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-01-01      | 4.5000%  | 0.0000% | $14506152.00       | $13550631.22       | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-01-01      | 6.5000%  | 0.0000% | $2680512.00        | $2570020.34        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-04-01      | 4.5000%  | 0.0000% | $4164015.00        | $3970559.66        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-12-01      | 6.0000%  | 0.0000% | $14200.00          | $14806.33          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-11-01      | 5.5000%  | 0.0000% | $3282904.00        | $3293889.71        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2048-11-20      | 4.0000%  | 0.0000% | $1025.00           | $93.41             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2055-05-20      | 5.5000%  | 0.0000% | $3105121.00        | $3165678.43        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2055-11-20      | 7.5000%  | 0.0000% | $5526712.00        | $5969665.04        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2054-11-20      | 5.5000%  | 0.0000% | $17986117.00       | $16085141.93       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2055-06-20      | 5.0000%  | 0.0000% | $2007308.00        | $1990504.49        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-01-01      | 6.0000%  | 0.0000% | $1916590.00        | $1438098.20        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-04-01      | 5.0000%  | 0.0000% | $4092688.00        | $3314829.71        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-05-01      | 5.0000%  | 0.0000% | $2349000.00        | $1958870.22        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-06-01      | 5.0000%  | 0.0000% | $279945.00         | $246577.15         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-07-01      | 6.0000%  | 0.0000% | $1042.00           | $836.72            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-07-01      | 6.0000%  | 0.0000% | $25000.00          | $17116.30          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2039-07-01      | 2.5000%  | 0.0000% | $1000.00           | $108.92            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2042-04-01      | 2.5000%  | 0.0000% | $79000.00          | $53033.34          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2042-06-01      | 2.5000%  | 0.0000% | $129000.00         | $91588.33          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2043-07-01      | 4.5000%  | 0.0000% | $989923.00         | $721007.50         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2036-03-01      | 2.0000%  | 0.0000% | $492999.00         | $230047.51         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-02-01      | 6.0000%  | 0.0000% | $3326721.00        | $2671154.67        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $872.22            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-04-01      | 5.5000%  | 0.0000% | $6658145.00        | $5852564.17        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-05-01      | 5.5000%  | 0.0000% | $521110.00         | $457986.88         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-06-01      | 6.5000%  | 0.0000% | $1260002.00        | $595082.65         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $842.16            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2033-12-01      | 5.9230%  | 0.0000% | $7311288.00        | $45289.40          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2037-10-01      | 7.0000%  | 0.0000% | $4759408.00        | $23481.49          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2036-08-01      | 6.5000%  | 0.0000% | $15098501.00       | $580160.68         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2035-10-01      | 6.3990%  | 0.0000% | $130302.00         | $5922.84           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2040-10-01      | 5.4770%  | 0.0000% | $30596201.00       | $18831.33          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2036-12-01      | 4.8550%  | 0.0000% | $117095602.00      | $68570.01          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2036-07-01      | 5.1300%  | 0.0000% | $3903615.00        | $10701.42          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2031-08-01      | 7.5000%  | 0.0000% | $498948.00         | $4882.39           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2032-02-01      | 6.5000%  | 0.0000% | $4994696.00        | $11997.57          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2032-07-01      | 6.5000%  | 0.0000% | $7049916.00        | $34260.64          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2030-12-01      | 4.0000%  | 0.0000% | $398033.00         | $11172.72          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2040-12-01      | 4.5000%  | 0.0000% | $1001.00           | $96.82             | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2041-06-01      | 4.5000%  | 0.0000% | $665000.00         | $15297.07          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2041-08-01      | 5.0000%  | 0.0000% | $20541664.00       | $580145.04         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2041-08-01      | 4.0000%  | 0.0000% | $1354296.00        | $141116.55         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2041-08-01      | 4.5000%  | 0.0000% | $674728.00         | $52615.25          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2041-08-01      | 4.5000%  | 0.0000% | $5709441.00        | $110994.83         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2041-09-01      | 4.0000%  | 0.0000% | $1997193.00        | $199604.15         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2041-11-01      | 4.5000%  | 0.0000% | $495000.00         | $48096.41          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2042-01-01      | 4.5000%  | 0.0000% | $17898860.00       | $497106.01         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2041-06-01      | 4.5000%  | 0.0000% | $314000.00         | $17769.44          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2041-11-01      | 4.0000%  | 0.0000% | $720000.00         | $50733.80          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2038-08-01      | 6.3100%  | 0.0000% | $23867320.00       | $556499.69         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2042-09-01      | 3.5000%  | 0.0000% | $900606.00         | $74559.60          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2041-08-01      | 4.5000%  | 0.0000% | $951989.00         | $66745.52          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2043-04-01      | 4.0000%  | 0.0000% | $627000.00         | $105169.01         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2043-06-01      | 3.5000%  | 0.0000% | $508955.00         | $89659.89          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2043-07-01      | 6.3180%  | 0.0000% | $3900000.00        | $78419.14          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2044-08-01      | 4.0000%  | 0.0000% | $515804.00         | $84377.74          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2044-09-01      | 4.0000%  | 0.0000% | $63000.00          | $8609.22           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2041-05-01      | 6.0000%  | 0.0000% | $7857979.00        | $859508.21         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2030-03-01      | 3.0000%  | 0.0000% | $584145.00         | $51998.60          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2045-06-01      | 3.5000%  | 0.0000% | $102149.00         | $15406.07          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2030-08-01      | 3.0000%  | 0.0000% | $680801.00         | $64180.90          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2042-09-01      | 4.5000%  | 0.0000% | $60000.00          | $7530.17           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2047-03-01      | 3.0000%  | 0.0000% | $190000.00         | $35461.44          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2046-02-01      | 4.5000%  | 0.0000% | $40423983.00       | $5644553.69        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2031-09-01      | 3.0000%  | 0.0000% | $266000.00         | $36747.54          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2046-10-01      | 3.0000%  | 0.0000% | $952316.00         | $231539.76         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2046-10-01      | 3.0000%  | 0.0000% | $30000.00          | $7451.74           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $147.74            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2045-12-01      | 4.0000%  | 0.0000% | $3747950.00        | $520487.66         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2036-05-01      | 6.2800%  | 0.0000% | $825000.00         | $85556.65          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2044-01-01      | 4.0000%  | 0.0000% | $48000.00          | $5095.58           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2044-10-01      | 4.5000%  | 0.0000% | $3089000.00        | $136943.76         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2030-08-01      | 3.0000%  | 0.0000% | $519331.00         | $37535.80          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2030-09-01      | 3.0000%  | 0.0000% | $1003.00           | $89.79             | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2046-06-01      | 3.0000%  | 0.0000% | $1000.00           | $290.36            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2046-11-01      | 3.0000%  | 0.0000% | $2000000.00        | $346480.33         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2044-04-01      | 4.5000%  | 0.0000% | $300000.00         | $56636.43          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2029-04-01      | 3.0000%  | 0.0000% | $1112992.00        | $80735.09          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2032-05-01      | 6.2750%  | 0.0000% | $5000000.00        | $15283.89          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2033-09-01      | 6.3980%  | 0.0000% | $1000.00           | $2.63              | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2036-02-01      | 6.0000%  | 0.0000% | $1000.00           | $10.14             | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2036-11-01      | 6.0000%  | 0.0000% | $1000000.00        | $7538.60           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2034-04-01      | 6.2620%  | 0.0000% | $15650000.00       | $192553.61         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2034-08-01      | 6.1420%  | 0.0000% | $700000.00         | $7182.49           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2034-04-01      | 6.4160%  | 0.0000% | $1000000.00        | $9620.34           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2036-02-01      | 6.0000%  | 0.0000% | $8989410.00        | $32935.98          | Agency Mortgage-Backed Securities         |

