# EDGAR Filing Document

**Accession Number:** 0001140869
**File Stem:** 0001193125-26-040711
**Filing Date:** 2026-2
**Character Count:** 449647
**Document Hash:** 2cb97d9894953420694e819363e9039b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-040711.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0001193125-26-040711

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**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:** 26606200

**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):** 2026-01-31

**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:** 36 days

- **WAL:** 108 days

- **Total Value of Portfolio Securities:** $29379825695.87

- **Amortized Cost of Portfolio Securities:** $29374550640.11

- **Cash:** $489319280.74

- **Total Other Assets:** $86789235.95

- **Total Liabilities:** $92427499.16

- **Net Assets of Series:** $29858231657.64

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $19504082494.31           | $21099123811.83            | 62.0100%                  | 67.0900%                   |
| 2026-01-05 | $20269393184.47           | $21569539967.69            | 63.5000%                  | 67.5700%                   |
| 2026-01-06 | $19771574811.68           | $21054692060.58            | 62.6200%                  | 66.6800%                   |
| 2026-01-07 | $20427013616.34           | $21710234493.69            | 63.3800%                  | 67.3600%                   |
| 2026-01-08 | $18816701753.30           | $19897999210.45            | 62.0700%                  | 65.6300%                   |
| 2026-01-09 | $18772284127.40           | $20153907574.00            | 61.3900%                  | 65.9100%                   |
| 2026-01-12 | $18919227962.87           | $20758182583.68            | 61.5800%                  | 67.5700%                   |
| 2026-01-13 | $19647163278.46           | $21486274262.38            | 62.4700%                  | 68.3200%                   |
| 2026-01-14 | $19588902421.61           | $21379899768.70            | 62.4900%                  | 68.2100%                   |
| 2026-01-15 | $18858469885.09           | $20464623595.33            | 61.9600%                  | 67.2300%                   |
| 2026-01-16 | $17852136770.67           | $19458836416.85            | 60.6400%                  | 66.1000%                   |
| 2026-01-20 | $18399476172.53           | $20019985617.69            | 61.4500%                  | 66.8600%                   |
| 2026-01-21 | $18486342192.01           | $19957702406.46            | 61.8500%                  | 66.7800%                   |
| 2026-01-22 | $20657430986.18           | $22628913976.81            | 64.4000%                  | 70.5400%                   |
| 2026-01-23 | $20529689538.97           | $22501540858.24            | 64.1700%                  | 70.3400%                   |
| 2026-01-26 | $20305784454.67           | $22560740866.59            | 63.9300%                  | 71.0300%                   |
| 2026-01-27 | $21079243976.37           | $23332118057.47            | 64.8800%                  | 71.8100%                   |
| 2026-01-28 | $21150034053.95           | $22533041732.69            | 66.6700%                  | 71.0300%                   |
| 2026-01-29 | $20310695650.31           | $21753329498.91            | 64.2800%                  | 68.8500%                   |
| 2026-01-30 | $18940385054.12           | $20403572622.59            | 63.2400%                  | 68.1200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 0.0000%             |
| 2026-01-05 | 0.0000%             |
| 2026-01-06 | 0.0000%             |
| 2026-01-07 | 0.0000%             |
| 2026-01-08 | 0.0000%             |
| 2026-01-09 | 0.0000%             |
| 2026-01-12 | 0.0000%             |
| 2026-01-13 | 0.0000%             |
| 2026-01-14 | 0.0000%             |
| 2026-01-15 | 0.0000%             |
| 2026-01-16 | 0.0000%             |
| 2026-01-20 | 0.0000%             |
| 2026-01-21 | 0.0000%             |
| 2026-01-22 | 0.0000%             |
| 2026-01-23 | 0.0000%             |
| 2026-01-26 | 0.0000%             |
| 2026-01-27 | 0.0000%             |
| 2026-01-28 | 0.0000%             |
| 2026-01-29 | 0.0000%             |
| 2026-01-30 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 0.0000                      |
|  |  |
| 2026-01-05 | 0.0000                      |
|  |  |
| 2026-01-06 | 0.0000                      |
|  |  |
| 2026-01-07 | 0.0000                      |
|  |  |
| 2026-01-08 | 0.0000                      |
|  |  |
| 2026-01-09 | 0.0000                      |
|  |  |
| 2026-01-12 | 0.0000                      |
|  |  |
| 2026-01-13 | 0.0000                      |
|  |  |
| 2026-01-14 | 0.0000                      |
|  |  |
| 2026-01-15 | 0.0000                      |
|  |  |
| 2026-01-16 | 0.0000                      |
|  |  |
| 2026-01-20 | 0.0000                      |
|  |  |
| 2026-01-21 | 0.0000                      |
|  |  |
| 2026-01-22 | 0.0000                      |
|  |  |
| 2026-01-23 | 0.0000                      |
|  |  |
| 2026-01-26 | 0.0000                      |
|  |  |
| 2026-01-27 | 0.0000                      |
|  |  |
| 2026-01-28 | 0.0000                      |
|  |  |
| 2026-01-29 | 0.0000                      |
|  |  |
| 2026-01-30 | 0.0000                      |
|  |  |

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

### Class: A

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $29858231657.64

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 2616840.10

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 0.0000          |
|  |  |
| 2026-01-05 | 0.0000          |
|  |  |
| 2026-01-06 | 0.0000          |
|  |  |
| 2026-01-07 | 0.0000          |
|  |  |
| 2026-01-08 | 0.0000          |
|  |  |
| 2026-01-09 | 0.0000          |
|  |  |
| 2026-01-12 | 0.0000          |
|  |  |
| 2026-01-13 | 0.0000          |
|  |  |
| 2026-01-14 | 0.0000          |
|  |  |
| 2026-01-15 | 0.0000          |
|  |  |
| 2026-01-16 | 0.0000          |
|  |  |
| 2026-01-20 | 0.0000          |
|  |  |
| 2026-01-21 | 0.0000          |
|  |  |
| 2026-01-22 | 0.0000          |
|  |  |
| 2026-01-23 | 0.0000          |
|  |  |
| 2026-01-26 | 0.0000          |
|  |  |
| 2026-01-27 | 0.0000          |
|  |  |
| 2026-01-28 | 0.0000          |
|  |  |
| 2026-01-29 | 0.0000          |
|  |  |
| 2026-01-30 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $0.00                     | $0.00                   |
| 2026-01-05 | $0.00                     | $0.00                   |
| 2026-01-06 | $0.00                     | $0.00                   |
| 2026-01-07 | $0.00                     | $0.00                   |
| 2026-01-08 | $0.00                     | $0.00                   |
| 2026-01-09 | $0.00                     | $0.00                   |
| 2026-01-12 | $0.00                     | $0.00                   |
| 2026-01-13 | $0.00                     | $0.00                   |
| 2026-01-14 | $0.00                     | $0.00                   |
| 2026-01-15 | $0.00                     | $0.00                   |
| 2026-01-16 | $0.00                     | $0.00                   |
| 2026-01-20 | $0.00                     | $0.00                   |
| 2026-01-21 | $0.00                     | $0.00                   |
| 2026-01-22 | $0.00                     | $0.00                   |
| 2026-01-23 | $0.00                     | $0.00                   |
| 2026-01-26 | $0.00                     | $0.00                   |
| 2026-01-27 | $0.00                     | $0.00                   |
| 2026-01-28 | $0.00                     | $0.00                   |
| 2026-01-29 | $0.00                     | $0.00                   |
| 2026-01-30 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 0.0000%           |
| 2026-01-05 | 0.0000%           |
| 2026-01-06 | 0.0000%           |
| 2026-01-07 | 0.0000%           |
| 2026-01-08 | 0.0000%           |
| 2026-01-09 | 0.0000%           |
| 2026-01-12 | 0.0000%           |
| 2026-01-13 | 0.0000%           |
| 2026-01-14 | 0.0000%           |
| 2026-01-15 | 0.0000%           |
| 2026-01-16 | 0.0000%           |
| 2026-01-20 | 0.0000%           |
| 2026-01-21 | 0.0000%           |
| 2026-01-22 | 0.0000%           |
| 2026-01-23 | 0.0000%           |
| 2026-01-26 | 0.0000%           |
| 2026-01-27 | 0.0000%           |
| 2026-01-28 | 0.0000%           |
| 2026-01-29 | 0.0000%           |
| 2026-01-30 | 0.0000%           |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AKXQ4, C.4 - ISIN: US3130AKXQ46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $38456845.87
- **C.18.a - Value (excl. sponsor support):** $38456845.87
- **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):** $24951294.00
- **C.18.a - Value (excl. sponsor support):** $24951294.00
- **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):** $10009957.10
- **C.18.a - Value (excl. sponsor support):** $10009957.10
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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 3.750000%
- **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):** $50005817.00
- **C.18.a - Value (excl. sponsor support):** $50005817.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 5: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.760000%
- **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):** $81015578.73
- **C.18.a - Value (excl. sponsor support):** $81015578.73
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 6: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.740000%
- **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):** $130000000.00
- **C.18.a - Value (excl. sponsor support):** $130000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 7: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.770000%
- **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):** $75018294.00
- **C.18.a - Value (excl. sponsor support):** $75018294.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.760000%
- **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):** $6831002.03
- **C.18.a - Value (excl. sponsor support):** $6831002.03
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.740000%
- **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):** $100002470.00
- **C.18.a - Value (excl. sponsor support):** $100002470.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.740000%
- **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):** $100017054.00
- **C.18.a - Value (excl. sponsor support):** $100017054.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.690000%
- **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):** $147772059.91
- **C.18.a - Value (excl. sponsor support):** $147772059.91
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5R26, C.4 - ISIN: US3130B5R263, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2601414.27
- **C.18.a - Value (excl. sponsor support):** $2601414.27
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **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 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2701407.65
- **C.18.a - Value (excl. sponsor support):** $2701407.65
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **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 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.750000%
- **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):** $150027309.00
- **C.18.a - Value (excl. sponsor support):** $150027309.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.735000%
- **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):** $164744437.64
- **C.18.a - Value (excl. sponsor support):** $164744437.64
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SD9, C.4 - ISIN: US3130B6SD95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2000382.94
- **C.18.a - Value (excl. sponsor support):** $2000382.94
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 3.730000%
- **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):** $200076062.00
- **C.18.a - Value (excl. sponsor support):** $200076062.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.730000%
- **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):** $100029882.00
- **C.18.a - Value (excl. sponsor support):** $100029882.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.745000%
- **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):** $99995760.00
- **C.18.a - Value (excl. sponsor support):** $99995760.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 313313C63, C.4 - ISIN: US313313C630, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34315584.80
- **C.18.a - Value (excl. sponsor support):** $34315584.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313UD8, C.4 - ISIN: US313313UD83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $159345822.40
- **C.18.a - Value (excl. sponsor support):** $159345822.40
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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? 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: 313313WL8, C.4 - ISIN: US313313WL81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44224336.82
- **C.18.a - Value (excl. sponsor support):** $44224336.82
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313313WS3, C.4 - ISIN: US313313WS35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79189666.40
- **C.18.a - Value (excl. sponsor support):** $79189666.40
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-12
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TF3, C.4 - ISIN: US313385TF38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98319088.01
- **C.18.a - Value (excl. sponsor support):** $98319088.01
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **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 25: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UE4, C.4 - ISIN: US313385UE44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199162334.00
- **C.18.a - Value (excl. sponsor support):** $199162334.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UM6, C.4 - ISIN: US313385UM69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $53736134.94
- **C.18.a - Value (excl. sponsor support):** $53736134.94
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313385US3, C.4 - ISIN: US313385US30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $153063291.58
- **C.18.a - Value (excl. sponsor support):** $153063291.58
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313385VJ2, C.4 - ISIN: US313385VJ22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $174460329.73
- **C.18.a - Value (excl. sponsor support):** $174460329.73
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 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: 313385WF9, C.4 - ISIN: US313385WF90, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $84231871.15
- **C.18.a - Value (excl. sponsor support):** $84231871.15
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 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: 313385WV4, C.4 - ISIN: US313385WV41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119467180.34
- **C.18.a - Value (excl. sponsor support):** $119467180.34
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: 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):** $49985500.00
- **C.18.a - Value (excl. sponsor support):** $49985500.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: 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):** $23084523.33
- **C.18.a - Value (excl. sponsor support):** $23084523.33
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: 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):** $111442419.69
- **C.18.a - Value (excl. sponsor support):** $111442419.69
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 34: 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):** $117128035.00
- **C.18.a - Value (excl. sponsor support):** $117128035.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 35: 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: 3133EP4R3, C.4 - ISIN: US3133EP4R31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $155006522.40
- **C.18.a - Value (excl. sponsor support):** $155006522.40
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 36: 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):** $124999936.25
- **C.18.a - Value (excl. sponsor support):** $124999936.25
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 37: 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):** $5784417.19
- **C.18.a - Value (excl. sponsor support):** $5784417.19
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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 38: 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):** $29628497.30
- **C.18.a - Value (excl. sponsor support):** $29628497.30
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **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 39: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.125000%
- **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):** $47780478.28
- **C.18.a - Value (excl. sponsor support):** $47780478.28
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.735000%
- **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):** $72689003.69
- **C.18.a - Value (excl. sponsor support):** $72689003.69
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 41: 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):** $44999228.25
- **C.18.a - Value (excl. sponsor support):** $44999228.25
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 42: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.730000%
- **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):** $110092359.30
- **C.18.a - Value (excl. sponsor support):** $110092359.30
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 43: 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: 3133ER7B1, C.4 - ISIN: US3133ER7B16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $32771684.05
- **C.18.a - Value (excl. sponsor support):** $32771684.05
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 44: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000%
- **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):** $147501520.73
- **C.18.a - Value (excl. sponsor support):** $147501520.73
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 45: 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):** $93904659.30
- **C.18.a - Value (excl. sponsor support):** $93904659.30
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 46: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.775000%
- **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):** $2330812.19
- **C.18.a - Value (excl. sponsor support):** $2330812.19
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 47: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000%
- **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):** $370209274.53
- **C.18.a - Value (excl. sponsor support):** $370209274.53
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 48: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000%
- **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):** $78787884.30
- **C.18.a - Value (excl. sponsor support):** $78787884.30
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3133ERFN6, C.4 - ISIN: US3133ERFN62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25004907.16
- **C.18.a - Value (excl. sponsor support):** $25004907.16
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 50: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.775000%
- **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):** $4231377.03
- **C.18.a - Value (excl. sponsor support):** $4231377.03
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3133ERHB0, C.4 - ISIN: US3133ERHB07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $31662465.11
- **C.18.a - Value (excl. sponsor support):** $31662465.11
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 52: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.750000%
- **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):** $15003607.20
- **C.18.a - Value (excl. sponsor support):** $15003607.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 53: 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: 3133ERHS3, C.4 - ISIN: US3133ERHS32, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5581805.86
- **C.18.a - Value (excl. sponsor support):** $5581805.86
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **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 54: 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):** $24996857.50
- **C.18.a - Value (excl. sponsor support):** $24996857.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 55: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.735000%
- **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):** $50004061.50
- **C.18.a - Value (excl. sponsor support):** $50004061.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 56: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000%
- **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):** $9282144.33
- **C.18.a - Value (excl. sponsor support):** $9282144.33
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 57: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.790000%
- **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):** $3148974.43
- **C.18.a - Value (excl. sponsor support):** $3148974.43
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 58: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.730000%
- **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):** $50008756.50
- **C.18.a - Value (excl. sponsor support):** $50008756.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 59: 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: 3133ERSF9, C.4 - ISIN: US3133ERSF91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $73456585.53
- **C.18.a - Value (excl. sponsor support):** $73456585.53
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 60: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.735000%
- **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):** $120017265.60
- **C.18.a - Value (excl. sponsor support):** $120017265.60
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 61: 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: 3133ERW80, C.4 - ISIN: US3133ERW803, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $17793531.67
- **C.18.a - Value (excl. sponsor support):** $17793531.67
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 62: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.780000%
- **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):** $7803517.96
- **C.18.a - Value (excl. sponsor support):** $7803517.96
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 63: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.790000%
- **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):** $2501181.13
- **C.18.a - Value (excl. sponsor support):** $2501181.13
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 64: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000%
- **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):** $59697478.41
- **C.18.a - Value (excl. sponsor support):** $59697478.41
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 65: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.785000%
- **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):** $88144096.48
- **C.18.a - Value (excl. sponsor support):** $88144096.48
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 66: 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):** $6352290.35
- **C.18.a - Value (excl. sponsor support):** $6352290.35
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 67: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.780000%
- **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):** $7004732.70
- **C.18.a - Value (excl. sponsor support):** $7004732.70
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 68: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET7J0, C.4 - ISIN: US3133ET7J06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $249995645.00
- **C.18.a - Value (excl. sponsor support):** $249995645.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-07-08
- **C.13 - Final Legal Maturity Date:** 2027-07-08
- **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 69: 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: 3133ETAB3, C.4 - ISIN: US3133ETAB36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70044564.80
- **C.18.a - Value (excl. sponsor support):** $70044564.80
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 70: 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):** $75437891.44
- **C.18.a - Value (excl. sponsor support):** $75437891.44
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 71: 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: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5000499.85
- **C.18.a - Value (excl. sponsor support):** $5000499.85
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.685000%
- **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):** $50001570.50
- **C.18.a - Value (excl. sponsor support):** $50001570.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 73: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000%
- **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):** $30004201.20
- **C.18.a - Value (excl. sponsor support):** $30004201.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 74: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000%
- **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):** $90029058.30
- **C.18.a - Value (excl. sponsor support):** $90029058.30
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 75: 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: 3133ETFZ5, C.4 - ISIN: US3133ETFZ58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35001939.70
- **C.18.a - Value (excl. sponsor support):** $35001939.70
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 76: 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: 3133ETGD3, C.4 - ISIN: US3133ETGD38, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70008339.80
- **C.18.a - Value (excl. sponsor support):** $70008339.80
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 77: 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):** $149677337.19
- **C.18.a - Value (excl. sponsor support):** $149677337.19
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 78: 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: 3133ETKJ5, C.4 - ISIN: US3133ETKJ51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24999475.00
- **C.18.a - Value (excl. sponsor support):** $24999475.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3133ETKP1, C.4 - ISIN: US3133ETKP12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100057145.00
- **C.18.a - Value (excl. sponsor support):** $100057145.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 80: 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):** $199996912.00
- **C.18.a - Value (excl. sponsor support):** $199996912.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 81: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.700000%
- **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):** $80014147.20
- **C.18.a - Value (excl. sponsor support):** $80014147.20
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 82: 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: 3133ETLU9, C.4 - ISIN: US3133ETLU97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33193607.34
- **C.18.a - Value (excl. sponsor support):** $33193607.34
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **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 83: 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):** $74991216.75
- **C.18.a - Value (excl. sponsor support):** $74991216.75
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3133ETRU3, C.4 - ISIN: US3133ETRU34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999499.60
- **C.18.a - Value (excl. sponsor support):** $9999499.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 85: 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: 3133ETSH1, C.4 - ISIN: US3133ETSH14, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $165056979.45
- **C.18.a - Value (excl. sponsor support):** $165056979.45
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 86: 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: 3133ETSZ1, C.4 - ISIN: US3133ETSZ12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44997767.55
- **C.18.a - Value (excl. sponsor support):** $44997767.55
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 87: 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: 3133ETTL1, C.4 - ISIN: US3133ETTL17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64997766.60
- **C.18.a - Value (excl. sponsor support):** $64997766.60
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 88: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000%
- **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):** $55003611.30
- **C.18.a - Value (excl. sponsor support):** $55003611.30
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 89: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.730000%
- **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):** $130007035.60
- **C.18.a - Value (excl. sponsor support):** $130007035.60
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 90: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.730000%
- **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):** $155072642.30
- **C.18.a - Value (excl. sponsor support):** $155072642.30
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 91: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.675000%
- **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):** $24999631.25
- **C.18.a - Value (excl. sponsor support):** $24999631.25
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 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: 3133ETWJ2, C.4 - ISIN: US3133ETWJ24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69996214.40
- **C.18.a - Value (excl. sponsor support):** $69996214.40
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 93: 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: 3133ETWL7, C.4 - ISIN: US3133ETWL79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75003669.75
- **C.18.a - Value (excl. sponsor support):** $75003669.75
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 94: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000%
- **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):** $65016056.95
- **C.18.a - Value (excl. sponsor support):** $65016056.95
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 95: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.750000%
- **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):** $148272528.00
- **C.18.a - Value (excl. sponsor support):** $148272528.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 96: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.760000%
- **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):** $94306983.86
- **C.18.a - Value (excl. sponsor support):** $94306983.86
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 97: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.765000%
- **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):** $97415326.86
- **C.18.a - Value (excl. sponsor support):** $97415326.86
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 98: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.790000%
- **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):** $75058453.57
- **C.18.a - Value (excl. sponsor support):** $75058453.57
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 99: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.760000%
- **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):** $73018642.74
- **C.18.a - Value (excl. sponsor support):** $73018642.74
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 100: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.745000%
- **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):** $179107904.78
- **C.18.a - Value (excl. sponsor support):** $179107904.78
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 101: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.775000%
- **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):** $153118963.62
- **C.18.a - Value (excl. sponsor support):** $153118963.62
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 102: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.790000%
- **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):** $125237701.25
- **C.18.a - Value (excl. sponsor support):** $125237701.25
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 103: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.790000%
- **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):** $227784046.46
- **C.18.a - Value (excl. sponsor support):** $227784046.46
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 104: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.730000%
- **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):** $535036342.55
- **C.18.a - Value (excl. sponsor support):** $535036342.55
- **C.19 - Percentage of Net Assets:** 1.7900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 105: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.770000%
- **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):** $75065376.75
- **C.18.a - Value (excl. sponsor support):** $75065376.75
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 106: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.785000%
- **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):** $217130846.67
- **C.18.a - Value (excl. sponsor support):** $217130846.67
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 107: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.790000%
- **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):** $87500045.31
- **C.18.a - Value (excl. sponsor support):** $87500045.31
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 108: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.790000%
- **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):** $68932273.45
- **C.18.a - Value (excl. sponsor support):** $68932273.45
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 109: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.910000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07M9, C.4 - ISIN: US3135G07M94, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $61193687.20
- **C.18.a - Value (excl. sponsor support):** $61193687.20
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.790000%
- **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):** $306941013.35
- **C.18.a - Value (excl. sponsor support):** $306941013.35
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 111: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.790000%
- **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):** $184648511.69
- **C.18.a - Value (excl. sponsor support):** $184648511.69
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 112: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $92000000.00
- **C.18.a - Value (excl. sponsor support):** $92000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **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 113: 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):** $199379268.00
- **C.18.a - Value (excl. sponsor support):** $199379268.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 114: 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):** $198685500.00
- **C.18.a - Value (excl. sponsor support):** $198685500.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 115: 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):** $99205944.00
- **C.18.a - Value (excl. sponsor support):** $99205944.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 116: 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):** $149774062.50
- **C.18.a - Value (excl. sponsor support):** $149774062.50
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 117: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $399114296.00
- **C.18.a - Value (excl. sponsor support):** $399114296.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 118: 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):** $126629142.22
- **C.18.a - Value (excl. sponsor support):** $126629142.22
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 119: 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):** $54373649.55
- **C.18.a - Value (excl. sponsor support):** $54373649.55
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch, Inc.: F1+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: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $34848214.45
- **C.18.a - Value (excl. sponsor support):** $34848214.45
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 121: 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):** $99494421.00
- **C.18.a - Value (excl. sponsor support):** $99494421.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 122: 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):** $104095915.55
- **C.18.a - Value (excl. sponsor support):** $104095915.55
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 123: 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):** $316704172.09
- **C.18.a - Value (excl. sponsor support):** $316704172.09
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 124: 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):** $90548843.52
- **C.18.a - Value (excl. sponsor support):** $90548843.52
- **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 125: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YX2, C.4 - ISIN: US912828YX25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $88254288.06
- **C.18.a - Value (excl. sponsor support):** $88254288.06
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 126: 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):** $99767621.00
- **C.18.a - Value (excl. sponsor support):** $99767621.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 127: 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):** $132390849.36
- **C.18.a - Value (excl. sponsor support):** $132390849.36
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 128: 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):** $379525119.07
- **C.18.a - Value (excl. sponsor support):** $379525119.07
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 129: 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):** $269941545.51
- **C.18.a - Value (excl. sponsor support):** $269941545.51
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 130: 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):** $95422233.89
- **C.18.a - Value (excl. sponsor support):** $95422233.89
- **C.19 - Percentage of Net Assets:** 0.3200%
- **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 131: 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):** $91879429.69
- **C.18.a - Value (excl. sponsor support):** $91879429.69
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 132: 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):** $149370175.40
- **C.18.a - Value (excl. sponsor support):** $149370175.40
- **C.19 - Percentage of Net Assets:** 0.5000%
- **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 133: 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: 91282CEC1, C.4 - ISIN: US91282CEC10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $122818986.25
- **C.18.a - Value (excl. sponsor support):** $122818986.25
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **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 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):** $145554229.15
- **C.18.a - Value (excl. sponsor support):** $145554229.15
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 135: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJT9, C.4 - ISIN: US91282CJT99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $283154437.50
- **C.18.a - Value (excl. sponsor support):** $283154437.50
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **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 136: 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):** $180635378.97
- **C.18.a - Value (excl. sponsor support):** $180635378.97
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **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 137: 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):** $44048812.28
- **C.18.a - Value (excl. sponsor support):** $44048812.28
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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 138: 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):** $212576375.00
- **C.18.a - Value (excl. sponsor support):** $212576375.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 139: 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):** $318215992.98
- **C.18.a - Value (excl. sponsor support):** $318215992.98
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 140: 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):** $357752623.36
- **C.18.a - Value (excl. sponsor support):** $357752623.36
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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 141: 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):** $100064062.00
- **C.18.a - Value (excl. sponsor support):** $100064062.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 142: 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):** $199860938.00
- **C.18.a - Value (excl. sponsor support):** $199860938.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 143: 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):** $193181894.20
- **C.18.a - Value (excl. sponsor support):** $193181894.20
- **C.19 - Percentage of Net Assets:** 0.6500%
- **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 144: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CME8
- **C.18 - Value (incl. sponsor support):** $152613755.85
- **C.18.a - Value (excl. sponsor support):** $152613755.85
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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 145: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CMH1
- **C.18 - Value (incl. sponsor support):** $95270385.00
- **C.18.a - Value (excl. sponsor support):** $95270385.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 146: 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:** 0.6700%
- **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? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2040-12-01      | 4.5000%  | 0.0000% | $451723.00         | $29501.27          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-10-01      | 4.0000%  | 0.0000% | $438817.00         | $120388.07         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-06-01      | 4.5000%  | 0.0000% | $1698200.00        | $49018.81          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-01-01      | 4.0000%  | 0.0000% | $5135000.00        | $640072.04         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-08-01      | 3.5000%  | 0.0000% | $3000.00           | $504.69            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-10-01      | 3.5000%  | 0.0000% | $25000.00          | $927.09            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-05-01      | 4.0000%  | 0.0000% | $60849.00          | $5045.50           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 4.5000%  | 0.0000% | $30155895.00       | $22754621.10       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-05-01      | 5.0000%  | 0.0000% | $662384.00         | $74874.76          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-09-01      | 2.5000%  | 0.0000% | $265000.00         | $38999.20          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-03-01      | 5.0000%  | 0.0000% | $5580249.00        | $52686.79          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-01-01      | 7.0000%  | 0.0000% | $1040621.00        | $99972.51          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-12-01      | 3.0000%  | 0.0000% | $8861229.00        | $112683.16         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-02-01      | 4.0000%  | 0.0000% | $1184706.00        | $333397.20         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-05-01      | 5.0000%  | 0.0000% | $5695821.00        | $132789.90         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.0000%  | 0.0000% | $25000.00          | $18132.79          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-10-01      | 3.5000%  | 0.0000% | $1133000.00        | $39429.57          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 5.0000%  | 0.0000% | $2515763.00        | $2536626.32        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 6.0000%  | 0.0000% | $1210277.00        | $1011355.58        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-07-01      | 6.5000%  | 0.0000% | $1053086.00        | $1057342.88        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-03-01      | 2.0000%  | 0.0000% | $115853.00         | $63170.54          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 3.0000%  | 0.0000% | $101000.00         | $54734.90          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-08-01      | 2.5000%  | 0.0000% | $800000.00         | $590631.49         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 5.5000%  | 0.0000% | $2050000.00        | $1751333.04        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-07-01      | 2.5000%  | 0.0000% | $1465000.00        | $91960.33          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-12-25      | 3.5000%  | 0.0000% | $8647807.00        | $5561846.20        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-09-01      | 3.5000%  | 0.0000% | $3261969.00        | $575214.24         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-12-01      | 5.0000%  | 0.0000% | $16783367.00       | $219791.88         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 5.5000%  | 0.0000% | $13627966.00       | $13878649.13       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 5.5000%  | 0.0000% | $3153794.00        | $3218994.76        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-04-01      | 4.0000%  | 0.0000% | $758000.00         | $197848.39         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-08-01      | 3.5000%  | 0.0000% | $1437372.00        | $1327702.80        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-07-01      | 2.5000%  | 0.0000% | $12000000.00       | $4090025.11        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.0000%  | 0.0000% | $5658144.00        | $4425354.93        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 5.0000%  | 0.0000% | $18556147.00       | $16315250.82       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 6.5000%  | 0.0000% | $95914231.00       | $84650983.07       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-01-01      | 5.5000%  | 0.0000% | $3081250.00        | $3168625.58        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 6.0000%  | 0.0000% | $31229260.00       | $32174831.88       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-07-01      | 3.0000%  | 0.0000% | $2769000.00        | $328899.64         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-07-01      | 3.0000%  | 0.0000% | $1500000.00        | $527773.33         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-12-01      | 2.5000%  | 0.0000% | $299000.00         | $97695.46          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-09-01      | 2.5000%  | 0.0000% | $1178089.00        | $790920.92         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-08-01      | 2.5000%  | 0.0000% | $613182.00         | $373301.70         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.0000%  | 0.0000% | $150000.00         | $103036.11         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-10-01      | 5.0000%  | 0.0000% | $432000.00         | $313054.53         | Agency Mortgage-Backed Securities |

