# EDGAR Filing Document

**Accession Number:** 0001140869
**File Stem:** 0001193125-25-271961
**Filing Date:** 2025-11
**Character Count:** 355836
**Document Hash:** c5601078f0d39cab3aebe0894841e479
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-271961.hdr.sgml**: 20251107

**ACCESSION NUMBER**: 0001193125-25-271961

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251107

**DATE AS OF CHANGE**: 20251107

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MASTER PORTFOLIO TRUST
- **CENTRAL INDEX KEY:** 0001140869

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10407
- **FILM NUMBER:** 251461986

**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

### Liquid Reserves Portfolio (Series ID: S000018041)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000049971 | Liquid Reserves Portfolio |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001140869

### General Information

**Report for (YYYY-MM-DD):** 2025-10-31

**Registrant Full Name:** Master Portfolio Trust

**CIK Number of Registrant:** 0001140869

**LEI of Registrant:** 549300I1QJ6KR2C8FZ09

**Name of Series:** Liquid Reserve Portfolio

**LEI of Series:** 549300YFP8WIZM5ZX343

**EDGAR Series Identifier:** S000018041

**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:** Prime

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

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

- **WAM:** 10 days

- **WAL:** 12 days

- **Total Value of Portfolio Securities:** $13169948423.57

- **Amortized Cost of Portfolio Securities:** $9922400000.00

- **Cash:** $350082910.49

- **Total Other Assets:** $5156531.18

- **Total Liabilities:** $100044099.86

- **Net Assets of Series:** $13425143765.38

- **Number of Shares Outstanding (Series):** 0.0000

- **Does the fund seek to maintain a stable price per share?:** No

- **Stable Price Per Share:** $0.00

- **Is cash management vehicle an affiliated fund?:** No

- **Does the fund apply liquidity fees?:** No

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-10-01 | $3087787942.94            | $3623282492.62             | 58.9400%                  | 69.1600%                   |
| 2025-10-02 | $2965136746.18            | $3715557379.12             | 56.3000%                  | 70.5500%                   |
| 2025-10-03 | $2926191967.92            | $3776611533.44             | 55.6900%                  | 71.8800%                   |
| 2025-10-06 | $2945465694.51            | $3795986706.55             | 55.0900%                  | 70.9900%                   |
| 2025-10-07 | $3207890180.75            | $3772819921.75             | 60.8200%                  | 71.5300%                   |
| 2025-10-08 | $3049586569.25            | $3799321672.59             | 57.5300%                  | 71.6700%                   |
| 2025-10-09 | $14463049621.09           | $16075427158.22            | 82.6300%                  | 91.8400%                   |
| 2025-10-10 | $13374672803.60           | $15597108543.21            | 77.6300%                  | 90.5300%                   |
| 2025-10-14 | $13544078418.15           | $15641908232.65            | 78.0900%                  | 90.1900%                   |
| 2025-10-15 | $13156464488.13           | $15158389049.85            | 77.6900%                  | 89.5200%                   |
| 2025-10-16 | $13578192977.12           | $15707053493.31            | 76.5700%                  | 88.5800%                   |
| 2025-10-17 | $13049828532.86           | $15833323734.86            | 73.5700%                  | 89.2700%                   |
| 2025-10-20 | $13143258174.10           | $15896770127.18            | 75.3300%                  | 91.1100%                   |
| 2025-10-21 | $10021505542.56           | $12050831652.56            | 74.0400%                  | 89.0300%                   |
| 2025-10-22 | $10114235996.00           | $11987369053.79            | 74.9000%                  | 88.7700%                   |
| 2025-10-23 | $9873037308.06            | $11691371721.12            | 73.9200%                  | 87.5300%                   |
| 2025-10-24 | $9906565517.33            | $11525040042.56            | 74.7500%                  | 86.9600%                   |
| 2025-10-27 | $10162602876.20           | $11586343734.01            | 76.3700%                  | 87.0700%                   |
| 2025-10-28 | $10855120693.31           | $11600068965.31            | 81.5900%                  | 87.1900%                   |
| 2025-10-29 | $10697122407.76           | $11509406030.01            | 80.4900%                  | 86.6000%                   |
| 2025-10-30 | $10378952207.84           | $11741081181.84            | 77.3300%                  | 87.4800%                   |
| 2025-10-31 | $9838261456.02            | $11795083152.46            | 72.7400%                  | 87.2100%                   |

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

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

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

### Class: A

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $13425143765.38

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 1084509.71

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

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

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

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

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

## Part C: Schedule of Portfolio Securities

### Security 1: ALPHABET INC.

- **C.1 - Title:** ALPHABET INC.
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 02079NZ53, C.4 - ISIN: US02079NZ531, C.3 - LEI: 5493006MHB84DD0ZWV18
- **C.18 - Value (incl. sponsor support):** $99619700.00
- **C.18.a - Value (excl. sponsor support):** $99619700.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821TY33, C.4 - ISIN: US04821TY336, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $54577928.72
- **C.18.a - Value (excl. sponsor support):** $54577928.72
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821TYH2, C.4 - ISIN: US04821TYH21, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $73860983.60
- **C.18.a - Value (excl. sponsor support):** $73860983.60
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-17
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **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 4: AUTOMATIC DATA PROCESSING INC

- **C.1 - Title:** AUTOMATIC DATA PROCESSING INC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0530A2Y46, C.3 - LEI: HGBOLILQXWER4SAL2I23
- **C.18 - Value (incl. sponsor support):** $149933333.34
- **C.18.a - Value (excl. sponsor support):** $149933333.34
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 5: AUTOMATIC DATA PROCESSING INC

- **C.1 - Title:** AUTOMATIC DATA PROCESSING INC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0530A2Y53, C.4 - ISIN: US0530A2Y533, C.3 - LEI: HGBOLILQXWER4SAL2I23
- **C.18 - Value (incl. sponsor support):** $249861111.10
- **C.18.a - Value (excl. sponsor support):** $249861111.10
- **C.19 - Percentage of Net Assets:** 1.8600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 6: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05970UDU9, C.4 - ISIN: US05970UDU97, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $49022630.00
- **C.18.a - Value (excl. sponsor support):** $49022630.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **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 7: BANCO SANTANDER SA/NEW YORK

- **C.1 - Title:** BANCO SANTANDER SA/NEW YORK 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RDX7, C.4 - ISIN: US05973RDX70, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $5000079.50
- **C.18.a - Value (excl. sponsor support):** $5000079.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: BANCO SANTANDER SA/NEW YORK

- **C.1 - Title:** BANCO SANTANDER SA/NEW YORK 3.990000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RHC9, C.4 - ISIN: US05973RHC97, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $74994262.50
- **C.18.a - Value (excl. sponsor support):** $74994262.50
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: BARCLAYS BANK UK PLC

- **C.1 - Title:** BARCLAYS BANK UK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06744QY53, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $99944440.00
- **C.18.a - Value (excl. sponsor support):** $99944440.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: BARCLAYS BANK UK PLC

- **C.1 - Title:** BARCLAYS BANK UK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06744QY61, C.4 - ISIN: US06744QY615, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $49966510.00
- **C.18.a - Value (excl. sponsor support):** $49966510.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **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? Yes, C.23 Categorized at Level 3? No

### Security 11: BARCLAYS BANK UK PLC

- **C.1 - Title:** BARCLAYS BANK UK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06744QY79, C.4 - ISIN: US06744QY797, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $149882265.00
- **C.18.a - Value (excl. sponsor support):** $149882265.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: BARCLAYS BANK PLC/NY

- **C.1 - Title:** BARCLAYS BANK PLC/NY 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GFJ5, C.4 - ISIN: US06745GFJ58, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $49999700.00
- **C.18.a - Value (excl. sponsor support):** $49999700.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: BARTON CAPITAL S.A.

- **C.1 - Title:** BARTON CAPITAL S.A.
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LY36
- **C.18 - Value (incl. sponsor support):** $49983450.00
- **C.18.a - Value (excl. sponsor support):** $49983450.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 14: BARTON CAPITAL S.A.