### Security 165: BANK OF AMERICA SECURITIES, INC.

- **C.1 - Title:** BANK OF AMERICA SECURITIES, INC. 3.820000%
- **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: LMRP10417215
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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     | 2042-05-15      | 0.0000%  | 0.0000% | $3800000.00        | $1747718.80        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.2500%  | 0.0000% | $48038500.00       | $47889772.80       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $249387000.00      | $256362519.73      | U.S. Treasuries (including strips) |

### Security 166: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: LMRP10418075
- **C.18 - Value (incl. sponsor support):** $295000000.00
- **C.18.a - Value (excl. sponsor support):** $295000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **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? 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 | 2027-09-30      | 3.5000%  | 0.0000% | $298219400.00      | $301025392.21      | U.S. Treasuries (including strips) |

### Security 167: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 3.850000%
- **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: LMRP10418955
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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    | 2054-12-01      | 3.5000%  | 0.0000% | $68151815.00       | $60151751.26       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-07-01      | 3.0000%  | 0.0000% | $19069906.00       | $16135836.91       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-12-01      | 5.0000%  | 0.0000% | $55705099.00       | $55949650.22       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 5.5000%  | 0.0000% | $55818160.00       | $55573259.87       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-03-01      | 6.0000%  | 0.0000% | $63661545.00       | $56893284.14       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-02-01      | 3.5000%  | 0.0000% | $60896981.00       | $57203999.14       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 5.5000%  | 0.0000% | $70000000.00       | $55092219.28       | Agency Mortgage-Backed Securities |