### Security 147: 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:** 1.0000%
- **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? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2031-05-01      | 4.5000%  | 0.0000% | $1050000.00        | $28644.05          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-10-01      | 6.0000%  | 0.0000% | $712000.00         | $5488.07           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-12-01      | 3.5000%  | 0.0000% | $68000.00          | $3292.89           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 2.0000%  | 0.0000% | $15668000.00       | $9771329.45        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-12-01      | 3.0000%  | 0.0000% | $1000000.00        | $122424.11         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-04-01      | 5.5000%  | 0.0000% | $75444.00          | $2113.96           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 4.5000%  | 0.0000% | $47579.00          | $39888.25          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-12-01      | 5.0000%  | 0.0000% | $1028197.00        | $674342.80         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 4.5000%  | 0.0000% | $37000.00          | $27121.42          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-02-01      | 6.0000%  | 0.0000% | $15691973.00       | $10895848.49       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-10-01      | 6.0000%  | 0.0000% | $200889.00         | $68889.93          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-09-01      | 3.5000%  | 0.0000% | $1299056.00        | $359742.88         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 6.0000%  | 0.0000% | $1042623.00        | $1079428.99        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-09-01      | 4.0000%  | 0.0000% | $125084.00         | $35509.98          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-05-01      | 4.0000%  | 0.0000% | $341936.00         | $81539.09          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-07-01      | 2.5000%  | 0.0000% | $1708687.00        | $933249.88         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.5000%  | 0.0000% | $32579899.00       | $22432716.24       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 5.0000%  | 0.0000% | $12526956.00       | $8229205.74        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.0000%  | 0.0000% | $126319179.00      | $98796920.15       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 6.5000%  | 0.0000% | $29343387.00       | $24390996.99       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 6.0000%  | 0.0000% | $98890327.00       | $102056898.00      | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 3.0000%  | 0.0000% | $993411.00         | $609472.22         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 6.0000%  | 0.0000% | $21681902.00       | $14683212.69       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-10-01      | 6.0000%  | 0.0000% | $7980357.00        | $8079759.94        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-12-01      | 4.5000%  | 0.0000% | $2642153.00        | $2591964.13        | Agency Mortgage-Backed Securities |

### Security 148: FIXED INCOME CLEARING CORP - NORTHERN TRUST

- **C.1 - Title:** FIXED INCOME CLEARING CORP - NORTHERN TRUST 3.660000%
- **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: LMRP10450575
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 3.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50835162.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50835162.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50835162.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50835162.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50835162.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50835162.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50835162.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50835162.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50835162.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50835162.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50835162.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50835162.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50835162.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $49675400.00       | $50505140.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $50000000.00       | $50835162.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 3.8750%  | 0.0000% | $50000000.00       | $51213482.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 3.8750%  | 0.0000% | $2110900.00        | $2162130.83        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 3.8750%  | 0.0000% | $50000000.00       | $51213482.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 3.8750%  | 0.0000% | $50000000.00       | $51213482.82       | U.S. Treasuries (including strips) |

### Security 149: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 3.660000%
- **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: LMRP10450585
- **C.18 - Value (incl. sponsor support):** $455000000.00
- **C.18.a - Value (excl. sponsor support):** $455000000.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B                  | 2045-02-15      | 2.5000%  | 0.0000% | $63200.00          | $45364.71          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2046-02-15      | 2.5000%  | 0.0000% | $200.00            | $141.27            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2046-05-15      | 2.5000%  | 0.0000% | $643500.00         | $448864.17         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2046-08-15      | 2.2500%  | 0.0000% | $645300.00         | $430609.17         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2047-08-15      | 2.7500%  | 0.0000% | $76700.00          | $55638.59          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2027-07-15      | 0.3750%  | 0.0000% | $1696000.00        | $2240985.95        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-02-15      | 2.7500%  | 0.0000% | $16234900.00       | $16183441.01       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2048-11-15      | 3.3750%  | 0.0000% | $1812100.00        | $1442628.46        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $72.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND | 2026-11-30      | 1.6250%  | 0.0000% | $162600.00         | $160462.66         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-01-31      | 1.5000%  | 0.0000% | $17933000.00       | $17704771.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2050-08-15      | 1.3750%  | 0.0000% | $27500000.00       | $13686562.28       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-10-31      | 0.5000%  | 0.0000% | $9999600.00        | $9504078.88        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2051-02-15      | 0.1250%  | 0.0000% | $18270000.00       | $12312641.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2051-02-15      | 1.8750%  | 0.0000% | $200.00            | $113.33            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2031-02-15      | 1.1250%  | 0.0000% | $4206900.00        | $3717531.81        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-04-30      | 1.2500%  | 0.0000% | $8676000.00        | $8274225.42        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-12-31      | 1.3750%  | 0.0000% | $10768000.00       | $10120697.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2031-11-15      | 1.3750%  | 0.0000% | $11786300.00       | $10278263.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2031-11-15      | 1.3750%  | 0.0000% | $605000.00         | $527591.30         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-04-30      | 2.8750%  | 0.0000% | $52800.00          | $51944.49          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-05-31      | 2.6250%  | 0.0000% | $100.00            | $99.24             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2032-07-15      | 0.6250%  | 0.0000% | $173300.00         | $183377.27         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2032-08-15      | 2.7500%  | 0.0000% | $649000.00         | $611062.28         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-12-31      | 3.8750%  | 0.0000% | $15597900.00       | $15741140.60       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2053-02-15      | 1.5000%  | 0.0000% | $16619000.00       | $14262503.80       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2028-10-15      | 2.3750%  | 0.0000% | $2393300.00        | $2649387.75        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2053-11-15      | 4.7500%  | 0.0000% | $910200.00         | $900095.30         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2054-02-15      | 2.1250%  | 0.0000% | $8225500.00        | $7895425.07        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $92.06             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2034-05-15      | 4.3750%  | 0.0000% | $193854800.00      | $198799470.45      | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2034-05-15      | 4.3750%  | 0.0000% | $5315000.00        | $5450570.15        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-07-15      | 4.3750%  | 0.0000% | $8842500.00        | $8962234.92        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2054-08-15      | 4.2500%  | 0.0000% | $1635800.00        | $1505971.75        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-08-15      | 3.7500%  | 0.0000% | $14370000.00       | $14661359.87       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2035-01-15      | 2.1250%  | 0.0000% | $200.00            | $210.80            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2035-01-15      | 2.1250%  | 0.0000% | $77304000.00       | $81478080.06       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-04-15      | 3.7500%  | 0.0000% | $3841700.00        | $3899107.87        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2030-06-30      | 3.8750%  | 0.0000% | $26800.00          | $27008.30          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2055-08-15      | 4.7500%  | 0.0000% | $27700.00          | $27740.10          | U.S. Treasuries (including strips) |

### Security 150: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 3.660000%
- **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: LMRP10450595
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2030-07-31      | 4.0000%  | 0.0000% | $198161900.00      | $204000008.05      | U.S. Treasuries (including strips) |

