# EDGAR Filing Document

**Accession Number:** 0001140869
**File Stem:** 0001193125-26-211654
**Filing Date:** 2026-5
**Character Count:** 397593
**Document Hash:** 69b1e9d9d416f9a516125ec4dbe193a6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-211654.hdr.sgml**: 20260507

**ACCESSION NUMBER**: 0001193125-26-211654

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260507

**DATE AS OF CHANGE**: 20260507

**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:** 26952595

**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):** 2026-04-30

**Registrant Full Name:** Master Portfolio Trust

**CIK Number of Registrant:** 0001140869

**LEI of Registrant:** 549300I1QJ6KR2C8FZ09

**Name of Series:** Government Portfolio

**LEI of Series:** 5493001CSMCYHP65OO69

**EDGAR Series Identifier:** S000025611

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 40 days

- **WAL:** 108 days

- **Total Value of Portfolio Securities:** $28560162425.62

- **Amortized Cost of Portfolio Securities:** $28562028791.01

- **Cash:** $844220657.11

- **Total Other Assets:** $80424923.49

- **Total Liabilities:** $448549950.74

- **Net Assets of Series:** $29038124420.87

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-04-01 | $23498601484.71           | $24045157029.59            | 70.9300%                  | 72.5800%                   |
| 2026-04-02 | $20367198916.71           | $20994976954.52            | 67.8800%                  | 69.9700%                   |
| 2026-04-03 | $0.00                     | $0.00                      | 0.0000%                   | 0.0000%                    |
| 2026-04-06 | $20605767908.74           | $21226771649.64            | 68.1600%                  | 70.2100%                   |
| 2026-04-07 | $23326479689.97           | $23947539139.41            | 70.7900%                  | 72.6700%                   |
| 2026-04-08 | $23008962429.48           | $23630077587.51            | 70.5100%                  | 72.4200%                   |
| 2026-04-09 | $20289126755.72           | $20653612622.31            | 68.4200%                  | 69.6500%                   |
| 2026-04-10 | $20365855403.73           | $20824355679.88            | 68.4800%                  | 70.0200%                   |
| 2026-04-13 | $20959607491.48           | $21333145272.99            | 68.9600%                  | 70.1900%                   |
| 2026-04-14 | $21327540659.09           | $21701107327.88            | 69.3200%                  | 70.5400%                   |
| 2026-04-15 | $22305004956.39           | $22728601015.33            | 70.2700%                  | 71.6100%                   |
| 2026-04-16 | $21931156029.35           | $22395497741.78            | 69.8300%                  | 71.3100%                   |
| 2026-04-17 | $22352087022.90           | $22781555937.63            | 70.2800%                  | 71.6300%                   |
| 2026-04-20 | $21997048413.48           | $22426556180.35            | 69.9500%                  | 71.3200%                   |
| 2026-04-21 | $21842759986.64           | $22222306605.66            | 69.9100%                  | 71.1300%                   |
| 2026-04-22 | $21593373222.08           | $21972958777.08            | 69.5100%                  | 70.7300%                   |
| 2026-04-23 | $21413676384.59           | $22493300875.54            | 69.3300%                  | 72.8300%                   |
| 2026-04-24 | $20117274514.21           | $21435068193.06            | 67.0400%                  | 71.4300%                   |
| 2026-04-27 | $20559345928.32           | $21877202353.14            | 67.1900%                  | 71.4900%                   |
| 2026-04-28 | $20050379541.68           | $21130198712.46            | 67.1600%                  | 70.7800%                   |
| 2026-04-29 | $20477429257.42           | $21357287364.17            | 69.2200%                  | 72.2000%                   |
| 2026-04-30 | $19399224725.06           | $20701759767.77            | 65.7900%                  | 70.2100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-04-01 | 0.0000%             |
| 2026-04-02 | 0.0000%             |
| 2026-04-03 | 0.0000%             |
| 2026-04-06 | 0.0000%             |
| 2026-04-07 | 0.0000%             |
| 2026-04-08 | 0.0000%             |
| 2026-04-09 | 0.0000%             |
| 2026-04-10 | 0.0000%             |
| 2026-04-13 | 0.0000%             |
| 2026-04-14 | 0.0000%             |
| 2026-04-15 | 0.0000%             |
| 2026-04-16 | 0.0000%             |
| 2026-04-17 | 0.0000%             |
| 2026-04-20 | 0.0000%             |
| 2026-04-21 | 0.0000%             |
| 2026-04-22 | 0.0000%             |
| 2026-04-23 | 0.0000%             |
| 2026-04-24 | 0.0000%             |
| 2026-04-27 | 0.0000%             |
| 2026-04-28 | 0.0000%             |
| 2026-04-29 | 0.0000%             |
| 2026-04-30 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-04-01 | 0.0000                      |
|  |  |
| 2026-04-02 | 0.0000                      |
|  |  |
| 2026-04-03 | 0.0000                      |
|  |  |
| 2026-04-06 | 0.0000                      |
|  |  |
| 2026-04-07 | 0.0000                      |
|  |  |
| 2026-04-08 | 0.0000                      |
|  |  |
| 2026-04-09 | 0.0000                      |
|  |  |
| 2026-04-10 | 0.0000                      |
|  |  |
| 2026-04-13 | 0.0000                      |
|  |  |
| 2026-04-14 | 0.0000                      |
|  |  |
| 2026-04-15 | 0.0000                      |
|  |  |
| 2026-04-16 | 0.0000                      |
|  |  |
| 2026-04-17 | 0.0000                      |
|  |  |
| 2026-04-20 | 0.0000                      |
|  |  |
| 2026-04-21 | 0.0000                      |
|  |  |
| 2026-04-22 | 0.0000                      |
|  |  |
| 2026-04-23 | 0.0000                      |
|  |  |
| 2026-04-24 | 0.0000                      |
|  |  |
| 2026-04-27 | 0.0000                      |
|  |  |
| 2026-04-28 | 0.0000                      |
|  |  |
| 2026-04-29 | 0.0000                      |
|  |  |
| 2026-04-30 | 0.0000                      |
|  |  |

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

### Class: A

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $29038124420.87

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 2513312.92

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.0000          |
|  |  |
| 2026-04-02 | 0.0000          |
|  |  |
| 2026-04-03 | 0.0000          |
|  |  |
| 2026-04-06 | 0.0000          |
|  |  |
| 2026-04-07 | 0.0000          |
|  |  |
| 2026-04-08 | 0.0000          |
|  |  |
| 2026-04-09 | 0.0000          |
|  |  |
| 2026-04-10 | 0.0000          |
|  |  |
| 2026-04-13 | 0.0000          |
|  |  |
| 2026-04-14 | 0.0000          |
|  |  |
| 2026-04-15 | 0.0000          |
|  |  |
| 2026-04-16 | 0.0000          |
|  |  |
| 2026-04-17 | 0.0000          |
|  |  |
| 2026-04-20 | 0.0000          |
|  |  |
| 2026-04-21 | 0.0000          |
|  |  |
| 2026-04-22 | 0.0000          |
|  |  |
| 2026-04-23 | 0.0000          |
|  |  |
| 2026-04-24 | 0.0000          |
|  |  |
| 2026-04-27 | 0.0000          |
|  |  |
| 2026-04-28 | 0.0000          |
|  |  |
| 2026-04-29 | 0.0000          |
|  |  |
| 2026-04-30 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $0.00                     | $0.00                   |
| 2026-04-02 | $0.00                     | $0.00                   |
| 2026-04-03 | $0.00                     | $0.00                   |
| 2026-04-06 | $0.00                     | $0.00                   |
| 2026-04-07 | $0.00                     | $0.00                   |
| 2026-04-08 | $0.00                     | $0.00                   |
| 2026-04-09 | $0.00                     | $0.00                   |
| 2026-04-10 | $0.00                     | $0.00                   |
| 2026-04-13 | $0.00                     | $0.00                   |
| 2026-04-14 | $0.00                     | $0.00                   |
| 2026-04-15 | $0.00                     | $0.00                   |
| 2026-04-16 | $0.00                     | $0.00                   |
| 2026-04-17 | $0.00                     | $0.00                   |
| 2026-04-20 | $0.00                     | $0.00                   |
| 2026-04-21 | $0.00                     | $0.00                   |
| 2026-04-22 | $0.00                     | $0.00                   |
| 2026-04-23 | $0.00                     | $0.00                   |
| 2026-04-24 | $0.00                     | $0.00                   |
| 2026-04-27 | $0.00                     | $0.00                   |
| 2026-04-28 | $0.00                     | $0.00                   |
| 2026-04-29 | $0.00                     | $0.00                   |
| 2026-04-30 | $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   |
|:---|:---|
| 2026-04-01 | 0.0000%           |
| 2026-04-02 | 0.0000%           |
| 2026-04-03 | 0.0000%           |
| 2026-04-06 | 0.0000%           |
| 2026-04-07 | 0.0000%           |
| 2026-04-08 | 0.0000%           |
| 2026-04-09 | 0.0000%           |
| 2026-04-10 | 0.0000%           |
| 2026-04-13 | 0.0000%           |
| 2026-04-14 | 0.0000%           |
| 2026-04-15 | 0.0000%           |
| 2026-04-16 | 0.0000%           |
| 2026-04-17 | 0.0000%           |
| 2026-04-20 | 0.0000%           |
| 2026-04-21 | 0.0000%           |
| 2026-04-22 | 0.0000%           |
| 2026-04-23 | 0.0000%           |
| 2026-04-24 | 0.0000%           |
| 2026-04-27 | 0.0000%           |
| 2026-04-28 | 0.0000%           |
| 2026-04-29 | 0.0000%           |
| 2026-04-30 | 0.0000%           |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AQHS5, C.4 - ISIN: US3130AQHS55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $68213612.34
- **C.18.a - Value (excl. sponsor support):** $68213612.34
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2027-01-28
- **C.12 - Maturity Date (WAL):** 2027-01-28
- **C.13 - Final Legal Maturity Date:** 2027-01-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYPN0, C.4 - ISIN: US3130AYPN01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $46230589.31
- **C.18.a - Value (excl. sponsor support):** $46230589.31
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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? 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 3.750000%
- **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):** $75002565.00
- **C.18.a - Value (excl. sponsor support):** $75002565.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.720000%
- **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):** $100008380.00
- **C.18.a - Value (excl. sponsor support):** $100008380.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.695000%
- **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):** $2601120.78
- **C.18.a - Value (excl. sponsor support):** $2601120.78
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 6: 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: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2701116.96
- **C.18.a - Value (excl. sponsor support):** $2701116.96
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 7: 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: 3130B5XA1, C.4 - ISIN: US3130B5XA19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150017635.50
- **C.18.a - Value (excl. sponsor support):** $150017635.50
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: 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: 3130B6BF2, C.4 - ISIN: US3130B6BF27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $164723706.07
- **C.18.a - Value (excl. sponsor support):** $164723706.07
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.725000%
- **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):** $2000292.32
- **C.18.a - Value (excl. sponsor support):** $2000292.32
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7MS0, C.4 - ISIN: US3130B7MS02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200053558.00
- **C.18.a - Value (excl. sponsor support):** $200053558.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7P99, C.4 - ISIN: US3130B7P990, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100004400.00
- **C.18.a - Value (excl. sponsor support):** $100004400.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-08
- **C.13 - Final Legal Maturity Date:** 2026-12-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.725000%
- **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):** $99996598.00
- **C.18.a - Value (excl. sponsor support):** $99996598.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-05-10
- **C.13 - Final Legal Maturity Date:** 2027-05-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAJ57, C.4 - ISIN: US3130BAJ576, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $174999933.50
- **C.18.a - Value (excl. sponsor support):** $174999933.50
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-22
- **C.13 - Final Legal Maturity Date:** 2026-12-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: 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):** $34608544.60
- **C.18.a - Value (excl. sponsor support):** $34608544.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **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 15: 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):** $44623284.57
- **C.18.a - Value (excl. sponsor support):** $44623284.57
- **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? Yes, C.23 Categorized at Level 3? No