### Security 168: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 3.800000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMRP10419185
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2026-06-30      | 1.8750%  | 0.0000% | $70018700.00       | $69445736.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-15      | 0.8750%  | 0.0000% | $19676800.00       | $17251356.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $14637200.00       | $15324443.96       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 3.800000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMRP10419195
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-06-15      | 3.8750%  | 0.0000% | $10509800.00       | $10625442.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 4.3750%  | 0.0000% | $188225500.00      | $193374589.54      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** TD SECURITIES (USA) LLC 3.810000%
- **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: LMRP10420175
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2051-09-20      | 5.0000%  | 0.0000% | $61052904.00       | $58775972.54       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $100000000.00      | $60655163.84       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $100000000.00      | $60713620.37       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.6177%  | 0.0000% | $53652248.00       | $36691232.06       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.5976%  | 0.0000% | $100000000.00      | $68365583.54       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $2551065.00        | $2523936.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.9742%  | 0.0000% | $26930618.00       | $27274491.89       | Agency Collateralized Mortgage Obligation |

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

- **C.1 - Title:** TD SECURITIES (USA) LLC 3.800000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMRP10420185
- **C.18 - Value (incl. sponsor support):** $83062000.00
- **C.18.a - Value (excl. sponsor support):** $83062000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $84672300.00       | $84723339.62       | U.S. Treasuries (including strips) |

### Security 172: SOCIETE GENERALE, NEW YORK BRANCH

- **C.1 - Title:** SOCIETE GENERALE, NEW YORK BRANCH 3.810000%
- **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: LMRP10420195
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 2.3000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2052-05-19      | 4.0000%  | 0.0000% | $63805738.00       | $46216237.64       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-12-01      | 4.0000%  | 0.0000% | $104565901.00      | $7765426.50        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 5.0000%  | 0.0000% | $32386496.00       | $27221166.53       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-10-01      | 3.0000%  | 0.0000% | $150703607.00      | $34573090.65       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-12-01      | 3.5000%  | 0.0000% | $250130688.00      | $37599422.06       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-08-01      | 4.0000%  | 0.0000% | $125021312.00      | $28455755.39       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-05-01      | 3.5000%  | 0.0000% | $174946560.00      | $31901708.55       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-12-01      | 2.0000%  | 0.0000% | $83715812.00       | $44884667.96       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-12-01      | 2.0000%  | 0.0000% | $83641985.00       | $42244637.56       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-01      | 2.0000%  | 0.0000% | $60017651.00       | $30299036.47       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-11-01      | 2.0000%  | 0.0000% | $63502019.00       | $33964421.82       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 6.0000%  | 0.0000% | $44087064.00       | $41912769.67       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-12-01      | 6.5000%  | 0.0000% | $35759433.00       | $37350644.34       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 4.5000%  | 0.0000% | $46122365.00       | $33295220.59       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-03-01      | 6.0000%  | 0.0000% | $34100224.00       | $29002249.27       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 6.0000%  | 0.0000% | $42928064.00       | $35405245.68       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 3.0000%  | 0.0000% | $2686877.00        | $2204436.45        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 5.5000%  | 0.0000% | $28826691.00       | $27171827.11       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.5000%  | 0.0000% | $44470463.00       | $39303285.84       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-06-01      | 5.5000%  | 0.0000% | $34654344.00       | $31486989.00       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-03-01      | 3.5000%  | 0.0000% | $530848073.00      | $38020939.53       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-07-01      | 3.5000%  | 0.0000% | $236996864.00      | $33720826.77       | Agency Mortgage-Backed Securities |

### Security 173: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: LMRP10420215
- **C.18 - Value (incl. sponsor support):** $190000000.00
- **C.18.a - Value (excl. sponsor support):** $190000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2027-02-28      | 1.1250%  | 0.0000% | $14003100.00       | $13680880.78       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-04-15      | 1.6250%  | 0.0000% | $174440800.00      | $180160282.91      | U.S. Treasuries (including strips) |

### Security 174: FIXED INCOME CLEARING CORP - NORTHERN TRUST

- **C.1 - Title:** FIXED INCOME CLEARING CORP - NORTHERN TRUST 3.800000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMRP10420225
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 2.1400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $13947500.00       | $14275446.33       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51175645.57       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51175645.57       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51175645.57       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51175645.57       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51175645.57       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51175645.57       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $50000000.00       | $51437493.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $50000000.00       | $51437493.03       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $50000000.00       | $51437493.03       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $50000000.00       | $51437493.03       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $50000000.00       | $51437493.03       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 4.2500%  | 0.0000% | $50000000.00       | $52159469.94       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 4.2500%  | 0.0000% | $30985500.00       | $32323745.11       | U.S. Treasuries (including strips) |