### Security 151: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.670000%
- **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: LMRP10452265
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 2.8500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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   | 2046-12-01      | 3.0000%  | 0.0000% | $100000.00         | $17621.21          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-12-01      | 4.0000%  | 0.0000% | $34977.00          | $5047.32           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-03-01      | 4.5000%  | 0.0000% | $7819472.00        | $1075699.80        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-06-01      | 2.5000%  | 0.0000% | $1260000.00        | $524571.62         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-09-01      | 4.0000%  | 0.0000% | $12284000.00       | $3327581.68        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-04-01      | 3.0000%  | 0.0000% | $279000.00         | $29893.19          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-07-01      | 2.0000%  | 0.0000% | $6000.00           | $3634.72           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-03-01      | 3.5000%  | 0.0000% | $101972.00         | $38767.54          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-02-01      | 2.5000%  | 0.0000% | $1374607.00        | $804475.27         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-01-01      | 5.5000%  | 0.0000% | $23014000.00       | $17198407.88       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 4.5000%  | 0.0000% | $481530.00         | $388156.91         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-12-01      | 3.0000%  | 0.0000% | $1069196.00        | $634532.60         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-05-01      | 4.0000%  | 0.0000% | $644135.00         | $35439.31          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-02-01      | 6.0000%  | 0.0000% | $1478477.00        | $8319.37           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-11-01      | 2.5000%  | 0.0000% | $5666505.00        | $331806.03         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 5.5000%  | 0.0000% | $3000.00           | $2434.72           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-05-01      | 5.5000%  | 0.0000% | $200000.00         | $118454.55         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2031-03-01      | 3.5000%  | 0.0000% | $900000.00         | $88097.76          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-01-01      | 3.5000%  | 0.0000% | $1200000.00        | $232261.90         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-03-01      | 2.5000%  | 0.0000% | $280706.00         | $165343.66         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-07-01      | 2.5000%  | 0.0000% | $2955052.00        | $744177.60         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-05-25      | 2.5000%  | 0.0000% | $176000.00         | $133904.82         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-04-01      | 6.0000%  | 0.0000% | $100000.00         | $84420.41          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 3.0000%  | 0.0000% | $410000.00         | $295448.20         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-12-01      | 2.5000%  | 0.0000% | $1613000.00        | $507010.10         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-12-01      | 5.5000%  | 0.0000% | $602096.00         | $428559.53         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-01-01      | 6.5000%  | 0.0000% | $227357.00         | $179307.26         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 6.5000%  | 0.0000% | $13532734.00       | $9449694.71        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-03-01      | 1.5000%  | 0.0000% | $732739.00         | $391699.07         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 5.5000%  | 0.0000% | $7072000.00        | $5934752.91        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 5.0000%  | 0.0000% | $858000.00         | $764439.82         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-08-01      | 6.0000%  | 0.0000% | $380306.00         | $3438.03           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-05-01      | 5.0000%  | 0.0000% | $3139305.00        | $49975.06          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-04-01      | 3.5000%  | 0.0000% | $100000.00         | $13252.14          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-03-01      | 5.0000%  | 0.0000% | $8500000.00        | $570783.19         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-05-01      | 3.0000%  | 0.0000% | $29235000.00       | $3305336.49        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-03-01      | 6.0000%  | 0.0000% | $180299.00         | $1155.03           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-06-01      | 6.0000%  | 0.0000% | $713565.00         | $5736.56           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-06-01      | 2.5000%  | 0.0000% | $10000000.00       | $1154937.89        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2030-04-01      | 5.5000%  | 0.0000% | $150000.00         | $2703.72           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-03-01      | 4.0000%  | 0.0000% | $393595.00         | $70070.68          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-01-01      | 5.5000%  | 0.0000% | $2575392.00        | $1265320.90        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-02-01      | 2.5000%  | 0.0000% | $33764477.00       | $21458900.81       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-01-01      | 3.0000%  | 0.0000% | $340000.00         | $168391.73         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 4.5000%  | 0.0000% | $25000000.00       | $19300919.27       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 5.5000%  | 0.0000% | $400000.00         | $337385.39         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-06-01      | 6.5000%  | 0.0000% | $4388.00           | $3730.34           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-08-01      | 7.0000%  | 0.0000% | $42160000.00       | $36376534.84       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-10-01      | 4.0000%  | 0.0000% | $25970.00          | $12943.49          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 2.0000%  | 0.0000% | $5892528.00        | $3898280.67        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 4.5000%  | 0.0000% | $37348713.00       | $30677622.26       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 3.0000%  | 0.0000% | $989619.00         | $753183.31         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 1.5000%  | 0.0000% | $87000.00          | $60018.16          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 4.5000%  | 0.0000% | $2649202.00        | $2114191.93        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 4.5000%  | 0.0000% | $834763.00         | $783200.45         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-02-01      | 5.0000%  | 0.0000% | $8129574.00        | $7518038.40        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 4.0000%  | 0.0000% | $530950.00         | $372017.36         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 5.0000%  | 0.0000% | $175000.00         | $133701.23         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-01-01      | 6.5000%  | 0.0000% | $5168071.00        | $4203804.39        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-11-01      | 5.0000%  | 0.0000% | $2295159.00        | $2206601.44        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 4.5000%  | 0.0000% | $1722155.00        | $1659468.72        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 5.0000%  | 0.0000% | $7515923.00        | $7241437.11        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-06-01      | 5.5000%  | 0.0000% | $246669.00         | $89341.70          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-05-01      | 5.5000%  | 0.0000% | $1986012.00        | $1784760.82        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-06-01      | 6.0000%  | 0.0000% | $1792299.00        | $1747747.03        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-07-01      | 5.0000%  | 0.0000% | $2813362.00        | $2762815.11        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-08-01      | 3.5000%  | 0.0000% | $693261.00         | $662127.08         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-10-01      | 5.0000%  | 0.0000% | $1027385.00        | $902618.16         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-12-01      | 4.5000%  | 0.0000% | $1339253.00        | $1344800.29        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 5.0000%  | 0.0000% | $4800000.00        | $3760366.33        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 5.0000%  | 0.0000% | $326871.00         | $322928.33         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 4.0000%  | 0.0000% | $192489.00         | $182885.24         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 4.0000%  | 0.0000% | $4544313.00        | $4225673.14        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.5000%  | 0.0000% | $50914625.00       | $49987585.75       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.0000%  | 0.0000% | $1298500.00        | $1341474.40        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 6.0000%  | 0.0000% | $84950976.00       | $79380050.63       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $1147920.00        | $1175983.60        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $1264298.00        | $1311483.78        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 6.0000%  | 0.0000% | $1886433.00        | $1967194.50        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 5.0000%  | 0.0000% | $2620062.00        | $2623085.67        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-11-01      | 6.0000%  | 0.0000% | $2744736.00        | $2858042.22        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 5.5000%  | 0.0000% | $3051384.00        | $3118883.60        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-11-01      | 5.0000%  | 0.0000% | $10577000.00       | $10439152.95       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 4.5000%  | 0.0000% | $1029677.00        | $1015582.17        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-11-01      | 5.5000%  | 0.0000% | $1058814.00        | $1091188.74        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-11-01      | 5.5000%  | 0.0000% | $1037427.00        | $1069638.86        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-11-01      | 5.5000%  | 0.0000% | $2644495.00        | $2727172.32        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-11-01      | 4.5000%  | 0.0000% | $497436.00         | $489886.84         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-12-01      | 4.5000%  | 0.0000% | $1531920.00        | $1396766.44        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 5.0000%  | 0.0000% | $17289197.00       | $16749915.88       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 4.5000%  | 0.0000% | $24273282.00       | $23640202.36       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.5000%  | 0.0000% | $110650514.00      | $115702020.51      | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-12-01      | 6.5000%  | 0.0000% | $29452751.00       | $30736288.92       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-03-01      | 5.0000%  | 0.0000% | $1199365.00        | $1185285.83        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-08-01      | 2.0000%  | 0.0000% | $199575053.00      | $164049917.42      | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-12-01      | 6.5000%  | 0.0000% | $175000.00         | $99509.46          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-06-01      | 6.5000%  | 0.0000% | $1012000.00        | $819477.67         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 6.0000%  | 0.0000% | $1523000.00        | $1223336.11        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-03-01      | 6.0000%  | 0.0000% | $6660223.00        | $6433812.89        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-11-01      | 4.5000%  | 0.0000% | $18070253.00       | $17827345.13       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-12-01      | 4.5000%  | 0.0000% | $18640815.00       | $18433676.79       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 6.0000%  | 0.0000% | $43078606.00       | $37307968.61       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 4.5000%  | 0.0000% | $355168.00         | $345217.96         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-01-01      | 6.0000%  | 0.0000% | $2905767.00        | $2961021.15        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-11-01      | 4.5000%  | 0.0000% | $736364.00         | $724575.80         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-12-01      | 5.5000%  | 0.0000% | $2778480.00        | $2860885.29        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-12-01      | 5.5000%  | 0.0000% | $10968562.00       | $10285331.10       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-12-01      | 5.5000%  | 0.0000% | $951503.00         | $969167.20         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-12-01      | 6.0000%  | 0.0000% | $3584000.00        | $3712552.08        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-12-01      | 4.5000%  | 0.0000% | $1420044.00        | $1398411.99        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-01-01      | 5.0000%  | 0.0000% | $17523698.00       | $17608613.60       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-01-01      | 4.5000%  | 0.0000% | $1372000.00        | $1351557.45        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-01-01      | 6.0000%  | 0.0000% | $6763322.00        | $6982637.87        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-12-01      | 4.5000%  | 0.0000% | $5994522.00        | $5901488.29        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-01-01      | 5.0000%  | 0.0000% | $1412207.00        | $1435687.45        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-01-01      | 5.0000%  | 0.0000% | $1816585.00        | $1845026.87        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-01-01      | 4.0000%  | 0.0000% | $5171113.00        | $4962790.69        | Agency Mortgage-Backed Securities |

### Security 152: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 3.670000%
- **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: LMRP10452275
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 3.3500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2052-11-20      | 4.5000%  | 0.0000% | $62400.00          | $49052.24          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-11-01      | 5.5000%  | 0.0000% | $542600.00         | $404730.41         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-12-01      | 5.0000%  | 0.0000% | $155729900.00      | $123702397.86      | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-01-01      | 5.0000%  | 0.0000% | $331600.00         | $264862.92         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-07-01      | 4.5000%  | 0.0000% | $5847800.00        | $4876973.48        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-09-01      | 4.5000%  | 0.0000% | $7177000.00        | $5634460.06        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-08-01      | 5.0000%  | 0.0000% | $558300.00         | $439742.14         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-03-01      | 5.5000%  | 0.0000% | $1076700.00        | $835828.87         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-06-01      | 5.0000%  | 0.0000% | $769100.00         | $574576.11         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-09-01      | 4.5000%  | 0.0000% | $3442000.00        | $2738496.24        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-08-01      | 4.5000%  | 0.0000% | $2342000.00        | $1761224.96        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-12-01      | 6.0000%  | 0.0000% | $6798400.00        | $5078325.42        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-10-01      | 5.0000%  | 0.0000% | $18640400.00       | $15503506.41       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-08-01      | 3.0000%  | 0.0000% | $1931100.00        | $1447577.98        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-05-01      | 5.5000%  | 0.0000% | $544300.00         | $437332.49         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-03-01      | 5.5000%  | 0.0000% | $2666600.00        | $2668241.96        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-09-01      | 5.5000%  | 0.0000% | $3865400.00        | $3962155.31        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2032-12-01      | 4.2700%  | 0.0000% | $6882700.00        | $6891893.37        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-06-01      | 6.5000%  | 0.0000% | $71598900.00       | $53674130.45       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-12-01      | 5.5000%  | 0.0000% | $49611400.00       | $50983877.35       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-06-01      | 3.5000%  | 0.0000% | $1126600.00        | $870891.96         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-10-01      | 6.0000%  | 0.0000% | $6152921.00        | $6303628.28        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-03-01      | 6.5000%  | 0.0000% | $2102900.00        | $1576009.74        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-09-01      | 6.0000%  | 0.0000% | $2058400.00        | $2113421.80        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-11-01      | 5.5000%  | 0.0000% | $10050700.00       | $10318301.17       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-08-01      | 2.0000%  | 0.0000% | $69900.00          | $55752.03          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-12-01      | 5.0000%  | 0.0000% | $53803100.00       | $54664395.20       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-03-01      | 6.0000%  | 0.0000% | $34981100.00       | $34979483.31       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-11-01      | 5.0000%  | 0.0000% | $15639600.00       | $14422016.95       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.0400%  | 0.0000% | $7999800.00        | $8044071.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $590452400.00      | $596746504.92      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 5.5000%  | 0.0000% | $11184900.00       | $8291704.00        | Agency Mortgage-Backed Securities |

### Security 153: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.660000%
- **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: LMRP10452285
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B                  | 2041-11-15      | 3.1250%  | 0.0000% | $100084400.00      | $83374586.16       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-05-15      | 1.6250%  | 0.0000% | $7487500.00        | $7468456.31        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-02-15      | 2.7500%  | 0.0000% | $9685500.00        | $9651817.20        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-06-30      | 1.8750%  | 0.0000% | $5696900.00        | $5664478.19        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-05-31      | 2.1250%  | 0.0000% | $467000.00         | $466160.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND | 2026-11-30      | 1.6250%  | 0.0000% | $260500.00         | $257019.25         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2050-05-15      | 1.2500%  | 0.0000% | $18956300.00       | $9158040.83        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-01-31      | 0.3750%  | 0.0000% | $939500.00         | $940975.78         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-05-31      | 1.2500%  | 0.0000% | $286000.00         | $271772.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND | 2026-08-31      | 0.7500%  | 0.0000% | $4958500.00        | $4891461.93        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-07-31      | 0.6250%  | 0.0000% | $3009700.00        | $2973791.32        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-08-31      | 3.1250%  | 0.0000% | $37200000.00       | $36989728.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-07-31      | 2.6250%  | 0.0000% | $1588800.00        | $1555126.45        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-12-31      | 3.8750%  | 0.0000% | $4000000.00        | $4036081.30        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-09-15      | 3.3750%  | 0.0000% | $59102100.00       | $59688557.73       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2044-08-15      | 4.1250%  | 0.0000% | $1512500.00        | $1416830.63        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-08-31      | 3.6250%  | 0.0000% | $2400000.00        | $2439146.39        | U.S. Treasuries (including strips) |
| TREASURY BILL                    | 2026-10-29      | 0.0000%  | 0.0000% | $194030000.00      | $188994533.44      | U.S. Treasuries (including strips) |
| TREASURY BILL                    | 2026-06-04      | 0.0000%  | 0.0000% | $90883000.00       | $89761503.78       | U.S. Treasuries (including strips) |

### Security 154: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 3.660000%
- **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: LMRP10452295
- **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:** 3.6600%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2033-08-15      | 3.8750%  | 0.0000% | $101553000.00      | $102031133.60      | U.S. Treasuries (including strips) |

### Security 155: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 3.670000%
- **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: LMRP10452305
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2055-10-01      | 6.5000%  | 0.0000% | $278969344.00      | $269582972.47      | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-01-01      | 2.0000%  | 0.0000% | $1068000.00        | $583232.48         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-01-01      | 4.5000%  | 0.0000% | $1034136.00        | $1019483.33        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-01-01      | 5.0000%  | 0.0000% | $5425432.00        | $5479809.90        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-02-01      | 5.0000%  | 0.0000% | $29136063.00       | $29428087.29       | Agency Mortgage-Backed Securities |