- **C.1 - Title:** BARTON CAPITAL S.A.
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LY77
- **C.18 - Value (incl. sponsor support):** $49961110.00
- **C.18.a - Value (excl. sponsor support):** $49961110.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 15: BARTON CAPITAL LLC

- **C.1 - Title:** BARTON CAPITAL LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LZF8
- **C.18 - Value (incl. sponsor support):** $49753125.00
- **C.18.a - Value (excl. sponsor support):** $49753125.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-15
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644AY32, C.4 - ISIN: US07644AY321, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $99966990.00
- **C.18.a - Value (excl. sponsor support):** $99966990.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 17: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 4.040000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07645RFH4, C.4 - ISIN: US07645RFH49, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $35003010.00
- **C.18.a - Value (excl. sponsor support):** $35003010.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BNG BANK NV

- **C.1 - Title:** BNG BANK NV
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09657RY68, C.4 - ISIN: US09657RY689, C.3 - LEI: 529900GGYMNGRQTDOO93
- **C.18 - Value (incl. sponsor support):** $99933830.00
- **C.18.a - Value (excl. sponsor support):** $99933830.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **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? Yes, C.23 Categorized at Level 3? No

### Security 19: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GZB9, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $49774915.00
- **C.18.a - Value (excl. sponsor support):** $49774915.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963TYQ6, C.4 - ISIN: US15963TYQ65, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $74801850.00
- **C.18.a - Value (excl. sponsor support):** $74801850.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-24
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DYR0, C.4 - ISIN: US23305DYR06, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $44877811.50
- **C.18.a - Value (excl. sponsor support):** $44877811.50
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: GREAT BEAR FUNDING LLC

- **C.1 - Title:** GREAT BEAR FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014HY40, C.4 - ISIN: US39014HY407, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $64971192.00
- **C.18.a - Value (excl. sponsor support):** $64971192.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685RDN4, C.4 - ISIN: US45685RDN44
- **C.18 - Value (incl. sponsor support):** $83404099.50
- **C.18.a - Value (excl. sponsor support):** $83404099.50
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: KBC BANK N.V.

- **C.1 - Title:** KBC BANK N.V. 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 4823TDM32, C.4 - ISIN: US4823TDM328
- **C.18 - Value (incl. sponsor support):** $199999740.00
- **C.18.a - Value (excl. sponsor support):** $199999740.00
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: MIZUHO BANK LTD, SINGAPORE BRANCH

- **C.1 - Title:** MIZUHO BANK LTD, SINGAPORE BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689PYH3, C.4 - ISIN: US60689PYH36, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $49907115.00
- **C.18.a - Value (excl. sponsor support):** $49907115.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-17
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **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 26: MIZUHO BANK LTD, SINGAPORE BRANCH

- **C.1 - Title:** MIZUHO BANK LTD, SINGAPORE BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689QAN4, C.4 - ISIN: US60689QAN43, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $49541540.00
- **C.18.a - Value (excl. sponsor support):** $49541540.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **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 27: OVERSEA-CHINESE BANKING CORP LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORP LTD
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034BAN0, C.4 - ISIN: US69034BAN01, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $59448510.00
- **C.18.a - Value (excl. sponsor support):** $59448510.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **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 28: SANOFI

- **C.1 - Title:** SANOFI
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 8010M3BA7, C.4 - ISIN: US8010M3BA70, C.3 - LEI: 549300E9PC51EN656011
- **C.18 - Value (incl. sponsor support):** $74175922.50
- **C.18.a - Value (excl. sponsor support):** $74175922.50
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83369BYM2, C.4 - ISIN: US83369BYM26, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $74825745.00
- **C.18.a - Value (excl. sponsor support):** $74825745.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: STANDARD CHARTERED BANK/NEW YORK

- **C.1 - Title:** STANDARD CHARTERED BANK/NEW YORK 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VQZ6, C.4 - ISIN: US85325VQZ66, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $25014345.00
- **C.18.a - Value (excl. sponsor support):** $25014345.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **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 31: SUMITOMO MITSUI TRUST NY

- **C.1 - Title:** SUMITOMO MITSUI TRUST NY
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86563HA67, C.4 - ISIN: US86563HA678, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $49626750.00
- **C.18.a - Value (excl. sponsor support):** $49626750.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: SUMITOMO MITSUI TRUST BANK

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK 4.060000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TGA5, C.4 - ISIN: US86564TGA51
- **C.18 - Value (incl. sponsor support):** $100002340.00
- **C.18.a - Value (excl. sponsor support):** $100002340.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-22
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **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 33: SUMITOMO MITSUI TRUST BANK LTD/SINGAPORE

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD/SINGAPORE
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564XDQ4, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $58884012.00
- **C.18.a - Value (excl. sponsor support):** $58884012.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **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 34: SUMITOMO MITSUI BANKING CORP/NEW YORK

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP/NEW YORK 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GUT5, C.4 - ISIN: US86565GUT56, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $49997635.00
- **C.18.a - Value (excl. sponsor support):** $49997635.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152EY51, C.4 - ISIN: US89152EY518
- **C.18 - Value (incl. sponsor support):** $117434905.00
- **C.18.a - Value (excl. sponsor support):** $117434905.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 36: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152EY69, C.4 - ISIN: US89152EY690
- **C.18 - Value (incl. sponsor support):** $99933260.00
- **C.18.a - Value (excl. sponsor support):** $99933260.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152EZ35
- **C.18 - Value (incl. sponsor support):** $99638470.00
- **C.18.a - Value (excl. sponsor support):** $99638470.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: UNILEVER FINANCE NETHERLANDS

- **C.1 - Title:** UNILEVER FINANCE NETHERLANDS
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90478CYQ4, C.4 - ISIN: US90478CYQ40
- **C.18 - Value (incl. sponsor support):** $149607600.00
- **C.18.a - Value (excl. sponsor support):** $149607600.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-11-24
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KY30, C.4 - ISIN: US92646KY305
- **C.18 - Value (incl. sponsor support):** $81250097.31
- **C.18.a - Value (excl. sponsor support):** $81250097.31
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 40: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646LAF7, C.4 - ISIN: US92646LAF76
- **C.18 - Value (incl. sponsor support):** $99166110.00
- **C.18.a - Value (excl. sponsor support):** $99166110.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BANCO SANTANDER SA/NY

- **C.1 - Title:** BANCO SANTANDER SA/NY 3.900000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: LMNI47329253
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 2.6100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 42: MIZUHO BANK LTD/NY

- **C.1 - Title:** MIZUHO BANK LTD/NY 3.870000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: RB0PEZSDGCO3JS6CEU02, C.5 - Other ID: LMNI47329263
- **C.18 - Value (incl. sponsor support):** $372400000.00
- **C.18.a - Value (excl. sponsor support):** $372400000.00
- **C.19 - Percentage of Net Assets:** 2.7700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: RABOBANK NEDERLAND NV NY

- **C.1 - Title:** RABOBANK NEDERLAND NV NY 3.860000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47329283
- **C.18 - Value (incl. sponsor support):** $475000000.00
- **C.18.a - Value (excl. sponsor support):** $475000000.00
- **C.19 - Percentage of Net Assets:** 3.5400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 44: DNB NOR BANK

- **C.1 - Title:** DNB NOR BANK 3.840000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47331233
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.8600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 45: ROYAL BANK CANADA TORONTO

- **C.1 - Title:** ROYAL BANK CANADA TORONTO 3.870000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.5 - Other ID: LMNI47331253
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 46: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 3.830000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.5 - Other ID: LMNI47331283
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: ABN AMRO BANK NV

- **C.1 - Title:** ABN AMRO BANK NV 3.900000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.5 - Other ID: LMNI47332203
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 2.2300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **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? Yes, C.23 Categorized at Level 3? No

### Security 48: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 3.860000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: LMNI47332273
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: NATIONAL BANK OF CANADA MONTREAL