### Security 16: 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):** $79904266.40
- **C.18.a - Value (excl. sponsor support):** $79904266.40
- **C.19 - Percentage of Net Assets:** 0.2800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 17: 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: 313385A22, C.4 - ISIN: US313385A228, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $16394979.07
- **C.18.a - Value (excl. sponsor support):** $16394979.07
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: 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: 313385WT9, C.4 - ISIN: US313385WT94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299611083.00
- **C.18.a - Value (excl. sponsor support):** $299611083.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-13
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **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 19: 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):** $255343477.38
- **C.18.a - Value (excl. sponsor support):** $255343477.38
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 20: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EMMT6, C.4 - ISIN: US3133EMMT62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6756044.86
- **C.18.a - Value (excl. sponsor support):** $6756044.86
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2027-01-13
- **C.12 - Maturity Date (WAL):** 2027-01-13
- **C.13 - Final Legal Maturity Date:** 2027-01-13
- **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 21: 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: 3133EN5V8, C.4 - ISIN: US3133EN5V88, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $23062925.01
- **C.18.a - Value (excl. sponsor support):** $23062925.01
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2027-01-11
- **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 22: 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: 3133ER3C3, C.4 - ISIN: US3133ER3C35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $72674304.57
- **C.18.a - Value (excl. sponsor support):** $72674304.57
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: 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):** $44999243.55
- **C.18.a - Value (excl. sponsor support):** $44999243.55
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $110025993.00
- **C.18.a - Value (excl. sponsor support):** $110025993.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: 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: 3133ER7B1, C.4 - ISIN: US3133ER7B16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $32769904.31
- **C.18.a - Value (excl. sponsor support):** $32769904.31
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.755000%
- **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):** $2330494.66
- **C.18.a - Value (excl. sponsor support):** $2330494.66
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: 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: 3133EREL1, C.4 - ISIN: US3133EREL16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $369883987.96
- **C.18.a - Value (excl. sponsor support):** $369883987.96
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: 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: 3133ERFG1, C.4 - ISIN: US3133ERFG12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $78780959.54
- **C.18.a - Value (excl. sponsor support):** $78780959.54
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: 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):** $25006175.02
- **C.18.a - Value (excl. sponsor support):** $25006175.02
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.755000%
- **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):** $4230803.87
- **C.18.a - Value (excl. sponsor support):** $4230803.87
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: 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):** $31661666.60
- **C.18.a - Value (excl. sponsor support):** $31661666.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: 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: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15001178.10
- **C.18.a - Value (excl. sponsor support):** $15001178.10
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: 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):** $24998390.50
- **C.18.a - Value (excl. sponsor support):** $24998390.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: 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: 3133ERPE5, C.4 - ISIN: US3133ERPE53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9280129.18
- **C.18.a - Value (excl. sponsor support):** $9280129.18
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: 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: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3148258.80
- **C.18.a - Value (excl. sponsor support):** $3148258.80
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS36, C.4 - ISIN: US3133ERS363, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50000426.50
- **C.18.a - Value (excl. sponsor support):** $50000426.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 37: 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: 3133ERT76, C.4 - ISIN: US3133ERT767, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $120001753.20
- **C.18.a - Value (excl. sponsor support):** $120001753.20
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: 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: 3133ERW80, C.4 - ISIN: US3133ERW803, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $17790563.05
- **C.18.a - Value (excl. sponsor support):** $17790563.05
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: 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: 3133ERWA5, C.4 - ISIN: US3133ERWA58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7801241.29
- **C.18.a - Value (excl. sponsor support):** $7801241.29
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: 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: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2500758.63
- **C.18.a - Value (excl. sponsor support):** $2500758.63
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: 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):** $59685892.44
- **C.18.a - Value (excl. sponsor support):** $59685892.44
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.765000%
- **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):** $88024841.52
- **C.18.a - Value (excl. sponsor support):** $88024841.52
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: 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):** $6351814.52
- **C.18.a - Value (excl. sponsor support):** $6351814.52
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: 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: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7001711.50
- **C.18.a - Value (excl. sponsor support):** $7001711.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: 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):** $249995810.00
- **C.18.a - Value (excl. sponsor support):** $249995810.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 46: 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):** $69998452.30
- **C.18.a - Value (excl. sponsor support):** $69998452.30
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: 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):** $122313647.37
- **C.18.a - Value (excl. sponsor support):** $122313647.37
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: 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: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $8400996.24
- **C.18.a - Value (excl. sponsor support):** $8400996.24
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 49: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.665000%
- **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):** $50000104.50
- **C.18.a - Value (excl. sponsor support):** $50000104.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: 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: 3133ETDK0, C.4 - ISIN: US3133ETDK08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30002231.10
- **C.18.a - Value (excl. sponsor support):** $30002231.10
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: 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: 3133ETET0, C.4 - ISIN: US3133ETET08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90014526.00
- **C.18.a - Value (excl. sponsor support):** $90014526.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: 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: 3133ETFZ5, C.4 - ISIN: US3133ETFZ58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35000040.95
- **C.18.a - Value (excl. sponsor support):** $35000040.95
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: 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: 3133ETGD3, C.4 - ISIN: US3133ETGD38, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70001856.40
- **C.18.a - Value (excl. sponsor support):** $70001856.40
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: 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):** $149677395.57
- **C.18.a - Value (excl. sponsor support):** $149677395.57
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: 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):** $24999438.50
- **C.18.a - Value (excl. sponsor support):** $24999438.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKP1, C.4 - ISIN: US3133ETKP12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100046706.00
- **C.18.a - Value (excl. sponsor support):** $100046706.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: 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):** $199997070.00
- **C.18.a - Value (excl. sponsor support):** $199997070.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-11
- **C.13 - Final Legal Maturity Date:** 2027-01-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.680000%
- **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):** $80005183.20
- **C.18.a - Value (excl. sponsor support):** $80005183.20
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: 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):** $33192991.48
- **C.18.a - Value (excl. sponsor support):** $33192991.48
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 60: 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):** $115966534.00
- **C.18.a - Value (excl. sponsor support):** $115966534.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-23
- **C.13 - Final Legal Maturity Date:** 2027-03-23
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: 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: 3133ETRU3, C.4 - ISIN: US3133ETRU34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999651.60
- **C.18.a - Value (excl. sponsor support):** $9999651.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: 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: 3133ETSH1, C.4 - ISIN: US3133ETSH14, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $165040294.65
- **C.18.a - Value (excl. sponsor support):** $165040294.65
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-08
- **C.13 - Final Legal Maturity Date:** 2026-12-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: 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: 3133ETSZ1, C.4 - ISIN: US3133ETSZ12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44998443.00
- **C.18.a - Value (excl. sponsor support):** $44998443.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT56, C.4 - ISIN: US3133ETT565, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2901509.65
- **C.18.a - Value (excl. sponsor support):** $2901509.65
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-11-12
- **C.13 - Final Legal Maturity Date:** 2027-11-12
- **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 65: 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: 3133ETTL1, C.4 - ISIN: US3133ETTL17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64998300.25
- **C.18.a - Value (excl. sponsor support):** $64998300.25
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: 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: 3133ETUH8, C.4 - ISIN: US3133ETUH85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55002834.15
- **C.18.a - Value (excl. sponsor support):** $55002834.15
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUJ4, C.4 - ISIN: US3133ETUJ42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $130004635.80
- **C.18.a - Value (excl. sponsor support):** $130004635.80
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-22
- **C.13 - Final Legal Maturity Date:** 2026-12-22
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVR5, C.4 - ISIN: US3133ETVR58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $155054930.45
- **C.18.a - Value (excl. sponsor support):** $155054930.45
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3133ETWJ2, C.4 - ISIN: US3133ETWJ24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69997393.20
- **C.18.a - Value (excl. sponsor support):** $69997393.20
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: 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: 3133ETWL7, C.4 - ISIN: US3133ETWL79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75000564.75
- **C.18.a - Value (excl. sponsor support):** $75000564.75
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: 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: 3133ETWY9, C.4 - ISIN: US3133ETWY90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $13000411.71
- **C.18.a - Value (excl. sponsor support):** $13000411.71
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **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 72: 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: 3133ETXD4, C.4 - ISIN: US3133ETXD45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65011876.80
- **C.18.a - Value (excl. sponsor support):** $65011876.80
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-12
- **C.13 - Final Legal Maturity Date:** 2027-01-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFK1, C.4 - ISIN: US3133EWFK19, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34999373.85
- **C.18.a - Value (excl. sponsor support):** $34999373.85
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-06-03
- **C.13 - Final Legal Maturity Date:** 2027-06-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: 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: 3133EWGQ7, C.4 - ISIN: US3133EWGQ79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34999595.40
- **C.18.a - Value (excl. sponsor support):** $34999595.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-11
- **C.13 - Final Legal Maturity Date:** 2028-01-11
- **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 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: 3133EWHR4, C.4 - ISIN: US3133EWHR44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89998077.60
- **C.18.a - Value (excl. sponsor support):** $89998077.60
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-19
- **C.13 - Final Legal Maturity Date:** 2027-03-19
- **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 76: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHZ6, C.4 - ISIN: US3133EWHZ69, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $229243466.09
- **C.18.a - Value (excl. sponsor support):** $229243466.09
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **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 77: 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: 3133EWJH4, C.4 - ISIN: US3133EWJH44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $129998740.30
- **C.18.a - Value (excl. sponsor support):** $129998740.30
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-11-26
- **C.13 - Final Legal Maturity Date:** 2027-11-26
- **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 78: 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: 3133EWLR9, C.4 - ISIN: US3133EWLR97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $103998389.04
- **C.18.a - Value (excl. sponsor support):** $103998389.04
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-16
- **C.13 - Final Legal Maturity Date:** 2027-07-16
- **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 79: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWNG1, C.4 - ISIN: US3133EWNG15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $149999895.00
- **C.18.a - Value (excl. sponsor support):** $149999895.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-02-01
- **C.13 - Final Legal Maturity Date:** 2027-02-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.770000%
- **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):** $75049690.42
- **C.18.a - Value (excl. sponsor support):** $75049690.42
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.740000%
- **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):** $73000990.61
- **C.18.a - Value (excl. sponsor support):** $73000990.61
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.725000%
- **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):** $339064542.73
- **C.18.a - Value (excl. sponsor support):** $339064542.73
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.755000%
- **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):** $153034149.60
- **C.18.a - Value (excl. sponsor support):** $153034149.60
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.770000%
- **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):** $125133580.00
- **C.18.a - Value (excl. sponsor support):** $125133580.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.770000%
- **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):** $227826835.26
- **C.18.a - Value (excl. sponsor support):** $227826835.26
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $537339005.87
- **C.18.a - Value (excl. sponsor support):** $537339005.87
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.750000%
- **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):** $75012354.00
- **C.18.a - Value (excl. sponsor support):** $75012354.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.765000%
- **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):** $217057244.88
- **C.18.a - Value (excl. sponsor support):** $217057244.88
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: 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: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $87483791.74
- **C.18.a - Value (excl. sponsor support):** $87483791.74
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: 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: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $68921467.17
- **C.18.a - Value (excl. sponsor support):** $68921467.17
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.890000%
- **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):** $61168301.44
- **C.18.a - Value (excl. sponsor support):** $61168301.44
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 92: 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: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $306843731.07
- **C.18.a - Value (excl. sponsor support):** $306843731.07
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: 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: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $184394623.80
- **C.18.a - Value (excl. sponsor support):** $184394623.80
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.720000%
- **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):** $92011591.08
- **C.18.a - Value (excl. sponsor support):** $92011591.08
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $293105324.33
- **C.18.a - Value (excl. sponsor support):** $293105324.33
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **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 96: 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):** $354049487.50
- **C.18.a - Value (excl. sponsor support):** $354049487.50
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 97: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TR8, C.4 - ISIN: US912797TR84, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199781568.00
- **C.18.a - Value (excl. sponsor support):** $199781568.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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+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 98: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TS6, C.4 - ISIN: US912797TS67, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199640924.00
- **C.18.a - Value (excl. sponsor support):** $199640924.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **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 99: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TT4, C.4 - ISIN: US912797TT41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $174564323.50
- **C.18.a - Value (excl. sponsor support):** $174564323.50
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.4 - ISIN: US912797UC96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $298185312.00
- **C.18.a - Value (excl. sponsor support):** $298185312.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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+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 101: 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):** $318003142.91
- **C.18.a - Value (excl. sponsor support):** $318003142.91
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 102: 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):** $90898875.00
- **C.18.a - Value (excl. sponsor support):** $90898875.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **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 103: 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):** $88541520.91
- **C.18.a - Value (excl. sponsor support):** $88541520.91
- **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 104: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZB9, C.4 - ISIN: US912828ZB95, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 912828ZB9
- **C.18 - Value (incl. sponsor support):** $59696601.41
- **C.18.a - Value (excl. sponsor support):** $59696601.41
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 105: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZE3, C.4 - ISIN: US912828ZE35, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 912828ZE3
- **C.18 - Value (incl. sponsor support):** $97213867.00
- **C.18.a - Value (excl. sponsor support):** $97213867.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **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 106: 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):** $271703250.00
- **C.18.a - Value (excl. sponsor support):** $271703250.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 107: 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):** $96051218.75
- **C.18.a - Value (excl. sponsor support):** $96051218.75
- **C.19 - Percentage of Net Assets:** 0.3300%
- **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 108: 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):** $92330302.93
- **C.18.a - Value (excl. sponsor support):** $92330302.93
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 109: 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):** $150037362.90
- **C.18.a - Value (excl. sponsor support):** $150037362.90
- **C.19 - Percentage of Net Assets:** 0.5200%
- **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 110: 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):** $196932812.00
- **C.18.a - Value (excl. sponsor support):** $196932812.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 111: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 2.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEF4, C.4 - ISIN: US91282CEF41, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CEF4
- **C.18 - Value (incl. sponsor support):** $359542113.13
- **C.18.a - Value (excl. sponsor support):** $359542113.13
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **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 112: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 2.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEN7, C.4 - ISIN: US91282CEN74, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CEN7
- **C.18 - Value (incl. sponsor support):** $155605892.96
- **C.18.a - Value (excl. sponsor support):** $155605892.96
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **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 113: 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):** $145234492.55
- **C.18.a - Value (excl. sponsor support):** $145234492.55
- **C.19 - Percentage of Net Assets:** 0.5000%
- **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 114: 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):** $432810000.00
- **C.18.a - Value (excl. sponsor support):** $432810000.00
- **C.19 - Percentage of Net Assets:** 1.4900%
- **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 115: 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: 91282CKE0, C.4 - ISIN: US91282CKE02, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CKE0
- **C.18 - Value (incl. sponsor support):** $91389149.67
- **C.18.a - Value (excl. sponsor support):** $91389149.67
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2027-03-15
- **C.12 - Maturity Date (WAL):** 2027-03-15
- **C.13 - Final Legal Maturity Date:** 2027-03-15
- **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 116: 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: 91282CKJ9, C.4 - ISIN: US91282CKJ98, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CKJ9
- **C.18 - Value (incl. sponsor support):** $103905469.01
- **C.18.a - Value (excl. sponsor support):** $103905469.01
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **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 117: 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):** $317451972.26
- **C.18.a - Value (excl. sponsor support):** $317451972.26
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 118: 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):** $597467916.69
- **C.18.a - Value (excl. sponsor support):** $597467916.69
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 119: 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):** $99998438.00
- **C.18.a - Value (excl. sponsor support):** $99998438.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 120: 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):** $199791992.00
- **C.18.a - Value (excl. sponsor support):** $199791992.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **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 121: 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):** $192748010.85
- **C.18.a - Value (excl. sponsor support):** $192748010.85
- **C.19 - Percentage of Net Assets:** 0.6600%
- **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 122: 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):** $152194802.92
- **C.18.a - Value (excl. sponsor support):** $152194802.92
- **C.19 - Percentage of Net Assets:** 0.5200%
- **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 123: 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):** $95012783.44
- **C.18.a - Value (excl. sponsor support):** $95012783.44
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 124: 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: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CMP3
- **C.18 - Value (incl. sponsor support):** $62183456.76
- **C.18.a - Value (excl. sponsor support):** $62183456.76
- **C.19 - Percentage of Net Assets:** 0.2100%
- **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 125: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CMV0
- **C.18 - Value (incl. sponsor support):** $326125800.00
- **C.18.a - Value (excl. sponsor support):** $326125800.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **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 126: 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: 91282CMY4, C.4 - ISIN: US91282CMY48, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CMY4
- **C.18 - Value (incl. sponsor support):** $136550908.69
- **C.18.a - Value (excl. sponsor support):** $136550908.69
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **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 127: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.802000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100095462.00
- **C.18.a - Value (excl. sponsor support):** $100095462.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **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 128: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.690000%
- **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: LMRP10458625
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $152619889.00      | $93798716.06       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 4.0000%  | 0.0000% | $226884762.00      | $212201284.34      | Agency Mortgage-Backed Securities |

### Security 129: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.690000%
- **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: LMRP10462785
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $214581081.00      | $129419076.42      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $73676338.00       | $74580924.14       | Agency Mortgage-Backed Securities |

### Security 130: SOCIETE GENERALE, NEW YORK BRANCH

- **C.1 - Title:** SOCIETE GENERALE, NEW YORK BRANCH 3.650000%
- **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: 254900J6B390XMPVLV82, C.5 - Other ID: LMRP10567815
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 2.7500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2053-05-15      | 3.6250%  | 0.0000% | $351437000.00      | $284288961.48      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 4.6250%  | 0.0000% | $271957100.00      | $267091396.82      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 4.8750%  | 0.0000% | $265374600.00      | $264619733.89      | U.S. Treasuries (including strips) |

### Security 131: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.640000%
- **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: LMRP10567825
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.7200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                  | 2037-02-15      | 4.7500%  | 0.0000% | $6006200.00        | $6230981.70        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2039-11-15      | 4.3750%  | 0.0000% | $890200.00         | $878987.18         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2043-02-15      | 3.1250%  | 0.0000% | $8655000.00        | $6924503.04        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-11-15      | 2.0000%  | 0.0000% | $144500.00         | $144471.28         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-05-15      | 2.3750%  | 0.0000% | $695400.00         | $692596.76         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-08-15      | 2.2500%  | 0.0000% | $186100.00         | $183087.12         | U.S. Treasuries (including strips) |
| STRIP PRINC                      | 2048-11-15      | 0.0000%  | 0.0000% | $151923800.00      | $47769400.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-08-15      | 1.6250%  | 0.0000% | $216900.00         | $202099.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND | 2026-11-30      | 1.6250%  | 0.0000% | $260500.00         | $259068.31         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2031-05-15      | 1.6250%  | 0.0000% | $1200.00           | $1075.30           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-11-30      | 1.5000%  | 0.0000% | $1820700.00        | $1723206.12        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-10-31      | 1.3750%  | 0.0000% | $600.00            | $563.48            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-03-31      | 2.3750%  | 0.0000% | $579100.00         | $555071.24         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-04-30      | 2.8750%  | 0.0000% | $1400.00           | $1356.91           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2032-08-15      | 2.7500%  | 0.0000% | $700.00            | $648.26            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-08-31      | 3.1250%  | 0.0000% | $437900.00         | $435713.14         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-09-30      | 4.1250%  | 0.0000% | $556700.00         | $560159.97         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-10-31      | 4.1250%  | 0.0000% | $550900.00         | $552396.24         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2030-01-31      | 3.5000%  | 0.0000% | $746900.00         | $740054.64         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-07-31      | 4.1250%  | 0.0000% | $24000700.00       | $24336027.57       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2033-08-15      | 3.8750%  | 0.0000% | $57900.00          | $56963.25          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2030-10-31      | 4.8750%  | 0.0000% | $400.00            | $413.42            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2044-02-15      | 4.5000%  | 0.0000% | $560200.00         | $535701.84         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2054-05-15      | 4.6250%  | 0.0000% | $2978200.00        | $2869431.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND | 2026-06-30      | 4.6250%  | 0.0000% | $982100.00         | $998551.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND | 2026-07-31      | 4.3750%  | 0.0000% | $559800.00         | $566717.01         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2031-06-30      | 4.2500%  | 0.0000% | $2000.00           | $2043.02           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2054-08-15      | 4.2500%  | 0.0000% | $7741000.00        | $6920746.96        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-08-15      | 3.7500%  | 0.0000% | $670900.00         | $674788.37         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2034-11-15      | 4.2500%  | 0.0000% | $3830600.00        | $3878172.03        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-12-31      | 4.3750%  | 0.0000% | $44437600.00       | $45641092.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND | 2026-12-31      | 4.2500%  | 0.0000% | $3510900.00        | $3571176.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL      | 2026-05-14      | 0.0000%  | 0.0000% | $15628200.00       | $15606320.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2032-04-30      | 4.0000%  | 0.0000% | $70000.00          | $69381.90          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2030-06-30      | 3.8750%  | 0.0000% | $885900.00         | $892017.41         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-08-31      | 3.6250%  | 0.0000% | $789000.00         | $790963.69         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-10-15      | 3.5000%  | 0.0000% | $26488300.00       | $26245784.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL      | 2026-07-02      | 0.0000%  | 0.0000% | $449000.00         | $446171.30         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2045-11-15      | 4.6250%  | 0.0000% | $51421400.00       | $50206238.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-01-15      | 3.5000%  | 0.0000% | $1037400.00        | $1035856.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL      | 2026-06-23      | 0.0000%  | 0.0000% | $1832800.00        | $1822884.55        | U.S. Treasuries (including strips) |
| TREASURY BILL                    | 2026-07-21      | 0.0000%  | 0.0000% | $625700.00         | $620575.52         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2033-03-31      | 4.2500%  | 0.0000% | $39446400.00       | $39614583.93       | U.S. Treasuries (including strips) |
| TREASURY BILL                    | 2026-10-22      | 0.0000%  | 0.0000% | $218578000.00      | $214741956.10      | U.S. Treasuries (including strips) |

### Security 132: FIXED INCOME CLEARING CORP - NORTHERN TRUST

- **C.1 - Title:** FIXED INCOME CLEARING CORP - NORTHERN TRUST 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: LMRP10567835
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 2.9300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331520.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331520.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331520.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331520.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $11289300.00       | $11364152.73       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331520.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331520.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331520.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331520.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331520.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331520.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331520.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331520.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331520.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331520.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331520.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331520.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331520.43       | U.S. Treasuries (including strips) |

### Security 133: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 3.640000%
- **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: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: LMRP10567845
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2026-08-15      | 1.5000%  | 0.0000% | $116171000.00      | $115752819.06      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-05-15      | 3.6250%  | 0.0000% | $400.00            | $323.57            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 4.1250%  | 0.0000% | $3119600.00        | $3150320.68        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-06-30      | 4.0000%  | 0.0000% | $110212000.00      | $110596603.35      | U.S. Treasuries (including strips) |