### Security 156: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 3.670000%
- **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: LMRP10452315
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 2.6800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                       | 2037-10-01      | 7.0000%  | 0.0000% | $4759408.00        | $23264.60          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2038-05-01      | 6.0000%  | 0.0000% | $1014765.00        | $5126.40           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2036-02-01      | 6.0000%  | 0.0000% | $43871455.00       | $438619.13         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2040-07-01      | 5.0000%  | 0.0000% | $6999000.00        | $277790.82         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2040-10-01      | 5.4280%  | 0.0000% | $30590007.00       | $18530.15          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2038-10-01      | 6.5000%  | 0.0000% | $2527987.00        | $21944.22          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2037-11-01      | 6.5000%  | 0.0000% | $5806056.00        | $67699.71          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2038-01-01      | 6.0000%  | 0.0000% | $1000.00           | $15.08             | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2036-05-01      | 6.2450%  | 0.0000% | $1372467.00        | $5734.59           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2038-11-01      | 7.0000%  | 0.0000% | $9100000.00        | $30454.59          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2041-06-01      | 4.5000%  | 0.0000% | $314000.00         | $17613.08          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2041-06-01      | 4.5000%  | 0.0000% | $665000.00         | $15148.63          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2036-11-01      | 6.0000%  | 0.0000% | $1000000.00        | $7428.91           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2038-01-01      | 6.0000%  | 0.0000% | $1118000.00        | $22915.24          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2040-12-01      | 4.5000%  | 0.0000% | $1621600.00        | $110821.47         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2030-12-01      | 4.0000%  | 0.0000% | $398033.00         | $10944.52          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2040-08-01      | 4.5000%  | 0.0000% | $14959985.00       | $365361.93         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2041-11-01      | 4.0000%  | 0.0000% | $720000.00         | $50553.40          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2035-02-01      | 5.5000%  | 0.0000% | $1000.00           | $13.04             | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2042-09-01      | 3.5000%  | 0.0000% | $1472070.00        | $120654.03         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2041-08-01      | 4.5000%  | 0.0000% | $951989.00         | $65516.55          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2041-08-01      | 5.0000%  | 0.0000% | $20541664.00       | $575362.36         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2043-04-01      | 4.0000%  | 0.0000% | $627000.00         | $105132.57         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2044-01-01      | 5.0000%  | 0.0000% | $4635422.00        | $537582.40         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2036-05-01      | 6.2650%  | 0.0000% | $825000.00         | $83257.63          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2044-09-01      | 4.0000%  | 0.0000% | $63000.00          | $8555.98           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2046-10-01      | 3.0000%  | 0.0000% | $30000.00          | $7429.01           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2046-11-01      | 3.0000%  | 0.0000% | $2000000.00        | $344303.61         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2037-01-01      | 5.5000%  | 0.0000% | $1029.00           | $5.20              | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2032-09-01      | 3.0000%  | 0.0000% | $1000.00           | $110.73            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $280.08            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $81.20             | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2039-06-01      | 3.5000%  | 0.0000% | $1519000.00        | $140949.72         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2048-11-20      | 4.0000%  | 0.0000% | $1021.00           | $92.68             | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2049-07-01      | 3.5000%  | 0.0000% | $320138.00         | $28533.98          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2049-10-01      | 3.0000%  | 0.0000% | $528600.00         | $71241.91          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2049-07-01      | 3.5000%  | 0.0000% | $207000.00         | $19986.76          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $119.63            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2044-01-01      | 4.0000%  | 0.0000% | $48000.00          | $5068.94           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2049-06-01      | 3.5000%  | 0.0000% | $87421184.00       | $7449633.47        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2047-12-01      | 3.0000%  | 0.0000% | $675955.00         | $99055.88          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2049-12-01      | 3.0000%  | 0.0000% | $2605000.00        | $672902.65         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $358.63            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2046-10-01      | 3.0000%  | 0.0000% | $952316.00         | $230502.79         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $218.45            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2035-05-01      | 3.5000%  | 0.0000% | $223944.00         | $24860.25          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2050-07-01      | 3.0000%  | 0.0000% | $96000.00          | $26936.19          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2050-08-01      | 2.0000%  | 0.0000% | $307692.00         | $139536.98         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2048-12-01      | 5.5000%  | 0.0000% | $17379679.00       | $3116603.52        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2050-03-01      | 3.0000%  | 0.0000% | $20001.00          | $7325.93           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2050-08-01      | 3.0000%  | 0.0000% | $1674424.00        | $707674.96         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-08-01      | 2.5000%  | 0.0000% | $26893888.00       | $12609747.24       | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2050-02-01      | 2.5000%  | 0.0000% | $725000.00         | $161648.37         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2046-02-01      | 4.5000%  | 0.0000% | $40423984.00       | $5554734.64        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2049-02-01      | 5.5000%  | 0.0000% | $1430564.00        | $147108.09         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-01-01      | 1.5000%  | 0.0000% | $304000.00         | $170417.83         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2028-11-01      | 2.5000%  | 0.0000% | $1003.00           | $49.18             | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-02-01      | 3.0000%  | 0.0000% | $613196.00         | $350825.23         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-01-01      | 3.0000%  | 0.0000% | $300000.00         | $113693.83         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-03-01      | 2.0000%  | 0.0000% | $2209448.00        | $1240400.04        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $561.41            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2048-04-01      | 4.5000%  | 0.0000% | $345000.00         | $40913.06          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2035-07-01      | 5.0000%  | 0.0000% | $4173888.00        | $36218.39          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-06-01      | 2.0000%  | 0.0000% | $3911009.00        | $2348574.14        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $426.70            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-03-01      | 3.0000%  | 0.0000% | $277002.00         | $115054.82         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-08-01      | 2.5000%  | 0.0000% | $46000.00          | $20790.33          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $472.01            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-07-01      | 2.0000%  | 0.0000% | $6938000.00        | $4185757.49        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-06-01      | 3.0000%  | 0.0000% | $68000.00          | $16750.76          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-03-01      | 2.5000%  | 0.0000% | $1120.00           | $545.57            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2049-09-01      | 4.0000%  | 0.0000% | $74000.00          | $16953.97          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2036-12-01      | 2.0000%  | 0.0000% | $41960.00          | $23283.99          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-11-01      | 2.5000%  | 0.0000% | $2455000.00        | $1531750.05        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $605.79            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2050-12-01      | 3.0000%  | 0.0000% | $2039096.00        | $1081151.51        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-01-01      | 3.5000%  | 0.0000% | $29009.00          | $9624.46           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2050-05-01      | 4.0000%  | 0.0000% | $54000.00          | $10565.11          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $692.58            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-04-01      | 3.0000%  | 0.0000% | $1200000.00        | $786467.50         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1507.70           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-10-01      | 2.5000%  | 0.0000% | $676786.00         | $413548.39         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-05-01      | 3.0000%  | 0.0000% | $1070.00           | $770.02            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2048-11-01      | 3.0000%  | 0.0000% | $2386456.00        | $409091.89         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $654.85            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $703.74            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-06-01      | 5.0000%  | 0.0000% | $5036431.00        | $3281548.73        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $286.05            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-10-01      | 2.0000%  | 0.0000% | $2000000.00        | $1228937.22        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-08-01      | 5.5000%  | 0.0000% | $18419584.00       | $13388475.22       | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-01-01      | 6.0000%  | 0.0000% | $19530562.00       | $11866663.18       | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2034-08-01      | 2.5000%  | 0.0000% | $1000.00           | $119.85            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-11-01      | 4.5000%  | 0.0000% | $12000.00          | $9530.63           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-08-01      | 2.5000%  | 0.0000% | $150718.00         | $107099.99         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-05-01      | 2.0000%  | 0.0000% | $1000.00           | $664.83            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-09-01      | 2.0000%  | 0.0000% | $75232.00          | $36267.64          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2047-11-01      | 4.5000%  | 0.0000% | $10252952.00       | $1900460.87        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-12-01      | 2.5000%  | 0.0000% | $884000.00         | $560404.02         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2037-04-01      | 6.3070%  | 0.0000% | $2944889.00        | $1321410.52        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-10-01      | 4.0000%  | 0.0000% | $635000.00         | $489001.58         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-10-01      | 2.5000%  | 0.0000% | $84127.00          | $52479.55          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-02-01      | 2.0000%  | 0.0000% | $529000.00         | $346371.34         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2048-07-01      | 5.0000%  | 0.0000% | $1800483.00        | $492923.66         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $612.34            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-12-01      | 5.0000%  | 0.0000% | $22180640.00       | $17618956.63       | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $549.62            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2042-04-01      | 2.5000%  | 0.0000% | $79000.00          | $53019.47          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2050-05-01      | 2.5000%  | 0.0000% | $1900000.00        | $732859.63         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-02-01      | 2.0000%  | 0.0000% | $2106000.00        | $1008155.66        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2030-03-01      | 3.0000%  | 0.0000% | $584145.00         | $50047.31          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-10-01      | 4.5000%  | 0.0000% | $3220679.00        | $2684177.05        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $682.32            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-03-01      | 2.0000%  | 0.0000% | $39000.00          | $21140.85          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-02-01      | 4.0000%  | 0.0000% | $1399000.00        | $1029740.11        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $629.96            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-04-01      | 3.0000%  | 0.0000% | $12003.00          | $6498.14           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-02-01      | 3.0000%  | 0.0000% | $1001.00           | $702.56            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2042-03-01      | 2.0000%  | 0.0000% | $100000.00         | $63567.18          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $667.18            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-09-01      | 2.5000%  | 0.0000% | $3603838.00        | $2527282.22        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2046-03-01      | 3.0000%  | 0.0000% | $2230556.00        | $865417.34         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-08-01      | 4.5000%  | 0.0000% | $141000.00         | $106748.73         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-08-01      | 5.0000%  | 0.0000% | $8517827.00        | $7069009.81        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2046-10-01      | 6.2950%  | 0.0000% | $156561.00         | $27751.75          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-07-01      | 6.0000%  | 0.0000% | $55000.00          | $41451.88          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-02-01      | 3.0000%  | 0.0000% | $11000.00          | $7297.81           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2036-08-01      | 6.5000%  | 0.0000% | $15098501.00       | $574132.90         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2038-08-01      | 3.5000%  | 0.0000% | $8000.00           | $4905.56           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $797.72            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $767.89            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-04-01      | 5.0000%  | 0.0000% | $1690472.00        | $1373841.04        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2030-08-01      | 3.0000%  | 0.0000% | $680801.00         | $61938.75          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-08-01      | 5.0000%  | 0.0000% | $86000.00          | $59813.69          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-05-01      | 4.0000%  | 0.0000% | $13000.00          | $10370.47          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-06-01      | 5.0000%  | 0.0000% | $3165860.00        | $2374677.88        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $745.50            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $760.95            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2049-09-01      | 3.0000%  | 0.0000% | $284474368.00      | $48876806.91       | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-09-01      | 2.0000%  | 0.0000% | $6943320.00        | $4315034.01        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $606.69            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-10-01      | 4.0000%  | 0.0000% | $8160.00           | $6818.39           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $736.06            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2050-11-01      | 2.0000%  | 0.0000% | $1824000.00        | $969090.23         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-11-01      | 3.5000%  | 0.0000% | $58999.00          | $44939.01          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-12-01      | 6.0000%  | 0.0000% | $11293187.00       | $7362442.29        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $705.82            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2047-06-01      | 3.5000%  | 0.0000% | $3743308.00        | $1117012.50        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-01-01      | 7.0000%  | 0.0000% | $15343968.00       | $9721774.90        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-08-01      | 3.5000%  | 0.0000% | $27000.00          | $22504.76          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-06-01      | 4.0000%  | 0.0000% | $69000.00          | $53056.31          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2037-01-01      | 2.2600%  | 0.0000% | $2000000.00        | $1532426.22        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2050-11-01      | 2.5000%  | 0.0000% | $1030000.00        | $449746.12         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-09-01      | 2.5000%  | 0.0000% | $159000.00         | $73180.79          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2046-11-01      | 3.5000%  | 0.0000% | $1001.00           | $146.78            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-05-01      | 5.5000%  | 0.0000% | $2216202.00        | $1799901.04        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $175.82            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2049-07-01      | 4.0000%  | 0.0000% | $110000.00         | $73299.56          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $797.75            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-03-01      | 3.0000%  | 0.0000% | $99037.00          | $66487.74          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-10-01      | 6.5000%  | 0.0000% | $16889900.00       | $12545919.67       | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-07-01      | 3.5000%  | 0.0000% | $124342.00         | $96480.94          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-03-01      | 2.0000%  | 0.0000% | $212000.00         | $132922.93         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-09-01      | 3.0000%  | 0.0000% | $20219520.00       | $14701802.27       | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2040-03-01      | 2.7700%  | 0.0000% | $988422.00         | $780357.58         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-04-01      | 5.0000%  | 0.0000% | $4092688.00        | $3229872.85        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-01-01      | 2.0000%  | 0.0000% | $529799.00         | $338677.94         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2046-03-01      | 4.0000%  | 0.0000% | $7818604.00        | $2367375.96        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-08-01      | 6.5000%  | 0.0000% | $238952.00         | $150770.83         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-10-01      | 5.0000%  | 0.0000% | $257734.00         | $220280.67         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $655.69            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-02-01      | 2.5000%  | 0.0000% | $373019.00         | $243994.70         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-08-01      | 4.0000%  | 0.0000% | $55999.00          | $43428.19          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $685.85            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $269.23            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-05-01      | 4.0000%  | 0.0000% | $26999.00          | $22072.65          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-05-01      | 5.0000%  | 0.0000% | $2349000.00        | $1944006.58        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2048-09-01      | 3.0000%  | 0.0000% | $10812964.00       | $2729896.09        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-08-01      | 5.0000%  | 0.0000% | $8320.00           | $7506.34           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2046-10-01      | 3.0000%  | 0.0000% | $3901940.00        | $857127.58         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-01-01      | 3.0000%  | 0.0000% | $1571690.00        | $955233.83         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2049-12-01      | 3.5000%  | 0.0000% | $2302400.00        | $637618.92         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-02-01      | 5.5000%  | 0.0000% | $2630340.00        | $1922328.04        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-06-01      | 3.0000%  | 0.0000% | $563780.00         | $447297.12         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-01-01      | 3.0000%  | 0.0000% | $198997.00         | $63736.30          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $571.42            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $664.96            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-11-01      | 2.0000%  | 0.0000% | $1002.00           | $615.21            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2041-08-01      | 4.5000%  | 0.0000% | $674731.00         | $52282.69          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2042-01-01      | 4.5000%  | 0.0000% | $17898855.00       | $494207.80         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-04-01      | 5.5000%  | 0.0000% | $8190141.00        | $8208467.45        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2048-04-01      | 3.5000%  | 0.0000% | $500000.00         | $101051.79         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2044-05-01      | 5.5000%  | 0.0000% | $10694086.00       | $2740594.02        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-08-01      | 5.0000%  | 0.0000% | $5866961.00        | $3721275.90        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-11-01      | 6.5000%  | 0.0000% | $10281380.00       | $9618014.82        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-08-01      | 4.5000%  | 0.0000% | $14000.00          | $11853.79          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2041-10-01      | 4.5000%  | 0.0000% | $1538000.00        | $85231.50          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-04-01      | 3.5000%  | 0.0000% | $500000.00         | $337556.60         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $724.29            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-01-01      | 6.5000%  | 0.0000% | $192000.00         | $89551.58          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-08-01      | 3.0000%  | 0.0000% | $3818000.00        | $2341188.21        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-03-01      | 3.0000%  | 0.0000% | $100000.00         | $64189.82          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-06-01      | 3.0000%  | 0.0000% | $192000.00         | $138356.23         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2042-09-01      | 4.5000%  | 0.0000% | $60000.00          | $7451.36           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-06-01      | 6.0000%  | 0.0000% | $1220057.00        | $960028.95         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2050-03-01      | 5.0000%  | 0.0000% | $796147.00         | $131569.42         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $850.22            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-03-01      | 6.0000%  | 0.0000% | $7495640.00        | $6005649.07        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-05-01      | 5.0000%  | 0.0000% | $100000.00         | $72489.99          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-11-01      | 6.0000%  | 0.0000% | $2168164.00        | $1775159.41        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2036-12-01      | 4.8050%  | 0.0000% | $117095602.00      | $67612.03          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $853.96            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-02-01      | 5.5000%  | 0.0000% | $3435672.00        | $3063547.67        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-07-01      | 3.5000%  | 0.0000% | $138256.00         | $69582.97          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-11-01      | 3.0000%  | 0.0000% | $8000.00           | $5677.23           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-01-01      | 4.5000%  | 0.0000% | $14506152.00       | $13318415.08       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2055-01-20      | 5.5000%  | 0.0000% | $1000.00           | $836.79            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $850.60            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2032-05-01      | 2.5000%  | 0.0000% | $33000.00          | $5120.47           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2030-05-01      | 4.3000%  | 0.0000% | $6577756.00        | $6593628.62        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-12-01      | 4.5000%  | 0.0000% | $94986.00          | $88356.92          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $743.58            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2038-09-01      | 7.0000%  | 0.0000% | $2122167.00        | $25157.95          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2045-05-01      | 3.0000%  | 0.0000% | $1000.00           | $134.46            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2048-11-01      | 4.5000%  | 0.0000% | $107000.00         | $74168.75          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $538.84            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-12-01      | 5.5000%  | 0.0000% | $255190.00         | $223152.38         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $118.20            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-11-01      | 2.0000%  | 0.0000% | $152262.00         | $82889.64          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-08-01      | 6.0000%  | 0.0000% | $1000.00           | $735.04            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-11-01      | 6.0000%  | 0.0000% | $1112266.00        | $986440.20         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-11-01      | 5.5000%  | 0.0000% | $1184502.00        | $1194823.35        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-06-01      | 5.5000%  | 0.0000% | $620019.00         | $500510.20         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2039-07-01      | 2.5000%  | 0.0000% | $1000.00           | $95.22             | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-04-01      | 6.0000%  | 0.0000% | $2094071.00        | $1706035.31        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-12-01      | 6.0000%  | 0.0000% | $3980234.00        | $4069209.24        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-07-01      | 4.5000%  | 0.0000% | $1424393.00        | $895851.19         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-04-01      | 6.5000%  | 0.0000% | $599346.00         | $496880.78         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2048-09-01      | 4.5000%  | 0.0000% | $81000.00          | $17119.30          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $669.10            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2040-12-01      | 2.5000%  | 0.0000% | $330000.00         | $216025.25         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-11-01      | 3.5000%  | 0.0000% | $39001.00          | $33456.71          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-08-01      | 4.0000%  | 0.0000% | $10000.00          | $8306.23           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.17           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $906.89            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $961.41            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-04-01      | 5.5000%  | 0.0000% | $5193552.00        | $4769262.09        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.28           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-05-01      | 5.0000%  | 0.0000% | $54000.00          | $54247.37          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.10           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-06-01      | 6.5000%  | 0.0000% | $13071.00          | $13809.49          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $137.67            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-07-01      | 4.5000%  | 0.0000% | $72425.00          | $50729.69          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $761.29            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-06-01      | 5.0000%  | 0.0000% | $10286020.00       | $7431669.17        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-08-01      | 6.0000%  | 0.0000% | $28223.00          | $26767.44          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $679.39            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-06-01      | 5.5000%  | 0.0000% | $6052371.00        | $5998200.29        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-08-01      | 6.0000%  | 0.0000% | $18811328.00       | $17359412.84       | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-10-01      | 3.0000%  | 0.0000% | $9033338.00        | $7527365.67        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-04-01      | 4.5000%  | 0.0000% | $72092.00          | $68879.70          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2055-06-20      | 5.0000%  | 0.0000% | $2007307.00        | $1986687.69        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-03-01      | 4.5420%  | 0.0000% | $6205904.00        | $4548650.02        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2037-01-01      | 6.8700%  | 0.0000% | $1000000.00        | $22377.32          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2037-08-01      | 6.3530%  | 0.0000% | $3609912.00        | $3154323.48        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2044-04-01      | 6.2560%  | 0.0000% | $444000.00         | $17661.90          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2040-06-01      | 4.5000%  | 0.0000% | $1026.00           | $78.73             | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2040-07-01      | 4.5000%  | 0.0000% | $1000.00           | $99.45             | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2041-01-01      | 4.0000%  | 0.0000% | $1000.00           | $102.44            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2030-02-01      | 7.5000%  | 0.0000% | $1518.00           | $1.80              | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2032-04-01      | 7.0000%  | 0.0000% | $1466.00           | $5.69              | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2043-06-01      | 3.5000%  | 0.0000% | $1000.00           | $120.52            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2044-04-01      | 4.5000%  | 0.0000% | $1000.00           | $141.87            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2043-10-01      | 4.5000%  | 0.0000% | $955596.00         | $69089.59          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2044-08-01      | 3.5000%  | 0.0000% | $1000.00           | $146.66            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $164.29            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $272.94            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $182.65            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $203.53            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2048-10-01      | 4.0000%  | 0.0000% | $1001.00           | $164.28            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $94.59             | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2048-11-01      | 3.0000%  | 0.0000% | $1452000.00        | $211736.96         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2037-02-01      | 3.0000%  | 0.0000% | $25000.00          | $4929.89           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2043-04-01      | 3.0000%  | 0.0000% | $186000.00         | $32500.70          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2032-04-01      | 7.0000%  | 0.0000% | $20297521.00       | $15086.15          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2037-12-01      | 6.5000%  | 0.0000% | $536729.00         | $5307.40           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2038-11-01      | 6.0000%  | 0.0000% | $2000000.00        | $16576.22          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2046-02-01      | 4.5000%  | 0.0000% | $1000.00           | $102.23            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2030-12-01      | 3.0000%  | 0.0000% | $1000.00           | $88.89             | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2047-09-01      | 3.5000%  | 0.0000% | $20673569.00       | $4026276.40        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2049-01-01      | 4.5000%  | 0.0000% | $2907000.00        | $592180.71         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2048-12-01      | 4.5000%  | 0.0000% | $2428750.00        | $360158.13         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-02-01      | 3.0000%  | 0.0000% | $1000.00           | $606.26            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-09-01      | 5.0000%  | 0.0000% | $1808527.00        | $1182971.49        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $676.14            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-12-01      | 5.5000%  | 0.0000% | $82996.00          | $65598.03          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-08-01      | 5.0000%  | 0.0000% | $9338405.00        | $7870474.57        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-07-01      | 6.0000%  | 0.0000% | $10000.00          | $7896.92           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-01-01      | 4.0000%  | 0.0000% | $1008.00           | $868.57            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-09-01      | 5.5000%  | 0.0000% | $3800000.00        | $3342193.09        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-11-01      | 3.5000%  | 0.0000% | $259000.00         | $222990.67         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-06-01      | 4.0000%  | 0.0000% | $207000.00         | $181875.62         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-01-01      | 5.0000%  | 0.0000% | $2406000.00        | $2246485.26        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $553.77            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-02-01      | 2.5000%  | 0.0000% | $1284256.00        | $839495.90         