- **C.1 - Title:** NATIONAL BANK OF CANADA MONTREAL 3.870000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47333163
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 2.9800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 4.070000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: LMRP10321783
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ARBOR REALTY SR INC      | 2030-07-15      | 7.8750%  | 0.0000% | $2752000.00        | $2961152.00        | Corporate Debt Securities |
| BANK OF AMERICA CORP     | 2026-10-22      | 4.2500%  | 0.0000% | $2294000.00        | $2299327.82        | Corporate Debt Securities |
| BANK OF AMERICA CORP     | 2027-11-25      | 4.1830%  | 0.0000% | $4784000.00        | $4873825.98        | Corporate Debt Securities |
| BANK OF AMERICA CORP     | 2036-09-21      | 2.4820%  | 0.0000% | $2946000.00        | $2577478.31        | Corporate Debt Securities |
| BANK OF AMERICA CORP     | 2149-12-31      | 6.6250%  | 0.0000% | $387000.00         | $407395.87         | Corporate Debt Securities |
| BOEING CO                | 2050-02-01      | 3.7500%  | 0.0000% | $28777000.00       | $21771095.46       | Corporate Debt Securities |
| CHAMPION IRON CANADA INC | 2032-07-15      | 7.8750%  | 0.0000% | $537000.00         | $576245.30         | Corporate Debt Securities |
| CITIGROUP GLOBAL MARKETS | 2065-02-25      | 4.4395%  | 0.0000% | $16139000.00       | $16019560.41       | Corporate Debt Securities |
| CITIGROUP INC            | 2036-09-11      | 5.1740%  | 0.0000% | $2382000.00        | $2432989.36        | Corporate Debt Securities |
| CITIGROUP GLOBAL MARKETS | 2057-05-23      | 4.1825%  | 0.0000% | $11997000.00       | $11877466.24       | Corporate Debt Securities |
| FLORIDA POWER & LIGHT CO | 2072-06-15      | 3.9150%  | 0.0000% | $39131000.00       | $38630794.86       | Corporate Debt Securities |
| FRONTIER FLORIDA LLC     | 2028-02-01      | 6.8600%  | 0.0000% | $1000.00           | $1054.65           | Corporate Debt Securities |
| BOOST NEWCO BORROWER LLC | 2031-01-15      | 7.5000%  | 0.0000% | $992000.00         | $1074259.95        | Corporate Debt Securities |
| HCA INC                  | 2055-11-15      | 5.7000%  | 0.0000% | $6154000.00        | $6049505.08        | Corporate Debt Securities |
| HESS CORP                | 2047-04-01      | 5.8000%  | 0.0000% | $14735000.00       | $15532949.37       | Corporate Debt Securities |
| HESS MIDSTREAM OPERATION | 2030-02-15      | 4.2500%  | 0.0000% | $3338000.00        | $3277489.48        | Corporate Debt Securities |
| LAS VEGAS SANDS CORP     | 2030-06-14      | 6.0000%  | 0.0000% | $5439000.00        | $5848647.35        | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC | 2046-12-14      | 3.3690%  | 0.0000% | $40158000.00       | $30450499.57       | Corporate Debt Securities |
| MOHEGAN TRIBAL / MS DIG  | 2031-04-15      | 11.8750% | 0.0000% | $10186000.00       | $10716667.96       | Corporate Debt Securities |
| MYLAN INC                | 2043-11-29      | 5.4000%  | 0.0000% | $1954000.00        | $1749709.30        | Corporate Debt Securities |
| ORACLE CORP              | 2064-09-27      | 5.5000%  | 0.0000% | $3060000.00        | $2713713.40        | Corporate Debt Securities |
| RAKUTEN GROUP INC        | 2029-04-15      | 9.7500%  | 0.0000% | $521000.00         | $586220.08         | Corporate Debt Securities |
| ROBLOX CORP              | 2030-05-01      | 3.8750%  | 0.0000% | $2615000.00        | $2554449.68        | Corporate Debt Securities |
| TRUIST FINANCIAL CORP    | 2027-05-15      | 5.1430%  | 0.0000% | $18282000.00       | $18341056.06       | Corporate Debt Securities |
| UNITED PARCEL SERVICE    | 2051-12-21      | 4.0052%  | 0.0000% | $9099000.00        | $9067820.56        | Corporate Debt Securities |
| UNITED RENTALS NORTH AM  | 2027-05-15      | 5.5000%  | 0.0000% | $44000.00          | $44516.61          | Corporate Debt Securities |

### Security 51: FIXED INCOME CLEARING CORP / BNY

- **C.1 - Title:** FIXED INCOME CLEARING CORP / BNY 4.130000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMRP10349603
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 5.9600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2029-04-15      | 3.8750%  | 0.0000% | $315000000.00      | $675001745.94      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-01-15      | 0.3750%  | 0.0000% | $9422900.00        | $12513213.06       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.8750%  | 0.0000% | $125968000.00      | $128485063.14      | U.S. Treasuries (including strips) |

### Security 52: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.5 - Other ID: LMRP10349613
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 5.2100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2054-05-15      | 4.6250%  | 0.0000% | $169032800.00      | $171665453.71      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-15      | 4.5000%  | 0.0000% | $204488900.00      | $211262750.40      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.5000%  | 0.0000% | $317028700.00      | $315992260.02      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $14333600.00       | $14807048.31       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-15      | 3.5000%  | 0.0000% | $273000.00         | $272546.40         | U.S. Treasuries (including strips) |

### Security 53: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 4.130000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.5 - Other ID: LMRP10349623
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 5.5900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2025-11-06      | 0.0000%  | 0.0000% | $5977800.00        | $5973974.21        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-04      | 0.0000%  | 0.0000% | $10000100.00       | $9963699.64        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-11-04      | 0.0000%  | 0.0000% | $12992200.00       | $12986613.35       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-11-12      | 0.0000%  | 0.0000% | $5227100.00        | $5220357.04        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-03-05      | 0.0000%  | 0.0000% | $6000000.00        | $5922300.00        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 4.3750%  | 0.0000% | $28165800.00       | $28584279.34       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 3.3750%  | 0.0000% | $13897900.00       | $11934631.51       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-02-15      | 2.5000%  | 0.0000% | $2658100.00        | $1913249.82        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-08-15      | 2.2500%  | 0.0000% | $49943000.00       | $33997592.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-05-15      | 3.0000%  | 0.0000% | $22363400.00       | $17552991.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-11-15      | 2.7500%  | 0.0000% | $45768000.00       | $34094142.79       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-02-15      | 3.0000%  | 0.0000% | $33342000.00       | $25491898.63       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-02-15      | 4.5000%  | 0.0000% | $31995800.00       | $31877919.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-15      | 2.3750%  | 0.0000% | $31326300.00       | $30348102.74       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-07-15      | 0.1250%  | 0.0000% | $8999900.00        | $12096219.92       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-15      | 1.7500%  | 0.0000% | $9437600.00        | $8849662.86        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-01-15      | 0.1250%  | 0.0000% | $7999800.00        | $9582047.06        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 0.6250%  | 0.0000% | $12750300.00       | $11158810.67       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-30      | 0.7500%  | 0.0000% | $29999800.00       | $29542783.05       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2031-07-15      | 0.1250%  | 0.0000% | $10006500.00       | $11254885.11       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 1.5000%  | 0.0000% | $32010600.00       | $30236908.40       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 1.7500%  | 0.0000% | $7326900.00        | $6938501.03        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-15      | 1.8750%  | 0.0000% | $36741900.00       | $32855828.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 3.6250%  | 0.0000% | $6625900.00        | $6648800.60        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 3.6250%  | 0.0000% | $30126000.00       | $30591316.81       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.7500%  | 0.0000% | $32368000.00       | $32779202.02       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $26068600.00       | $26485018.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-28      | 4.2500%  | 0.0000% | $26633400.00       | $27451620.72       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-04-15      | 2.1250%  | 0.0000% | $31065800.00       | $33431472.25       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 4.8750%  | 0.0000% | $24849300.00       | $25500329.25       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $6218900.00        | $6510718.62        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.6250%  | 0.0000% | $34235100.00       | $34385338.18       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-01-15      | 2.1250%  | 0.0000% | $7000000.00        | $7425342.39        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $11091400.00       | $11677107.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $8509100.00        | $8570280.43        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.7500%  | 0.0000% | $34602800.00       | $35098795.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-15      | 3.8750%  | 0.0000% | $9568200.00        | $9740545.12        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-07-15      | 1.8750%  | 0.0000% | $28787100.00       | $29395290.30       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-09-30      | 3.8750%  | 0.0000% | $17861900.00       | $17901377.25       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-15      | 3.5000%  | 0.0000% | $13052600.00       | $13030912.60       | U.S. Treasuries (including strips) |