### Security 134: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 3.650000%
- **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: LMRP10567855
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 2.7500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                   | 2035-11-15      | 0.0000%  | 0.0000% | $7.68              | $5.01              | U.S. Treasuries (including strips)        |
| STRIPS                                   | 2042-05-15      | 0.0000%  | 0.0000% | $242.61            | $107.56            | U.S. Treasuries (including strips)        |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $188117504.00      | $21182956.03       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-01-20      | 5.0000%  | 0.0000% | $5245000.00        | $295119.43         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-08-20      | 3.5000%  | 0.0000% | $7050152.00        | $796399.67         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $71389280.00       | $17025390.31       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-12-01      | 2.5000%  | 0.0000% | $892538.00         | $389168.61         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $19051840.00       | $9217101.43        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-09-20      | 4.0000%  | 0.0000% | $1399000.00        | $131664.45         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $990000.00         | $699516.55         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $17227008.00       | $11810337.49       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-01-01      | 6.0000%  | 0.0000% | $1186310.00        | $652520.03         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $986209.00         | $466915.64         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 2.5000%  | 0.0000% | $14572.00          | $8720.18           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-02-01      | 2.0000%  | 0.0000% | $260666.00         | $163525.18         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2048-03-01      | 3.5000%  | 0.0000% | $1777752.00        | $391465.81         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-12-01      | 5.5000%  | 0.0000% | $29723400.00       | $21217622.00       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-09-01      | 5.5000%  | 0.0000% | $400000.00         | $285882.30         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-02-01      | 6.0000%  | 0.0000% | $1509000.00        | $837477.62         | Agency Mortgage-Backed Securities         |
| US TREASURY N/B                          | 2054-05-15      | 4.6250%  | 0.0000% | $1600.00           | $1541.57           | U.S. Treasuries (including strips)        |
| Government National Mortgage Association | 2054-04-20      | 7.5000%  | 0.0000% | $1417650.00        | $1241740.80        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-07-01      | 5.5000%  | 0.0000% | $67000.00          | $51055.94          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 3.0000%  | 0.0000% | $48960256.00       | $35041260.78       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-08-01      | 3.0000%  | 0.0000% | $551887.00         | $327233.57         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $60228.00          | $13187.85          | Agency Mortgage-Backed Securities         |
| US TREASURY N/B                          | 2032-02-29      | 4.1250%  | 0.0000% | $700.00            | $703.67            | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2035-05-15      | 4.2500%  | 0.0000% | $800.00            | $807.90            | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2030-05-31      | 4.0000%  | 0.0000% | $17428800.00       | $17701620.09       | U.S. Treasuries (including strips)        |
| Freddie Mac                              | 2053-06-01      | 5.5000%  | 0.0000% | $14767616.00       | $11510363.10       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-06-01      | 5.5000%  | 0.0000% | $10522848.00       | $7903223.36        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $104930.00         | $109592.21         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $797695.00         | $557418.06         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $2994000.00        | $2665741.33        | Agency Mortgage-Backed Securities         |
| US TREASURY N/B                          | 2035-11-15      | 4.0000%  | 0.0000% | $100.00            | $98.69             | U.S. Treasuries (including strips)        |
| Freddie Mac                              | 2053-11-01      | 5.0000%  | 0.0000% | $416000.00         | $345942.04         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-05-01      | 6.0000%  | 0.0000% | $18901088.00       | $15801431.02       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-12-01      | 6.0000%  | 0.0000% | $235300.00         | $238537.90         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $214687744.00      | $210882123.93      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $898535.00         | $876612.37         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-10-01      | 5.5000%  | 0.0000% | $5000.00           | $5067.67           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $200459.00         | $210004.01         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 7.5000%  | 0.0000% | $1080346.00        | $912079.99         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $312473.00         | $100673.79         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $25000000.00       | $24747932.42       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $4998000.00        | $4769188.11        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $2998000.00        | $2974880.52        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $6302800.00        | $2638010.56        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-02-01      | 2.5000%  | 0.0000% | $14922944.00       | $6756319.11        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-01-01      | 5.0000%  | 0.0000% | $1699678.00        | $1667604.54        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-11-01      | 5.5000%  | 0.0000% | $731997.00         | $695023.12         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-12-01      | 5.5000%  | 0.0000% | $1815108.00        | $1848945.11        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-07-01      | 3.5000%  | 0.0000% | $529042.00         | $367575.05         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-11-01      | 4.5000%  | 0.0000% | $1457990.00        | $1082152.54        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-02-01      | 3.0000%  | 0.0000% | $19909792.00       | $12309891.26       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-06-01      | 6.0000%  | 0.0000% | $256000.00         | $194715.14         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-01-01      | 2.5000%  | 0.0000% | $874276.00         | $732353.46         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2056-04-01      | 5.0000%  | 0.0000% | $9824736.00        | $9710216.15        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $609020.00         | $639628.75         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 7.5000%  | 0.0000% | $201146.00         | $114643.65         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $393846.00         | $411842.13         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-11-01      | 5.5000%  | 0.0000% | $190846.00         | $150740.35         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-05-01      | 6.5000%  | 0.0000% | $5050000.00        | $3158467.01        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-08-01      | 6.5000%  | 0.0000% | $179072.00         | $148737.84         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2036-01-01      | 4.2120%  | 0.0000% | $1000.00           | $999.32            | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2056-05-25      | 4.5000%  | 0.0000% | $1000.00           | $970.01            | Agency Collateralized Mortgage Obligation |
| Fannie Mae                               | 2054-05-01      | 6.0000%  | 0.0000% | $1873314.00        | $1570305.65        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2031-04-01      | 3.9200%  | 0.0000% | $12153900.00       | $11942395.13       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-11-01      | 2.0000%  | 0.0000% | $439000.00         | $258347.20         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-11-01      | 2.0000%  | 0.0000% | $300000.00         | $175749.26         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-02-01      | 6.0000%  | 0.0000% | $1045776.00        | $882703.23         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2056-04-01      | 5.0000%  | 0.0000% | $423814.00         | $421258.73         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-07-01      | 6.0000%  | 0.0000% | $29267968.00       | $24898923.63       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2056-04-01      | 5.0000%  | 0.0000% | $901760.00         | $903172.86         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2056-05-01      | 5.5000%  | 0.0000% | $1910008.00        | $1948667.62        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2056-02-01      | 6.0000%  | 0.0000% | $45623424.00       | $44014347.24       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-12-01      | 5.5000%  | 0.0000% | $2006172.00        | $2039116.53        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2056-03-01      | 5.5000%  | 0.0000% | $51184640.00       | $51365078.97       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2056-04-01      | 4.5000%  | 0.0000% | $4615968.00        | $4447932.01        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-12-01      | 6.5000%  | 0.0000% | $16558304.00       | $17336206.84       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-07-20      | 6.0000%  | 0.0000% | $379997.00         | $20321.38          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-11-20      | 4.5000%  | 0.0000% | $233968.00         | $118198.14         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 4.5000%  | 0.0000% | $10754848.00       | $9707251.79        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 6.0000%  | 0.0000% | $3642700.00        | $3042551.32        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-15      | 6.5000%  | 0.0000% | $4094928.00        | $4148106.49        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 5.5000%  | 0.0000% | $2190992.00        | $2118484.70        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-06-20      | 4.5000%  | 0.0000% | $1877400.00        | $145615.20         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-15      | 6.5000%  | 0.0000% | $8419504.00        | $7896228.83        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-15      | 7.0000%  | 0.0000% | $264736.00         | $261051.36         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-15      | 7.5000%  | 0.0000% | $1843330.00        | $1879173.37        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-11-20      | 7.5000%  | 0.0000% | $1112252.00        | $323935.75         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $8002.00           | $5331.54           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1330994.00        | $499232.35         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $289333.00         | $304338.72         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $144224.00         | $109156.15         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $367247.00         | $388889.06         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $98029.00          | $103741.78         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $266169.00         | $281695.23         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $312215.00         | $331675.91         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $158982.00         | $169169.95         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1439808.00        | $1518793.76        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 7.0000%  | 0.0000% | $38604.00          | $40727.68          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $899227.00         | $954721.76         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 6.5000%  | 0.0000% | $1883808.00        | $2014212.93        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 5.0000%  | 0.0000% | $45000000.00       | $44446427.22       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $4991910.00        | $4761425.80        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $4986910.00        | $4912141.07        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 4.5000%  | 0.0000% | $19979000.00       | $19304409.28       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 4.5000%  | 0.0000% | $3653908.00        | $3536964.67        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $271311.00         | $287574.52         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2066-02-20      | 6.5000%  | 0.0000% | $716278.00         | $754313.93         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2066-03-20      | 5.5000%  | 0.0000% | $1992904.00        | $2014495.89        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2066-03-20      | 6.0000%  | 0.0000% | $66660863.00       | $68621197.33       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 7.0000%  | 0.0000% | $1486104.00        | $1583474.86        | Agency Mortgage-Backed Securities         |

### Security 135: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 3.690000%
- **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: LMRP10568525
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.7200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2038-10-01      | 5.5000%  | 0.0000% | $188382976.00      | $3403215.87        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-11-01      | 3.5000%  | 0.0000% | $75000000.00       | $6880277.40        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-09-01      | 4.5000%  | 0.0000% | $13950736.00       | $2034392.84        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-10-01      | 3.5000%  | 0.0000% | $21778880.00       | $5192293.84        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-03-01      | 4.0000%  | 0.0000% | $4667352.00        | $668693.53         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-02-01      | 2.5000%  | 0.0000% | $264140.00         | $117575.24         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-11-01      | 4.0000%  | 0.0000% | $6464790.00        | $1807339.57        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-07-01      | 2.5000%  | 0.0000% | $1142254.00        | $669751.30         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 4.0000%  | 0.0000% | $1370000.00        | $906528.91         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 4.5000%  | 0.0000% | $15000000.00       | $11369068.31       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 6.5000%  | 0.0000% | $5999990.00        | $210858.52         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 5.0000%  | 0.0000% | $20000000.00       | $14971911.82       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 5.5000%  | 0.0000% | $6500240.00        | $5856061.28        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 5.0000%  | 0.0000% | $6854000.00        | $5167352.43        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-04-01      | 5.5000%  | 0.0000% | $1678494.00        | $57875.98          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-03-01      | 6.0000%  | 0.0000% | $1959298.00        | $1312518.18        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.5000%  | 0.0000% | $1355770.00        | $1406937.27        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 6.5000%  | 0.0000% | $1081990.00        | $1124676.52        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $1149404.00        | $1196953.96        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-07-01      | 3.0000%  | 0.0000% | $4519208.00        | $2574714.26        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-04-01      | 4.5000%  | 0.0000% | $42723100.00       | $42646412.04       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 5.0000%  | 0.0000% | $8240000.00        | $7983303.46        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-04-01      | 4.6950%  | 0.0000% | $18643000.00       | $18725795.11       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 6.0000%  | 0.0000% | $21841824.00       | $14786982.34       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 5.5000%  | 0.0000% | $167975680.00      | $165323702.44      | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 5.5000%  | 0.0000% | $90135680.00       | $89183372.24       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 6.0000%  | 0.0000% | $11057520.00       | $9898943.30        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-11-01      | 5.5000%  | 0.0000% | $9213110.00        | $9233990.44        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-06-01      | 5.0000%  | 0.0000% | $554600.00         | $269860.16         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1939.77           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-06-01      | 6.0000%  | 0.0000% | $3356480.00        | $2892129.49        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.45           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 2.0000%  | 0.0000% | $750000.00         | $484157.94         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-08-01      | 2.5000%  | 0.0000% | $75999.00          | $39820.67          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-04-01      | 5.0000%  | 0.0000% | $1825800.00        | $1821996.45        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.96           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-05-01      | 5.0000%  | 0.0000% | $1980.00           | $1967.88           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.99           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.73           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-01-01      | 5.5000%  | 0.0000% | $1069.00           | $1080.64           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-03-01      | 5.5000%  | 0.0000% | $26796640.00       | $27210986.04       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 5.0000%  | 0.0000% | $2016.00           | $2005.16           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.0000%  | 0.0000% | $5036984.00        | $3621242.65        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1024.27           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-01-01      | 6.0000%  | 0.0000% | $8364530.00        | $8243699.10        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-03-01      | 5.0000%  | 0.0000% | $2174.00           | $2153.48           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-04-01      | 5.0000%  | 0.0000% | $32415808.00       | $32060458.72       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-05-01      | 4.0000%  | 0.0000% | $205764.00         | $65264.03          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.95           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.45           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1398.71           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-09-01      | 5.5000%  | 0.0000% | $8269410.00        | $8557066.02        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-04-01      | 5.5000%  | 0.0000% | $2048.00           | $2079.39           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-03-01      | 5.5000%  | 0.0000% | $1037.00           | $1052.07           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.56           | Agency Mortgage-Backed Securities |

### Security 136: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 3.640000%
- **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: LMRP10568535
- **C.18 - Value (incl. sponsor support):** $115000000.00
- **C.18.a - Value (excl. sponsor support):** $115000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2048-05-15      | 3.1250%  | 0.0000% | $4700.00           | $3570.51           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-08-15      | 1.1250%  | 0.0000% | $1600.00           | $995.31            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $115168000.00      | $117307355.07      | U.S. Treasuries (including strips) |

### Security 137: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 3.650000%
- **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: LMRP10568555
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                               | 2030-06-01      | 2.9700%  | 0.0000% | $44045.00          | $41424.77          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2029-02-01      | 6.5000%  | 0.0000% | $796993.00         | $19648.45          | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                          | 2048-11-15      | 3.3750%  | 0.0000% | $48600.00          | $38466.34          | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2028-08-31      | 1.1250%  | 0.0000% | $200.00            | $188.04            | U.S. Treasuries (including strips) |
| Freddie Mac                              | 2051-09-01      | 2.5000%  | 0.0000% | $1002.00           | $588.50            | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                          | 2032-02-15      | 1.8750%  | 0.0000% | $8874000.00        | $7884938.33        | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2032-08-15      | 2.7500%  | 0.0000% | $1000.00           | $927.74            | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2052-11-15      | 4.0000%  | 0.0000% | $35700.00          | $31005.18          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                          | 2027-10-15      | 1.6250%  | 0.0000% | $44000.00          | $49347.32          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                          | 2027-10-15      | 1.6250%  | 0.0000% | $3744000.00        | $4199007.94        | U.S. Treasuries (including strips) |
| Freddie Mac                              | 2052-09-01      | 4.5000%  | 0.0000% | $2177.00           | $1535.57           | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                          | 2030-05-31      | 3.7500%  | 0.0000% | $9253100.00        | $9312646.65        | U.S. Treasuries (including strips) |
| Fannie Mae                               | 2047-05-01      | 4.0000%  | 0.0000% | $29766.00          | $4443.82           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2048-11-01      | 3.0000%  | 0.0000% | $1000.00           | $447.43            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2053-11-01      | 6.5000%  | 0.0000% | $1998.00           | $902.71            | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                          | 2031-01-31      | 4.0000%  | 0.0000% | $12190600.00       | $12292223.94       | U.S. Treasuries (including strips) |
| Fannie Mae                               | 2051-06-01      | 3.0000%  | 0.0000% | $5560320.00        | $3294560.40        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-04-01      | 5.5000%  | 0.0000% | $9026901.00        | $7760285.70        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-08-01      | 6.0000%  | 0.0000% | $20436743.00       | $12598772.46       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2029-10-01      | 2.4300%  | 0.0000% | $760184.00         | $672351.25         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2030-06-01      | 4.3800%  | 0.0000% | $6988480.00        | $6935118.32        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY NOTE/BOND         | 2026-09-30      | 3.5000%  | 0.0000% | $100.00            | $100.20            | U.S. Treasuries (including strips) |
| Freddie Mac                              | 2050-05-01      | 3.1950%  | 0.0000% | $3525574.00        | $2824747.53        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2029-09-01      | 2.3800%  | 0.0000% | $5327000.00        | $4985286.84        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2032-08-01      | 1.7547%  | 0.0000% | $2384.00           | $2082.05           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2031-02-01      | 1.3400%  | 0.0000% | $3389000.00        | $2839115.53        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2028-11-01      | 1.6600%  | 0.0000% | $6038312.00        | $5169490.37        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2029-01-01      | 1.6650%  | 0.0000% | $2000000.00        | $1877200.50        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2030-09-01      | 3.1000%  | 0.0000% | $3950000.00        | $3232353.79        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-06-20      | 5.0000%  | 0.0000% | $136812.00         | $69646.15          | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                          | 2045-02-15      | 4.7500%  | 0.0000% | $896800.00         | $882850.23         | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2035-08-15      | 4.2500%  | 0.0000% | $16442000.00       | $16440139.51       | U.S. Treasuries (including strips) |
| Freddie Mac                              | 2051-10-01      | 2.5000%  | 0.0000% | $1716.00           | $968.16            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2031-10-01      | 1.8500%  | 0.0000% | $8992677.00        | $7934133.50        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-04-01      | 5.5000%  | 0.0000% | $45645.00          | $42425.51          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-07-01      | 6.5000%  | 0.0000% | $349400.00         | $226499.60         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2031-04-01      | 3.0200%  | 0.0000% | $1997225.00        | $1887584.89        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $990.90            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2033-08-01      | 5.4500%  | 0.0000% | $511356.00         | $528945.77         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2031-10-01      | 1.7900%  | 0.0000% | $6372202.00        | $5561574.71        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2056-01-01      | 5.5000%  | 0.0000% | $5160511.00        | $5037803.15        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2056-02-01      | 5.5000%  | 0.0000% | $5354512.00        | $5458948.09        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $723518.00         | $759421.49         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2029-11-01      | 2.3300%  | 0.0000% | $292515.00         | $250863.91         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2030-11-01      | 1.2200%  | 0.0000% | $16281.00          | $13888.30          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2031-04-01      | 1.9800%  | 0.0000% | $1000000.00        | $900994.00         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2031-02-01      | 1.4100%  | 0.0000% | $1850000.00        | $1624347.79        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2031-02-01      | 1.2900%  | 0.0000% | $1000000.00        | $770809.04         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2031-02-01      | 1.5800%  | 0.0000% | $1000000.00        | $883964.78         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2031-02-01      | 1.4800%  | 0.0000% | $1000000.00        | $879532.22         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2031-03-01      | 1.5400%  | 0.0000% | $1000000.00        | $882747.90         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2028-08-01      | 1.3900%  | 0.0000% | $1945000.00        | $1665621.70        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2029-01-01      | 1.8000%  | 0.0000% | $2300000.00        | $2150619.60        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2029-05-01      | 3.0400%  | 0.0000% | $4190549.00        | $4064685.40        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2030-06-01      | 4.2450%  | 0.0000% | $2304000.00        | $2302377.02        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2056-03-01      | 5.5000%  | 0.0000% | $3104.00           | $3151.72           | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2056-02-01      | 5.0000%  | 0.0000% | $8697837.00        | $8549970.53        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                          | 2033-03-31      | 4.2500%  | 0.0000% | $397600.00         | $400011.29         | U.S. Treasuries (including strips) |
| Fannie Mae                               | 2055-04-01      | 6.0000%  | 0.0000% | $418461.00         | $427228.59         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2029-08-01      | 2.7900%  | 0.0000% | $2406716.00        | $2307976.87        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2029-10-01      | 2.1400%  | 0.0000% | $3915329.00        | $3567032.38        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2037-04-01      | 6.5000%  | 0.0000% | $1431593.00        | $99986.28          | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-07-01      | 6.0000%  | 0.0000% | $22353.00          | $21290.10          | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2056-01-01      | 4.5000%  | 0.0000% | $43409024.00       | $41351849.92       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2073-10-20      | 5.8590%  | 0.0000% | $2126.00           | $684.19            | Agency Mortgage-Backed Securities  |

### Security 138: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 3.640000%
- **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: LMRP10568565
- **C.18 - Value (incl. sponsor support):** $365000000.00
- **C.18.a - Value (excl. sponsor support):** $365000000.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                  | 2040-02-15      | 4.6250%  | 0.0000% | $5642100.00        | $5652816.72        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2041-11-15      | 3.1250%  | 0.0000% | $1492700.00        | $1234246.62        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2042-05-15      | 3.0000%  | 0.0000% | $7290900.00        | $5869603.98        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2043-02-15      | 3.1250%  | 0.0000% | $6584000.00        | $5274067.91        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2043-08-15      | 3.6250%  | 0.0000% | $958300.00         | $819246.09         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2044-05-15      | 3.3750%  | 0.0000% | $10266600.00       | $8479867.87        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2048-11-15      | 3.3750%  | 0.0000% | $300.00            | $237.45            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2049-05-15      | 2.8750%  | 0.0000% | $200.00            | $143.43            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2049-08-15      | 2.2500%  | 0.0000% | $8389100.00        | $5204106.44        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2030-02-15      | 1.5000%  | 0.0000% | $1400.00           | $1284.04           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2040-05-15      | 1.1250%  | 0.0000% | $2700700.00        | $1705937.23        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2051-02-15      | 1.8750%  | 0.0000% | $20312800.00       | $11236164.93       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2031-07-15      | 0.1250%  | 0.0000% | $8060300.00        | $9248170.58        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2052-05-15      | 2.8750%  | 0.0000% | $288900.00         | $201893.35         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $70.90             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2053-05-15      | 3.6250%  | 0.0000% | $1300.00           | $1052.13           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-09-30      | 4.6250%  | 0.0000% | $37584000.00       | $38341918.33       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-04-30      | 4.6250%  | 0.0000% | $1000.00           | $1019.61           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2054-05-15      | 4.6250%  | 0.0000% | $26495800.00       | $25540614.85       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-08-15      | 3.7500%  | 0.0000% | $300.00            | $301.90            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-09-30      | 3.5000%  | 0.0000% | $18511000.00       | $18299546.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND | 2026-09-30      | 3.5000%  | 0.0000% | $100.00            | $100.20            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $90.83             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2054-11-15      | 4.5000%  | 0.0000% | $37448100.00       | $35370680.10       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2055-02-15      | 4.6250%  | 0.0000% | $1000.00           | $952.68            | U.S. Treasuries (including strips) |
| TREASURY BILL                    | 2026-09-03      | 0.0000%  | 0.0000% | $218800.00         | $216080.32         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2032-12-31      | 3.8750%  | 0.0000% | $1311300.00        | $1304073.82        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2045-11-15      | 4.6250%  | 0.0000% | $3453000.00        | $3376183.05        | U.S. Treasuries (including strips) |
| TREASURY BILL                    | 2026-07-30      | 0.0000%  | 0.0000% | $65940300.00       | $65348287.99       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2030-10-15      | 1.1250%  | 0.0000% | $98411000.00       | $99115689.21       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-12-31      | 3.3750%  | 0.0000% | $9554600.00        | $9582899.25        | U.S. Treasuries (including strips) |
| TREASURY BILL                    | 2026-06-16      | 0.0000%  | 0.0000% | $200.00            | $199.08            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2031-01-31      | 3.7500%  | 0.0000% | $15500000.00       | $15461910.51       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2036-02-15      | 4.1250%  | 0.0000% | $900.00            | $888.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL      | 2026-06-30      | 0.0000%  | 0.0000% | $5480000.00        | $5446966.56        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2046-02-15      | 4.6250%  | 0.0000% | $400.00            | $386.09            | U.S. Treasuries (including strips) |