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-09-01      | 3.5000%  | 0.0000% | $13000.00          | $6077.86           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-01-01      | 3.5000%  | 0.0000% | $1000.00           | $767.66            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-11-01      | 4.0000%  | 0.0000% | $110000.00         | $95055.85          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-11-01      | 5.0000%  | 0.0000% | $1659412.00        | $1515824.69        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-05-01      | 3.5000%  | 0.0000% | $16000.00          | $14514.15          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-08-01      | 5.5000%  | 0.0000% | $1008.00           | $861.40            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $816.20            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-01-01      | 2.0000%  | 0.0000% | $990000.00         | $692598.33         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2032-12-01      | 4.4500%  | 0.0000% | $174000.00         | $172827.71         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-01-01      | 3.0000%  | 0.0000% | $1001.00           | $292.45            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-07-01      | 3.0000%  | 0.0000% | $23905.00          | $8308.98           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-09-01      | 5.0000%  | 0.0000% | $1000.00           | $551.48            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-10-01      | 2.0000%  | 0.0000% | $400000.00         | $208535.16         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $516.74            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-06-01      | 2.0000%  | 0.0000% | $1000.00           | $441.84            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-08-01      | 2.5000%  | 0.0000% | $61000.00          | $37326.58          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $611.91            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-02-01      | 2.5000%  | 0.0000% | $4907248.00        | $3146611.70        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $648.49            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-02-01      | 2.5000%  | 0.0000% | $1417030.00        | $1102689.37        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-06-01      | 5.0000%  | 0.0000% | $3058822.00        | $2646223.41        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $709.82            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $640.39            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $775.48            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $752.35            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-09-01      | 6.5000%  | 0.0000% | $1000.00           | $660.99            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1004.20           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $791.83            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $605.68            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $959.99            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-06-01      | 5.0000%  | 0.0000% | $35000.00          | $30578.26          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $731.86            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $792.39            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-10-01      | 7.0000%  | 0.0000% | $1158486.00        | $937634.06         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-11-01      | 6.5000%  | 0.0000% | $8000.00           | $7426.57           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $691.71            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $906.23            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1052.14           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-09-01      | 5.5000%  | 0.0000% | $144209.00         | $144879.90         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $765.94            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $732.45            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $529.87            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1006.48           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $520.33            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $490.13            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-10-01      | 2.0000%  | 0.0000% | $417000.00         | $203508.70         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-09-01      | 2.0000%  | 0.0000% | $1000.00           | $611.42            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-01-01      | 6.0000%  | 0.0000% | $1916590.00        | $1392985.94        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-06-01      | 5.0000%  | 0.0000% | $279945.00         | $245315.40         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-07-01      | 6.0000%  | 0.0000% | $25000.00          | $16837.49          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2043-07-01      | 4.5000%  | 0.0000% | $989923.00         | $696647.81         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-02-01      | 6.0000%  | 0.0000% | $3326721.00        | $2667372.03        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-04-01      | 5.5000%  | 0.0000% | $6658145.00        | $5650221.83        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-05-01      | 5.5000%  | 0.0000% | $521110.00         | $450948.24         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $840.61            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2033-12-01      | 5.9030%  | 0.0000% | $7311288.00        | $40976.60          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2035-10-01      | 6.2700%  | 0.0000% | $130302.00         | $5868.72           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2036-07-01      | 5.1050%  | 0.0000% | $3903666.00        | $10526.06          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2031-08-01      | 7.5000%  | 0.0000% | $498948.00         | $4572.43           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2032-07-01      | 6.5000%  | 0.0000% | $7049916.00        | $33776.81          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2041-08-01      | 4.0000%  | 0.0000% | $1354296.00        | $140700.40         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2041-09-01      | 4.0000%  | 0.0000% | $5496989.00        | $546931.69         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2038-08-01      | 6.1970%  | 0.0000% | $23867320.00       | $553246.12         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2043-07-01      | 6.3180%  | 0.0000% | $3900000.00        | $77902.00          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2041-05-01      | 6.0000%  | 0.0000% | $7857979.00        | $845581.25         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2045-06-01      | 3.5000%  | 0.0000% | $102149.00         | $15226.53          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2030-08-01      | 3.0000%  | 0.0000% | $519331.00         | $36518.48          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2044-04-01      | 4.5000%  | 0.0000% | $300000.00         | $56459.80          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2029-04-01      | 3.0000%  | 0.0000% | $1112992.00        | $78621.97          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2032-05-01      | 6.2750%  | 0.0000% | $5000000.00        | $15099.59          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2034-08-01      | 6.1400%  | 0.0000% | $700000.00         | $7123.02           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2034-04-01      | 6.3610%  | 0.0000% | $1000000.00        | $9512.66           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2036-02-01      | 6.0000%  | 0.0000% | $8989410.00        | $32482.23          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-05-01      | 6.0000%  | 0.0000% | $851072.00         | $695812.43         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-07-01      | 6.5000%  | 0.0000% | $4030584.00        | $2724547.10        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-07-01      | 6.5000%  | 0.0000% | $7003.00           | $3911.15           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-08-01      | 6.5000%  | 0.0000% | $4703578.00        | $4402499.50        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-10-01      | 7.0000%  | 0.0000% | $1541983.00        | $1616163.49        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-11-01      | 6.0000%  | 0.0000% | $12001.00          | $8227.15           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-11-01      | 4.5000%  | 0.0000% | $1639178.00        | $1367431.06        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-03-01      | 6.0000%  | 0.0000% | $1339731.00        | $1003315.26        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-03-01      | 5.5000%  | 0.0000% | $1066271.00        | $1080820.81        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-06-01      | 7.5000%  | 0.0000% | $487231.00         | $523637.77         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-07-01      | 6.0000%  | 0.0000% | $2428300.00        | $2486081.07        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-09-01      | 6.5000%  | 0.0000% | $2861612.00        | $2979793.18        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-09-01      | 6.0000%  | 0.0000% | $582688.00         | $531582.37         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-10-01      | 5.5000%  | 0.0000% | $6087802.00        | $6197346.85        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-09-01      | 6.0000%  | 0.0000% | $841528.00         | $868257.49         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-11-01      | 5.0000%  | 0.0000% | $6084744.00        | $6100096.40        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-12-01      | 5.0000%  | 0.0000% | $36143.00          | $36879.49          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2046-11-01      | 3.0000%  | 0.0000% | $2217693.00        | $180923.73         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2033-10-01      | 3.6900%  | 0.0000% | $312436.00         | $299052.15         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2029-11-01      | 2.4750%  | 0.0000% | $1520856.00        | $1386136.13        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2048-10-01      | 4.5000%  | 0.0000% | $589488.00         | $120329.21         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2048-12-01      | 5.0000%  | 0.0000% | $38720504.00       | $5409790.26        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-09-01      | 1.9640%  | 0.0000% | $18992105.00       | $14848249.15       | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2049-11-01      | 5.0000%  | 0.0000% | $3560776.00        | $1752522.05        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2050-09-01      | 2.5000%  | 0.0000% | $70000.00          | $31573.05          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-04-01      | 2.5000%  | 0.0000% | $670016.00         | $373982.19         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2028-11-01      | 5.7600%  | 0.0000% | $5051.00           | $5306.74           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-05-01      | 2.5000%  | 0.0000% | $7253000.00        | $4173538.89        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-09-01      | 2.5000%  | 0.0000% | $10000.00          | $5990.82           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-10-01      | 2.0000%  | 0.0000% | $649964.00         | $425456.78         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-08-01      | 3.5000%  | 0.0000% | $8000.00           | $6951.83           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-06-01      | 3.0000%  | 0.0000% | $217507.00         | $179809.65         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-11-01      | 4.5000%  | 0.0000% | $174767.00         | $126396.56         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-12-01      | 6.0000%  | 0.0000% | $159918.00         | $130138.36         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-05-01      | 6.5000%  | 0.0000% | $597722.00         | $611936.45         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-07-01      | 6.5000%  | 0.0000% | $49876.00          | $30173.60          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-07-01      | 5.5000%  | 0.0000% | $1838700.00        | $982696.63         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2033-12-01      | 5.2500%  | 0.0000% | $123460.00         | $130277.36         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2035-02-01      | 4.9300%  | 0.0000% | $3418720.00        | $3554533.40        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2032-07-01      | 4.4900%  | 0.0000% | $1430000.00        | $1453991.03        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-02-01      | 4.0000%  | 0.0000% | $3599624.00        | $1951878.26        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-12-01      | 3.0000%  | 0.0000% | $154839.00         | $94060.24          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-03-01      | 2.0000%  | 0.0000% | $1920149.00        | $1228112.97        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-05-01      | 5.0000%  | 0.0000% | $187628.00         | $155952.76         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-07-01      | 6.0000%  | 0.0000% | $1466690.00        | $1140395.01        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-02-01      | 6.0000%  | 0.0000% | $200000.00         | $159572.47         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-11-01      | 5.0000%  | 0.0000% | $888530.00         | $828778.88         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-12-01      | 6.0000%  | 0.0000% | $29709.00          | $23887.57          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-05-01      | 6.0000%  | 0.0000% | $1242000.00        | $1029992.40        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-01-01      | 6.0000%  | 0.0000% | $7935075.00        | $7662481.01        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-08-01      | 6.5000%  | 0.0000% | $41404864.00       | $41010003.00       | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2049-08-01      | 5.5000%  | 0.0000% | $4100000.00        | $996474.00         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2050-12-01      | 2.0000%  | 0.0000% | $100000.00         | $54675.92          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-01-01      | 2.0000%  | 0.0000% | $105000.00         | $56779.58          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-05-01      | 2.0000%  | 0.0000% | $140000.00         | $63625.15          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-02-01      | 2.0000%  | 0.0000% | $1115810.00        | $579048.47         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-04-01      | 2.5000%  | 0.0000% | $32208.00          | $18748.41          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2050-09-01      | 5.0000%  | 0.0000% | $595000.00         | $187818.06         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2041-08-01      | 2.5000%  | 0.0000% | $197577.00         | $117628.17         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2050-03-01      | 2.5000%  | 0.0000% | $19989984.00       | $11728279.86       | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2042-05-01      | 2.0000%  | 0.0000% | $100000.00         | $66848.91          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-05-01      | 2.5000%  | 0.0000% | $1996000.00        | $1430407.53        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-08-01      | 3.5000%  | 0.0000% | $75000.00          | $59871.56          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-05-01      | 2.0000%  | 0.0000% | $2455996.00        | $1713760.26        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-10-01      | 5.0000%  | 0.0000% | $105268.00         | $88802.57          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-03-01      | 4.0000%  | 0.0000% | $25000.00          | $21432.03          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-09-01      | 5.0000%  | 0.0000% | $12885605.00       | $11553246.07       | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-04-01      | 5.5000%  | 0.0000% | $12999.00          | $10499.49          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2035-05-01      | 6.1310%  | 0.0000% | $1450000.00        | $21680.81          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2035-05-01      | 5.6230%  | 0.0000% | $5000000.00        | $56310.61          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2040-06-01      | 4.5000%  | 0.0000% | $12133000.00       | $1015710.18        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2027-08-01      | 3.0000%  | 0.0000% | $1634000.00        | $26031.66          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2043-06-01      | 4.0000%  | 0.0000% | $100000.00         | $10684.69          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2042-01-01      | 2.0000%  | 0.0000% | $29947400.00       | $18816411.90       | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-01-01      | 4.0000%  | 0.0000% | $18000.00          | $14048.69          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-07-01      | 7.0000%  | 0.0000% | $18126.00          | $8679.36           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-12-01      | 6.0000%  | 0.0000% | $656987.00         | $527584.67         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2035-10-01      | 6.1290%  | 0.0000% | $7610278.00        | $309839.66         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2039-12-01      | 6.2460%  | 0.0000% | $671005.00         | $6750.82           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $863.85            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $979.15            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-12-01      | 6.0000%  | 0.0000% | $4594224.00        | $4019695.13        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-12-01      | 6.0000%  | 0.0000% | $8004.00           | $8142.91           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.58           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $961.42            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-02-01      | 6.0000%  | 0.0000% | $1215406.00        | $1239109.00        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.85           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $883.19            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.36           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $821.09            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $996.49            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-02-01      | 5.5000%  | 0.0000% | $1053950.00        | $1068114.47        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-04-01      | 5.5000%  | 0.0000% | $10544276.00       | $10251159.29       | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.05           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-05-01      | 5.5000%  | 0.0000% | $2519448.00        | $2525047.69        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1035.11           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-06-01      | 6.0000%  | 0.0000% | $104325.00         | $51842.32          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-06-01      | 6.0000%  | 0.0000% | $44105232.00       | $38429507.72       | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-07-01      | 6.0000%  | 0.0000% | $1001.00           | $1034.55           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-08-01      | 6.0000%  | 0.0000% | $1465840.00        | $1505927.41        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.69           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-08-01      | 6.0000%  | 0.0000% | $17666364.00       | $17650110.49       | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-08-01      | 6.5000%  | 0.0000% | $886555.00         | $931208.73         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.16           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-09-01      | 5.5000%  | 0.0000% | $185185.00         | $189591.41         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-09-01      | 6.0000%  | 0.0000% | $7067.00           | $7043.92           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $708.06            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-10-01      | 5.0000%  | 0.0000% | $4031880.00        | $4055541.41        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-11-01      | 4.0000%  | 0.0000% | $17016.00          | $16290.49          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-11-01      | 6.0000%  | 0.0000% | $10970176.00       | $11358029.40       | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-11-01      | 5.5000%  | 0.0000% | $2772652.00        | $2749295.22        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1007.00           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1011.39           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-11-01      | 5.0000%  | 0.0000% | $1008.00           | $989.34            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-11-01      | 5.0000%  | 0.0000% | $6700472.00        | $6676501.63        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $983.20            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-11-01      | 5.0000%  | 0.0000% | $2446392.00        | $2474566.17        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $983.23            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $880.80            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-10-01      | 6.0000%  | 0.0000% | $12557712.00       | $9264705.12        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-12-01      | 6.0000%  | 0.0000% | $17822.00          | $12611.71          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1027.67           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-06-01      | 5.0000%  | 0.0000% | $252789.00         | $238563.83         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $885.48            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-08-01      | 6.0000%  | 0.0000% | $217000.00         | $189489.05         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2042-03-20      | 5.2880%  | 0.0000% | $7350000.00        | $3713150.86        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $908.85            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2036-01-01      | 6.5000%  | 0.0000% | $161795.00         | $6143.79           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2036-12-01      | 5.0000%  | 0.0000% | $10837.00          | $113.38            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2041-04-01      | 4.5000%  | 0.0000% | $1000.00           | $88.08             | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2045-09-01      | 3.5000%  | 0.0000% | $409860.00         | $85214.55          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2046-08-01      | 3.0000%  | 0.0000% | $5161848.00        | $1124438.46        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2036-10-01      | 7.0000%  | 0.0000% | $1000.00           | $9.46              | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $643.18            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2030-01-01      | 4.7200%  | 0.0000% | $112380.00         | $114156.75         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-10-01      | 2.0000%  | 0.0000% | $141011.00         | $76856.30          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $530.61            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-10-01      | 2.0000%  | 0.0000% | $67047.00          | $40854.64          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $618.45            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $940.10            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-07-01      | 4.0000%  | 0.0000% | $1000.00           | $875.81            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-07-01      | 4.5000%  | 0.0000% | $4574493.00        | $3740700.57        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-11-01      | 5.0000%  | 0.0000% | $246770.00         | $199311.34         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2042-06-01      | 2.5000%  | 0.0000% | $129000.00         | $91140.55          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2036-03-01      | 2.0000%  | 0.0000% | $492999.00         | $226867.31         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $867.27            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-06-01      | 6.5000%  | 0.0000% | $1260002.00        | $593555.69         | Agency Mortgage-Backed Securities         |
| FHLMC Multifamily Structured Pass Through Certs. | 2036-10-25      | 2.3610%  | 0.0000% | $135415.00         | $109448.89         | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                       | 2032-02-01      | 6.5000%  | 0.0000% | $4994696.00        | $11705.45          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2040-12-01      | 4.5000%  | 0.0000% | $1001.00           | $95.93             | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2041-08-01      | 4.5000%  | 0.0000% | $5709441.00        | $110345.15         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2041-11-01      | 4.5000%  | 0.0000% | $495000.00         | $45154.09          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2043-06-01      | 3.5000%  | 0.0000% | $508955.00         | $88822.46          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2044-08-01      | 4.0000%  | 0.0000% | $515804.00         | $84093.12          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2047-03-01      | 3.0000%  | 0.0000% | $190000.00         | $35194.04          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2031-09-01      | 3.0000%  | 0.0000% | $266000.00         | $35934.75          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2045-12-01      | 4.0000%  | 0.0000% | $3747950.00        | $521212.65         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2044-10-01      | 4.5000%  | 0.0000% | $3089000.00        | $136891.60         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2030-09-01      | 3.0000%  | 0.0000% | $1004.00           | $87.74             | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2046-06-01      | 3.0000%  | 0.0000% | $132704.00         | $38270.01          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2033-09-01      | 6.3980%  | 0.0000% | $1000.00           | $2.61              | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2034-04-01      | 6.2620%  | 0.0000% | $15650000.00       | $190644.63         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2035-09-01      | 6.1830%  | 0.0000% | $540000.00         | $7049.71           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-09-01      | 6.0000%  | 0.0000% | $7921447.00        | $6540747.39        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $528.61            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-04-01      | 6.0000%  | 0.0000% | $18001.00          | $17811.98          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-05-01      | 5.5000%  | 0.0000% | $5331761.00        | $5437802.50        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $983.53            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-06-01      | 6.0000%  | 0.0000% | $207540.00         | $203002.97         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-10-01      | 5.0000%  | 0.0000% | $3099040.00        | $3132466.69        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2047-01-01      | 3.0000%  | 0.0000% | $923998.00         | $272575.61         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $229.43            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2030-08-01      | 1.4600%  | 0.0000% | $335000.00         | $298656.89         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2048-12-01      | 5.0000%  | 0.0000% | $127102.00         | $18252.82          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-02-01      | 4.8420%  | 0.0000% | $7988928.00        | $6516053.56        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-10-01      | 2.0000%  | 0.0000% | $479698.00         | $353785.01         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2037-08-01      | 4.1700%  | 0.0000% | $3912296.00        | $3744572.61        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-07-01      | 6.0000%  | 0.0000% | $1120223.00        | $1013747.94        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-05-01      | 3.0000%  | 0.0000% | $821000.00         | $483571.75         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-08-01      | 5.5000%  | 0.0000% | $44725.00          | $21761.51          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-01-01      | 6.5000%  | 0.0000% | $809796.00         | $471105.94         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-06-01      | 3.0000%  | 0.0000% | $1000.00           | $786.97            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $841.49            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2035-12-01      | 4.4650%  | 0.0000% | $6471100.00        | $6465578.90        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2048-12-01      | 5.0000%  | 0.0000% | $1000.00           | $215.91            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2050-06-01      | 3.0000%  | 0.0000% | $820000.00         | $380011.14         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-09-01      | 5.0000%  | 0.0000% | $7000.00           | $6021.64           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-06-01      | 6.5000%  | 0.0000% | $16871040.00       | $15834555.86       | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-01-01      | 6.5000%  | 0.0000% | $445704.00         | $410564.19         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $997.43            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-07-01      | 6.0000%  | 0.0000% | $1012.00           | $1004.33           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-04-01      | 2.0000%  | 0.0000% | $189000.00         | $112420.64         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-06-01      | 2.5000%  | 0.0000% | $486626.00         | $299388.97         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $440.11            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2047-07-01      | 5.0000%  | 0.0000% | $50515.00          | $27133.22          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-02-01      | 3.0000%  | 0.0000% | $444111.00         | $303142.49         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-02-01      | 2.5000%  | 0.0000% | $1008.00           | $658.76            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $582.78            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2042-03-01      | 2.5000%  | 0.0000% | $1000.00           | $638.79            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $634.83            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $667.18            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $744.78            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $877.65            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2039-05-01      | 4.5000%  | 0.0000% | $821132.00         | $27280.34          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2031-06-01      | 1.5000%  | 0.0000% | $1001.00           | $371.49            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-07-01      | 5.0000%  | 0.0000% | $131000.00         | $120904.30         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2056-01-01      | 5.0000%  | 0.0000% | $10891233.00       | $10915072.30       | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1055.76           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-04-01      | 6.5000%  | 0.0000% | $2722800.00        | $2527597.26        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-04-01      | 6.0000%  | 0.0000% | $1194848.00        | $1220429.03        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.70           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.97           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-06-01      | 5.5000%  | 0.0000% | $2208636.00        | $2159860.94        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.14           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.21           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $970.34            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-01-01      | 6.5000%  | 0.0000% | $2680512.00        | $2474515.39        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2055-11-20      | 7.5000%  | 0.0000% | $5526712.00        | $5949910.77        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2047-02-01      | 4.5000%  | 0.0000% | $1000.00           | $214.15            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-09-01      | 6.5000%  | 0.0000% | $1008.00           | $883.20            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-05-01      | 2.0000%  | 0.0000% | $1002.00           | $540.62            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2033-04-01      | 5.0000%  | 0.0000% | $72977.00          | $583.86            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2046-11-01      | 3.0000%  | 0.0000% | $308984.00         | $37784.74          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-04-01      | 5.5000%  | 0.0000% | $467976.00         | $396510.14         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-04-01      | 6.0000%  | 0.0000% | $95037.00          | $83224.47          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-06-01      | 6.0000%  | 0.0000% | $3121598.00        | $3079311.37        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-12-01      | 5.0000%  | 0.0000% | $633824.00         | $635645.40         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2043-02-01      | 3.0000%  | 0.0000% | $4335000.00        | $1305639.29        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-09-01      | 2.0000%  | 0.0000% | $1000.00           | $581.85            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-04-01      | 5.5000%  | 0.0000% | $3548256.00        | $3606823.93        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2047-05-01      | 3.5000%  | 0.0000% | $298811.00         | $254641.78         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $979.28            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2050-09-01      | 4.5000%  | 0.0000% | $1987000.00        | $451647.14         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-04-01      | 4.0000%  | 0.0000% | $1212780.00        | $775817.41         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-03-01      | 6.0000%  | 0.0000% | $11605559.00       | $10870047.64       | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-09-01      | 5.5000%  | 0.0000% | $1580182.00        | $1591235.25        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-06-01      | 6.0000%  | 0.0000% | $3133616.00        | $3129531.07        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2055-01-20      | 7.0000%  | 0.0000% | $8328.00           | $8138.84           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2052-02-20      | 3.5000%  | 0.0000% | $597434.00         | $408605.07         | Agency Collateralized Mortgage Obligation |