### Security 54: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: LMRP10350603
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 5.5900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2034-01-01      | 3.0000%  | 0.0000% | $1300000.00        | $174743.32         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-04-01      | 3.0000%  | 0.0000% | $2300000.00        | $426100.49         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-12-01      | 5.5000%  | 0.0000% | $101688800.00      | $528749.74         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-12-01      | 3.0000%  | 0.0000% | $86000.00          | $9992.73           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-01-01      | 4.5000%  | 0.0000% | $35944640.00       | $1007110.88        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-12-01      | 4.5000%  | 0.0000% | $3200000.00        | $573079.35         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2042-10-01      | 3.5000%  | 0.0000% | $1028500.00        | $183453.12         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2032-02-01      | 2.5000%  | 0.0000% | $1527146.00        | $602902.29         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-11-01      | 4.0000%  | 0.0000% | $13807392.00       | $1768274.82        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-03-01      | 3.8300%  | 0.0000% | $5897688.00        | $4535619.57        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-09-01      | 4.0000%  | 0.0000% | $1060068.00        | $478024.20         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2030-08-01      | 3.7500%  | 0.0000% | $4106000.00        | $4039096.84        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-11-01      | 5.5000%  | 0.0000% | $605522.00         | $6416.27           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-12-01      | 5.5000%  | 0.0000% | $166625000.00      | $2695336.44        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 7.0000%  | 0.0000% | $215000.00         | $9010.23           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-07-01      | 6.6850%  | 0.0000% | $1246166.00        | $77133.02          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-07-01      | 6.6140%  | 0.0000% | $2995000.00        | $116639.86         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-01-01      | 3.8800%  | 0.0000% | $10947000.00       | $8400829.09        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-01-01      | 2.8900%  | 0.0000% | $1475000.00        | $1211705.83        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-06-01      | 4.0000%  | 0.0000% | $100000.00         | $13807.48          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-01-01      | 3.0000%  | 0.0000% | $100000.00         | $24666.13          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-11-01      | 4.0000%  | 0.0000% | $221495.00         | $22669.86          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-07-01      | 3.5000%  | 0.0000% | $5262448.00        | $1203284.57        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-04-01      | 6.5000%  | 0.0000% | $1057147.00        | $6067.06           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-04-01      | 5.0000%  | 0.0000% | $348216.00         | $5344.29           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-08-01      | 5.5000%  | 0.0000% | $1235000.00        | $11633.70          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-11-01      | 5.5000%  | 0.0000% | $11258020.00       | $967260.31         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-07-01      | 4.5000%  | 0.0000% | $4562944.00        | $138223.55         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-01-01      | 5.0000%  | 0.0000% | $11695000.00       | $995016.35         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 7.0000%  | 0.0000% | $3080272.00        | $1595022.45        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-12-01      | 6.5000%  | 0.0000% | $1046246.00        | $797044.61         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-12-01      | 7.0000%  | 0.0000% | $1288208.00        | $627357.94         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 6.0000%  | 0.0000% | $3380000.00        | $3463072.49        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-07-01      | 7.0000%  | 0.0000% | $2486690.00        | $2161136.03        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-08-01      | 6.0000%  | 0.0000% | $1731000.00        | $1568502.49        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 4.5000%  | 0.0000% | $1188080.00        | $1018196.24        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.5000%  | 0.0000% | $1199764.00        | $1253174.64        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 7.0000%  | 0.0000% | $1183336.00        | $1249751.64        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 7.0000%  | 0.0000% | $1046766.00        | $1109134.85        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 5.5000%  | 0.0000% | $1753250.00        | $1793799.34        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-08-01      | 5.5000%  | 0.0000% | $1311420.00        | $1327134.02        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 5.5000%  | 0.0000% | $2899940.00        | $2946802.01        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $3086072.00        | $3187352.08        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-07-01      | 5.5000%  | 0.0000% | $1212992.00        | $1228491.70        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $4082336.00        | $4218466.21        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.5000%  | 0.0000% | $1801298.00        | $1887067.58        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $4754840.00        | $4921472.57        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 4.5000%  | 0.0000% | $4586752.00        | $4494836.44        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-09-01      | 6.0000%  | 0.0000% | $1173854.00        | $1222237.33        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 5.0000%  | 0.0000% | $8513504.00        | $8544191.94        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-08-01      | 5.0000%  | 0.0000% | $1758738.00        | $1770521.14        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.5000%  | 0.0000% | $2337892.00        | $2471483.23        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 5.0000%  | 0.0000% | $5875400.00        | $5904433.19        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 5.0000%  | 0.0000% | $3480568.00        | $3501731.61        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 5.5000%  | 0.0000% | $65650160.00       | $66683384.08       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 5.5000%  | 0.0000% | $3821528.00        | $3905622.00        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 5.0000%  | 0.0000% | $2442176.00        | $2471688.88        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 5.5000%  | 0.0000% | $32431720.00       | $32971070.30       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 6.0000%  | 0.0000% | $7541648.00        | $7791517.88        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-06-01      | 4.5000%  | 0.0000% | $2070328.00        | $506237.77         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2057-02-01      | 4.0000%  | 0.0000% | $13823648.00       | $3821236.32        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-11-01      | 4.5000%  | 0.0000% | $2458936.00        | $863020.20         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2057-06-01      | 4.0000%  | 0.0000% | $3714000.00        | $1043771.89        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2057-09-01      | 3.0000%  | 0.0000% | $35232.00          | $11656.44          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2059-01-01      | 4.5000%  | 0.0000% | $9010000.00        | $3181652.49        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-07-01      | 4.0000%  | 0.0000% | $81863.00          | $7675.35           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-02-01      | 3.5000%  | 0.0000% | $1517422.00        | $656932.72         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-05-01      | 5.0000%  | 0.0000% | $75000.00          | $14109.33          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-05-01      | 4.0000%  | 0.0000% | $425000.00         | $30272.28          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-05-01      | 3.3500%  | 0.0000% | $14000000.00       | $13055023.34       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-09-01      | 4.0000%  | 0.0000% | $4771168.00        | $1012045.06        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-02-01      | 3.5000%  | 0.0000% | $50000.00          | $7040.78           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-02-01      | 3.0000%  | 0.0000% | $45000.00          | $7235.85           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-11-01      | 3.0000%  | 0.0000% | $174000000.00      | $38485863.17       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-07-01      | 6.5310%  | 0.0000% | $1680000.00        | $491499.55         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-12-01      | 4.5000%  | 0.0000% | $169189376.00      | $38198282.09       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-02-01      | 3.9920%  | 0.0000% | $938451.00         | $51540.62          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-05-01      | 3.0000%  | 0.0000% | $199988.00         | $6985.32           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-11-01      | 2.5000%  | 0.0000% | $144000.00         | $41493.80          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-06-01      | 2.4750%  | 0.0000% | $2500000.00        | $671382.50         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-05-01      | 2.5000%  | 0.0000% | $22000.00          | $12981.63          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-05-01      | 2.5000%  | 0.0000% | $100000.00         | $70129.88          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-05-01      | 2.5000%  | 0.0000% | $1000000.00        | $577884.92         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 3.0000%  | 0.0000% | $51775.00          | $36172.04          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 5.5000%  | 0.0000% | $29256544.00       | $29810695.87       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 5.5000%  | 0.0000% | $26590208.00       | $26753160.84       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-10-01      | 4.5000%  | 0.0000% | $1300580.00        | $1304528.56        