### Security 139: BANK OF AMERICA SECURITIES, INC.

- **C.1 - Title:** BANK OF AMERICA SECURITIES, INC. 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300RHSE13N47D3B98, C.5 - Other ID: LMRP10568575
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.7200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                        | 2031-10-25      | 6.5000%  | 0.0000% | $424728.00         | $7919.91           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association          | 2055-05-20      | 5.5000%  | 0.0000% | $2295000.00        | $2330737.20        | Agency Collateralized Mortgage Obligation |
| FRESB Multifamily Mortgage Pass-Through Certifica | 2039-02-25      | 3.2000%  | 0.0000% | $4999870.00        | $2901592.10        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                        | 2048-11-25      | 6.0000%  | 0.0000% | $11744640.00       | $4031650.60        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                        | 2055-10-25      | 5.0000%  | 0.0000% | $5420000.00        | $237858.64         | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                        | 2048-10-25      | 5.0000%  | 0.0000% | $49115000.00       | $47804509.94       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                       | 2041-03-15      | 4.0000%  | 0.0000% | $13000000.00       | $1533721.65        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                       | 2046-03-15      | 3.0000%  | 0.0000% | $5058296.00        | $6028733.10        | Agency Collateralized Mortgage Obligation |
| FHLMC Multifamily Structured Pass Through Certs.  | 2032-04-25      | 2.4500%  | 0.0000% | $6220000.00        | $5593413.44        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                       | 2054-04-25      | 4.5952%  | 0.0000% | $138768000.00      | $108366151.48      | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                       | 2056-05-25      | 4.3478%  | 0.0000% | $34385088.00       | $34410769.03       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                       | 2055-07-25      | 5.0000%  | 0.0000% | $69695104.00       | $69578976.47       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association          | 2065-08-20      | 4.3786%  | 0.0000% | $500000.00         | $44235.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association          | 2065-12-20      | 4.5286%  | 0.0000% | $200000.00         | $28151.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association          | 2070-11-20      | 4.5286%  | 0.0000% | $20000000.00       | $12906647.63       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association          | 2072-04-20      | 4.4401%  | 0.0000% | $2500000.00        | $2469729.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association          | 2055-10-20      | 4.7401%  | 0.0000% | $50000000.00       | $49159785.26       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association          | 2073-11-20      | 4.5401%  | 0.0000% | $5000000.00        | $4911883.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association          | 2053-07-20      | 4.6401%  | 0.0000% | $30000000.00       | $19790229.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association          | 2054-02-20      | 4.9401%  | 0.0000% | $100000000.00      | $34952418.23       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association          | 2054-04-20      | 5.7500%  | 0.0000% | $49999999.00       | $51108496.23       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association          | 2054-05-20      | 4.9901%  | 0.0000% | $100000000.00      | $39870071.99       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association          | 2053-01-20      | 5.5000%  | 0.0000% | $50000000.00       | $26932319.27       | Agency Collateralized Mortgage Obligation |

### Security 140: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 3.650000%
- **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: LMRP10568605
- **C.18 - Value (incl. sponsor support):** $7000000.00
- **C.18.a - Value (excl. sponsor support):** $7000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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     | 2038-01-01      | 6.6600%  | 0.0000% | $50000000.00       | $95089.51          | Agency Mortgage-Backed Securities  |
| US TREASURY N/B | 2027-07-31      | 2.7500%  | 0.0000% | $1000.00           | $992.84            | U.S. Treasuries (including strips) |
| Freddie Mac     | 2051-05-01      | 2.5000%  | 0.0000% | $406021.00         | $224787.60         | Agency Mortgage-Backed Securities  |
| Freddie Mac     | 2048-04-01      | 4.5000%  | 0.0000% | $6265392.00        | $1285914.69        | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2055-06-01      | 6.5000%  | 0.0000% | $1096726.00        | $378663.18         | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2055-09-01      | 6.0000%  | 0.0000% | $1427908.00        | $1474381.13        | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2032-02-01      | 2.5000%  | 0.0000% | $400000.00         | $56878.91          | Agency Mortgage-Backed Securities  |
| Freddie Mac     | 2035-05-01      | 5.0000%  | 0.0000% | $2120572.00        | $23045.36          | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2052-02-01      | 2.5000%  | 0.0000% | $562374.00         | $411246.37         | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2029-11-01      | 3.5000%  | 0.0000% | $2428060.00        | $136056.52         | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2036-11-01      | 2.5000%  | 0.0000% | $49000.00          | $25821.91          | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2056-04-01      | 5.5000%  | 0.0000% | $963099.00         | $977461.27         | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2034-01-01      | 4.0000%  | 0.0000% | $1060630.00        | $367545.67         | Agency Mortgage-Backed Securities  |
| Freddie Mac     | 2055-08-01      | 6.0000%  | 0.0000% | $1209454.00        | $1232523.12        | Agency Mortgage-Backed Securities  |
| Freddie Mac     | 2055-08-01      | 6.5000%  | 0.0000% | $488387.00         | $449591.97         | Agency Mortgage-Backed Securities  |

### Security 141: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC 3.650000%
- **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: SUVUFHICNZMP2WKHG940, C.5 - Other ID: LMRP10569635
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2052-12-20      | 6.0000%  | 0.0000% | $244600000.00      | $114609612.21      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $69413474.00       | $52129889.83       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $20523145.00       | $17992817.87       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-03-25      | 3.5000%  | 0.0000% | $4041752.00        | $2108312.45        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                               | 2055-11-25      | 4.5000%  | 0.0000% | $3249702.00        | $3017271.38        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                               | 2056-05-25      | 6.0000%  | 0.0000% | $14714556.00       | $14708792.80       | Agency Collateralized Mortgage Obligation |

### Security 142: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.5 - Other ID: LMRP10569645
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 3.4400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2040-09-20      | 4.5000%  | 0.0000% | $123383341.00      | $4766787.16        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-04-01      | 4.0000%  | 0.0000% | $45000000.00       | $6364874.67        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-07-20      | 4.0000%  | 0.0000% | $50305000.00       | $4304703.64        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-03-20      | 3.5000%  | 0.0000% | $50000000.00       | $4229791.27        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2049-07-01      | 4.0000%  | 0.0000% | $50000000.00       | $4891067.99        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-05-01      | 4.5000%  | 0.0000% | $34863151.00       | $6505307.07        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-09-01      | 2.0000%  | 0.0000% | $13590022.00       | $6255337.18        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-01-01      | 3.0000%  | 0.0000% | $25600000.00       | $7338783.86        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $8091019.00        | $4051781.76        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-08-20      | 2.0000%  | 0.0000% | $14635655.00       | $7881999.20        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-12-01      | 1.5000%  | 0.0000% | $7820266.00        | $4169005.73        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-06-01      | 3.5000%  | 0.0000% | $7132461.00        | $5029191.27        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2048-09-01      | 4.0000%  | 0.0000% | $14163350.00       | $4440935.31        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2038-08-01      | 4.5000%  | 0.0000% | $17932713.00       | $4663055.20        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-04-01      | 2.5000%  | 0.0000% | $8162967.00        | $5331278.46        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-09-01      | 2.5000%  | 0.0000% | $11680800.00       | $7835447.14        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2047-10-01      | 3.5000%  | 0.0000% | $20733274.00       | $6578537.58        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-01-01      | 2.0000%  | 0.0000% | $10700000.00       | $6825518.11        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-02-01      | 3.5000%  | 0.0000% | $44481778.00       | $5788046.30        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-02-01      | 4.5000%  | 0.0000% | $13305571.00       | $4518276.88        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 5.0000%  | 0.0000% | $9091978.00        | $6204804.38        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 6.0000%  | 0.0000% | $12118974.00       | $7459566.03        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 5.0000%  | 0.0000% | $6506800.00        | $5621677.61        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2063-03-01      | 5.0000%  | 0.0000% | $10967567.00       | $7695879.95        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $63513000.00       | $51289938.91       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-05-01      | 2.5000%  | 0.0000% | $8354406.00        | $4388865.10        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-04-01      | 3.0000%  | 0.0000% | $7057729.00        | $4785102.83        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-08-01      | 6.0000%  | 0.0000% | $3012700.00        | $2685257.48        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $25000000.00       | $8930402.52        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.0000%  | 0.0000% | $9157218.00        | $5347959.28        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $6432955.00        | $5124510.61        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 6.0000%  | 0.0000% | $11034435.00       | $7772077.20        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-06-01      | 6.0000%  | 0.0000% | $5263900.00        | $4538449.02        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-08-01      | 4.5000%  | 0.0000% | $14138100.00       | $9655399.34        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-10-01      | 6.0000%  | 0.0000% | $2081700.00        | $1787274.10        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-07-01      | 6.0000%  | 0.0000% | $7468000.00        | $5693586.46        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-09-01      | 5.5000%  | 0.0000% | $4992000.00        | $4782532.34        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-20      | 5.5000%  | 0.0000% | $11201685.00       | $8002711.18        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-06-01      | 5.0000%  | 0.0000% | $1035000.00        | $1019241.84        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-04-01      | 3.0000%  | 0.0000% | $13834249.00       | $8976794.42        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2056-03-01      | 6.0000%  | 0.0000% | $46836300.00       | $46464359.40       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-11-01      | 5.5000%  | 0.0000% | $9991000.00        | $7174627.06        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2056-02-01      | 5.0000%  | 0.0000% | $5998900.00        | $5918474.41        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-01-01      | 2.5000%  | 0.0000% | $112500.00         | $86474.36          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-12-01      | 5.0000%  | 0.0000% | $14061700.00       | $13855490.03       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-06-01      | 5.0000%  | 0.0000% | $2809666.00        | $2770097.33        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2056-03-01      | 5.0000%  | 0.0000% | $3378900.00        | $3343917.09        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2056-03-01      | 5.0000%  | 0.0000% | $788900.00         | $783285.43         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-06-01      | 5.5000%  | 0.0000% | $16000000.00       | $11949035.74       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2047-09-01      | 3.5000%  | 0.0000% | $35581537.00       | $6734475.39        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2047-07-01      | 4.0000%  | 0.0000% | $16566032.00       | $4070772.92        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2037-06-01      | 2.5000%  | 0.0000% | $8520000.00        | $5449399.23        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2048-06-01      | 3.0000%  | 0.0000% | $15650000.00       | $6312307.97        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-06-01      | 4.0000%  | 0.0000% | $6685000.00        | $4753413.40        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-09-01      | 4.5000%  | 0.0000% | $3597500.00        | $3102589.75        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-02-01      | 4.0000%  | 0.0000% | $6179164.00        | $4878847.19        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-10-01      | 5.0000%  | 0.0000% | $8936078.00        | $7815425.48        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-04-01      | 3.0000%  | 0.0000% | $8415331.00        | $4082840.58        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-11-01      | 3.5000%  | 0.0000% | $9768677.00        | $5881031.86        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-07-01      | 6.5000%  | 0.0000% | $7304885.00        | $5178189.54        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-08-01      | 5.5000%  | 0.0000% | $9967198.00        | $6700051.60        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-09-01      | 6.5000%  | 0.0000% | $2333700.00        | $2012652.34        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-09-01      | 6.0000%  | 0.0000% | $9950000.00        | $6827249.24        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-05-01      | 4.0000%  | 0.0000% | $9277000.00        | $6194271.16        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-06-01      | 4.0000%  | 0.0000% | $9939000.00        | $6773615.97        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2045-03-01      | 5.5000%  | 0.0000% | $7932856.00        | $5727783.11        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2035-08-01      | 5.5000%  | 0.0000% | $2795100.00        | $2292121.94        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-01-25      | 2.5000%  | 0.0000% | $6980000.00        | $4845197.65        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-05-01      | 6.5000%  | 0.0000% | $8130879.00        | $5268141.21        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2027-11-01      | 2.9900%  | 0.0000% | $11055000.00       | $9010101.58        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-12-01      | 6.0000%  | 0.0000% | $2448652.00        | $2471254.73        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-01-01      | 5.0000%  | 0.0000% | $6496887.00        | $5557288.77        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-03-01      | 5.5000%  | 0.0000% | $3567200.00        | $3515242.91        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 6.0000%  | 0.0000% | $5586356.00        | $4411177.26        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-07-01      | 6.0000%  | 0.0000% | $10623517.00       | $8447943.40        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-12-01      | 5.0000%  | 0.0000% | $1169900.00        | $1156235.13        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-12-01      | 5.0000%  | 0.0000% | $4333264.00        | $4292652.88        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2056-03-01      | 5.0000%  | 0.0000% | $2894728.00        | $2874579.77        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-04-01      | 4.0000%  | 0.0000% | $723474.00         | $706466.01         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-05-01      | 4.5000%  | 0.0000% | $18433241.00       | $4461980.79        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2056-02-01      | 5.5000%  | 0.0000% | $5511386.00        | $5440899.20        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2056-05-01      | 5.0000%  | 0.0000% | $14189874.00       | $14120170.19       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-06-01      | 6.0000%  | 0.0000% | $5564246.00        | $4748619.60        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-03-01      | 6.0000%  | 0.0000% | $3105200.00        | $2973567.62        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-12-01      | 4.0000%  | 0.0000% | $31560000.00       | $8805466.74        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-11-01      | 3.0000%  | 0.0000% | $6424835.00        | $4158818.03        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-05-01      | 3.5000%  | 0.0000% | $9065000.00        | $6245731.58        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-09-01      | 4.0000%  | 0.0000% | $8000000.00        | $5691164.95        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2056-03-01      | 5.0000%  | 0.0000% | $2225964.00        | $2203348.80        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2056-03-01      | 5.0000%  | 0.0000% | $7535700.00        | $7451784.28        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2056-02-01      | 5.0000%  | 0.0000% | $6904924.00        | $6845094.76        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2056-03-01      | 5.0000%  | 0.0000% | $1083900.00        | $1076035.07        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2056-03-01      | 5.0000%  | 0.0000% | $1309521.00        | $1298062.24        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2056-05-01      | 5.0000%  | 0.0000% | $2459850.00        | $2438419.24        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-12-01      | 6.0000%  | 0.0000% | $30449200.00       | $27174272.16       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-03-01      | 2.0000%  | 0.0000% | $6596706.00        | $5210722.30        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2043-03-01      | 3.0000%  | 0.0000% | $4890001.00        | $4307228.75        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-01-01      | 3.0000%  | 0.0000% | $10357859.00       | $6087237.64        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-03-01      | 2.5000%  | 0.0000% | $9556646.00        | $6114044.35        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-12-01      | 4.0000%  | 0.0000% | $6854300.00        | $4408774.10        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-03-01      | 4.5000%  | 0.0000% | $11548900.00       | $8153534.23        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-07-01      | 2.5000%  | 0.0000% | $7000000.00        | $4972550.54        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-10-01      | 3.0000%  | 0.0000% | $10115000.00       | $8024812.95        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-01-01      | 6.5000%  | 0.0000% | $9943256.00        | $6042681.66        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-07-01      | 2.0000%  | 0.0000% | $8300000.00        | $4928309.01        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2039-01-01      | 6.5000%  | 0.0000% | $12856354.00       | $4786543.70        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-08-01      | 5.0000%  | 0.0000% | $1288600.00        | $1140633.54        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-12-01      | 6.5000%  | 0.0000% | $8741105.00        | $4748824.28        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-12-01      | 5.5000%  | 0.0000% | $978100.00         | $855229.56         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 6.0000%  | 0.0000% | $599000.00         | $463273.94         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-10-01      | 6.5000%  | 0.0000% | $39865235.00       | $39906338.98       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-11-01      | 6.5000%  | 0.0000% | $21349100.00       | $21032695.53       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-03-01      | 6.0000%  | 0.0000% | $2741582.00        | $2129586.47        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-12-01      | 5.5000%  | 0.0000% | $14001445.00       | $12236559.37       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-02-01      | 7.0000%  | 0.0000% | $7120000.00        | $4645312.99        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-10-01      | 3.5000%  | 0.0000% | $5194995.00        | $4561846.66        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2056-01-01      | 5.0000%  | 0.0000% | $10891300.00       | $10786986.31       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2056-02-01      | 5.0000%  | 0.0000% | $109800.00         | $108786.23         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2056-02-01      | 5.0000%  | 0.0000% | $60230.00          | $59505.30          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2056-03-01      | 5.0000%  | 0.0000% | $8091196.00        | $8029144.59        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2056-03-01      | 5.0000%  | 0.0000% | $5647700.00        | $5002891.59        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2056-03-01      | 5.0000%  | 0.0000% | $505900.00         | $500961.49         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2056-03-01      | 5.0000%  | 0.0000% | $2725343.00        | $2699753.93        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2056-03-01      | 5.0000%  | 0.0000% | $2479906.00        | $2463953.35        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2056-03-01      | 5.0000%  | 0.0000% | $3047300.00        | $3032903.34        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2056-03-01      | 5.0000%  | 0.0000% | $1097618.00        | $1088804.10        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2056-01-01      | 5.0000%  | 0.0000% | $2756000.00        | $2740470.57        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 4.0000%  | 0.0000% | $3308277.00        | $2895819.87        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-06-15      | 5.0500%  | 0.0000% | $9432025.00        | $9579993.62        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $31500000.00       | $4253087.82        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-02-20      | 3.5000%  | 0.0000% | $50000000.00       | $7359437.56        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $1079541.00        | $1093497.42        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $10452900.00       | $6343391.98        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2061-04-15      | 5.3300%  | 0.0000% | $22903300.00       | $23343080.26       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1400135.00        | $1399979.27        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $3954836.00        | $3954396.14        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1711500.00        | $1711309.64        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $6983894.00        | $6983117.24        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $5921473.00        | $6042848.72        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $10109131.00       | $10078720.49       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $9725400.00        | $9707162.72        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-12-15      | 5.2800%  | 0.0000% | $5192000.00        | $5291997.39        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $20011307.00       | $20009081.30       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $19249255.00       | $19596772.50       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1897379.00        | $1913474.04        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $3089152.00        | $3148697.12        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $185939.00         | $189295.86         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $4050800.00        | $4127394.78        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-08-20      | 3.5000%  | 0.0000% | $45158687.00       | $4114747.68        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $24188900.00       | $18858053.96       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2066-03-16      | 4.5000%  | 0.0000% | $115489.00         | $110065.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-02-16      | 4.0000%  | 0.0000% | $2881688.00        | $2715379.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 5.0000%  | 0.0000% | $2200000.00        | $1247140.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 4.5000%  | 0.0000% | $4841076.00        | $4118941.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-03-16      | 4.0000%  | 0.0000% | $8442500.00        | $7930709.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $3782563.00        | $3752793.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 3.5000%  | 0.0000% | $7629897.00        | $6581163.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-12-20      | 4.8401%  | 0.0000% | $1026776.00        | $1021877.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.0000%  | 0.0000% | $6879456.00        | $6203110.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 4.5000%  | 0.0000% | $6039630.00        | $5933756.60        | Agency Collateralized Mortgage Obligation |