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

- **C.1 - Title:** TD SECURITIES (USA) LLC 3.670000%
- **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: LMRP10453335
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-11-20      | 5.3530%  | 0.0000% | $167000000.00      | $108677608.79      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.2030%  | 0.0000% | $100000000.00      | $99032799.39       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $150000000.00      | $86211949.79       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.5235%  | 0.0000% | $17193518.00       | $17056477.73       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $4072305.00        | $4021164.99        | Agency Collateralized Mortgage Obligation |

### Security 158: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC 3.660000%
- **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: LMRP10453345
- **C.18 - Value (incl. sponsor support):** $148705000.00
- **C.18.a - Value (excl. sponsor support):** $148705000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2027-10-15      | 3.8750%  | 0.0000% | $58257100.00       | $59223631.70       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-12-31      | 4.5000%  | 0.0000% | $89364500.00       | $92455553.87       | U.S. Treasuries (including strips) |

### Security 159: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 3.660000%
- **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: LMRP10453365
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2031-02-15      | 1.1250%  | 0.0000% | $86596800.00       | $76523415.94       | U.S. Treasuries (including strips) |

### Security 160: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 3.660000%
- **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: LMRP10453375
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2048-02-15      | 3.0000%  | 0.0000% | $12666900.00       | $9610815.97        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 2.8750%  | 0.0000% | $227979200.00      | $225845750.49      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $74.05             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $6619700.00        | $6613823.97        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-02-15      | 4.6250%  | 0.0000% | $400.00            | $393.87            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $213413600.00      | $216929225.55      | U.S. Treasuries (including strips) |

### Security 161: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 3.670000%
- **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: LMRP10453385
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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    | 2043-09-01      | 4.5000%  | 0.0000% | $1696.00           | $255.59            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-06-01      | 3.5000%  | 0.0000% | $1087.00           | $181.37            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-10-01      | 6.4300%  | 0.0000% | $1024.00           | $31.08             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-02-01      | 4.0000%  | 0.0000% | $1024.00           | $190.92            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-04-01      | 4.0000%  | 0.0000% | $1024.00           | $98.11             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-09-01      | 6.6500%  | 0.0000% | $1024.00           | $14.17             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-04-01      | 6.7750%  | 0.0000% | $1029.00           | $18.51             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $244.37            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-07-01      | 4.0000%  | 0.0000% | $1008.00           | $253.95            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-08-01      | 3.5000%  | 0.0000% | $1008.00           | $219.82            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2057-02-01      | 4.5000%  | 0.0000% | $1400.00           | $352.70            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-05-01      | 4.5000%  | 0.0000% | $1000.00           | $202.76            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-12-01      | 6.4600%  | 0.0000% | $1035.00           | $10.04             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 4.0000%  | 0.0000% | $1390.00           | $972.54            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-06-01      | 5.5000%  | 0.0000% | $1024.00           | $27.36             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 4.5000%  | 0.0000% | $10974400.00       | $8214262.46        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $482.60            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.5000%  | 0.0000% | $61016592.00       | $47079933.56       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-01-01      | 5.5000%  | 0.0000% | $1744.00           | $25.53             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-04-01      | 4.0000%  | 0.0000% | $1000.00           | $179.94            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $738.58            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-07-01      | 5.0000%  | 0.0000% | $1008.00           | $66.59             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 5.0000%  | 0.0000% | $100000.00         | $80312.78          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-07-01      | 4.3400%  | 0.0000% | $1000.00           | $1005.51           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $772.88            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 5.0000%  | 0.0000% | $1020.00           | $689.89            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 5.5000%  | 0.0000% | $1125.00           | $855.77            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-01-01      | 6.5000%  | 0.0000% | $1024.00           | $760.08            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 5.0000%  | 0.0000% | $1024.00           | $865.70            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $929.22            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.0000%  | 0.0000% | $1040.00           | $790.43            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 3.0000%  | 0.0000% | $147347590.00      | $95574844.75       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-06-01      | 4.4000%  | 0.0000% | $1000.00           | $981.63            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $770.64            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $636.66            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 4.5000%  | 0.0000% | $19673036.00       | $14413894.53       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $904.63            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-01-01      | 3.0000%  | 0.0000% | $1024.00           | $617.14            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $944.26            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 6.0000%  | 0.0000% | $1024.00           | $796.65            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 5.0000%  | 0.0000% | $1024.00           | $835.66            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-08-01      | 5.5000%  | 0.0000% | $2629970.00        | $72423.15          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-06-01      | 3.5000%  | 0.0000% | $1696.00           | $262.50            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-11-01      | 3.0000%  | 0.0000% | $8402416.00        | $3664275.91        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-05-01      | 4.2700%  | 0.0000% | $16592000.00       | $16159643.81       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-09-01      | 3.5000%  | 0.0000% | $1000.00           | $783.21            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $823.85            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.30           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $1020.00           | $1057.54           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-04-01      | 4.6950%  | 0.0000% | $1000.00           | $1017.35           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-07-01      | 2.5000%  | 0.0000% | $1023.00           | $373.65            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-09-01      | 2.5000%  | 0.0000% | $1536.00           | $1062.99           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 4.5000%  | 0.0000% | $1024.00           | $815.79            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $959.31            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $925.24            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 6.0000%  | 0.0000% | $11049500.00       | $10765854.57       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 5.0000%  | 0.0000% | $1024.00           | $991.43            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $995.59            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $918.14            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 5.0000%  | 0.0000% | $65132160.00       | $58945011.62       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** BANK OF AMERICA SECURITIES, INC. 3.600000%
- **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: LMRP10453435
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIPS          | 2036-05-15      | 0.0000%  | 0.0000% | $21154703.17       | $13424922.71       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-15      | 1.8750%  | 0.0000% | $143414400.00      | $128847337.97      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.1250%  | 0.0000% | $41605100.00       | $42642709.36       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $8698200.00        | $8856879.30        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $106403200.00      | $112228150.66      | U.S. Treasuries (including strips) |

### Security 163: 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: LMRP10454485
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **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? 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   | 2032-12-01      | 6.0000%  | 0.0000% | $1024.00           | $5.88              | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-08-01      | 4.0000%  | 0.0000% | $1000.00           | $96.52             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-06-01      | 3.5000%  | 0.0000% | $1024.00           | $170.86            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-05-01      | 4.0000%  | 0.0000% | $1024.00           | $148.48            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-03-01      | 3.5000%  | 0.0000% | $91044352.00       | $10377213.14       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-10-01      | 6.4300%  | 0.0000% | $1024.00           | $31.08             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-02-01      | 4.0000%  | 0.0000% | $1024.00           | $190.92            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-04-01      | 4.0000%  | 0.0000% | $1024.00           | $98.11             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-11-01      | 5.5000%  | 0.0000% | $1008.00           | $54.15             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-09-01      | 4.0000%  | 0.0000% | $1024.00           | $226.39            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-02-01      | 4.5000%  | 0.0000% | $1024.00           | $281.34            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-09-01      | 4.5000%  | 0.0000% | $1008.00           | $326.59            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-04-01      | 6.7750%  | 0.0000% | $1024.00           | $18.42             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $244.37            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-07-01      | 4.0000%  | 0.0000% | $1008.00           | $253.95            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-08-01      | 3.5000%  | 0.0000% | $1008.00           | $219.82            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2057-02-01      | 4.5000%  | 0.0000% | $1000.00           | $251.93            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-05-01      | 4.5000%  | 0.0000% | $1000.00           | $202.76            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-12-01      | 6.4600%  | 0.0000% | $1024.00           | $9.94              | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-07-01      | 3.5000%  | 0.0000% | $1008.00           | $210.69            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 2.5000%  | 0.0000% | $26818080.00       | $14929082.05       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-06-01      | 5.5000%  | 0.0000% | $1024.00           | $27.36             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.5000%  | 0.0000% | $1024.00           | $790.11            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 5.5000%  | 0.0000% | $13008384.00       | $9256521.77        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 4.5000%  | 0.0000% | $1008.00           | $849.14            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-03-01      | 5.5000%  | 0.0000% | $1008.00           | $94.01             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-04-01      | 4.0000%  | 0.0000% | $6600.00           | $1187.59           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $751.83            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 5.0000%  | 0.0000% | $1008.00           | $681.78            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-10-01      | 3.5000%  | 0.0000% | $1000.00           | $743.58            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-01-01      | 6.5000%  | 0.0000% | $1024.00           | $760.08            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 5.0000%  | 0.0000% | $1024.00           | $865.70            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 6.0000%  | 0.0000% | $1128.00           | $890.80            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-05-01      | 5.0000%  | 0.0000% | $1000.00           | $900.65            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 6.5000%  | 0.0000% | $1024.00           | $808.21            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $701.79            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $770.64            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-01-01      | 3.0000%  | 0.0000% | $1024.00           | $617.14            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $944.26            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 6.0000%  | 0.0000% | $1024.00           | $796.65            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-06-01      | 3.5000%  | 0.0000% | $1024.00           | $158.49            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1045770.00        | $1090052.67        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1034.56           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1017.40           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-04-01      | 4.5000%  | 0.0000% | $59999900.00       | $60409339.32       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-03-01      | 5.0000%  | 0.0000% | $1024.00           | $854.82            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.38           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-02-01      | 4.4050%  | 0.0000% | $1000.00           | $996.32            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $823.85            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 6.5000%  | 0.0000% | $1012.00           | $992.01            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $902.31            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.0000%  | 0.0000% | $17905824.00       | $18510405.46       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-06-01      | 4.0000%  | 0.0000% | $1280.00           | $130.30            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-09-01      | 4.4000%  | 0.0000% | $13964000.00       | $13990845.01       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-04-01      | 4.6950%  | 0.0000% | $1000.00           | $1017.35           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $288.78            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-07-01      | 2.5000%  | 0.0000% | $1008.00           | $368.17            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-08-01      | 6.0000%  | 0.0000% | $123747840.00      | $111928820.26      | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1033.84           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 2.5000%  | 0.0000% | $89991680.00       | $66279114.51       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $925.24            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 5.5000%  | 0.0000% | $200075840.00      | $202896762.06      | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-06-01      | 6.0000%  | 0.0000% | $354486.00         | $299853.73         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $974.33            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.07           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $926.73            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 5.5000%  | 0.0000% | $1280.00           | $1256.64           | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** FIXED INCOME CLEARING CORP / BNY 3.660000%
- **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: LMRP10454775
- **C.18 - Value (incl. sponsor support):** $1090000000.00
- **C.18.a - Value (excl. sponsor support):** $1090000000.00
- **C.19 - Percentage of Net Assets:** 3.6500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B                  | 2041-05-15      | 4.3750%  | 0.0000% | $5000000.00        | $4914875.41        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2043-05-15      | 2.8750%  | 0.0000% | $9000000.00        | $7043678.20        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2043-11-15      | 3.7500%  | 0.0000% | $5000000.00        | $4421784.64        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2044-02-15      | 3.6250%  | 0.0000% | $10000000.00       | $8758409.13        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2044-05-15      | 3.3750%  | 0.0000% | $8000000.00        | $6667149.08        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2046-05-15      | 2.5000%  | 0.0000% | $6000000.00        | $4201095.71        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2047-08-15      | 2.7500%  | 0.0000% | $5000000.00        | $3640041.74        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2048-05-15      | 3.1250%  | 0.0000% | $50000000.00       | $38346738.67       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-06-30      | 0.5000%  | 0.0000% | $10000000.00       | $9585123.65        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2050-05-15      | 1.2500%  | 0.0000% | $10000000.00       | $4831133.09        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2030-07-15      | 0.1250%  | 0.0000% | $50000000.00       | $60361060.18       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2030-11-15      | 0.8750%  | 0.0000% | $34784000.00       | $30432069.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2051-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $31823159.39       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-10-31      | 1.3750%  | 0.0000% | $8000000.00        | $7562067.93        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2041-11-15      | 2.0000%  | 0.0000% | $50000000.00       | $35100644.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2032-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $47299795.58       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-07-31      | 2.6250%  | 0.0000% | $7000000.00        | $6851639.68        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2032-08-15      | 2.7500%  | 0.0000% | $50000000.00       | $47102217.39       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2052-11-15      | 4.0000%  | 0.0000% | $9000000.00        | $7890820.11        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50654395.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-09-30      | 4.6250%  | 0.0000% | $50000000.00       | $52058768.68       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2034-01-15      | 1.7500%  | 0.0000% | $50000000.00       | $52984997.04       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2054-02-15      | 4.2500%  | 0.0000% | $50000000.00       | $46222108.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND | 2026-04-30      | 4.8750%  | 0.0000% | $10000000.00       | $10149518.34       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-03-31      | 4.1250%  | 0.0000% | $69900.00          | $71857.59          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-06-15      | 4.6250%  | 0.0000% | $1126000.00        | $1148547.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND | 2026-07-31      | 4.3750%  | 0.0000% | $5537500.00        | $5677687.98        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2031-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $51669845.38       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-08-15      | 3.7500%  | 0.0000% | $6000000.00        | $6120057.39        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-09-30      | 3.5000%  | 0.0000% | $25000000.00       | $25124144.23       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-10-31      | 4.1250%  | 0.0000% | $37000000.00       | $37922760.58       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2034-11-15      | 4.2500%  | 0.0000% | $77000000.00       | $78189084.20       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-02-15      | 4.2500%  | 0.0000% | $50000000.00       | $51636108.70       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2055-02-15      | 4.6250%  | 0.0000% | $8000000.00        | $7877393.04        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2030-03-31      | 4.0000%  | 0.0000% | $5000000.00        | $5115882.97        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-06-30      | 3.7500%  | 0.0000% | $23319000.00       | $23456995.66       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2032-07-31      | 4.0000%  | 0.0000% | $50000000.00       | $51070565.22       | U.S. Treasuries (including strips) |
| TREASURY BILL                    | 2026-05-21      | 0.0000%  | 0.0000% | $21750000.00       | $21510967.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2035-11-15      | 4.0000%  | 0.0000% | $4611000.00        | $4566143.22        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2032-11-30      | 3.7500%  | 0.0000% | $45950000.00       | $45542163.45       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2030-10-15      | 1.1250%  | 0.0000% | $5917300.00        | $5920953.58        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-01-15      | 3.5000%  | 0.0000% | $60513200.00       | $60397636.50       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2036-01-15      | 1.8750%  | 0.0000% | $50000000.00       | $49877985.93       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 3.670000%
- **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: LMRP10454785
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                               | 2026-11-15      | 0.0000%  | 0.0000% | $200.00            | $194.76            | U.S. Treasuries (including strips) |
| Freddie Mac                               | 2039-04-01      | 5.5000%  | 0.0000% | $1062.00           | $39.25             | Agency Mortgage-Backed Securities  |
| Fannie Mae                                | 2027-01-01      | 6.5000%  | 0.0000% | $1785.00           | $2.48              | Agency Mortgage-Backed Securities  |
| TSY INFL IX N/B                           | 2027-07-15      | 0.3750%  | 0.0000% | $3500.00           | $4624.68           | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2049-02-15      | 3.0000%  | 0.0000% | $73500.00          | $55016.19          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2050-02-15      | 0.2500%  | 0.0000% | $100.00            | $72.81             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $134.79            | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2028-08-31      | 1.1250%  | 0.0000% | $717100.00         | $677390.41         | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2031-11-15      | 1.3750%  | 0.0000% | $271400.00         | $236674.84         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2032-07-15      | 0.6250%  | 0.0000% | $97900.00          | $103592.82         | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2028-04-30      | 3.5000%  | 0.0000% | $100.00            | $100.74            | U.S. Treasuries (including strips) |
| Fannie Mae                                | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $745.29            | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                           | 2026-09-15      | 4.6250%  | 0.0000% | $600.00            | $614.01            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2028-10-15      | 2.3750%  | 0.0000% | $60378500.00       | $66839116.89       | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2053-11-15      | 4.7500%  | 0.0000% | $83500.00          | $82573.01          | U.S. Treasuries (including strips) |
| Fannie Mae                                | 2054-04-01      | 5.5000%  | 0.0000% | $184300.00         | $164445.45         | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                           | 2034-05-15      | 4.3750%  | 0.0000% | $43000.00          | $44096.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND          | 2026-06-30      | 4.6250%  | 0.0000% | $999800.00         | $1007570.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY FLOATING RATE NOTE | 2026-10-31      | 3.8177%  | 0.0000% | $168300.00         | $170123.99         | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2034-11-15      | 4.2500%  | 0.0000% | $100.00            | $101.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND          | 2027-01-31      | 4.1250%  | 0.0000% | $5466400.00        | $5608083.12        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2035-01-15      | 2.1250%  | 0.0000% | $18683800.00       | $19692644.01       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2035-01-15      | 2.1250%  | 0.0000% | $300.00            | $316.20            | U.S. Treasuries (including strips) |
| Government National Mortgage Association  | 2054-07-20      | 7.5000%  | 0.0000% | $1000.00           | $1043.77           | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                           | 2055-02-15      | 4.6250%  | 0.0000% | $13662400.00       | $13398020.68       | U.S. Treasuries (including strips) |
| Freddie Mac                               | 2054-10-01      | 6.5000%  | 0.0000% | $3741095.00        | $3070246.05        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association  | 2049-01-20      | 4.5000%  | 0.0000% | $240268.00         | $71173.01          | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                           | 2030-06-30      | 3.8750%  | 0.0000% | $11200.00          | $11287.05          | U.S. Treasuries (including strips) |
| Freddie Mac                               | 2054-08-01      | 6.0000%  | 0.0000% | $1027.00           | $939.23            | Agency Mortgage-Backed Securities  |
| Fannie Mae                                | 2041-12-01      | 2.0000%  | 0.0000% | $14000000.00       | $8691613.17        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                           | 2027-09-30      | 3.5000%  | 0.0000% | $8098900.00        | $8189079.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL               | 2026-04-23      | 0.0000%  | 0.0000% | $27600.00          | $27380.97          | U.S. Treasuries (including strips) |
| Freddie Mac                               | 2051-10-01      | 2.5000%  | 0.0000% | $3034.00           | $1780.71           | Agency Mortgage-Backed Securities  |
| Fannie Mae                                | 2046-09-01      | 3.0000%  | 0.0000% | $1018.00           | $151.79            | Agency Mortgage-Backed Securities  |
| Fannie Mae                                | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.54           | Agency Mortgage-Backed Securities  |
| Fannie Mae                                | 2055-07-01      | 6.5000%  | 0.0000% | $62481.00          | $65348.28          | Agency Mortgage-Backed Securities  |
| Fannie Mae                                | 2046-02-01      | 3.0000%  | 0.0000% | $400000.00         | $48989.62          | Agency Mortgage-Backed Securities  |
| Fannie Mae                                | 2052-08-01      | 4.0000%  | 0.0000% | $1154201.00        | $692134.54         | Agency Mortgage-Backed Securities  |
| Fannie Mae                                | 2052-11-01      | 4.5000%  | 0.0000% | $1014929.00        | $776663.23         | Agency Mortgage-Backed Securities  |
| Fannie Mae                                | 2053-01-01      | 5.5000%  | 0.0000% | $1015850.00        | $619928.30         | Agency Mortgage-Backed Securities  |
| Fannie Mae                                | 2052-04-01      | 2.0000%  | 0.0000% | $489712.00         | $340758.19         | Agency Mortgage-Backed Securities  |
| Fannie Mae                                | 2055-04-01      | 5.5000%  | 0.0000% | $187311.00         | $184622.86         | Agency Mortgage-Backed Securities  |
| Fannie Mae                                | 2053-07-01      | 6.5000%  | 0.0000% | $9963428.00        | $7005111.40        | Agency Mortgage-Backed Securities  |
| Fannie Mae                                | 2055-09-01      | 5.5000%  | 0.0000% | $46175.00          | $46200.10          | Agency Mortgage-Backed Securities  |
| Freddie Mac                               | 2042-08-01      | 2.0000%  | 0.0000% | $12400690.00       | $10157930.65       | Agency Mortgage-Backed Securities  |
| Freddie Mac                               | 2030-04-01      | 4.1200%  | 0.0000% | $23825938.00       | $23894720.84       | Agency Mortgage-Backed Securities  |
| Freddie Mac                               | 2030-03-01      | 3.9000%  | 0.0000% | $5631867.00        | $5599031.34        | Agency Mortgage-Backed Securities  |
| Freddie Mac                               | 2030-03-01      | 3.8500%  | 0.0000% | $7075195.00        | $7023853.06        | Agency Mortgage-Backed Securities  |
| Fannie Mae                                | 2031-04-01      | 3.0200%  | 0.0000% | $571244.00         | $543106.11         | Agency Mortgage-Backed Securities  |
| Fannie Mae                                | 2031-01-01      | 3.8900%  | 0.0000% | $10299000.00       | $10217180.74       | Agency Mortgage-Backed Securities  |
| Freddie Mac                               | 2056-02-01      | 5.0000%  | 0.0000% | $3092324.00        | $3136259.05        | Agency Mortgage-Backed Securities  |
| Freddie Mac                               | 2056-02-01      | 5.0000%  | 0.0000% | $3405800.00        | $3438600.50        | Agency Mortgage-Backed Securities  |
| Freddie Mac                               | 2056-02-01      | 5.5000%  | 0.0000% | $1686578.00        | $1738304.60        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association  | 2056-01-20      | 5.5000%  | 0.0000% | $366451.00         | $381652.69         | Agency Mortgage-Backed Securities  |