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.2940%  | 0.0000% | $100000.00         | $72106.89          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 4.5000%  | 0.0000% | $135000.00         | $84703.16          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 7.0000%  | 0.0000% | $1563434.00        | $1604171.71        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 6.5000%  | 0.0000% | $1002000.00        | $229115.91         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 5.5000%  | 0.0000% | $1123900.00        | $960880.34         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 5.0000%  | 0.0000% | $14018.00          | $9851.58           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-07-01      | 4.3500%  | 0.0000% | $25846000.00       | $26111179.96       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-02-01      | 4.0000%  | 0.0000% | $85509.00          | $5551.45           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-12-01      | 2.5000%  | 0.0000% | $1450000.00        | $697109.21         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-06-01      | 3.0000%  | 0.0000% | $100000.00         | $57891.17          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-09-01      | 2.5000%  | 0.0000% | $40000.00          | $21052.24          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 3.5000%  | 0.0000% | $1060036.00        | $618908.88         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 2.5000%  | 0.0000% | $3806000.00        | $2672626.02        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 2.0000%  | 0.0000% | $8722128.00        | $5938112.30        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 2.0000%  | 0.0000% | $735233.00         | $470625.03         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 2.0000%  | 0.0000% | $30000.00          | $18675.27          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.0000%  | 0.0000% | $500000.00         | $341908.75         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 2.5000%  | 0.0000% | $200000.00         | $135480.24         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.0000%  | 0.0000% | $9167008.00        | $7763398.62        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 4.0000%  | 0.0000% | $4750000.00        | $3630440.56        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-10-01      | 2.5000%  | 0.0000% | $3687820.00        | $2477210.80        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 5.5000%  | 0.0000% | $100000.00         | $83486.04          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 5.0000%  | 0.0000% | $275000.00         | $269217.35         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 5.5000%  | 0.0000% | $15000000.00       | $14839759.28       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-11-01      | 2.5000%  | 0.0000% | $4499168.00        | $3671982.92        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 3.0000%  | 0.0000% | $56289000.00       | $48363247.51       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $106884864.00      | $109339205.00      | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 2.0000%  | 0.0000% | $28022784.00       | $25974561.36       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-02-01      | 4.0000%  | 0.0000% | $110000.00         | $9631.12           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-01-01      | 2.5000%  | 0.0000% | $1313558.00        | $728834.06         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-09-01      | 5.0000%  | 0.0000% | $1195928.00        | $22344.06          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-11-01      | 1.5000%  | 0.0000% | $3630940.00        | $2106772.24        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 2.5000%  | 0.0000% | $3000000.00        | $1636232.37        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 3.5000%  | 0.0000% | $3960000.00        | $2907400.77        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-08-01      | 3.5000%  | 0.0000% | $4000000.00        | $2719497.00        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 6.0000%  | 0.0000% | $23106944.00       | $17279545.79       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-02-01      | 2.5000%  | 0.0000% | $525000.00         | $329264.61         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 6.5000%  | 0.0000% | $10000000.00       | $7819663.78        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-02-01      | 4.5000%  | 0.0000% | $200000.00         | $158894.78         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-06-01      | 2.0000%  | 0.0000% | $27000.00          | $18326.62          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 3.5000%  | 0.0000% | $319000.00         | $244816.43         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-01-01      | 7.0000%  | 0.0000% | $15594992.00       | $12317269.21       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 2.0000%  | 0.0000% | $19000.00          | $14166.84          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 4.5000%  | 0.0000% | $19907680.00       | $17451439.59       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-08-01      | 6.0650%  | 0.0000% | $4746000.00        | $29331.93          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-05-01      | 6.0000%  | 0.0000% | $757568.00         | $8672.56           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-02-01      | 5.5000%  | 0.0000% | $1325000.00        | $6156.77           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-07-01      | 5.5000%  | 0.0000% | $5398472.00        | $252028.55         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-06-01      | 5.5000%  | 0.0000% | $6709656.00        | $98696.52          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-02-01      | 6.0000%  | 0.0000% | $325000.00         | $7533.13           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-10-01      | 4.5000%  | 0.0000% | $2000000.00        | $283628.48         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-07-01      | 3.0000%  | 0.0000% | $8155000.00        | $635299.28         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-09-01      | 2.5000%  | 0.0000% | $1000000.00        | $141909.11         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-10-01      | 3.0000%  | 0.0000% | $58000.00          | $9619.65           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-02-01      | 3.5000%  | 0.0000% | $1828060.00        | $112523.91         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-07-01      | 3.5000%  | 0.0000% | $3585524.00        | $395372.28         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-10-01      | 1.5000%  | 0.0000% | $1141654.00        | $667687.60         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-10-01      | 3.0000%  | 0.0000% | $5861928.00        | $3151161.03        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 1.5000%  | 0.0000% | $123116.00         | $78103.14          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-04-01      | 3.5000%  | 0.0000% | $450000.00         | $13955.59          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-03-01      | 3.5000%  | 0.0000% | $45000.00          | $6470.53           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-12-01      | 3.0000%  | 0.0000% | $653415.00         | $187251.32         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-04-01      | 1.5000%  | 0.0000% | $2211920.00        | $1154731.28        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-04-01      | 4.0000%  | 0.0000% | $544066.00         | $466698.41         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-04-01      | 2.0000%  | 0.0000% | $21000.00          | $13049.52          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 2.5000%  | 0.0000% | $59000.00          | $41454.03          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-04-01      | 3.0000%  | 0.0000% | $100000.00         | $66885.12          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 2.5000%  | 0.0000% | $4000000.00        | $2838870.80        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-08-01      | 2.5000%  | 0.0000% | $1000000.00        | $706674.55         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-08-01      | 4.0000%  | 0.0000% | $143000.00         | $81825.24          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 4.0000%  | 0.0000% | $727590.00         | $646489.43         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-01-01      | 3.5000%  | 0.0000% | $19000.00          | $12579.25          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 6.0000%  | 0.0000% | $2960000.00        | $2249198.23        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 4.0000%  | 0.0000% | $11000.00          | $9269.73           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-09-01      | 5.5000%  | 0.0000% | $739000.00         | $431529.95         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-08-01      | 3.5000%  | 0.0000% | $18000.00          | $12912.44          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-10-01      | 6.0000%  | 0.0000% | $1092882.00        | $595757.41         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-01-01      | 4.0000%  | 0.0000% | $15000.00          | $13168.09          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-10-01      | 4.5000%  | 0.0000% | $53000.00          | $43487.20          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 5.0000%  | 0.0000% | $3285000.00        | $3085642.71        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 6.0000%  | 0.0000% | $1097000.00        | $988509.20         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 4.0000%  | 0.0000% | $41185792.00       | $37926799.76       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-02-01      | 4.0000%  | 0.0000% | $6427168.00        | $5834327.90        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.0000%  | 0.0000% | $51367.00          | $48108.20          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 3.5000%  | 0.0000% | $1669306.00        | $1543482.66        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-04-01      | 5.5000%  | 0.0000% | $1195000.00        | $15600.14          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-11-01      | 6.0000%  | 0.0000% | $1012596.00        | $21172.18          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-08-01      | 6.5100%  | 0.0000% | $5031096.00        | $239207.90         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 5.5000%  | 0.0000% | $8821808.00        | $8816773.11        | Agency Mortgage-Backed Securities |