### Security 143: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.650000%
- **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: LMRP10569655
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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   | 2047-02-01      | 3.0000%  | 0.0000% | $10000.00          | $2523.71           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-08-01      | 3.5000%  | 0.0000% | $26000.00          | $3477.01           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-07-01      | 3.5000%  | 0.0000% | $71000.00          | $6865.25           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-02-01      | 3.0000%  | 0.0000% | $15000.00          | $2008.21           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-01-01      | 3.0000%  | 0.0000% | $92000.00          | $16369.04          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-02-01      | 3.5000%  | 0.0000% | $25000.00          | $2783.80           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-06-01      | 2.5000%  | 0.0000% | $400000.00         | $128915.89         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-07-01      | 2.5000%  | 0.0000% | $2117928.00        | $722077.04         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-06-01      | 3.5000%  | 0.0000% | $94750.00          | $10163.40          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-01-01      | 3.5000%  | 0.0000% | $25000.00          | $3484.39           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-02-01      | 2.0000%  | 0.0000% | $564000.00         | $299410.75         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-07-01      | 5.0000%  | 0.0000% | $37000.00          | $304.41            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2031-10-01      | 2.5000%  | 0.0000% | $1352000.00        | $154938.68         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-09-01      | 4.5000%  | 0.0000% | $33000.00          | $7405.00           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-07-01      | 2.5000%  | 0.0000% | $8171000.00        | $4614918.52        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-07-01      | 3.0000%  | 0.0000% | $7284096.00        | $3600378.06        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-12-01      | 2.0000%  | 0.0000% | $578000.00         | $299154.92         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-01-01      | 2.5000%  | 0.0000% | $5118872.00        | $3161223.02        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-02-01      | 3.0000%  | 0.0000% | $61000.00          | $38055.77          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-02-01      | 2.5000%  | 0.0000% | $227000.00         | $112419.64         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 5.5000%  | 0.0000% | $3889008.00        | $2829621.80        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 4.5000%  | 0.0000% | $1044000.00        | $795767.58         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 5.0000%  | 0.0000% | $6551136.00        | $5003014.71        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-12-01      | 2.5000%  | 0.0000% | $854281.00         | $500435.61         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-02-01      | 5.0000%  | 0.0000% | $2068000.00        | $1596303.16        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.5000%  | 0.0000% | $1105000.00        | $823811.27         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 6.5000%  | 0.0000% | $50000.00          | $26912.21          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 5.5000%  | 0.0000% | $17592576.00       | $13126518.03       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-01-01      | 4.5000%  | 0.0000% | $4000.00           | $2140.51           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-01-01      | 2.0000%  | 0.0000% | $56000.00          | $35722.34          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 5.5000%  | 0.0000% | $277000.00         | $203838.05         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-02-01      | 3.0000%  | 0.0000% | $5000.00           | $3820.76           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-03-01      | 6.0000%  | 0.0000% | $760000.00         | $444403.63         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-04-01      | 3.0000%  | 0.0000% | $1650000.00        | $323704.17         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-07-01      | 4.0000%  | 0.0000% | $325000.00         | $171667.56         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 2.5000%  | 0.0000% | $3841800.00        | $2693116.93        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-03-01      | 5.5000%  | 0.0000% | $12000.00          | $6667.74           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-02-01      | 6.0000%  | 0.0000% | $5921040.00        | $3374877.20        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-12-01      | 5.5000%  | 0.0000% | $210000.00         | $1240.81           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-11-01      | 4.5000%  | 0.0000% | $761989.00         | $79416.32          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-05-01      | 5.5000%  | 0.0000% | $328987.00         | $1942.13           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-04-01      | 5.0000%  | 0.0000% | $3003750.00        | $32499.37          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-07-01      | 5.0000%  | 0.0000% | $1300000.00        | $127319.57         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2027-09-01      | 4.0000%  | 0.0000% | $32767.00          | $8.71              | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-09-01      | 4.5000%  | 0.0000% | $111840.00         | $1.58              | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-05-01      | 5.5000%  | 0.0000% | $149000.00         | $25611.20          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-02-01      | 3.0000%  | 0.0000% | $534000.00         | $320822.66         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-12-01      | 5.0000%  | 0.0000% | $629000.00         | $535531.30         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-09-01      | 3.0000%  | 0.0000% | $2375100.00        | $1646988.29        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 6.0000%  | 0.0000% | $508000.00         | $305746.76         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-01-01      | 5.5000%  | 0.0000% | $1322000.00        | $1004381.46        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.0000%  | 0.0000% | $3240000.00        | $2435412.16        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-12-01      | 2.5000%  | 0.0000% | $300000.00         | $196054.88         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-02-01      | 3.0000%  | 0.0000% | $100000.00         | $16749.52          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-03-01      | 5.0000%  | 0.0000% | $10000.00          | $7574.33           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-10-01      | 5.0000%  | 0.0000% | $3268350.00        | $2655747.18        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-01-01      | 4.0000%  | 0.0000% | $270000.00         | $36465.49          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 5.5000%  | 0.0000% | $4782320.00        | $3525351.63        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-01-01      | 2.0000%  | 0.0000% | $33258000.00       | $20184930.85       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-10-01      | 5.0000%  | 0.0000% | $257000.00         | $135600.22         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-09-01      | 4.5000%  | 0.0000% | $163837.00         | $63.84             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-09-01      | 4.5000%  | 0.0000% | $30000.00          | $5.35              | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-01-01      | 2.5000%  | 0.0000% | $405000.00         | $264721.36         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-03-01      | 4.5000%  | 0.0000% | $200000.00         | $133439.11         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-05-25      | 2.5000%  | 0.0000% | $230000.00         | $169289.86         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-11-01      | 5.5000%  | 0.0000% | $460699.00         | $6456.30           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-11-01      | 5.0000%  | 0.0000% | $100000.00         | $10021.10          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 4.5000%  | 0.0000% | $67000.00          | $49511.54          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 2.5000%  | 0.0000% | $1048638.00        | $746164.05         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 3.5000%  | 0.0000% | $1585308.00        | $1277757.51        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-03-01      | 5.5000%  | 0.0000% | $100000.00         | $84362.67          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-04-01      | 3.0000%  | 0.0000% | $58000.00          | $18193.74          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 5.0000%  | 0.0000% | $31663488.00       | $23308333.00       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-02-01      | 5.5000%  | 0.0000% | $675000.00         | $495024.83         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-07-01      | 6.5000%  | 0.0000% | $114000.00         | $53600.76          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-11-01      | 5.5000%  | 0.0000% | $186000.00         | $89021.64          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 5.5000%  | 0.0000% | $300000.00         | $234025.42         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 5.5000%  | 0.0000% | $971000.00         | $780699.39         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 3.0000%  | 0.0000% | $2070000.00        | $1411053.49        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-06-01      | 5.0000%  | 0.0000% | $1656000.00        | $129068.32         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 5.5000%  | 0.0000% | $2659000.00        | $2149072.47        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 6.0000%  | 0.0000% | $1345000.00        | $1074038.24        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-05-01      | 5.0000%  | 0.0000% | $3999.00           | $2147.26           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 6.0000%  | 0.0000% | $870000.00         | $622687.27         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 4.5000%  | 0.0000% | $300000.00         | $225658.72         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-01-01      | 6.5000%  | 0.0000% | $200000.00         | $110359.47         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 5.5000%  | 0.0000% | $10194096.00       | $9786937.93        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 5.0000%  | 0.0000% | $12000.00          | $9682.59           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-05-01      | 4.5000%  | 0.0000% | $1750000.00        | $280819.18         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-04-01      | 4.5000%  | 0.0000% | $193000.00         | $21370.98          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-05-01      | 5.5000%  | 0.0000% | $445467.00         | $2460.67           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-01-01      | 5.0000%  | 0.0000% | $8000.00           | $5589.72           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 5.5000%  | 0.0000% | $700000.00         | $525655.44         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 5.5000%  | 0.0000% | $1100000.00        | $871164.41         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-12-01      | 5.5000%  | 0.0000% | $110000.00         | $83286.27          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-04-01      | 5.0000%  | 0.0000% | $1375000.00        | $1104477.01        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 3.0000%  | 0.0000% | $7072900.00        | $3900161.24        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 3.0000%  | 0.0000% | $1343000.00        | $760392.71         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 5.0000%  | 0.0000% | $1104000.00        | $943303.34         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-06-01      | 5.0000%  | 0.0000% | $25000.00          | $22716.19          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 5.0000%  | 0.0000% | $75000.00          | $64966.35          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $18000000.00       | $14952441.78       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-08-01      | 5.5000%  | 0.0000% | $15090496.00       | $121925.51         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-02-01      | 5.5000%  | 0.0000% | $145473.00         | $1453.89           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 5.0000%  | 0.0000% | $43000.00          | $34236.65          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-07-01      | 5.5000%  | 0.0000% | $15673500.00       | $8484540.60        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-01-01      | 3.0000%  | 0.0000% | $20000.00          | $3068.25           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-09-01      | 3.5000%  | 0.0000% | $100000.00         | $10255.01          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-06-01      | 5.5000%  | 0.0000% | $173763.00         | $627.27            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-07-01      | 3.0000%  | 0.0000% | $224000.00         | $123109.43         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-12-01      | 4.0000%  | 0.0000% | $125000.00         | $69577.96          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-04-01      | 5.5000%  | 0.0000% | $2145000.00        | $1781265.10        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 5.0000%  | 0.0000% | $5618920.00        | $4635780.99        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-03-01      | 6.0000%  | 0.0000% | $17000.00          | $11495.32          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-09-01      | 3.5000%  | 0.0000% | $40000.00          | $6749.84           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-10-01      | 3.0000%  | 0.0000% | $15171328.00       | $8949760.54        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 3.0000%  | 0.0000% | $30000.00          | $21836.22          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 5.0000%  | 0.0000% | $520000.00         | $453494.77         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $243229.00         | $213193.33         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 5.5000%  | 0.0000% | $3981748.00        | $3970231.65        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 6.0000%  | 0.0000% | $1124476.00        | $1105089.62        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 5.5000%  | 0.0000% | $8048416.00        | $7077014.68        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 5.5000%  | 0.0000% | $605000.00         | $548258.04         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-10-01      | 3.0000%  | 0.0000% | $15758784.00       | $2589272.50        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 5.0000%  | 0.0000% | $1850000.00        | $1259732.77        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-01-01      | 5.5000%  | 0.0000% | $1082079.00        | $1090183.51        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-02-01      | 5.0000%  | 0.0000% | $1467798.00        | $419240.59         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-05-01      | 5.5000%  | 0.0000% | $16000.00          | $11421.39          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.0000%  | 0.0000% | $157206.00         | $116086.38         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-04-01      | 6.0000%  | 0.0000% | $48737856.00       | $39498175.70       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 6.0000%  | 0.0000% | $20000.00          | $14815.40          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-11-01      | 5.0000%  | 0.0000% | $300000.00         | $269968.65         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 5.5000%  | 0.0000% | $3719084.00        | $3315572.90        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2028-04-01      | 2.0000%  | 0.0000% | $4620000.00        | $159747.78         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2028-11-01      | 2.5000%  | 0.0000% | $200000.00         | $9453.00           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-08-01      | 3.5000%  | 0.0000% | $52000.00          | $7080.36           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-06-01      | 3.5000%  | 0.0000% | $354000.00         | $34422.97          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-08-01      | 3.5000%  | 0.0000% | $200000.00         | $33165.97          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-12-01      | 5.5000%  | 0.0000% | $1386476.00        | $6777.37           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-10-01      | 5.5000%  | 0.0000% | $3109444.00        | $18937.99          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-03-01      | 5.0000%  | 0.0000% | $12000.00          | $114.43            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-06-01      | 5.0000%  | 0.0000% | $6135940.00        | $494386.99         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-10-01      | 5.0000%  | 0.0000% | $205038.00         | $20293.98          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-06-01      | 5.5000%  | 0.0000% | $6675936.00        | $61399.66          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-11-01      | 3.0000%  | 0.0000% | $1213000.00        | $194256.74         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-09-01      | 4.0000%  | 0.0000% | $360448.00         | $126.75            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2027-07-01      | 3.0000%  | 0.0000% | $1445999.00        | $16003.30          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2031-10-01      | 2.5000%  | 0.0000% | $1345000.00        | $155887.07         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-01-01      | 2.5000%  | 0.0000% | $3000.00           | $458.14            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2031-05-01      | 3.0000%  | 0.0000% | $7140000.00        | $599841.53         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2032-05-01      | 4.0000%  | 0.0000% | $880000.00         | $59204.78          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2032-01-01      | 4.5000%  | 0.0000% | $400000.00         | $28682.91          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-04-01      | 3.0000%  | 0.0000% | $459000.00         | $120512.00         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-02-01      | 2.5000%  | 0.0000% | $273000.00         | $129631.20         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-12-01      | 3.5000%  | 0.0000% | $18000.00          | $10260.42          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-08-01      | 3.5000%  | 0.0000% | $17000.00          | $9523.36           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-06-01      | 4.0000%  | 0.0000% | $39000.00          | $25262.40          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-06-01      | 5.5000%  | 0.0000% | $110000.00         | $60265.23          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-01-01      | 5.5000%  | 0.0000% | $12000.00          | $7976.51           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-09-01      | 5.5000%  | 0.0000% | $75000.00          | $38881.42          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-04-01      | 4.5000%  | 0.0000% | $6000.00           | $4636.13           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-07-01      | 4.5000%  | 0.0000% | $54000.00          | $40520.99          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-11-01      | 4.5000%  | 0.0000% | $25000.00          | $19628.21          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-11-01      | 2.5000%  | 0.0000% | $250000.00         | $152287.62         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-07-01      | 3.0000%  | 0.0000% | $427328.00         | $246500.32         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 5.0000%  | 0.0000% | $151302.00         | $109156.98         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 2.5000%  | 0.0000% | $13000.00          | $8160.48           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 4.5000%  | 0.0000% | $895000.00         | $543172.67         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 4.5000%  | 0.0000% | $2631000.00        | $1790859.12        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 4.5000%  | 0.0000% | $30000.00          | $23503.53          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.5000%  | 0.0000% | $1255000.00        | $918568.28         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 2.5000%  | 0.0000% | $6000.00           | $4501.27           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-08-01      | 6.0000%  | 0.0000% | $40000.00          | $28345.42          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 5.5000%  | 0.0000% | $9350000.00        | $7316770.75        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-08-01      | 6.0000%  | 0.0000% | $2823796.00        | $1848744.55        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 6.0000%  | 0.0000% | $300012.00         | $257587.96         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 5.0000%  | 0.0000% | $89000.00          | $67371.85          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 5.0000%  | 0.0000% | $7115000.00        | $5675193.62        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-10-01      | 2.5000%  | 0.0000% | $25000.00          | $10679.11          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-11-01      | 2.0000%  | 0.0000% | $12434112.00       | $7328929.81        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-03-01      | 6.5000%  | 0.0000% | $100000.00         | $48592.46          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 6.0000%  | 0.0000% | $4700000.00        | $3144148.96        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 6.0000%  | 0.0000% | $1891874.00        | $1250992.48        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-05-01      | 3.0000%  | 0.0000% | $7020000.00        | $2578221.66        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 4.5000%  | 0.0000% | $105000.00         | $76583.23          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 5.5000%  | 0.0000% | $1212000.00        | $864348.60         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 6.0000%  | 0.0000% | $2825580.00        | $1842546.12        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-03-01      | 6.0000%  | 0.0000% | $153294.00         | $123152.35         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $19032768.00       | $15665789.20       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 5.0000%  | 0.0000% | $14620896.00       | $13676676.05       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 5.5000%  | 0.0000% | $1487268.00        | $1492664.80        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 6.0000%  | 0.0000% | $10000.00          | $7535.95           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-02-01      | 2.0000%  | 0.0000% | $20108000.00       | $14968790.13       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 6.0000%  | 0.0000% | $43305.00          | $39298.37          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-07-01      | 6.0000%  | 0.0000% | $10957376.00       | $10762366.82       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-01-01      | 2.5000%  | 0.0000% | $996249.00         | $821635.13         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 3.0000%  | 0.0000% | $14995584.00       | $13354946.92       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-02-01      | 2.0000%  | 0.0000% | $4680310.00        | $3762998.71        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 2.0000%  | 0.0000% | $3717760.00        | $2965309.87        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-04-01      | 6.0000%  | 0.0000% | $5100030.00        | $3453579.46        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 5.5000%  | 0.0000% | $90000.00          | $86251.48          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-02-01      | 5.5000%  | 0.0000% | $136000.00         | $133286.73         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-06-01      | 5.5000%  | 0.0000% | $4000.00           | $3005.58           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-03-01      | 5.0000%  | 0.0000% | $6352432.00        | $5767352.76        | Agency Mortgage-Backed Securities |

### Security 144: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 3.640000%
- **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: LMRP10569665
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-04-30      | 3.5000%  | 0.0000% | $77862800.00       | $77269796.92       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 4.0000%  | 0.0000% | $24453200.00       | $24740531.31       | U.S. Treasuries (including strips) |