### Security 166: FIXED INCOME CLEARING CORP / STATE STREET

- **C.1 - Title:** FIXED INCOME CLEARING CORP / STATE STREET 3.660000%
- **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: LMRP10455395
- **C.18 - Value (incl. sponsor support):** $1120000000.00
- **C.18.a - Value (excl. sponsor support):** $1120000000.00
- **C.19 - Percentage of Net Assets:** 3.7500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2027-03-31      | 2.5000%  | 0.0000% | $276442000.00      | $275400004.40      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-11-15      | 0.0000%  | 0.0000% | $7397600.00        | $5408226.31        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-11-15      | 0.0000%  | 0.0000% | $822900000.00      | $721322779.30      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-11-15      | 4.5000%  | 0.0000% | $42400000.00       | $40403982.69       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-02-15      | 4.6250%  | 0.0000% | $101440100.00      | $99865096.37       | U.S. Treasuries (including strips) |

### Security 167: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 3.670000%
- **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: LMRP10455405
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 2.6800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIPS                                   | 2029-08-15      | 0.0000%  | 0.0000% | $0.97              | $0.85              | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2028-05-15      | 2.8750%  | 0.0000% | $511002000.00      | $506219998.11      | U.S. Treasuries (including strips) |
| STRIP PRINC                              | 2052-11-15      | 0.0000%  | 0.0000% | $100.00            | $26.47             | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2030-04-30      | 3.5000%  | 0.0000% | $15336500.00       | $15322886.44       | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2027-12-15      | 4.0000%  | 0.0000% | $400.00            | $405.21            | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2035-05-15      | 4.2500%  | 0.0000% | $248061600.00      | $251321787.27      | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $48336.00          | $49050.45          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2036-01-01      | 4.5600%  | 0.0000% | $36749000.00       | $36974063.11       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2031-01-01      | 3.7100%  | 0.0000% | $6205893.00        | $6111790.63        | Agency Mortgage-Backed Securities  |

### Security 168: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 3.670000%
- **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: LMRP10455415
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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   | 2052-09-01      | 4.5000%  | 0.0000% | $34649081.00       | $26769806.36       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 5.0000%  | 0.0000% | $31173903.00       | $27223140.85       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 5.5000%  | 0.0000% | $29492846.00       | $25790190.38       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 5.0000%  | 0.0000% | $14535720.00       | $13901754.45       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.0000%  | 0.0000% | $26388697.00       | $27429929.11       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-09-01      | 4.0000%  | 0.0000% | $26943420.00       | $26271241.54       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-01-01      | 4.0000%  | 0.0000% | $27029564.00       | $26800413.36       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 3.0000%  | 0.0000% | $30212547.00       | $26571724.81       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 5.5000%  | 0.0000% | $26885413.00       | $27512987.26       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-01-01      | 5.5000%  | 0.0000% | $25005632.00       | $25901581.46       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-01-01      | 5.0000%  | 0.0000% | $822859.00         | $827230.67         | Agency Mortgage-Backed Securities |

### Security 169: BANK OF AMERICA SECURITIES, INC.

- **C.1 - Title:** BANK OF AMERICA SECURITIES, INC. 3.670000%
- **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: LMRP10455425
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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         | 2068-08-20      | 4.9265%  | 0.0000% | $1300000.00        | $522082.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2052-09-20      | 4.8030%  | 0.0000% | $100000000.00      | $70810075.56       | Agency Collateralized Mortgage Obligation |
| Fanniemae-Aces                                   | 2029-10-25      | 1.4350%  | 0.0000% | $29182000.00       | $26761410.65       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                      | 2054-11-25      | 4.9973%  | 0.0000% | $140000000.00      | $104450269.42      | Agency Collateralized Mortgage Obligation |
| FHLMC Multifamily Structured Pass Through Certs. | 2030-12-25      | 4.2200%  | 0.0000% | $29164100.00       | $29317269.85       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                      | 2049-10-25      | 5.0000%  | 0.0000% | $12553000.00       | $12571249.27       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2066-01-20      | 2.5000%  | 0.0000% | $4099989.00        | $231842.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2066-07-20      | 4.7992%  | 0.0000% | $12900000.00       | $1810836.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2070-05-20      | 6.3225%  | 0.0000% | $12000000.00       | $3023971.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2073-02-20      | 4.5730%  | 0.0000% | $195912.00         | $187899.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2052-01-20      | 3.0000%  | 0.0000% | $44365000.00       | $26099474.80       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2073-12-20      | 4.6030%  | 0.0000% | $900000.00         | $900433.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2053-06-20      | 4.8530%  | 0.0000% | $100000000.00      | $56234337.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2054-09-20      | 5.0000%  | 0.0000% | $50000000.00       | $50017488.90       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2054-10-20      | 4.9030%  | 0.0000% | $101966000.00      | $70013269.84       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2054-10-20      | 5.0000%  | 0.0000% | $50000000.00       | $49599738.90       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2055-05-20      | 5.5000%  | 0.0000% | $2294999.00        | $2377701.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2055-05-20      | 5.0530%  | 0.0000% | $22135600.00       | $20070647.70       | Agency Collateralized Mortgage Obligation |

### Security 170: BANK OF AMERICA SECURITIES, INC.

- **C.1 - Title:** BANK OF AMERICA SECURITIES, INC. 3.660000%
- **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: LMRP10455435
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIPS          | 2035-08-15      | 0.0000%  | 0.0000% | $139569530.99      | $92201586.15       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2049-11-15      | 0.0000%  | 0.0000% | $148929000.00      | $45419919.63       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-15      | 2.8750%  | 0.0000% | $176688000.00      | $167146125.63      | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2053-08-15      | 0.0000%  | 0.0000% | $1736700.00        | $444039.46         | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2055-02-15      | 0.0000%  | 0.0000% | $3289200.00        | $788329.14         | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 3.660000%
- **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: LMRP10456025
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **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

**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                           | 2027-02-15      | 2.2500%  | 0.0000% | $1821600.00        | $1815981.71        | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2027-08-15      | 2.2500%  | 0.0000% | $4910700.00        | $4866580.99        | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2028-05-15      | 2.8750%  | 0.0000% | $7750800.00        | $7680367.80        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2029-07-15      | 0.2500%  | 0.0000% | $12748100.00       | $15746569.46       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2029-07-15      | 0.2500%  | 0.0000% | $307600.00         | $379950.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND          | 2026-11-30      | 1.6250%  | 0.0000% | $300.00            | $296.06            | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2027-08-31      | 0.5000%  | 0.0000% | $100.00            | $95.59             | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2028-03-31      | 1.2500%  | 0.0000% | $517900.00         | $495424.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND          | 2026-04-30      | 0.7500%  | 0.0000% | $15078000.00       | $14999916.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2041-08-15      | 1.7500%  | 0.0000% | $84000.00          | $57169.49          | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2031-11-15      | 1.3750%  | 0.0000% | $282500.00         | $246354.62         | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2042-05-15      | 3.2500%  | 0.0000% | $200.00            | $167.55            | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2032-08-15      | 2.7500%  | 0.0000% | $27400.00          | $25798.32          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2028-04-15      | 1.2500%  | 0.0000% | $4400.00           | $4796.28           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2028-10-15      | 2.3750%  | 0.0000% | $20364600.00       | $22543651.80       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2034-07-15      | 1.8750%  | 0.0000% | $414600.00         | $433922.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY FLOATING RATE NOTE | 2026-10-31      | 3.8177%  | 0.0000% | $32253200.00       | $32602750.71       | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2030-06-30      | 3.8750%  | 0.0000% | $68021200.00       | $68549882.94       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2035-07-15      | 1.8750%  | 0.0000% | $33154600.00       | $33633305.51       | U.S. Treasuries (including strips) |

### Security 172: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 3.660000%
- **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: LMRP10456075
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIPS                      | 2026-08-15      | 0.0000%  | 0.0000% | $608656.46         | $596814.44         | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2028-09-30      | 1.2500%  | 0.0000% | $5940400.00        | $5614518.93        | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2028-11-30      | 1.5000%  | 0.0000% | $400.00            | $378.57            | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2028-02-29      | 4.0000%  | 0.0000% | $800.00            | $820.48            | U.S. Treasuries (including strips) |
| US TREASURY FRN             | 2026-01-31      | 3.8577%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2031-03-31      | 4.1250%  | 0.0000% | $291902000.00      | $299860284.61      | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2032-05-31      | 4.1250%  | 0.0000% | $20000.00          | $20313.88          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL | 2026-04-30      | 0.0000%  | 0.0000% | $100.00            | $99.13             | U.S. Treasuries (including strips) |

### Security 173: SOCIETE GENERALE, NEW YORK BRANCH

- **C.1 - Title:** SOCIETE GENERALE, NEW YORK BRANCH 3.670000%
- **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: LMRP10456085
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 2.3400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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   | 2044-12-01      | 4.0000%  | 0.0000% | $356064773.00      | $26345617.63       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-10-01      | 3.0000%  | 0.0000% | $150643808.00      | $34367050.63       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2057-01-01      | 3.5000%  | 0.0000% | $66007924.00       | $22456035.09       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-08-01      | 4.0000%  | 0.0000% | $125021312.00      | $28404833.20       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-01-01      | 2.5000%  | 0.0000% | $47555393.00       | $32148173.91       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-08-01      | 6.0000%  | 0.0000% | $53505908.00       | $50117638.01       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-10-01      | 3.5000%  | 0.0000% | $144570880.00      | $22390795.27       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 5.5000%  | 0.0000% | $13286504.00       | $13361404.41       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-07-01      | 3.5000%  | 0.0000% | $236996864.00      | $33150967.86       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-12-01      | 3.5000%  | 0.0000% | $250130688.00      | $37161334.87       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-05-01      | 3.5000%  | 0.0000% | $174946560.00      | $31279906.21       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 4.5000%  | 0.0000% | $46122365.00       | $33060237.80       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 6.0000%  | 0.0000% | $42928064.00       | $33703381.16       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 3.0000%  | 0.0000% | $36100098.00       | $29416597.86       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 5.0000%  | 0.0000% | $32386496.00       | $26873812.25       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-05-19      | 4.0000%  | 0.0000% | $63805738.00       | $46065321.72       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.5000%  | 0.0000% | $44470463.00       | $39193386.70       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-03-01      | 3.5000%  | 0.0000% | $530848073.00      | $37601707.84       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $39786984.00       | $36868186.10       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-10-01      | 3.0000%  | 0.0000% | $186957056.00      | $37335153.28       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 5.5000%  | 0.0000% | $62737575.00       | $62698458.97       | Agency Mortgage-Backed Securities |