### Security 55: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: LMRP10350613
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIPS        | 2029-02-15      | 0.0000%  | 0.0000% | $172706822.42      | $153052786.03      | U.S. Treasuries (including strips) |

### Security 56: FIXED INCOME CLEARING CORP / STATE STREET

- **C.1 - Title:** FIXED INCOME CLEARING CORP / STATE STREET 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMRP10350623
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 2.2300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2030-09-30      | 4.6250%  | 0.0000% | $45417000.00       | $47410811.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 1980-01-01      | 0.0000%  | 0.0000% | $225000000.00      | $229895574.80      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-03-31      | 4.1250%  | 0.0000% | $28105400.00       | $28693793.01       | U.S. Treasuries (including strips) |

### Security 57: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.070000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: LMRP10350653
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **C.19 - Percentage of Net Assets:** 2.4200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** No

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| AT&T INC                 | 2032-02-01      | 2.2500%  | 0.0000% | $5000000.00        | $4406525.00        | Corporate Debt Securities |
| AT&T INC                 | 2053-09-15      | 3.5000%  | 0.0000% | $3000000.00        | $2087796.67        | Corporate Debt Securities |
| AT&T INC                 | 2033-12-01      | 2.5500%  | 0.0000% | $2500000.00        | $2159137.50        | Corporate Debt Securities |
| CHUBB INA HOLDINGS LLC   | 2045-11-03      | 4.3500%  | 0.0000% | $20000.00          | $18288.17          | Corporate Debt Securities |
| ALABAMA POWER CO         | 2031-03-15      | 4.3000%  | 0.0000% | $97000.00          | $97764.25          | Corporate Debt Securities |
| ALEXANDRIA REAL ESTATE E | 2031-08-15      | 3.3750%  | 0.0000% | $886000.00         | $834341.77         | Corporate Debt Securities |
| ALEXANDRIA REAL ESTATE E | 2051-05-18      | 3.0000%  | 0.0000% | $4800000.00        | $3032560.00        | Corporate Debt Securities |
| ALEXANDRIA REAL ESTATE E | 2054-05-15      | 5.6250%  | 0.0000% | $3900000.00        | $3807755.25        | Corporate Debt Securities |
| AMERICAN EXPRESS CO      | 2031-10-30      | 6.4890%  | 0.0000% | $7200000.00        | $7876872.00        | Corporate Debt Securities |
| AMERICAN EXPRESS CO      | 2033-07-20      | 4.9180%  | 0.0000% | $95000.00          | $98147.79          | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV FIN | 2046-02-01      | 4.9000%  | 0.0000% | $1400000.00        | $1343538.00        | Corporate Debt Securities |
| APA CORP                 | 2035-02-15      | 6.1000%  | 0.0000% | $10000000.00       | $10341777.78       | Corporate Debt Securities |
| APOLLO MANAGEMENT HOLDIN | 2048-03-15      | 5.0000%  | 0.0000% | $575000.00         | $529959.61         | Corporate Debt Securities |
| ARES CAPITAL CORP        | 2029-03-01      | 5.8750%  | 0.0000% | $200000.00         | $206680.33         | Corporate Debt Securities |
| ARIZONA PUBLIC SERVICE   | 2055-08-15      | 5.9000%  | 0.0000% | $66000.00          | $69347.89          | Corporate Debt Securities |
| AVOLON HOLDINGS FNDG LTD | 2032-10-15      | 4.9500%  | 0.0000% | $2000000.00        | $1987175.00        | Corporate Debt Securities |
| BAIN CAPITAL SPECIALTY F | 2030-03-15      | 5.9500%  | 0.0000% | $1450000.00        | $1456384.03        | Corporate Debt Securities |
| JPMORGAN CHASE & CO      | 2026-10-15      | 7.6250%  | 0.0000% | $7893000.00        | $8179033.55        | Corporate Debt Securities |
| BANK OF AMERICA CORP     | 2045-04-21      | 4.7500%  | 0.0000% | $4000000.00        | $3662517.78        | Corporate Debt Securities |
| BANK OF NY MELLON CORP   | 2036-06-06      | 5.3160%  | 0.0000% | $890000.00         | $942226.09         | Corporate Debt Securities |
| BEACON FUNDING TRUST     | 2054-08-15      | 6.2660%  | 0.0000% | $2161000.00        | $2256144.99        | Corporate Debt Securities |
| BLACKSTONE PRIVATE CRE   | 2026-12-15      | 2.6250%  | 0.0000% | $99000.00          | $97825.53          | Corporate Debt Securities |
| BLACKSTONE PRIVATE CRE   | 2029-01-15      | 4.0000%  | 0.0000% | $1825000.00        | $1794883.44        | Corporate Debt Securities |
| BLACKSTONE PRIVATE CRE   | 2034-11-22      | 6.0000%  | 0.0000% | $3052000.00        | $3180306.08        | Corporate Debt Securities |
| BLACKSTONE SECURED LEND  | 2026-09-16      | 2.7500%  | 0.0000% | $196000.00         | $193888.59         | Corporate Debt Securities |
| BLACKSTONE SECURED LEND  | 2027-11-15      | 5.8750%  | 0.0000% | $10065000.00       | $10541781.85       | Corporate Debt Securities |
| BLACKSTONE SECURED LEND  | 2031-01-31      | 5.1250%  | 0.0000% | $900000.00         | $890046.12         | Corporate Debt Securities |
| CIGNA GROUP/THE          | 2029-05-15      | 5.0000%  | 0.0000% | $200000.00         | $209935.11         | Corporate Debt Securities |
| COTERRA ENERGY INC       | 2035-02-15      | 5.4000%  | 0.0000% | $5150000.00        | $5252845.50        | Corporate Debt Securities |
| CITIGROUP INC            | 2028-01-10      | 3.8870%  | 0.0000% | $4377000.00        | $4411862.44        | Corporate Debt Securities |
| COMCAST CORP             | 2056-11-01      | 2.9370%  | 0.0000% | $5000000.00        | $3023325.00        | Corporate Debt Securities |
| COMCAST CORP             | 2064-05-15      | 5.5000%  | 0.0000% | $330000.00         | $316067.77         | Corporate Debt Securities |
| COMCAST CORP             | 2055-05-15      | 6.0500%  | 0.0000% | $17000.00          | $17934.55          | Corporate Debt Securities |
| EXELON CORP              | 2032-04-01      | 7.6000%  | 0.0000% | $1000.00           | $1162.76           | Corporate Debt Securities |
| DELL INT LLC / EMC CORP  | 2031-02-15      | 4.5000%  | 0.0000% | $1095000.00        | $1096637.02        | Corporate Debt Securities |
| DELL INT LLC / EMC CORP  | 2036-02-15      | 5.1000%  | 0.0000% | $1000000.00        | $1001151.67        | Corporate Debt Securities |
| DOW CHEMICAL CO/THE      | 2053-05-15      | 6.9000%  | 0.0000% | $3707000.00        | $4082988.65        | Corporate Debt Securities |
| EASTERN ENERGY GAS       | 2055-01-15      | 6.2000%  | 0.0000% | $1547000.00        | $1673955.41        | Corporate Debt Securities |
| ENERGY TRANSFER LP       | 2054-09-01      | 6.0500%  | 0.0000% | $8241000.00        | $8181857.09        | Corporate Debt Securities |
| ENERGY TRANSFER LP       | 2049-04-15      | 6.2500%  | 0.0000% | $4006000.00        | $4056466.70        | Corporate Debt Securities |
| ENTERPRISE PRODUCTS OPER | 2060-01-31      | 3.9500%  | 0.0000% | $2855000.00        | $2183289.88        | Corporate Debt Securities |
| EVERGY INC               | 2055-06-01      | 6.6500%  | 0.0000% | $497000.00         | $524900.75         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2031-01-28      | 5.2070%  | 0.0000% | $1360000.00        | $1423201.13        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2029-10-21      | 4.1530%  | 0.0000% | $3976000.00        | $3968221.40        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2029-10-21      | 5.2064%  | 0.0000% | $7400000.00        | $7409615.50        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2030-03-15      | 3.8000%  | 0.0000% | $2441000.00        | $2410671.93        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC  | 2026-12-09      | 1.0930%  | 0.0000% | $21000.00          | $21017.25          | Corporate Debt Securities |
| GOLDMAN SACHS BDC INC    | 2030-09-09      | 5.6500%  | 0.0000% | $3878000.00        | $3940905.47        | Corporate Debt Securities |
| HCA INC                  | 2055-11-15      | 5.7000%  | 0.0000% | $1000.00           | $983.02            | Corporate Debt Securities |
| HP INC                   | 2033-01-15      | 5.5000%  | 0.0000% | $3000000.00        | $3158443.33        | Corporate Debt Securities |
| HPS CORPORATE LENDING FU | 2029-01-30      | 6.7500%  | 0.0000% | $2984000.00        | $3154490.84        | Corporate Debt Securities |
| HERCULES CAPITAL INC     | 2026-09-16      | 2.6250%  | 0.0000% | $30000.00          | $29555.44          | Corporate Debt Securities |
| HONEYWELL INTERNATIONAL  | 2029-08-15      | 2.7000%  | 0.0000% | $350000.00         | $335727.00         | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA  | 2028-09-21      | 6.1000%  | 0.0000% | $2000.00           | $2104.24           | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA  | 2030-09-18      | 4.5000%  | 0.0000% | $1845000.00        | $1850544.22        | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA  | 2028-09-18      | 5.3258%  | 0.0000% | $2000000.00        | $2020776.18        | Corporate Debt Securities |
| INTEL CORP               | 2053-02-10      | 5.7000%  | 0.0000% | $950000.00         | $938395.75         | Corporate Debt Securities |
| JPMORGAN CHASE & CO      | 2035-04-22      | 5.7660%  | 0.0000% | $5890000.00        | $6305842.84        | Corporate Debt Securities |
| LYB INT FINANCE III      | 2050-05-01      | 4.2000%  | 0.0000% | $1908000.00        | $1454888.16        | Corporate Debt Securities |