### Security 145: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: LMRP10569675
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 2.4100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                   | 2029-02-15      | 0.0000%  | 0.0000% | $232.22            | $207.82            | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2047-02-15      | 3.0000%  | 0.0000% | $9862500.00        | $7337133.86        | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $71.07             | U.S. Treasuries (including strips)        |
| Fannie Mae                               | 2048-10-01      | 4.0000%  | 0.0000% | $83474560.00       | $5891658.49        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2049-10-01      | 3.0000%  | 0.0000% | $3360851.00        | $478121.84         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-04-01      | 2.0000%  | 0.0000% | $1024.00           | $571.85            | Agency Mortgage-Backed Securities         |
| TSY INFL IX N/B                          | 2026-10-15      | 0.1250%  | 0.0000% | $100.00            | $120.84            | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $55.13             | U.S. Treasuries (including strips)        |
| Freddie Mac                              | 2051-02-01      | 1.5000%  | 0.0000% | $6558592.00        | $3422248.65        | Agency Mortgage-Backed Securities         |
| US TREASURY N/B                          | 2042-02-15      | 2.3750%  | 0.0000% | $57617200.00       | $41942151.06       | U.S. Treasuries (including strips)        |
| TSY INFL IX N/B                          | 2052-02-15      | 0.1250%  | 0.0000% | $100.00            | $61.00             | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2052-05-15      | 2.8750%  | 0.0000% | $100.00            | $69.83             | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $92.61             | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2030-02-28      | 4.0000%  | 0.0000% | $158788400.00      | $159760254.05      | U.S. Treasuries (including strips)        |
| Government National Mortgage Association | 2053-03-20      | 5.0000%  | 0.0000% | $1024.00           | $751.39            | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-07-01      | 5.5000%  | 0.0000% | $29332928.00       | $21886459.85       | Agency Mortgage-Backed Securities         |
| TSY INFL IX N/B                          | 2033-07-15      | 1.3750%  | 0.0000% | $43500.00          | $46202.07          | U.S. Treasuries (including strips)        |
| Fannie Mae                               | 2053-11-01      | 6.0000%  | 0.0000% | $7318848.00        | $4572630.47        | Agency Mortgage-Backed Securities         |
| US TREASURY N/B                          | 2028-11-30      | 4.3750%  | 0.0000% | $100.00            | $102.83            | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2043-11-15      | 4.7500%  | 0.0000% | $100.00            | $100.05            | U.S. Treasuries (including strips)        |
| Fannie Mae                               | 2054-03-01      | 5.5000%  | 0.0000% | $16314199.00       | $11828582.69       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-08-01      | 6.0000%  | 0.0000% | $15197696.00       | $9369022.93        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $4616.00           | $4314.25           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-11-20      | 7.5000%  | 0.0000% | $1000.00           | $745.85            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-12-01      | 6.5000%  | 0.0000% | $5784890.00        | $3606969.14        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-02-01      | 5.5000%  | 0.0000% | $1024.00           | $881.59            | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $897.81            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $3509695.00        | $3379474.52        | Agency Mortgage-Backed Securities         |
| US TREASURY N/B                          | 2030-08-31      | 3.6250%  | 0.0000% | $65261600.00       | $64567792.94       | U.S. Treasuries (including strips)        |
| STRIP PRINC                              | 2035-02-15      | 0.0000%  | 0.0000% | $651000.00         | $443582.29         | U.S. Treasuries (including strips)        |
| Freddie Mac                              | 2052-04-01      | 2.5000%  | 0.0000% | $5528248.00        | $4015677.48        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-07-01      | 2.5000%  | 0.0000% | $12388720.00       | $4629914.12        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1300.00           | $410.07            | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2056-03-01      | 5.0000%  | 0.0000% | $32258560.00       | $31627220.29       | Agency Mortgage-Backed Securities         |
| US TREASURY N/B                          | 2029-03-15      | 3.5000%  | 0.0000% | $1600.00           | $1587.50           | U.S. Treasuries (including strips)        |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $161254912.00      | $116301687.83      | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-09-01      | 6.0000%  | 0.0000% | $387989.00         | $358575.13         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $989.73            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-07-15      | 5.5000%  | 0.0000% | $1024.00           | $88.58             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BANK                   | 2032-07-16      | 5.0000%  | 0.0000% | $10000.00          | $10123.44          | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BANK                   | 2055-12-08      | 5.2500%  | 0.0000% | $6105000.00        | $5999861.72        | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN BANK                   | 2033-03-04      | 4.5000%  | 0.0000% | $80000.00          | $79676.24          | Agency Debentures and Agency Strips       |
| Fannie Mae                               | 2056-04-25      | 4.9452%  | 0.0000% | $1000.00           | $957.34            | Agency Collateralized Mortgage Obligation |
| Fannie Mae                               | 2052-01-01      | 2.5000%  | 0.0000% | $1023.00           | $635.91            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-11-01      | 6.0000%  | 0.0000% | $24090872.00       | $21544653.35       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2041-05-01      | 4.0000%  | 0.0000% | $21164531.00       | $20670873.01       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-10-01      | 2.5000%  | 0.0000% | $1187878.00        | $617189.03         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-05-01      | 6.5000%  | 0.0000% | $38971072.00       | $32197998.44       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2056-04-01      | 5.0000%  | 0.0000% | $13063712.00       | $12973911.68       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-12-01      | 5.0000%  | 0.0000% | $2861493.00        | $2827910.07        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2056-02-01      | 5.0000%  | 0.0000% | $27273216.00       | $26938898.59       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2056-02-01      | 5.5000%  | 0.0000% | $14572816.00       | $14242403.83       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-08-01      | 6.0000%  | 0.0000% | $7999712.00        | $6294489.88        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $936.12            | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-11-01      | 6.5000%  | 0.0000% | $1001.00           | $986.34            | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-06-01      | 6.5000%  | 0.0000% | $1024.00           | $678.31            | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2056-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.03           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $74162944.00       | $74023872.02       | Agency Mortgage-Backed Securities         |
| STRIP PRINC                              | 2034-08-15      | 0.0000%  | 0.0000% | $136700.00         | $95450.91          | U.S. Treasuries (including strips)        |

### Security 146: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: LMRP10569685
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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% | $50000000.00       | $35139206.51       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 5.0000%  | 0.0000% | $40657000.00       | $35116359.46       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 5.5000%  | 0.0000% | $41991672.00       | $35303078.14       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 3.5000%  | 0.0000% | $5914477.00        | $5402609.67        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 5.0000%  | 0.0000% | $38314466.00       | $35229724.93       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-02-01      | 5.5000%  | 0.0000% | $35023203.00       | $35493388.18       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-12-01      | 2.5000%  | 0.0000% | $45726469.00       | $35148813.82       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-03-01      | 3.5000%  | 0.0000% | $4019919.00        | $3631431.65        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-05-01      | 5.0000%  | 0.0000% | $34907722.00       | $34535388.49       | Agency Mortgage-Backed Securities |

### Security 147: BANK OF AMERICA SECURITIES, INC.

- **C.1 - Title:** BANK OF AMERICA SECURITIES, INC. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300RHSE13N47D3B98, C.5 - Other ID: LMRP10569695
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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          | 2041-02-15      | 0.0000%  | 0.0000% | $48855205.42       | $23337643.08       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2051-02-15      | 0.0000%  | 0.0000% | $302178400.00      | $84697583.74       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $95381000.00       | $95964773.19       | U.S. Treasuries (including strips) |

### Security 148: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 3.650000%
- **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: LMRP10569705
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B                  | 2028-04-15      | 3.6250%  | 0.0000% | $3300.00           | $7021.99           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2039-08-15      | 4.5000%  | 0.0000% | $100.00            | $99.36             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2040-02-15      | 4.6250%  | 0.0000% | $8683100.00        | $8699592.85        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2041-08-15      | 3.7500%  | 0.0000% | $1200.00           | $1071.79           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2045-02-15      | 2.5000%  | 0.0000% | $7601600.00        | $5323784.34        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2045-08-15      | 2.8750%  | 0.0000% | $6200.00           | $4601.32           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2027-07-15      | 0.3750%  | 0.0000% | $20943500.00       | $28035066.11       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2028-01-15      | 0.5000%  | 0.0000% | $25530000.00       | $33676405.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-08-15      | 2.2500%  | 0.0000% | $4907800.00        | $4831539.89        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-05-15      | 2.8750%  | 0.0000% | $7750800.00        | $7696945.13        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2029-07-15      | 0.2500%  | 0.0000% | $306300.00         | $382560.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND | 2026-11-30      | 1.6250%  | 0.0000% | $300.00            | $298.41            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2030-02-15      | 1.5000%  | 0.0000% | $1000.00           | $917.17            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $133.36            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-03-31      | 1.2500%  | 0.0000% | $517700.00         | $493116.80         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2051-05-15      | 2.3750%  | 0.0000% | $200.00            | $125.99            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $69.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND | 2027-03-31      | 2.5000%  | 0.0000% | $166200.00         | $164657.69         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2033-01-15      | 1.1250%  | 0.0000% | $12980200.00       | $13859699.27       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2053-02-15      | 1.5000%  | 0.0000% | $200.00            | $168.93            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2030-05-31      | 3.7500%  | 0.0000% | $1282000.00        | $1290250.08        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $94.56             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2043-08-15      | 4.3750%  | 0.0000% | $1600.00           | $1512.99           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2030-11-30      | 4.3750%  | 0.0000% | $86099000.00       | $88927097.16       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-02-28      | 4.2500%  | 0.0000% | $1572000.00        | $1596689.58        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-02-28      | 4.2500%  | 0.0000% | $100.00            | $101.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND | 2026-06-30      | 4.6250%  | 0.0000% | $600.00            | $610.14            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2034-07-15      | 1.8750%  | 0.0000% | $3647100.00        | $3861302.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL      | 2026-06-11      | 0.0000%  | 0.0000% | $4417800.00        | $4399700.27        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2045-05-15      | 5.0000%  | 0.0000% | $100.00            | $102.80            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2045-05-15      | 5.0000%  | 0.0000% | $100.00            | $102.80            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-06-30      | 3.7500%  | 0.0000% | $1000.00           | $1011.68           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2035-08-15      | 4.2500%  | 0.0000% | $721100.00         | $721018.40         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-08-31      | 3.6250%  | 0.0000% | $300.00            | $300.92            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2032-11-30      | 3.7500%  | 0.0000% | $43100.00          | $42694.01          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2046-02-15      | 4.6250%  | 0.0000% | $300.00            | $289.57            | U.S. Treasuries (including strips) |

### Security 149: 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: 549300RHSE13N47D3B98, C.5 - Other ID: LMRP10569735
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           | 2031-10-31      | 4.1250%  | 0.0000% | $18547400.00       | $18549625.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND          | 2027-03-31      | 3.8750%  | 0.0000% | $30000100.00       | $30116987.27       | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2030-03-31      | 4.0000%  | 0.0000% | $113249200.00      | $113550294.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY FLOATING RATE NOTE | 2027-04-30      | 3.8032%  | 0.0000% | $41753500.00       | $41783144.98       | U.S. Treasuries (including strips) |

### Security 150: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 3.570000%
- **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: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: LMRP10569745
- **C.18 - Value (incl. sponsor support):** $130000000.00
- **C.18.a - Value (excl. sponsor support):** $130000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2048-11-15      | 3.3750%  | 0.0000% | $155387800.00      | $122861484.85      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2031-07-15      | 0.1250%  | 0.0000% | $8493900.00        | $9738227.73        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $91.60             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2033-07-15      | 1.3750%  | 0.0000% | $200.00            | $212.42            | U.S. Treasuries (including strips) |

### Security 151: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.650000%
- **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: LMRP10570275
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 2.9300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2052-04-20      | 3.0000%  | 0.0000% | $215682557.00      | $137039892.99      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 4.5000%  | 0.0000% | $754094915.00      | $729960107.25      | Agency Mortgage-Backed Securities |

### Security 152: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC 3.640000%
- **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: SUVUFHICNZMP2WKHG940, C.5 - Other ID: LMRP10570285
- **C.18 - Value (incl. sponsor support):** $21306000.00
- **C.18.a - Value (excl. sponsor support):** $21306000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2031-05-15      | 1.6250%  | 0.0000% | $4566300.00        | $4091777.67        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 4.8750%  | 0.0000% | $17266700.00       | $17640351.39       | U.S. Treasuries (including strips) |

### Security 153: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 3.650000%
- **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: LMRP10570305
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 2.7500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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      | 3.0000%  | 0.0000% | $2225000.00        | $369359.37         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-09-01      | 4.5000%  | 0.0000% | $131973.00         | $21457.69          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-03-01      | 2.5000%  | 0.0000% | $5035000.00        | $779577.77         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-04-01      | 5.5000%  | 0.0000% | $2106904.00        | $247558.07         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-08-01      | 2.0000%  | 0.0000% | $307692.00         | $135006.45         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-12-01      | 2.0000%  | 0.0000% | $18670048.00       | $10091809.78       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-10-01      | 2.5000%  | 0.0000% | $500000.00         | $299651.93         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 5.0000%  | 0.0000% | $55000.00          | $40281.73          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 2.5000%  | 0.0000% | $6190000.00        | $3901212.52        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-05-01      | 2.0000%  | 0.0000% | $550000.00         | $223964.15         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-03-01      | 6.5000%  | 0.0000% | $1276732.00        | $673733.25         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-05-01      | 2.5000%  | 0.0000% | $4464504.00        | $1854095.89        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.0000%  | 0.0000% | $1000000.00        | $674895.50         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-12-01      | 6.0000%  | 0.0000% | $955310.00         | $838481.14         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-06-01      | 6.5000%  | 0.0000% | $14076192.00       | $2970484.43        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-10-01      | 6.1100%  | 0.0000% | $853665.00         | $190228.60         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-08-01      | 4.2800%  | 0.0000% | $52000.00          | $44460.21          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-09-01      | 6.0410%  | 0.0000% | $797000.00         | $130897.65         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 5.5000%  | 0.0000% | $275000.00         | $240908.03         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 7.0000%  | 0.0000% | $4860240.00        | $4882334.86        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-04-01      | 4.5000%  | 0.0000% | $34645248.00       | $33390083.14       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-07-01      | 6.6090%  | 0.0000% | $50789644.00       | $6154.32           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2031-10-01      | 2.5000%  | 0.0000% | $1405816.00        | $280086.93         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-09-01      | 3.5000%  | 0.0000% | $15913080.00       | $1477582.48        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-06-01      | 5.5000%  | 0.0000% | $1722472.00        | $987679.41         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 6.0000%  | 0.0000% | $1069732.00        | $687674.80         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 5.0000%  | 0.0000% | $12173024.00       | $10379891.12       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 4.5000%  | 0.0000% | $2615668.00        | $2269370.38        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $12339408.00       | $10471024.10       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.0000%  | 0.0000% | $1409370.00        | $1451142.11        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-12-01      | 6.5000%  | 0.0000% | $1227238.00        | $1277074.34        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-04-01      | 5.5000%  | 0.0000% | $1120904.00        | $275315.83         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-12-01      | 2.0000%  | 0.0000% | $1340000.00        | $714970.80         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 7.0000%  | 0.0000% | $2800032.00        | $2371375.19        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-04-01      | 3.5000%  | 0.0000% | $1523056.00        | $1465591.77        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 4.5000%  | 0.0000% | $75677.00          | $60705.51          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 5.5000%  | 0.0000% | $2097524.00        | $1437448.11        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 6.0000%  | 0.0000% | $1074496.00        | $817095.52         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-04-01      | 3.6900%  | 0.0000% | $264414000.00      | $257002343.37      | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-08-01      | 2.5000%  | 0.0000% | $2017000.00        | $714870.92         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-01-01      | 2.5000%  | 0.0000% | $1800000.00        | $960218.42         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 5.5000%  | 0.0000% | $42041000.00       | $28748477.08       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-01-01      | 7.0000%  | 0.0000% | $3458952.00        | $2302683.88        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 6.0000%  | 0.0000% | $2392630.00        | $1631766.65        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-01-01      | 6.0000%  | 0.0000% | $16076640.00       | $16845227.75       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-02-01      | 5.5000%  | 0.0000% | $1378871.00        | $1397752.91        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-02-01      | 6.0000%  | 0.0000% | $20932096.00       | $21405262.37       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-02-01      | 6.0000%  | 0.0000% | $8927792.00        | $9130089.26        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-02-01      | 6.0000%  | 0.0000% | $1033546.00        | $1070395.64        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-04-01      | 5.5000%  | 0.0000% | $10096816.00       | $10334369.16       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-03-01      | 4.5000%  | 0.0000% | $1950636.00        | $1890974.61        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-04-01      | 5.0000%  | 0.0000% | $10320208.00       | $10246529.74       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-04-01      | 4.5000%  | 0.0000% | $2542956.00        | $2530759.98        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-05-01      | 6.0000%  | 0.0000% | $1360482.00        | $1416045.90        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-04-01      | 4.5000%  | 0.0000% | $1500000.00        | $172014.37         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-09-01      | 2.5000%  | 0.0000% | $28543104.00       | $18229730.98       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-07-01      | 2.5000%  | 0.0000% | $5536152.00        | $3165472.33        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 2.0000%  | 0.0000% | $8025000.00        | $5122898.32        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 6.5000%  | 0.0000% | $7910000.00        | $5293420.62        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 2.5000%  | 0.0000% | $10824912.00       | $7287117.35        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 6.0000%  | 0.0000% | $2078540.00        | $1690649.97        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 4.5000%  | 0.0000% | $409522.00         | $345492.38         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-04-01      | 6.5000%  | 0.0000% | $2378868.00        | $2383830.34        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 6.0000%  | 0.0000% | $15898900.00       | $16306939.15       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-09-01      | 5.0000%  | 0.0000% | $357250.00         | $238946.34         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-05-01      | 4.5000%  | 0.0000% | $1224650.00        | $863309.69         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 4.0000%  | 0.0000% | $365000.00         | $330182.29         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-11-01      | 6.0000%  | 0.0000% | $62308992.00       | $50798738.07       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-04-01      | 3.5000%  | 0.0000% | $17487488.00       | $16823268.51       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-04-01      | 4.0000%  | 0.0000% | $112756096.00      | $110073879.02      | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-04-01      | 5.5000%  | 0.0000% | $107613440.00      | $110404777.24      | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-01-01      | 4.8000%  | 0.0000% | $514807.00         | $493633.80         | Agency Mortgage-Backed Securities |