### Security 174: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.670000%
- **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: LMRP10456095
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2047-04-01      | 3.0000%  | 0.0000% | $13000.00          | $2754.39           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-01-01      | 3.5000%  | 0.0000% | $10000.00          | $1727.88           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-04-01      | 3.0000%  | 0.0000% | $18000.00          | $2304.39           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-12-01      | 4.0000%  | 0.0000% | $25000.00          | $2683.47           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-08-01      | 4.0000%  | 0.0000% | $9000.00           | $622.83            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-07-01      | 3.5000%  | 0.0000% | $71000.00          | $7147.62           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-12-01      | 3.5000%  | 0.0000% | $40000.00          | $4243.43           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-08-01      | 4.0000%  | 0.0000% | $439000.00         | $52654.29          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-01-01      | 3.0000%  | 0.0000% | $519000.00         | $95754.96          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-02-01      | 3.0000%  | 0.0000% | $1202000.00        | $245828.73         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $158.83            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-10-01      | 4.0000%  | 0.0000% | $30000.00          | $2112.82           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-05-01      | 3.0000%  | 0.0000% | $2000.00           | $491.69            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-08-01      | 4.0000%  | 0.0000% | $500000.00         | $14346.49          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-04-01      | 3.0000%  | 0.0000% | $5562000.00        | $1087548.61        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-12-01      | 2.0000%  | 0.0000% | $714000.00         | $385405.40         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-02-01      | 2.0000%  | 0.0000% | $564000.00         | $309468.81         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-09-01      | 2.0000%  | 0.0000% | $408773.00         | $194632.44         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-05-01      | 2.0000%  | 0.0000% | $1025000.00        | $594585.93         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-12-01      | 5.5000%  | 0.0000% | $2000000.00        | $30555.90          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-08-01      | 3.0000%  | 0.0000% | $55000.00          | $24433.41          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-01-01      | 3.5000%  | 0.0000% | $98000.00          | $18721.69          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2031-10-01      | 2.5000%  | 0.0000% | $1017000.00        | $125436.97         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-06-01      | 4.0000%  | 0.0000% | $44000.00          | $8361.02           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-02-01      | 3.5000%  | 0.0000% | $250000.00         | $61282.05          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-08-01      | 3.5000%  | 0.0000% | $542701.00         | $245842.93         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-07-01      | 3.0000%  | 0.0000% | $7284096.00        | $3723217.87        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-10-01      | 3.0000%  | 0.0000% | $1540000.00        | $856961.00         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-01-01      | 2.5000%  | 0.0000% | $366000.00         | $88246.58          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-08-01      | 2.5000%  | 0.0000% | $4287380.00        | $2547981.44        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 4.5000%  | 0.0000% | $1649764.00        | $1274604.16        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-08-01      | 6.0000%  | 0.0000% | $285000.00         | $1670.42           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-10-01      | 6.0000%  | 0.0000% | $5000.00           | $92.69             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-02-01      | 5.0000%  | 0.0000% | $708000.00         | $569841.32         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-09-01      | 4.5000%  | 0.0000% | $665000.00         | $168627.30         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-02-01      | 2.5000%  | 0.0000% | $74000.00          | $46616.67          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-01-01      | 4.5000%  | 0.0000% | $4000.00           | $2265.38           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 4.5000%  | 0.0000% | $500000.00         | $398858.81         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 6.0000%  | 0.0000% | $8570048.00        | $6048892.26        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 2.5000%  | 0.0000% | $1827822.00        | $1294460.14        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-03-01      | 5.5000%  | 0.0000% | $8057000.00        | $7095532.86        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-01-01      | 4.0000%  | 0.0000% | $105000.00         | $20589.67          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 6.5000%  | 0.0000% | $1000000.00        | $671886.29         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-08-01      | 4.0000%  | 0.0000% | $781000.00         | $77726.00          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 4.5000%  | 0.0000% | $27000.00          | $21156.67          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 3.0000%  | 0.0000% | $7000.00           | $4540.45           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-12-01      | 5.0000%  | 0.0000% | $718095.00         | $636999.18         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-02-01      | 5.0000%  | 0.0000% | $2425144.00        | $673331.64         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 4.5000%  | 0.0000% | $560000.00         | $394116.07         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 3.0000%  | 0.0000% | $7000.00           | $5161.89           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 6.0000%  | 0.0000% | $508000.00         | $333092.96         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 5.5000%  | 0.0000% | $100000.00         | $78476.79          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-01-01      | 2.5000%  | 0.0000% | $1000000.00        | $661656.92         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-02-01      | 3.0000%  | 0.0000% | $100000.00         | $17589.00          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-01-01      | 4.0000%  | 0.0000% | $270000.00         | $38193.04          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 4.5000%  | 0.0000% | $218000.00         | $187535.19         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 6.0000%  | 0.0000% | $1083000.00        | $787168.16         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-01-01      | 2.0000%  | 0.0000% | $33258000.00       | $20854648.42       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-03-01      | 6.0000%  | 0.0000% | $75000.00          | $58365.72          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-02-01      | 6.5000%  | 0.0000% | $1200000.00        | $832826.17         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 4.5000%  | 0.0000% | $540000.00         | $397747.08         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-01-01      | 4.5000%  | 0.0000% | $1500000.00        | $166084.47         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-03-01      | 4.5000%  | 0.0000% | $700000.00         | $491772.70         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.5000%  | 0.0000% | $70000.00          | $56266.11          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-04-01      | 6.0000%  | 0.0000% | $300000.00         | $245887.35         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-09-01      | 4.5000%  | 0.0000% | $1879738.00        | $1642089.08        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-05-01      | 3.0000%  | 0.0000% | $207000.00         | $146329.53         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 5.0000%  | 0.0000% | $1217300.00        | $1196349.63        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-11-01      | 7.0000%  | 0.0000% | $22208000.00       | $12345141.72       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 4.5000%  | 0.0000% | $67000.00          | $52136.73          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 6.0000%  | 0.0000% | $900000.00         | $714651.00         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.0000%  | 0.0000% | $200000.00         | $163305.57         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 5.5000%  | 0.0000% | $11000.00          | $8237.93           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-05-01      | 2.5000%  | 0.0000% | $5354832.00        | $2909920.39        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 4.0000%  | 0.0000% | $5000.00           | $4145.99           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 6.0000%  | 0.0000% | $130000.00         | $90493.18          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2032-01-01      | 6.0000%  | 0.0000% | $484864.00         | $232.02            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-01-01      | 4.5000%  | 0.0000% | $20000.00          | $16764.87          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-02-01      | 5.5000%  | 0.0000% | $598000.00         | $508334.94         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-02-01      | 2.5000%  | 0.0000% | $47212.00          | $7719.34           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-09-01      | 6.5000%  | 0.0000% | $2200000.00        | $123585.51         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-02-01      | 5.5000%  | 0.0000% | $675000.00         | $511932.52         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 3.5000%  | 0.0000% | $30000.00          | $25396.45          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 4.5000%  | 0.0000% | $121000.00         | $99868.43          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-07-01      | 6.5000%  | 0.0000% | $114000.00         | $64179.18          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 6.5000%  | 0.0000% | $15493000.00       | $12714812.65       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 3.0000%  | 0.0000% | $2070000.00        | $1456307.22        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-06-01      | 5.0000%  | 0.0000% | $1656000.00        | $133446.14         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-06-01      | 4.5000%  | 0.0000% | $399332.00         | $18.31             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 5.5000%  | 0.0000% | $240000.00         | $188950.85         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-03-01      | 5.0000%  | 0.0000% | $5000.00           | $4239.88           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 5.5000%  | 0.0000% | $640100.00         | $559739.16         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-07-01      | 5.5000%  | 0.0000% | $528731.00         | $2601.17           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-02-01      | 2.0000%  | 0.0000% | $181000.00         | $124403.56         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 6.0000%  | 0.0000% | $870000.00         | $667412.24         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 5.0000%  | 0.0000% | $114000.00         | $98218.35          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-03-01      | 5.5000%  | 0.0000% | $600000.00         | $515807.33         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-07-01      | 6.0000%  | 0.0000% | $200000.00         | $156664.40         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-01-01      | 4.5000%  | 0.0000% | $1386000.00        | $1254482.76        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 6.0000%  | 0.0000% | $1276000.00        | $960765.31         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 4.5000%  | 0.0000% | $3197864.00        | $2942747.12        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-11-01      | 2.5000%  | 0.0000% | $1625000.00        | $996674.48         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-01-01      | 6.5000%  | 0.0000% | $200000.00         | $113687.15         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.0000%  | 0.0000% | $4992000.00        | $4517002.06        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-10-01      | 4.5000%  | 0.0000% | $910000.00         | $20195.75          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-07-01      | 5.5000%  | 0.0000% | $1250000.00        | $24056.64          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 6.0000%  | 0.0000% | $915000.00         | $723644.11         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-12-01      | 5.5000%  | 0.0000% | $110000.00         | $86941.33          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-04-01      | 2.5000%  | 0.0000% | $9413712.00        | $5212991.52        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-02-01      | 2.5000%  | 0.0000% | $10426000.00       | $6815295.60        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 5.5000%  | 0.0000% | $800000.00         | $656917.95         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-04-01      | 3.5000%  | 0.0000% | $1118092.00        | $441088.62         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 5.0000%  | 0.0000% | $8135312.00        | $6428494.87        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-06-01      | 5.0000%  | 0.0000% | $25000.00          | $23593.18          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-10-01      | 4.5000%  | 0.0000% | $470000.00         | $14636.31          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-02-01      | 5.5000%  | 0.0000% | $145473.00         | $1509.89           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-04-01      | 3.0000%  | 0.0000% | $8159424.00        | $1456721.43        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.5000%  | 0.0000% | $400000.00         | $304028.18         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-09-01      | 4.5000%  | 0.0000% | $100000.00         | $71404.82          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-11-01      | 5.0000%  | 0.0000% | $2194000.00        | $1905189.22        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1787.24           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 2.5000%  | 0.0000% | $5000.00           | $3644.56           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.0000%  | 0.0000% | $5359592.00        | $4353180.04        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-02-01      | 6.0000%  | 0.0000% | $1992762.00        | $906648.67         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-05-01      | 3.0000%  | 0.0000% | $18536544.00       | $15449210.66       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 6.0000%  | 0.0000% | $11929600.00       | $12285756.69       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 5.5000%  | 0.0000% | $3870000.00        | $3617198.63        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-08-01      | 5.5000%  | 0.0000% | $504959.00         | $6698.02           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-06-01      | 5.5000%  | 0.0000% | $3011412.00        | $70132.17          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-12-01      | 4.5000%  | 0.0000% | $77000.00          | $1327.97           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-02-01      | 4.5000%  | 0.0000% | $1500000.00        | $89004.80          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-11-01      | 4.0000%  | 0.0000% | $17000.00          | $783.71            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2029-06-01      | 6.0000%  | 0.0000% | $836607.00         | $499.83            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-06-01      | 4.5000%  | 0.0000% | $1450000.00        | $2307.78           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2042-01-01      | 4.0000%  | 0.0000% | $700000.00         | $92632.65          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-11-01      | 4.5000%  | 0.0000% | $192141.00         | $12620.40          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-11-01      | 4.0000%  | 0.0000% | $801570.00         | $108146.00         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-01-01      | 3.0000%  | 0.0000% | $20000.00          | $3194.95           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-09-01      | 3.5000%  | 0.0000% | $100000.00         | $10731.40          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-06-01      | 5.5000%  | 0.0000% | $173763.00         | $665.42            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-07-01      | 5.5000%  | 0.0000% | $1020000.00        | $10049.96          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-09-01      | 6.0000%  | 0.0000% | $1402164.00        | $9701.50           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-07-01      | 5.5000%  | 0.0000% | $1214852.00        | $7406.99           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-02-01      | 5.5000%  | 0.0000% | $460000.00         | $2993.79           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-04-01      | 6.5000%  | 0.0000% | $691667.00         | $2468.08           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-01-01      | 5.5000%  | 0.0000% | $7941823.00        | $61014.36          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-03-01      | 5.5000%  | 0.0000% | $174278.00         | $1741.69           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-08-01      | 5.5000%  | 0.0000% | $2847244.00        | $47820.90          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-05-01      | 4.5000%  | 0.0000% | $9000.00           | $126.66            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-04-01      | 6.0000%  | 0.0000% | $667000.00         | $70668.38          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-04-01      | 6.0000%  | 0.0000% | $593000.00         | $5737.60           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2029-01-01      | 2.0000%  | 0.0000% | $1005000.00        | $58538.09          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2029-01-01      | 4.0000%  | 0.0000% | $100000.00         | $291.85            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2031-01-01      | 2.0000%  | 0.0000% | $860000.00         | $99656.12          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2030-02-01      | 2.5000%  | 0.0000% | $740000.00         | $45533.74          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-07-01      | 3.5000%  | 0.0000% | $61000.00          | $5962.50           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-02-01      | 3.5000%  | 0.0000% | $19144384.00       | $3521105.34        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-11-01      | 5.0000%  | 0.0000% | $349000.00         | $44331.28          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-03-01      | 4.0000%  | 0.0000% | $25000.00          | $6407.86           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-07-01      | 3.0000%  | 0.0000% | $224000.00         | $130752.04         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-12-01      | 4.0000%  | 0.0000% | $125000.00         | $75325.68          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-01-01      | 3.0000%  | 0.0000% | $6196000.00        | $3068691.67        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.5000%  | 0.0000% | $70000.00          | $56324.05          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 3.0000%  | 0.0000% | $1257010.00        | $888596.38         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-03-01      | 5.5000%  | 0.0000% | $17064064.00       | $13545500.52       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 5.5000%  | 0.0000% | $100000.00         | $83420.59          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 5.0000%  | 0.0000% | $600000.00         | $485788.00         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 5.5000%  | 0.0000% | $330000.00         | $277920.08         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-04-01      | 5.5000%  | 0.0000% | $415000.00         | $357557.41         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-02-01      | 5.5000%  | 0.0000% | $604808.00         | $480524.67         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 4.5000%  | 0.0000% | $10000.00          | $9080.14           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-04-01      | 6.0000%  | 0.0000% | $630000.00         | $531347.24         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 6.0000%  | 0.0000% | $1500000.00        | $1297652.34        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-07-01      | 6.0000%  | 0.0000% | $195000.00         | $156847.42         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 3.5000%  | 0.0000% | $14000.00          | $11828.05          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-02-01      | 4.0000%  | 0.0000% | $6029712.00        | $5073827.09        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 5.5000%  | 0.0000% | $39000.00          | $34540.67          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 6.0000%  | 0.0000% | $60000.00          | $39181.67          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 5.0000%  | 0.0000% | $5618920.00        | $4880696.84        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-03-01      | 6.0000%  | 0.0000% | $17000.00          | $13565.12          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 6.0000%  | 0.0000% | $170000.00         | $126921.71         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 4.5000%  | 0.0000% | $138000.00         | $110315.43         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 6.0000%  | 0.0000% | $185000.00         | $146542.56         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-11-01      | 6.0000%  | 0.0000% | $3150000.00        | $2801950.33        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-09-01      | 3.5000%  | 0.0000% | $40000.00          | $6925.21           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-02-01      | 3.0000%  | 0.0000% | $40000.00          | $11150.73          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-05-01      | 1.5000%  | 0.0000% | $22461160.00       | $13478277.05       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-10-01      | 3.0000%  | 0.0000% | $15171328.00       | $9184021.02        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 5.0000%  | 0.0000% | $10457872.00       | $9128891.15        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-02-01      | 6.5000%  | 0.0000% | $200000.00         | $101276.15         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 3.0000%  | 0.0000% | $30000.00          | $22659.37          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-12-01      | 6.0000%  | 0.0000% | $10774140.00       | $7604055.88        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-07-01      | 2.0000%  | 0.0000% | $16000.00          | $8236.83           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 5.0000%  | 0.0000% | $520000.00         | $466340.43         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-03-01      | 6.0000%  | 0.0000% | $1005000.00        | $548825.65         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-11-01      | 3.0000%  | 0.0000% | $37000.00          | $15261.20          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-05-01      | 4.9300%  | 0.0000% | $14328000.00       | $14798250.53       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 6.0000%  | 0.0000% | $64341.00          | $63683.60          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $243229.00         | $240487.24         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 5.5000%  | 0.0000% | $3981747.00        | $4026861.28        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-11-01      | 5.5000%  | 0.0000% | $7408792.00        | $7487343.62        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 6.0000%  | 0.0000% | $511912.00         | $511208.21         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 6.0000%  | 0.0000% | $1217150.00        | $1133351.90        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-03-01      | 4.0000%  | 0.0000% | $6269184.00        | $5915965.16        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-03-01      | 4.5000%  | 0.0000% | $5851512.00        | $5710557.89        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-11-01      | 5.5000%  | 0.0000% | $19636544.00       | $19427897.62       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 5.5000%  | 0.0000% | $8048416.00        | $7639527.97        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 5.5000%  | 0.0000% | $265000.00         | $258813.39         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-05-01      | 2.5000%  | 0.0000% | $4457648.00        | $3829780.82        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-09-01      | 2.5000%  | 0.0000% | $2659080.00        | $2274932.13        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-01-01      | 5.5000%  | 0.0000% | $29507840.00       | $29794225.38       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 5.5000%  | 0.0000% | $2327160.00        | $2332904.46        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 5.0000%  | 0.0000% | $3513060.00        | $3545373.18        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 4.5000%  | 0.0000% | $3078912.00        | $3044489.55        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 2.5000%  | 0.0000% | $7735640.00        | $6614377.14        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-04-01      | 6.5000%  | 0.0000% | $33093120.00       | $25246419.21       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-04-01      | 5.5000%  | 0.0000% | $10923088.00       | $10013411.29       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 5.5000%  | 0.0000% | $75669.00          | $69010.07          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-03-01      | 6.0000%  | 0.0000% | $650711.00         | $628590.49         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 6.5000%  | 0.0000% | $9493900.00        | $7935871.14        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 5.5000%  | 0.0000% | $43000.00          | $42214.67          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 6.5000%  | 0.0000% | $10000.00          | $8777.30           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-01-01      | 4.5000%  | 0.0000% | $289283.00         | $285184.15         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-11-01      | 5.0000%  | 0.0000% | $270780.00         | $271912.92         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-01-01      | 4.5000%  | 0.0000% | $1006916.00        | $994933.70         | Agency Mortgage-Backed Securities |

### Security 175: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 3.670000%
- **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: LMRP10456105
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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    | 2037-05-01      | 3.5000%  | 0.0000% | $1024.00           | $63.60             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-08-01      | 4.0000%  | 0.0000% | $1000.00           | $96.52             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-06-01      | 3.5000%  | 0.0000% | $1024.00           | $170.86            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-08-01      | 3.5000%  | 0.0000% | $1008.00           | $158.91            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-04-01      | 4.0000%  | 0.0000% | $5000000.00        | $753172.64         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2058-05-01      | 4.0000%  | 0.0000% | $120000000.00      | $35778520.09       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-02-01      | 4.0000%  | 0.0000% | $1024.00           | $190.92            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-04-01      | 4.0000%  | 0.0000% | $1024.00           | $98.11             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-11-01      | 5.5000%  | 0.0000% | $1008.00           | $54.15             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-09-01      | 6.6500%  | 0.0000% | $1024.00           | $14.17             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-07-01      | 3.5000%  | 0.0000% | $110000000.00      | $32901299.45       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-09-01      | 4.0000%  | 0.0000% | $1024.00           | $226.39            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-05-01      | 3.5000%  | 0.0000% | $49888064.00       | $8717456.37        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-06-01      | 4.0000%  | 0.0000% | $1000.00           | $145.01            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $226.37            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-04-01      | 6.7750%  | 0.0000% | $1024.00           | $18.42             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $112.69            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-07-01      | 4.0000%  | 0.0000% | $1008.00           | $253.95            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-08-01      | 3.5000%  | 0.0000% | $1008.00           | $219.82            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2057-02-01      | 4.5000%  | 0.0000% | $1000.00           | $251.93            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-05-01      | 4.5000%  | 0.0000% | $1000.00           | $202.76            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-07-01      | 3.5000%  | 0.0000% | $1008.00           | $210.69            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 4.0000%  | 0.0000% | $14847360.00       | $10388266.61       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 4.5000%  | 0.0000% | $1120.00           | $838.31            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 5.0000%  | 0.0000% | $1152.00           | $752.13            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $482.60            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.5000%  | 0.0000% | $1024.00           | $790.11            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-01-01      | 5.5000%  | 0.0000% | $3824.00           | $55.99             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-07-01      | 3.5000%  | 0.0000% | $59742528.00       | $15688609.26       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $738.58            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-07-01      | 5.0000%  | 0.0000% | $1008.00           | $66.59             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $772.88            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 5.5000%  | 0.0000% | $83040.00          | $62505.33          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $705.35            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $778.94            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-01-01      | 6.5000%  | 0.0000% | $1024.00           | $760.08            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $929.22            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-10-01      | 4.2900%  | 0.0000% | $5817000.00        | $5852692.14        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-05-01      | 5.0000%  | 0.0000% | $39488000.00       | $35564788.86       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 6.5000%  | 0.0000% | $1024.00           | $808.21            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-06-01      | 4.4000%  | 0.0000% | $1000.00           | $981.63            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $770.64            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $636.66            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 6.0000%  | 0.0000% | $26501952.00       | $25025172.82       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-01-01      | 3.0000%  | 0.0000% | $1024.00           | $617.14            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $944.26            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 6.0000%  | 0.0000% | $1024.00           | $796.65            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-06-01      | 5.5000%  | 0.0000% | $1000.00           | $29.54             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $4677744.00        | $4789781.29        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 5.0000%  | 0.0000% | $2602200.00        | $2053868.31        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-03-01      | 5.0000%  | 0.0000% | $1024.00           | $854.82            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-11-01      | 3.0000%  | 0.0000% | $1008.00           | $439.59            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.5000%  | 0.0000% | $1584200.00        | $1661096.95        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.38           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-01-01      | 4.5400%  | 0.0000% | $8068000.00        | $8183180.56        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-09-01      | 4.5700%  | 0.0000% | $5687990.00        | $5802468.70        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2042-10-15      | 4.0000%  | 0.0000% | $1024.00           | $820.43            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-05-01      | 6.5000%  | 0.0000% | $1000000.00        | $791884.68         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $1545960.00        | $1602863.36        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-09-01      | 4.5800%  | 0.0000% | $6315000.00        | $6226708.77        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 4.5000%  | 0.0000% | $4293880.00        | $4219137.14        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-11-01      | 4.5000%  | 0.0000% | $1000.00           | $1000.79           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-04-01      | 4.6950%  | 0.0000% | $1000.00           | $1017.35           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $288.78            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-07-01      | 2.5000%  | 0.0000% | $1008.00           | $368.17            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 6.0000%  | 0.0000% | $21829536.00       | $16319997.86       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 5.5000%  | 0.0000% | $100000000.00      | $93527696.41       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1033.84           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1034.91           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $925.24            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 5.5000%  | 0.0000% | $90135680.00       | $92058827.76       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 5.0000%  | 0.0000% | $1024.00           | $1010.87           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-07-01      | 4.0000%  | 0.0000% | $1004.00           | $34.61             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $981.13            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $995.59            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $926.73            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 5.5000%  | 0.0000% | $1280.00           | $1256.64           | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** Master Portfolio Trust

**Date:** 2026-02-06

**By:** /s/Christopher Berarducci

**Name of Signing Officer:** Christopher Berarducci

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