| LYB INT FINANCE III      | 2051-04-01      | 3.6250%  | 0.0000% | $992000.00         | $667805.31         | Corporate Debt Securities |
| LYB INT FINANCE III      | 2034-03-01      | 5.5000%  | 0.0000% | $50000.00          | $50495.83          | Corporate Debt Securities |
| LOWE'S COS INC           | 2035-10-15      | 4.8500%  | 0.0000% | $4330000.00        | $4303940.62        | Corporate Debt Securities |
| MPLX LP                  | 2034-06-01      | 5.5000%  | 0.0000% | $3000000.00        | $3129800.00        | Corporate Debt Securities |
| MPLX LP                  | 2033-01-15      | 5.0000%  | 0.0000% | $558000.00         | $565310.42         | Corporate Debt Securities |
| MPLX LP                  | 2035-09-15      | 5.4000%  | 0.0000% | $1000.00           | $1018.32           | Corporate Debt Securities |
| MCDONALD'S CORP          | 2036-02-13      | 5.0000%  | 0.0000% | $5257000.00        | $5355300.06        | Corporate Debt Securities |
| MICRON TECHNOLOGY INC    | 2032-11-01      | 5.6500%  | 0.0000% | $996000.00         | $1075614.15        | Corporate Debt Securities |
| MICRON TECHNOLOGY INC    | 2035-11-01      | 6.0500%  | 0.0000% | $4531000.00        | $4999442.47        | Corporate Debt Securities |
| MIZUHO FINANCIAL GROUP   | 2030-07-16      | 3.1530%  | 0.0000% | $2000000.00        | $1938617.33        | Corporate Debt Securities |
| MIZUHO FINANCIAL GROUP   | 2032-05-22      | 2.1720%  | 0.0000% | $396000.00         | $354080.50         | Corporate Debt Securities |
| MORGAN STANLEY           | 2037-04-20      | 5.2970%  | 0.0000% | $2500000.00        | $2553621.32        | Corporate Debt Securities |
| MORGAN STANLEY           | 2055-11-19      | 5.5160%  | 0.0000% | $457000.00         | $476469.11         | Corporate Debt Securities |
| MORGAN STANLEY           | 2029-04-12      | 4.9940%  | 0.0000% | $250000.00         | $255313.93         | Corporate Debt Securities |
| MORGAN STANLEY           | 2036-01-18      | 5.5870%  | 0.0000% | $830000.00         | $884028.87         | Corporate Debt Securities |
| MORGAN STANLEY DIRECT    | 2030-05-19      | 6.0000%  | 0.0000% | $3044000.00        | $3194221.40        | Corporate Debt Securities |
| NTT FINANCE CORP         | 2035-07-16      | 5.5020%  | 0.0000% | $3313000.00        | $3500034.31        | Corporate Debt Securities |
| NATIONWIDE HEALTH PPTYS  | 2037-10-01      | 6.9000%  | 0.0000% | $400000.00         | $452640.00         | Corporate Debt Securities |
| NEW ENGLAND POWER CO     | 2055-09-08      | 5.8480%  | 0.0000% | $9968000.00        | $10365519.41       | Corporate Debt Securities |
| NEW MOUNTAIN FINANCE COR | 2029-02-01      | 6.8750%  | 0.0000% | $167000.00         | $172766.09         | Corporate Debt Securities |
| NEXTERA ENERGY CAPITAL   | 2054-06-15      | 6.7500%  | 0.0000% | $27000.00          | $29944.62          | Corporate Debt Securities |
| NOMURA HOLDINGS INC      | 2028-07-12      | 6.0700%  | 0.0000% | $770000.00         | $819164.50         | Corporate Debt Securities |
| NOMURA HOLDINGS INC      | 2034-07-03      | 5.7830%  | 0.0000% | $2750000.00        | $2967345.56        | Corporate Debt Securities |
| NORFOLK SOUTHERN CORP    | 2054-08-01      | 5.3500%  | 0.0000% | $25000.00          | $24945.12          | Corporate Debt Securities |
| ONEOK INC                | 2053-09-01      | 6.6250%  | 0.0000% | $3190000.00        | $3401342.82        | Corporate Debt Securities |
| ONEOK INC                | 2032-10-15      | 4.9500%  | 0.0000% | $10144000.00       | $10279447.76       | Corporate Debt Securities |
| ORACLE CORP              | 2055-09-26      | 5.9500%  | 0.0000% | $4500000.00        | $4356426.25        | Corporate Debt Securities |
| ORIX CORP                | 2030-09-09      | 4.4500%  | 0.0000% | $4035000.00        | $4061244.31        | Corporate Debt Securities |
| BLUE OWL TECHNOLOGY FINA | 2027-01-15      | 2.5000%  | 0.0000% | $483000.00         | $471220.17         | Corporate Debt Securities |
| BLUE OWL CREDIT INCOME   | 2027-02-08      | 4.7000%  | 0.0000% | $3125000.00        | $3147362.85        | Corporate Debt Securities |
| BLUE OWL CAPITAL CORP    | 2026-07-15      | 3.4000%  | 0.0000% | $2915000.00        | $2918005.69        | Corporate Debt Securities |
| PECO ENERGY CO           | 2055-09-15      | 5.6500%  | 0.0000% | $4500000.00        | $4682898.75        | Corporate Debt Securities |
| PACIFIC GAS & ELECTRIC   | 2053-04-01      | 6.7000%  | 0.0000% | $7427000.00        | $8044059.92        | Corporate Debt Securities |
| PACIFIC GAS & ELECTRIC   | 2033-06-15      | 6.4000%  | 0.0000% | $2143000.00        | $2362309.86        | Corporate Debt Securities |
| PHILLIPS 66 CO           | 2056-03-15      | 5.8750%  | 0.0000% | $4718000.00        | $4725064.55        | Corporate Debt Securities |
| PROGRESS ENERGY INC      | 2039-12-01      | 6.0000%  | 0.0000% | $5943000.00        | $6501998.58        | Corporate Debt Securities |
| PRUDENTIAL FINANCIAL INC | 2052-09-01      | 6.0000%  | 0.0000% | $66000.00          | $69412.20          | Corporate Debt Securities |
| PUBLIC SERVICE COLORADO  | 2035-09-15      | 5.1500%  | 0.0000% | $6499000.00        | $6691218.76        | Corporate Debt Securities |
| PUB SVC ELEC & GAS       | 2039-11-01      | 5.3750%  | 0.0000% | $3084000.00        | $3267513.42        | Corporate Debt Securities |
| PUGET SOUND ENERGY INC   | 2055-09-15      | 5.5980%  | 0.0000% | $7170000.00        | $7276352.61        | Corporate Debt Securities |
| SIERRA PACIFIC POWER CO  | 2055-12-15      | 6.2000%  | 0.0000% | $4797000.00        | $4842129.11        | Corporate Debt Securities |
| SOUTHERN CO              | 2030-04-30      | 3.7000%  | 0.0000% | $80000.00          | $78224.00          | Corporate Debt Securities |
| SOUTHERN CO              | 2051-09-15      | 3.7500%  | 0.0000% | $3729000.00        | $3696601.20        | Corporate Debt Securities |
| SOUTHERN POWER CO        | 2030-10-01      | 4.2500%  | 0.0000% | $50000.00          | $50051.92          | Corporate Debt Securities |
| SUMITOMO MITSUI FINL GRP | 2029-07-09      | 5.3160%  | 0.0000% | $7462000.00        | $7855254.86        | Corporate Debt Securities |
| T-MOBILE USA INC         | 2031-02-15      | 2.5500%  | 0.0000% | $4000000.00        | $3662053.33        | Corporate Debt Securities |
| T-MOBILE USA INC         | 2055-11-15      | 5.8750%  | 0.0000% | $5009000.00        | $5243122.05        | Corporate Debt Securities |
| T-MOBILE USA INC         | 2033-01-15      | 4.6250%  | 0.0000% | $4000000.00        | $3990585.56        | Corporate Debt Securities |
| TAKEDA PHARMACEUTICAL    | 2054-07-05      | 5.6500%  | 0.0000% | $920000.00         | $947957.52         | Corporate Debt Securities |
| TAKEDA PHARMACEUTICAL    | 2064-07-05      | 5.8000%  | 0.0000% | $250000.00         | $258199.44         | Corporate Debt Securities |
| TAMPA ELECTRIC CO        | 2036-05-15      | 6.5500%  | 0.0000% | $500000.00         | $575011.39         | Corporate Debt Securities |
| TRUIST FINANCIAL CORP    | 2034-01-26      | 5.1220%  | 0.0000% | $2112000.00        | $2172057.65        | Corporate Debt Securities |
| UBER TECHNOLOGIES INC    | 2034-09-15      | 4.8000%  | 0.0000% | $5000000.00        | $5049016.67        | Corporate Debt Securities |
| UNITED PARCEL SERVICE    | 2065-05-14      | 6.0500%  | 0.0000% | $5866000.00        | $6364113.02        | Corporate Debt Securities |
| US BANCORP               | 2031-05-15      | 5.0830%  | 0.0000% | $234000.00         | $246176.96         | Corporate Debt Securities |
| UNIVERSAL HEALTH SVCS    | 2034-10-15      | 5.0500%  | 0.0000% | $2000.00           | $1972.95           | Corporate Debt Securities |
| VERIZON COMMUNICATIONS   | 2041-09-03      | 2.8500%  | 0.0000% | $2000000.00        | $1467183.33        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS   | 2035-04-02      | 5.2500%  | 0.0000% | $1511000.00        | $1540327.25        | Corporate Debt Securities |
| VICI PROPERTIES / NOTE   | 2026-09-01      | 4.5000%  | 0.0000% | $421000.00         | $424288.01         | Corporate Debt Securities |
| VIRGINIA ELEC & POWER CO | 2035-09-15      | 4.9000%  | 0.0000% | $3939000.00        | $3961616.42        | Corporate Debt Securities |
| VOLKSWAGEN GROUP AMERICA | 2030-03-27      | 5.3500%  | 0.0000% | $1864000.00        | $1922273.82        | Corporate Debt Securities |
| WELLS FARGO & COMPANY    | 2044-11-04      | 4.6500%  | 0.0000% | $8000000.00        | $7310500.00        | Corporate Debt Securities |
| WESTERN MIDSTREAM OPERAT | 2050-02-01      | 5.2500%  | 0.0000% | $5000000.00        | $4407175.00        | Corporate Debt Securities |
| WISCONSIN ELECTRIC POWER | 2033-05-15      | 5.6250%  | 0.0000% | $444000.00         | $488398.89         | Corporate Debt Securities |
| WISCONSIN ELECTRIC POWER | 2034-10-01      | 4.6000%  | 0.0000% | $1885000.00        | $1886627.38        | Corporate Debt Securities |
| AUST & NZ BANKING GROUP  | 2035-11-25      | 2.5700%  | 0.0000% | $3725000.00        | $3375800.91        | Corporate Debt Securities |
| AUST & NZ BANKING GRP/UK | 2049-12-29      | 6.7500%  | 0.0000% | $525000.00         | $544930.31         | Corporate Debt Securities |
| NATIONAL AUSTRALIA BANK  | 2033-01-12      | 6.4290%  | 0.0000% | $1750000.00        | $1943247.25        | Corporate Debt Securities |