### Security 154: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 3.650000%
- **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: LMRP10570315
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2036-07-01      | 6.2500%  | 0.0000% | $38000000.00       | $132378.71         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-12-01      | 4.0000%  | 0.0000% | $16320128.00       | $2894773.83        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-10-01      | 4.5000%  | 0.0000% | $30150000.00       | $6774390.23        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-06-01      | 5.5000%  | 0.0000% | $1583822.00        | $108493.79         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-03-01      | 6.1750%  | 0.0000% | $20862464.00       | $130365.00         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-02-01      | 5.5000%  | 0.0000% | $7962104.00        | $622310.89         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-03-01      | 5.5000%  | 0.0000% | $1523688.00        | $82651.74          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 2.5000%  | 0.0000% | $2000.00           | $1327.23           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 3.0000%  | 0.0000% | $22417952.00       | $14367197.58       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-06-01      | 3.0000%  | 0.0000% | $9072960.00        | $3659172.76        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 4.5000%  | 0.0000% | $10010400.00       | $8225966.08        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-06-01      | 4.4000%  | 0.0000% | $12869000.00       | $12834967.21       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.5000%  | 0.0000% | $3136800.00        | $2381130.36        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 3.5000%  | 0.0000% | $49999.00          | $29674.13          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 2.5000%  | 0.0000% | $14000.00          | $10258.56          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 5.5000%  | 0.0000% | $5300000.00        | $3844741.65        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 3.5000%  | 0.0000% | $7350752.00        | $5268552.36        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-07-01      | 5.5000%  | 0.0000% | $5080000.00        | $4302586.21        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-08-01      | 5.5000%  | 0.0000% | $2629970.00        | $69747.16          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $2190240.00        | $2154891.48        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-08-01      | 4.5100%  | 0.0000% | $64185000.00       | $64729292.39       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $4262688.00        | $3693305.82        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.5000%  | 0.0000% | $1065654.00        | $1102691.22        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-09-01      | 4.5700%  | 0.0000% | $5688000.00        | $5729462.04        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-12-01      | 5.5000%  | 0.0000% | $153499136.00      | $152984887.81      | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-10-01      | 4.5000%  | 0.0000% | $2551.00           | $1369.34           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1931.42           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 7.5000%  | 0.0000% | $1000.00           | $1070.26           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-09-01      | 4.2500%  | 0.0000% | $30547000.00       | $29895237.33       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.89           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 5.0000%  | 0.0000% | $1593200.00        | $1506827.03        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 5.5000%  | 0.0000% | $4177808.00        | $4173426.85        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-12-01      | 2.0000%  | 0.0000% | $1550000.00        | $809495.76         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-05-01      | 6.0000%  | 0.0000% | $596000.00         | $453785.73         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-01-01      | 5.5000%  | 0.0000% | $1030.00           | $1048.30           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-08-01      | 2.5000%  | 0.0000% | $146911.00         | $26631.28          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-12-01      | 4.5000%  | 0.0000% | $4100200.00        | $3905518.13        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.5000%  | 0.0000% | $9233040.00        | $7534634.74        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $493923.00         | $466800.62         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.0000%  | 0.0000% | $2606188.00        | $2368297.42        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.22           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-11-01      | 5.5000%  | 0.0000% | $9589008.00        | $9716652.66        | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** FIXED INCOME CLEARING CORP / STATE STREET 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: LMRP10570325
- **C.18 - Value (incl. sponsor support):** $1050000000.00
- **C.18.a - Value (excl. sponsor support):** $1050000000.00
- **C.19 - Percentage of Net Assets:** 3.6200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2027-05-31      | 2.6250%  | 0.0000% | $255481400.00      | $255000136.90      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-15      | 4.6250%  | 0.0000% | $795419400.00      | $816000113.40      | U.S. Treasuries (including strips) |

### Security 156: FIXED INCOME CLEARING CORP / BNY

- **C.1 - Title:** FIXED INCOME CLEARING CORP / BNY 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: LMRP10570335
- **C.18 - Value (incl. sponsor support):** $1090000000.00
- **C.18.a - Value (excl. sponsor support):** $1090000000.00
- **C.19 - Percentage of Net Assets:** 3.7500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2050-08-15      | 1.3750%  | 0.0000% | $2508100.00        | $1219264.59        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2032-01-15      | 0.1250%  | 0.0000% | $1016593000.00     | $1110580755.41     | U.S. Treasuries (including strips) |