### Security 175: FIXED INCOME CLEARING CORP / BNY

- **C.1 - Title:** FIXED INCOME CLEARING CORP / BNY 3.800000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMRP10420235
- **C.18 - Value (incl. sponsor support):** $1890000000.00
- **C.18.a - Value (excl. sponsor support):** $1890000000.00
- **C.19 - Percentage of Net Assets:** 6.2100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2027-08-31      | 3.6250%  | 0.0000% | $1899840400.00     | $1927800067.77     | U.S. Treasuries (including strips) |

### Security 176: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 3.800000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: LMRP10420245
- **C.18 - Value (incl. sponsor support):** $220000000.00
- **C.18.a - Value (excl. sponsor support):** $220000000.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           | 2035-05-15      | 4.2500%  | 0.0000% | $26400.00          | $26849.37          | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2027-06-30      | 3.7500%  | 0.0000% | $100.00            | $100.40            | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2027-08-31      | 3.6250%  | 0.0000% | $100.00            | $101.47            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2047-02-15      | 0.8750%  | 0.0000% | $14353700.00       | $14071006.39       | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2047-05-15      | 3.0000%  | 0.0000% | $4631300.00        | $3514286.73        | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $75.23             | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2050-02-15      | 2.0000%  | 0.0000% | $20600.00          | $12311.43          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2051-02-15      | 0.1250%  | 0.0000% | $600.00            | $407.40            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2051-02-15      | 0.1250%  | 0.0000% | $18841300.00       | $12793279.14       | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2052-08-15      | 3.0000%  | 0.0000% | $544900.00         | $398908.76         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2053-02-15      | 1.5000%  | 0.0000% | $14996600.00       | $12954040.25       | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2054-02-15      | 4.2500%  | 0.0000% | $9567900.00        | $8857641.30        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2054-02-15      | 2.1250%  | 0.0000% | $35902600.00       | $34689449.46       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2055-02-15      | 2.3750%  | 0.0000% | $300.00            | $297.81            | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2028-02-15      | 2.7500%  | 0.0000% | $16242400.00       | $16170113.20       | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2027-03-31      | 0.6250%  | 0.0000% | $800700.00         | $774404.75         | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2028-01-31      | 0.7500%  | 0.0000% | $398400.00         | $378027.90         | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2028-02-29      | 1.1250%  | 0.0000% | $1200.00           | $1146.22           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND          | 2026-04-30      | 0.7500%  | 0.0000% | $100.00            | $99.20             | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2026-05-31      | 0.7500%  | 0.0000% | $900.00            | $889.98            | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2031-08-15      | 1.2500%  | 0.0000% | $4998800.00        | $4387594.22        | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2028-08-31      | 1.1250%  | 0.0000% | $955800.00         | $902025.20         | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2028-10-31      | 1.3750%  | 0.0000% | $400.00            | $378.03            | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2028-12-31      | 1.3750%  | 0.0000% | $10768000.00       | $10117515.89       | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2029-01-31      | 1.7500%  | 0.0000% | $395200.00         | $377619.06         | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2027-04-30      | 2.7500%  | 0.0000% | $100.00            | $99.50             | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2029-06-30      | 3.2500%  | 0.0000% | $90700.00          | $89740.58          | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2032-11-15      | 4.1250%  | 0.0000% | $100.00            | $101.91            | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2027-11-30      | 3.8750%  | 0.0000% | $1000.00           | $1010.65           | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2028-02-29      | 4.0000%  | 0.0000% | $7129400.00        | $7302178.61        | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2030-02-28      | 4.0000%  | 0.0000% | $57400.00          | $58987.95          | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2028-07-31      | 4.1250%  | 0.0000% | $874200.00         | $902788.21         | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2033-08-15      | 3.8750%  | 0.0000% | $2372100.00        | $2393456.61        | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2034-05-15      | 4.3750%  | 0.0000% | $58100.00          | $59872.89          | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2031-06-30      | 4.2500%  | 0.0000% | $483200.00         | $495168.38         | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2027-08-15      | 3.7500%  | 0.0000% | $13885700.00       | $14142120.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY FLOATING RATE NOTE | 2026-10-31      | 3.8071%  | 0.0000% | $1114100.00        | $1122488.66        | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2028-03-15      | 3.8750%  | 0.0000% | $200.00            | $204.00            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2030-04-15      | 1.6250%  | 0.0000% | $74946700.00       | $77404017.15       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2030-04-15      | 1.6250%  | 0.0000% | $45100.00          | $46578.72          | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Master Portfolio Trust

**Date:** 2026-01-08

**By:** /s/Christopher Berarducci

**Name of Signing Officer:** Christopher Berarducci

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