### Security 157: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.650000%
- **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: LMRP10570355
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2038-06-01      | 5.5000%  | 0.0000% | $51540480.00       | $317003.57         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-12-01      | 4.0000%  | 0.0000% | $8766985.00        | $179789.44         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-01-01      | 5.5000%  | 0.0000% | $503083.00         | $3762.60           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-10-01      | 5.5000%  | 0.0000% | $20000.00          | $87.65             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-01-01      | 5.5000%  | 0.0000% | $18985000.00       | $189491.73         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-11-01      | 6.5000%  | 0.0000% | $424999.00         | $2266.35           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-02-01      | 5.5000%  | 0.0000% | $3000000.00        | $6536.11           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-01-01      | 5.0000%  | 0.0000% | $1008.00           | $2.80              | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-01-01      | 5.5000%  | 0.0000% | $1005500.00        | $5293.49           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-10-01      | 6.5000%  | 0.0000% | $4359000.00        | $29313.53          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-02-01      | 4.0000%  | 0.0000% | $5000000.00        | $128178.41         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-03-01      | 3.5000%  | 0.0000% | $3000.00           | $145.60            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-12-01      | 6.5000%  | 0.0000% | $12386320.00       | $79570.83          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-11-03      | 5.5000%  | 0.0000% | $172655.00         | $32218.16          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-11-01      | 5.5000%  | 0.0000% | $15000.00          | $121.72            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-02-01      | 3.5000%  | 0.0000% | $5962000.00        | $260789.16         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-07-01      | 6.5000%  | 0.0000% | $1000000.00        | $10964.80          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-08-01      | 5.5000%  | 0.0000% | $1310376.00        | $20591.99          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-02-01      | 5.5000%  | 0.0000% | $1827538.00        | $44024.63          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-02-01      | 4.0000%  | 0.0000% | $200000.00         | $21806.36          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-08-01      | 5.5000%  | 0.0000% | $8466368.00        | $258003.90         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-05-01      | 3.0000%  | 0.0000% | $284269.00         | $2477.55           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-08-01      | 5.0000%  | 0.0000% | $1486500.00        | $13460.85          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-06-01      | 3.5000%  | 0.0000% | $6000.00           | $458.17            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-06-01      | 4.5000%  | 0.0000% | $2925000.00        | $77292.22          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-06-01      | 5.0000%  | 0.0000% | $3313364.00        | $50751.25          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-06-01      | 6.0000%  | 0.0000% | $1490782.00        | $14312.27          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-10-01      | 5.0000%  | 0.0000% | $450000.00         | $4660.77           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-07-01      | 5.0000%  | 0.0000% | $24000.00          | $303.14            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-01-01      | 4.5000%  | 0.0000% | $83999.00          | $3.53              | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-01-01      | 5.5000%  | 0.0000% | $10000.00          | $159.86            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-01-01      | 3.0000%  | 0.0000% | $66685.00          | $8970.23           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-09-01      | 6.5000%  | 0.0000% | $305259.00         | $1474.14           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-12-01      | 2.5000%  | 0.0000% | $811366.00         | $147355.50         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-04-01      | 2.5000%  | 0.0000% | $4000.00           | $113.69            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-04-01      | 5.5000%  | 0.0000% | $105091.00         | $7579.28           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-06-01      | 3.0000%  | 0.0000% | $7000.00           | $673.98            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-07-01      | 2.0000%  | 0.0000% | $95000.00          | $5006.83           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-11-01      | 3.0000%  | 0.0000% | $615000.00         | $7049.98           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-07-01      | 3.0000%  | 0.0000% | $332000.00         | $46390.60          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-07-01      | 3.0000%  | 0.0000% | $456795.00         | $39880.58          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-06-01      | 4.0000%  | 0.0000% | $100000.00         | $21270.62          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-07-01      | 4.0000%  | 0.0000% | $239000.00         | $24154.64          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-02-01      | 5.0000%  | 0.0000% | $500000.00         | $32937.67          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-07-01      | 3.0000%  | 0.0000% | $250000.00         | $35552.50          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-11-01      | 4.0000%  | 0.0000% | $286000.00         | $23940.48          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-06-01      | 3.0000%  | 0.0000% | $22000.00          | $2995.21           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-06-01      | 4.0000%  | 0.0000% | $200000.00         | $25630.27          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-12-01      | 4.5000%  | 0.0000% | $1500000.00        | $89314.34          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-03-01      | 5.5000%  | 0.0000% | $75000.00          | $9670.39           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-11-01      | 5.5000%  | 0.0000% | $440000.00         | $3292.74           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 3.5000%  | 0.0000% | $43000.00          | $6144.53           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-03-01      | 3.5000%  | 0.0000% | $386667.00         | $28786.31          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-05-01      | 3.5000%  | 0.0000% | $33000.00          | $4099.26           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 3.5000%  | 0.0000% | $14000.00          | $3598.55           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-09-01      | 3.0000%  | 0.0000% | $25000.00          | $4083.07           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-01-01      | 4.5000%  | 0.0000% | $120000.00         | $26832.65          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2026-12-01      | 2.5000%  | 0.0000% | $292000.00         | $2702.88           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-10-01      | 3.0000%  | 0.0000% | $95370.00          | $9730.81           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-02-01      | 3.0000%  | 0.0000% | $608454.00         | $149155.20         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-10-01      | 4.5000%  | 0.0000% | $12000.00          | $2320.04           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-04-01      | 4.5000%  | 0.0000% | $2000.00           | $201.45            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-11-01      | 2.0000%  | 0.0000% | $323000.00         | $46530.58          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-07-01      | 4.5000%  | 0.0000% | $24000.00          | $2169.21           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-08-01      | 5.5000%  | 0.0000% | $231000.00         | $4157.29           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-03-01      | 5.5000%  | 0.0000% | $110000.00         | $1452.29           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-03-01      | 3.5000%  | 0.0000% | $388000.00         | $88349.55          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-12-01      | 3.5000%  | 0.0000% | $654000.00         | $162436.28         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-10-01      | 3.5000%  | 0.0000% | $198000.00         | $52313.32          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-04-01      | 3.0000%  | 0.0000% | $850000.00         | $120241.57         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-05-01      | 2.5000%  | 0.0000% | $760000.00         | $220863.71         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-06-01      | 3.0000%  | 0.0000% | $465000.00         | $110926.69         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-03-01      | 4.0000%  | 0.0000% | $1147000.00        | $164331.18         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-02-01      | 2.5000%  | 0.0000% | $1796000.00        | $25597.14          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-01-01      | 3.0000%  | 0.0000% | $1150000.00        | $111156.78         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-02-01      | 3.0000%  | 0.0000% | $2361000.00        | $87532.20          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-01-01      | 2.5000%  | 0.0000% | $5161736.00        | $2333623.45        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-01-01      | 2.5000%  | 0.0000% | $8778432.00        | $3974834.56        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-06-01      | 4.0000%  | 0.0000% | $96000.00          | $10062.26          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-11-01      | 2.5000%  | 0.0000% | $144000.00         | $11770.86          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 2.0000%  | 0.0000% | $3910388.00        | $2360641.78        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-02-01      | 3.5000%  | 0.0000% | $134000.00         | $17567.54          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 2.0000%  | 0.0000% | $500000.00         | $308563.94         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-08-01      | 2.0000%  | 0.0000% | $755000.00         | $444204.45         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-05-01      | 4.5000%  | 0.0000% | $5000.00           | $451.13            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-07-01      | 4.5000%  | 0.0000% | $16000.00          | $1265.02           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-07-01      | 5.0000%  | 0.0000% | $62000.00          | $21889.48          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-07-01      | 4.0000%  | 0.0000% | $13000.00          | $3695.71           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-05-01      | 4.5000%  | 0.0000% | $1257000.00        | $106896.06         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 3.0000%  | 0.0000% | $604355.00         | $343516.38         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-08-01      | 4.0000%  | 0.0000% | $53000.00          | $5320.93           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-08-01      | 4.5000%  | 0.0000% | $153000.00         | $13993.22          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-05-01      | 4.0000%  | 0.0000% | $27000.00          | $5029.03           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-06-01      | 3.5000%  | 0.0000% | $135000.00         | $49158.90          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 2.0000%  | 0.0000% | $233097.00         | $143998.82         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2060-07-01      | 3.0000%  | 0.0000% | $249999.00         | $115458.80         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 2.5000%  | 0.0000% | $220000.00         | $129617.00         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 4.5000%  | 0.0000% | $289200.00         | $216456.32         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-01-01      | 4.5000%  | 0.0000% | $685925.00         | $81763.80          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 4.5000%  | 0.0000% | $5000.00           | $3859.89           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.5000%  | 0.0000% | $1700000.00        | $1297270.03        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-07-01      | 4.0000%  | 0.0000% | $104694.00         | $17649.88          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-09-01      | 2.5000%  | 0.0000% | $50000.00          | $33840.31          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 4.5000%  | 0.0000% | $11000.00          | $7585.84           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 2.5000%  | 0.0000% | $32000.00          | $20119.97          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 5.5000%  | 0.0000% | $1023.00           | $744.33            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-07-01      | 4.5000%  | 0.0000% | $97000.00          | $38980.62          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 5.0000%  | 0.0000% | $4706488.00        | $3221232.65        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-02-01      | 5.5000%  | 0.0000% | $32000.00          | $3340.54           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-03-01      | 3.5000%  | 0.0000% | $12000.00          | $1822.32           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 5.0000%  | 0.0000% | $620000.00         | $464536.97         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-07-01      | 4.5000%  | 0.0000% | $149228.00         | $44597.12          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-11-01      | 5.0000%  | 0.0000% | $87751.00          | $41892.06          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-08-01      | 2.5000%  | 0.0000% | $26000.00          | $3103.22           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-01      | 4.5000%  | 0.0000% | $49000.00          | $12297.47          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $653.11            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-05-01      | 5.0000%  | 0.0000% | $28000.00          | $13876.25          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-01-01      | 4.5000%  | 0.0000% | $25000.00          | $14071.69          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 6.0000%  | 0.0000% | $9521824.00        | $5627006.29        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.5000%  | 0.0000% | $296110.00         | $253868.18         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 5.5000%  | 0.0000% | $2980300.00        | $2331069.78        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-01-01      | 3.5000%  | 0.0000% | $164000.00         | $63859.85          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 2.5000%  | 0.0000% | $60000.00          | $34230.11          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.5000%  | 0.0000% | $3283000.00        | $2591102.03        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 3.0000%  | 0.0000% | $1321000.00        | $725593.80         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 2.5000%  | 0.0000% | $1433000.00        | $913005.23         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 3.5000%  | 0.0000% | $15000.00          | $11155.70          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 4.5000%  | 0.0000% | $800000.00         | $621120.59         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 6.0000%  | 0.0000% | $17650000.00       | $11054811.06       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-07-01      | 4.5000%  | 0.0000% | $775180.00         | $456016.58         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-06-01      | 4.5000%  | 0.0000% | $403000.00         | $242211.16         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-06-01      | 2.5000%  | 0.0000% | $280000.00         | $120928.35         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 3.0000%  | 0.0000% | $21000.00          | $12759.20          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $738.67            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 5.0000%  | 0.0000% | $4002000.00        | $3383967.60        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 3.5000%  | 0.0000% | $6000.00           | $4465.31           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 3.5000%  | 0.0000% | $4000.00           | $3053.71           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 4.5000%  | 0.0000% | $124000.00         | $32729.24          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 5.0000%  | 0.0000% | $676000.00         | $553180.75         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 3.0000%  | 0.0000% | $662000.00         | $421173.59         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.5000%  | 0.0000% | $389110.00         | $278611.68         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-07-01      | 3.0000%  | 0.0000% | $29000.00          | $7391.48           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 6.0000%  | 0.0000% | $748000.00         | $412771.90         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-01-01      | 4.0000%  | 0.0000% | $320000.00         | $123726.56         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.5000%  | 0.0000% | $75000.00          | $58586.46          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 6.0000%  | 0.0000% | $5883792.00        | $3523783.27        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 5.0000%  | 0.0000% | $40000.00          | $28688.96          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-11-01      | 5.5000%  | 0.0000% | $735000.00         | $374090.67         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 5.0000%  | 0.0000% | $400000.00         | $326817.84         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-09-01      | 5.0000%  | 0.0000% | $114000.00         | $26424.85          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-10-01      | 3.0000%  | 0.0000% | $3200000.00        | $84219.27          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.5000%  | 0.0000% | $72000.00          | $50876.44          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-05-01      | 3.0000%  | 0.0000% | $14000.00          | $7686.00           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 4.5000%  | 0.0000% | $8818.00           | $6479.59           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 6.5000%  | 0.0000% | $1453890.00        | $665767.16         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 3.5000%  | 0.0000% | $189000.00         | $137728.79         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 6.0000%  | 0.0000% | $1902000.00        | $1147696.18        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 4.5000%  | 0.0000% | $85000.00          | $72050.62          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-12-01      | 5.5000%  | 0.0000% | $5540500.00        | $4146081.46        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-09-01      | 3.0000%  | 0.0000% | $42000.00          | $8920.76           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 5.5000%  | 0.0000% | $834000.00         | $596064.60         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-11-01      | 6.0000%  | 0.0000% | $13224265.00       | $8124205.52        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 5.5000%  | 0.0000% | $153000.00         | $115321.36         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 4.5000%  | 0.0000% | $14000.00          | $11649.96          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-02-01      | 6.0000%  | 0.0000% | $250000.00         | $137125.57         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-06-01      | 5.0000%  | 0.0000% | $1000000.00        | $65650.38          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 5.0000%  | 0.0000% | $100000.00         | $73904.92          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.5000%  | 0.0000% | $213000.00         | $142525.65         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 5.0000%  | 0.0000% | $3399112.00        | $2750134.31        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-07-01      | 5.0000%  | 0.0000% | $4014000.00        | $569177.11         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 5.0000%  | 0.0000% | $17683.00          | $12525.36          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-06-01      | 3.0000%  | 0.0000% | $465000.00         | $179037.94         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $706.61            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-01      | 3.0000%  | 0.0000% | $6215344.00        | $1911521.41        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-05-01      | 2.5000%  | 0.0000% | $200000.00         | $108553.00         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 2.5000%  | 0.0000% | $175000.00         | $108013.10         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $682.03            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 6.0000%  | 0.0000% | $5880000.00        | $3933421.11        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-09-01      | 5.5000%  | 0.0000% | $103000.00         | $51061.85          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-03-01      | 3.0000%  | 0.0000% | $22040.00          | $2426.58           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-01-01      | 5.5000%  | 0.0000% | $120000.00         | $3248.27           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-07-01      | 4.5000%  | 0.0000% | $10000.00          | $8808.97           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 2.5000%  | 0.0000% | $11981360.00       | $8090403.51        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-07-01      | 5.5000%  | 0.0000% | $64000.00          | $31367.00          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-03-01      | 6.0000%  | 0.0000% | $9340560.00        | $6173026.75        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 5.0000%  | 0.0000% | $200000.00         | $149446.20         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 5.5000%  | 0.0000% | $1160.00           | $853.55            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-09-01      | 3.0000%  | 0.0000% | $2230000.00        | $570147.85         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-05-01      | 5.0000%  | 0.0000% | $1384076.00        | $428005.64         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 5.0000%  | 0.0000% | $135000.00         | $92054.50          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 5.0000%  | 0.0000% | $245000.00         | $148865.33         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-02-01      | 3.0000%  | 0.0000% | $27000.00          | $9747.99           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 6.0000%  | 0.0000% | $20000.00          | $14775.00          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 6.5000%  | 0.0000% | $1023.00           | $490.59            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-01-01      | 4.0000%  | 0.0000% | $99120.00          | $60471.60          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-12-01      | 3.0000%  | 0.0000% | $31000.00          | $19202.53          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 2.5000%  | 0.0000% | $39000.00          | $27265.05          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 3.0000%  | 0.0000% | $9000.00           | $7070.31           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 3.0000%  | 0.0000% | $20945.00          | $16454.18          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-12-01      | 3.0000%  | 0.0000% | $320150.00         | $88139.57          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-09-01      | 5.0000%  | 0.0000% | $208000.00         | $1259.32           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 3.5000%  | 0.0000% | $20000.00          | $11756.35          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 5.0000%  | 0.0000% | $194435.00         | $148793.09         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 2.5000%  | 0.0000% | $4508216.00        | $2676556.03        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 5.5000%  | 0.0000% | $288582.00         | $201943.73         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-03-01      | 4.5000%  | 0.0000% | $510391.00         | $165422.36         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.0000%  | 0.0000% | $340000.00         | $251253.62         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 3.5000%  | 0.0000% | $49000.00          | $38086.83          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-09-01      | 4.5000%  | 0.0000% | $722000.00         | $38080.85          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-06-01      | 3.0000%  | 0.0000% | $19000.00          | $2023.13           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-11-01      | 2.5000%  | 0.0000% | $11000.00          | $5145.86           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 5.5000%  | 0.0000% | $415811.00         | $333234.57         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-01-01      | 2.5000%  | 0.0000% | $257000.00         | $43044.28          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-09-01      | 3.0000%  | 0.0000% | $35000.00          | $10686.56          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-03-01      | 5.0000%  | 0.0000% | $400000.00         | $64757.97          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-06-01      | 4.5000%  | 0.0000% | $100000.00         | $27161.24          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 2.5000%  | 0.0000% | $130000.00         | $84366.27          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-01-01      | 4.0000%  | 0.0000% | $6000.00           | $4923.77           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.0000%  | 0.0000% | $25000.00          | $14853.70          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 5.5000%  | 0.0000% | $1609796.00        | $1373586.85        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 3.5000%  | 0.0000% | $16000.00          | $12232.06          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-06-01      | 3.0000%  | 0.0000% | $402000.00         | $88172.96          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-08-01      | 3.0000%  | 0.0000% | $1669284.00        | $685772.82         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 5.0000%  | 0.0000% | $19000.00          | $13757.76          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-07-01      | 6.0000%  | 0.0000% | $50000.00          | $44861.92          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-05-01      | 6.0000%  | 0.0000% | $17000.00          | $12497.91          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 4.5000%  | 0.0000% | $86000.00          | $76109.75          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 5.0000%  | 0.0000% | $47000.00          | $38335.28          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.0000%  | 0.0000% | $468002.00         | $408552.20         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 5.5000%  | 0.0000% | $300000.00         | $221864.45         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-08-01      | 5.0000%  | 0.0000% | $6000.00           | $3444.47           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-05-01      | 6.0000%  | 0.0000% | $158155.00         | $120860.51         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-03-01      | 2.5000%  | 0.0000% | $25207.00          | $14881.35          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 6.0000%  | 0.0000% | $545000.00         | $369959.38         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-08-01      | 3.0000%  | 0.0000% | $398759.00         | $203337.38         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 5.5000%  | 0.0000% | $6000.00           | $4808.35           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-05-01      | 3.5000%  | 0.0000% | $1025.00           | $652.22            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 5.0000%  | 0.0000% | $600000.00         | $565460.21         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-08-01      | 2.5000%  | 0.0000% | $223500.00         | $108421.71         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $565.18            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-05-01      | 4.0000%  | 0.0000% | $46000.00          | $6763.51           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-02-01      | 3.5000%  | 0.0000% | $102000.00         | $45855.97          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-06-01      | 3.5000%  | 0.0000% | $24622.00          | $10215.51          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-09-01      | 2.5000%  | 0.0000% | $160000.00         | $81886.09          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-09-01      | 5.0000%  | 0.0000% | $5000.00           | $2893.43           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 5.0000%  | 0.0000% | $12058660.00       | $9623931.20        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-09-01      | 3.0000%  | 0.0000% | $21000.00          | $15450.01          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-08-01      | 2.0000%  | 0.0000% | $300000.00         | $10944.52          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-09-01      | 5.5000%  | 0.0000% | $2250000.00        | $27607.96          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-03-01      | 2.0000%  | 0.0000% | $563000.00         | $96060.36          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 2.5000%  | 0.0000% | $380010.00         | $237070.75         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2026-07-01      | 4.5000%  | 0.0000% | $131072.00         | $7.31              | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-04-01      | 4.0000%  | 0.0000% | $86000.00          | $12726.58          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 5.0000%  | 0.0000% | $8000.00           | $6858.07           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-05-01      | 5.5000%  | 0.0000% | $14000.00          | $3111.60           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 2.5000%  | 0.0000% | $750000.00         | $480924.73         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-12-01      | 3.0000%  | 0.0000% | $125000.00         | $84158.70          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-04-01      | 4.5000%  | 0.0000% | $9000.00           | $5846.34           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-10-01      | 4.5000%  | 0.0000% | $28000.00          | $19603.75          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-10-01      | 5.0000%  | 0.0000% | $26000.00          | $17635.04          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-12-01      | 3.0000%  | 0.0000% | $45902.00          | $6098.85           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $1000000.00        | $907912.41         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-12-01      | 4.5000%  | 0.0000% | $705977.00         | $38334.28          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-07-01      | 4.5000%  | 0.0000% | $86625.00          | $16067.65          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-03-01      | 2.0000%  | 0.0000% | $280000.00         | $8597.91           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-07-01      | 3.5000%  | 0.0000% | $6000.00           | $3274.54           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 3.5000%  | 0.0000% | $8000.00           | $6482.04           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-01-01      | 6.0000%  | 0.0000% | $10000.00          | $5945.08           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-03-01      | 5.5000%  | 0.0000% | $73096.00          | $8989.08           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 4.5000%  | 0.0000% | $300000.00         | $248399.94         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-09-01      | 3.0000%  | 0.0000% | $100000.00         | $14466.05          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-12-01      | 3.0000%  | 0.0000% | $56791.00          | $6909.92           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-09-01      | 5.5000%  | 0.0000% | $6224840.00        | $69820.61          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-05-01      | 5.5000%  | 0.0000% | $2368660.00        | $1909940.61        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-10-01      | 4.5000%  | 0.0000% | $5789.00           | $2858.48           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 6.0000%  | 0.0000% | $28001856.00       | $27488984.21       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-05-01      | 3.5000%  | 0.0000% | $160000.00         | $36494.75          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-05-01      | 4.0000%  | 0.0000% | $6000.00           | $90.00             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-05-01      | 6.0000%  | 0.0000% | $9000.00           | $7422.25           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-08-01      | 5.5000%  | 0.0000% | $12000.00          | $135.92            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-01-01      | 5.0000%  | 0.0000% | $250000.00         | $132168.44         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 3.5000%  | 0.0000% | $4000.00           | $3422.45           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-11-01      | 6.0000%  | 0.0000% | $21459409.00       | $20234550.74       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 5.5000%  | 0.0000% | $1000.00           | $318.61            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-04-01      | 2.0000%  | 0.0000% | $2177100.00        | $893104.33         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-06-01      | 2.0000%  | 0.0000% | $9000.00           | $4335.53           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 4.0000%  | 0.0000% | $1426872.00        | $1168679.00        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-07-01      | 5.0000%  | 0.0000% | $3000.00           | $2367.74           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 6.0000%  | 0.0000% | $1023.00           | $893.97            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-02-01      | 5.5000%  | 0.0000% | $1001.00           | $747.52            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-04-01      | 4.5000%  | 0.0000% | $1124990.00        | $1174.45           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-06-01      | 6.5000%  | 0.0000% | $392350.00         | $10326.26          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2026-09-01      | 4.5000%  | 0.0000% | $47993.00          | $3.28              | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-10-01      | 6.0000%  | 0.0000% | $563404.00         | $34246.67          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-04-01      | 2.5000%  | 0.0000% | $1050000.00        | $48212.46          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-08-01      | 4.0000%  | 0.0000% | $2201852.00        | $189242.79         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-02-01      | 5.0000%  | 0.0000% | $370000.00         | $41999.87          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 5.0000%  | 0.0000% | $10000.00          | $8530.39           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-12-01      | 3.0000%  | 0.0000% | $192691.00         | $19118.29          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-01-01      | 3.0000%  | 0.0000% | $269932.00         | $51874.62          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-02-01      | 3.0000%  | 0.0000% | $183629.00         | $28304.90          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-03-01      | 3.0000%  | 0.0000% | $92431.00          | $32356.49          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-04-01      | 5.5000%  | 0.0000% | $740000.00         | $1900.44           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-05-01      | 5.5000%  | 0.0000% | $30000.00          | $316.90            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-01-01      | 5.5000%  | 0.0000% | $1300000.00        | $8287.02           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-12-01      | 5.5000%  | 0.0000% | $50000.00          | $1075.54           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-09-01      | 5.5000%  | 0.0000% | $55222.00          | $3527.23           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 5.0000%  | 0.0000% | $391900.00         | $359309.38         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-08-01      | 5.5000%  | 0.0000% | $654408.00         | $592686.32         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 5.0000%  | 0.0000% | $3999600.00        | $3435740.07        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 6.0000%  | 0.0000% | $211667.00         | $178900.86         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $5290952.00        | $4619100.30        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.5000%  | 0.0000% | $3916232.00        | $4108024.00        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.5000%  | 0.0000% | $1837480.00        | $1923821.26        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 6.0000%  | 0.0000% | $2179644.00        | $1673466.57        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-04-01      | 5.0000%  | 0.0000% | $4845664.00        | $4843637.44        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-02-01      | 5.5000%  | 0.0000% | $1553996.00        | $1492520.64        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-02-01      | 5.5000%  | 0.0000% | $1255114.00        | $1265729.03        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-03-01      | 4.0000%  | 0.0000% | $5400000.00        | $554588.18         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-08-01      | 3.5000%  | 0.0000% | $350000.00         | $60197.57          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 5.0000%  | 0.0000% | $890000.00         | $244434.38         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-09-01      | 3.5000%  | 0.0000% | $40000.00          | $6882.33           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-02-01      | 5.0000%  | 0.0000% | $1674056.00        | $1674283.30        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 5.5000%  | 0.0000% | $17044864.00       | $11911036.26       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 6.0000%  | 0.0000% | $280000.00         | $197207.49         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 5.5000%  | 0.0000% | $34967.00          | $29074.70          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-09-01      | 4.5000%  | 0.0000% | $66561.00          | $13939.24          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-06-01      | 2.5000%  | 0.0000% | $21000.00          | $9328.36           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-12-01      | 3.5000%  | 0.0000% | $510000.00         | $261901.90         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-05-01      | 2.5000%  | 0.0000% | $75000.00          | $42182.66          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 2.5000%  | 0.0000% | $32000.00          | $19227.64          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 2.5000%  | 0.0000% | $643000.00         | $380424.26         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 3.0000%  | 0.0000% | $146000.00         | $101667.78         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 6.5000%  | 0.0000% | $39442000.00       | $22700021.95       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 5.0000%  | 0.0000% | $380000.00         | $271248.95         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 5.0000%  | 0.0000% | $150615.00         | $113564.81         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 4.0000%  | 0.0000% | $2000.00           | $1412.45           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 5.0000%  | 0.0000% | $183000.00         | $140300.62         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 5.0000%  | 0.0000% | $160000.00         | $128546.65         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 6.0000%  | 0.0000% | $393673.00         | $277885.15         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 6.5000%  | 0.0000% | $250000.00         | $157620.88         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 5.0000%  | 0.0000% | $60000.00          | $47840.18          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 5.0000%  | 0.0000% | $76000.00          | $69644.09          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-12-01      | 5.0000%  | 0.0000% | $14000.00          | $12253.62          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-01-01      | 4.5000%  | 0.0000% | $255000.00         | $217185.00         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-04-01      | 6.0000%  | 0.0000% | $605000.00         | $452656.83         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 6.0000%  | 0.0000% | $158514.00         | $125054.62         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-07-01      | 5.5000%  | 0.0000% | $975000.00         | $831122.63         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-07-01      | 6.0000%  | 0.0000% | $244084.00         | $188903.13         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-08-01      | 6.0000%  | 0.0000% | $452215.00         | $375175.22         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 6.0000%  | 0.0000% | $776606.00         | $674418.60         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-04-01      | 5.5000%  | 0.0000% | $5454007.00        | $5535121.33        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 5.5000%  | 0.0000% | $14000.00          | $13525.23          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-12-01      | 5.0000%  | 0.0000% | $7000.00           | $5411.76           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-05-01      | 2.5000%  | 0.0000% | $17000.00          | $13227.81          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 5.0000%  | 0.0000% | $8121504.00        | $7678726.29        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-07-01      | 3.0000%  | 0.0000% | $365000.00         | $277324.86         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 5.5000%  | 0.0000% | $952000.00         | $798838.77         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 2.5000%  | 0.0000% | $1008.00           | $806.28            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-07-01      | 4.0000%  | 0.0000% | $87000.00          | $76841.22          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-10-01      | 4.5000%  | 0.0000% | $54000.00          | $50348.59          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 2.5000%  | 0.0000% | $16000.00          | $13109.99          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 5.5000%  | 0.0000% | $1800000.00        | $1780227.46        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-03-01      | 5.0000%  | 0.0000% | $6224240.00        | $5979241.44        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.5000%  | 0.0000% | $19207488.00       | $18474948.16       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-05-01      | 3.0000%  | 0.0000% | $5000000.00        | $4648868.34        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 5.5000%  | 0.0000% | $1090.00           | $1092.80           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 3.0000%  | 0.0000% | $15924672.00       | $14262369.81       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-09-01      | 3.0000%  | 0.0000% | $30000.00          | $2896.34           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-08-01      | 3.5000%  | 0.0000% | $1175000.00        | $224760.33         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-09-01      | 2.5000%  | 0.0000% | $1500000.00        | $707850.63         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-04-01      | 3.5000%  | 0.0000% | $87000.00          | $31945.39          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-12-01      | 2.5000%  | 0.0000% | $5000000.00        | $1964038.28        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-09-01      | 5.0000%  | 0.0000% | $200000.00         | $57639.05          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-02-01      | 2.0000%  | 0.0000% | $4000.00           | $2266.60           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-05-01      | 2.0000%  | 0.0000% | $30000.00          | $18299.02          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 2.0000%  | 0.0000% | $45963000.00       | $26971227.87       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 2.0000%  | 0.0000% | $50000.00          | $28879.61          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 5.0000%  | 0.0000% | $200000.00         | $136204.85         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-09-01      | 6.0000%  | 0.0000% | $15000.00          | $1548.06           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-11-01      | 4.5000%  | 0.0000% | $70000.00          | $37303.18          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.5000%  | 0.0000% | $42000.00          | $28400.67          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 5.5000%  | 0.0000% | $95000.00          | $71782.14          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-02      | 4.5000%  | 0.0000% | $845000.00         | $588742.63         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 6.0000%  | 0.0000% | $375000.00         | $268039.73         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 6.0000%  | 0.0000% | $195000.00         | $121243.40         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.0000%  | 0.0000% | $165000.00         | $108450.78         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-07-01      | 5.0000%  | 0.0000% | $56000.00          | $39868.16          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 4.5000%  | 0.0000% | $250000.00         | $205127.06         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 4.5000%  | 0.0000% | $20000.00          | $16450.89          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 6.0000%  | 0.0000% | $696000.00         | $421529.31         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 2.5000%  | 0.0000% | $687000.00         | $488020.32         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-12-01      | 4.5000%  | 0.0000% | $364000.00         | $297770.76         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-12-01      | 5.5000%  | 0.0000% | $55000.00          | $45914.60          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-02-01      | 6.0000%  | 0.0000% | $4075000.00        | $1960651.62        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 2.5000%  | 0.0000% | $100000.00         | $74373.39          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 6.0000%  | 0.0000% | $13519888.00       | $8748673.47        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 5.5000%  | 0.0000% | $10000.00          | $8479.80           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-07-01      | 6.0000%  | 0.0000% | $618393.00         | $388858.28         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 2.5000%  | 0.0000% | $4000.00           | $3008.67           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 5.5000%  | 0.0000% | $53000.00          | $42982.32          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 2.5000%  | 0.0000% | $6000.00           | $4617.78           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 5.0000%  | 0.0000% | $42000.00          | $34940.78          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-07-01      | 5.0000%  | 0.0000% | $3416736.00        | $3012353.69        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 4.5000%  | 0.0000% | $503000.00         | $434737.49         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 5.5000%  | 0.0000% | $1076.00           | $1014.39           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 5.5000%  | 0.0000% | $400000.00         | $345989.89         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 6.0000%  | 0.0000% | $7537736.00        | $5267092.13        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-10-01      | 4.0000%  | 0.0000% | $184012.00         | $16262.94          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-07-01      | 3.0000%  | 0.0000% | $315000.00         | $43930.37          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-11-01      | 4.5000%  | 0.0000% | $135000.00         | $14486.80          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-04-01      | 5.0000%  | 0.0000% | $72000.00          | $6132.96           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-04-01      | 3.5000%  | 0.0000% | $112000.00         | $9551.92           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-02-01      | 4.5000%  | 0.0000% | $160000.00         | $89686.64          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-05-01      | 5.5000%  | 0.0000% | $220000.00         | $124570.27         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 3.0000%  | 0.0000% | $4000.00           | $2972.75           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-08-01      | 5.5000%  | 0.0000% | $241000.00         | $121041.41         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-12-01      | 5.5000%  | 0.0000% | $234000.00         | $112438.71         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-01-01      | 5.5000%  | 0.0000% | $227000.00         | $139365.20         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-02-01      | 5.0000%  | 0.0000% | $13000.00          | $8432.00           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1742.83           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-08-01      | 5.5000%  | 0.0000% | $40000.00          | $30566.86          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-02-01      | 5.0000%  | 0.0000% | $5000.00           | $4872.94           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-02-01      | 6.0000%  | 0.0000% | $1900000.00        | $1862091.42        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-01-01      | 6.5000%  | 0.0000% | $3100000.00        | $3086721.65        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-04-01      | 5.5000%  | 0.0000% | $8000.00           | $8021.50           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-04-01      | 4.5000%  | 0.0000% | $3241972.00        | $3128509.46        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-02-01      | 4.5000%  | 0.0000% | $2075624.00        | $147022.85         | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** Master Portfolio Trust

**Date:** 2026-05-07

**By:** /s/Christopher Berarducci

**Name of Signing Officer:** Christopher Berarducci

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