### Security 58: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC 3.940000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMRP10351853
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.8600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1+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

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

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ACADEMY LTD              | 2027-11-15      | 6.0000%  | 0.0000% | $20000000.00       | $20602133.33       | Corporate Debt Securities |
| CALIFORNIA RESOURCES CRP | 2029-06-15      | 8.2500%  | 0.0000% | $4040000.00        | $4322544.13        | Corporate Debt Securities |
| COMPASS GROUP DIVERSIFIE | 2029-04-15      | 5.2500%  | 0.0000% | $22386000.00       | $20360813.20       | Corporate Debt Securities |
| COTY/HFC PRESTIGE/INT US | 2031-01-15      | 5.6000%  | 0.0000% | $14843000.00       | $14949110.96       | Corporate Debt Securities |
| PERMIAN RESOURC OPTG LLC | 2031-07-15      | 9.8750%  | 0.0000% | $5525000.00        | $6150244.30        | Corporate Debt Securities |
| ENBRIDGE INC             | 2078-03-01      | 6.2500%  | 0.0000% | $14723000.00       | $15062999.06       | Corporate Debt Securities |
| ENTEGRIS INC             | 2029-04-15      | 4.7500%  | 0.0000% | $14176000.00       | $14137740.55       | Corporate Debt Securities |
| GFL ENVIRONMENTAL INC    | 2028-08-01      | 4.0000%  | 0.0000% | $15167000.00       | $15011218.06       | Corporate Debt Securities |
| IRON MOUNTAIN INC        | 2027-09-15      | 4.8750%  | 0.0000% | $19343000.00       | $19402560.32       | Corporate Debt Securities |
| NCL CORPORATION LTD      | 2029-02-15      | 7.7500%  | 0.0000% | $14542000.00       | $15783389.95       | Corporate Debt Securities |
| NOKIA OYJ                | 2027-06-12      | 4.3750%  | 0.0000% | $15000000.00       | $15219612.50       | Corporate Debt Securities |
| NOVA CHEMICALS CORP      | 2029-05-15      | 4.2500%  | 0.0000% | $15199000.00       | $15058092.60       | Corporate Debt Securities |
| RYAN SPECIALTY           | 2032-08-01      | 5.8750%  | 0.0000% | $14603000.00       | $15080189.53       | Corporate Debt Securities |
| SS&C TECHNOLOGIES INC    | 2027-09-30      | 5.5000%  | 0.0000% | $14938000.00       | $15009154.67       | Corporate Debt Securities |
| SIRIUS XM RADIO LLC      | 2027-08-01      | 5.0000%  | 0.0000% | $14830000.00       | $14990164.00       | Corporate Debt Securities |
| STONEX ESCROW ISSUER LLC | 2032-07-15      | 6.8750%  | 0.0000% | $13635000.00       | $14383286.91       | Corporate Debt Securities |
| SUMMIT MIDSTREAM HOLDING | 2029-10-31      | 8.6250%  | 0.0000% | $13946000.00       | $14457794.96       | Corporate Debt Securities |
| TEXAS CAPITAL BANCSHARES | 2031-05-06      | 4.0000%  | 0.0000% | $14952000.00       | $15007837.41       | Corporate Debt Securities |
| TRAVEL + LEISURE CO      | 2026-07-31      | 6.6250%  | 0.0000% | $14662000.00       | $15011285.50       | Corporate Debt Securities |

### Security 59: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: LMRP10352463
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 3.7200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2038-11-01      | 6.5000%  | 0.0000% | $691668.00         | $2511.25           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2028-01-01      | 2.5000%  | 0.0000% | $4600000.00        | $130729.72         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-10-01      | 3.0000%  | 0.0000% | $314000.00         | $50025.97          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-01-01      | 3.0000%  | 0.0000% | $392000.00         | $74524.58          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-10-01      | 6.5000%  | 0.0000% | $476353.00         | $3956.55           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-10-01      | 5.5000%  | 0.0000% | $30125.00          | $102.56            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-12-01      | 6.0000%  | 0.0000% | $22871328.00       | $72247.82          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-08-01      | 4.5000%  | 0.0000% | $24000.00          | $736.73            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2029-06-01      | 6.0000%  | 0.0000% | $835584.00         | $540.13            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-05-01      | 5.0000%  | 0.0000% | $12000.00          | $58.20             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2027-12-01      | 5.0000%  | 0.0000% | $230000.00         | $1366.17           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2042-04-01      | 3.5000%  | 0.0000% | $139986.00         | $10653.11          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-08-01      | 3.5000%  | 0.0000% | $24972.00          | $2535.53           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-12-01      | 4.5000%  | 0.0000% | $5000.00           | $2610.26           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-08-01      | 3.5000%  | 0.0000% | $550000.00         | $72578.32          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-08-01      | 3.5000%  | 0.0000% | $365000.00         | $51929.60          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-11-01      | 4.5000%  | 0.0000% | $1482496.00        | $154730.88         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-02-01      | 2.5000%  | 0.0000% | $700000.00         | $127172.29         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2030-04-01      | 4.5000%  | 0.0000% | $527000.00         | $7793.33           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2031-05-01      | 5.0000%  | 0.0000% | $120000.00         | $4302.35           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-02-01      | 4.0000%  | 0.0000% | $160000.00         | $18565.59          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-05-01      | 4.0000%  | 0.0000% | $7000.00           | $585.22            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-07-01      | 5.0000%  | 0.0000% | $750000.00         | $6098.76           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-03-01      | 6.0000%  | 0.0000% | $1055000.00        | $8446.70           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-10-01      | 5.0000%  | 0.0000% | $45000.00          | $411.32            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-08-01      | 5.5000%  | 0.0000% | $15090496.00       | $132419.27         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-03-01      | 5.5000%  | 0.0000% | $174278.00         | $1819.23           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-05-01      | 6.0000%  | 0.0000% | $2155128.00        | $26596.77          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-01-01      | 5.5000%  | 0.0000% | $255000.00         | $3489.77           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-09-01      | 6.5000%  | 0.0000% | $2700000.00        | $81463.57          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-10-01      | 5.0000%  | 0.0000% | $3660000.00        | $175328.89         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-09-01      | 6.5000%  | 0.0000% | $2200000.00        | $128827.81         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-03-01      | 4.5000%  | 0.0000% | $48000.00          | $6129.78           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-07-01      | 4.5000%  | 0.0000% | $218000.00         | $26161.72          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-09-01      | 4.0000%  | 0.0000% | $21000.00          | $1734.20           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-10-01      | 4.5000%  | 0.0000% | $2611.00           | $359.24            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-02-01      | 4.5000%  | 0.0000% | $19803.00          | $1985.75           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-04-01      | 3.5000%  | 0.0000% | $4000000.00        | $457181.92         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-06-01      | 4.5000%  | 0.0000% | $1439000.00        | $2952.08           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-07-01      | 4.5000%  | 0.0000% | $983040.00         | $142.46            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2032-09-01      | 3.5000%  | 0.0000% | $389000.00         | $25685.88          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2030-11-01      | 3.0000%  | 0.0000% | $22000.00          | $1936.26           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-11-01      | 4.0000%  | 0.0000% | $36000.00          | $5986.48           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-04-01      | 3.0000%  | 0.0000% | $3700000.00        | $970864.44         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2042-11-01      | 3.5000%  | 0.0000% | $75000.00          | $21540.88          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-06-01      | 4.0000%  | 0.0000% | $4863000.00        | $944759.87         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-07-01      | 3.0000%  | 0.0000% | $18000.00          | $4444.34           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-11-01      | 3.5000%  | 0.0000% | $259000.00         | $70714.50          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-12-01      | 5.0000%  | 0.0000% | $575000.00         | $45481.02          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-03-01      | 4.0000%  | 0.0000% | $25000.00          | $6836.82           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-09-01      | 5.0000%  | 0.0000% | $7000.00           | $4965.03           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-04-01      | 6.0000%  | 0.0000% | $590000.00         | $422757.34         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-07-01      | 6.0000%  | 0.0000% | $38000.00          | $24476.46          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-09-01      | 4.0000%  | 0.0000% | $18000.00          | $10606.92          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-10-01      | 5.5000%  | 0.0000% | $234000.00         | $144169.96         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-08-01      | 5.5000%  | 0.0000% | $7000.00           | $4832.11           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-11-01      | 4.0000%  | 0.0000% | $5000.00           | $4306.83           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-04-01      | 6.0000%  | 0.0000% | $36000.00          | $30484.19          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-07-01      | 4.5000%  | 0.0000% | $9000.00           | $7374.57           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-04-01      | 2.5000%  | 0.0000% | $4600000.00        | $3082679.90        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-11-01      | 2.5000%  | 0.0000% | $2916804.00        | $1543803.48        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 5.0000%  | 0.0000% | $30000.00          | $22588.37          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 5.0000%  | 0.0000% | $10000.00          | $8281.55           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 5.0000%  | 0.0000% | $100000.00         | $78642.49          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-05-01      | 4.5000%  | 0.0000% | $114000.00         | $71990.29          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-02-01      | 2.5000%  | 0.0000% | $232661.00         | $159622.75         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 3.5000%  | 0.0000% | $510500.00         | $385703.38         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 4.0000%  | 0.0000% | $13514288.00       | $10269677.57       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 5.5000%  | 0.0000% | $10013872.00       | $7125666.78        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-10-01      | 4.0000%  | 0.0000% | $500000.00         | $357543.36         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 5.0000%  | 0.0000% | $600000.00         | $494762.79         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-04-01      | 6.0000%  | 0.0000% | $615000.00         | $542757.03         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-03-01      | 5.5000%  | 0.0000% | $839000.00         | $750376.83         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 4.5000%  | 0.0000% | $10000.00          | $9067.24           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-07-01      | 6.0000%  | 0.0000% | $600000.00         | $532493.85         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-06-01      | 4.5000%  | 0.0000% | $1493314.00        | $1310203.52        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-07-01      | 4.5000%  | 0.0000% | $1159440.00        | $843593.46         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 6.0000%  | 0.0000% | $3105000.00        | $2746385.21        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 3.5000%  | 0.0000% | $13000.00          | $11181.31          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-10-01      | 2.0000%  | 0.0000% | $1515000.00        | $780269.90         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-02-01      | 3.0000%  | 0.0000% | $99000.00          | $63182.50          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-02-01      | 5.5000%  | 0.0000% | $598000.00         | $524078.67         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-07-01      | 3.5000%  | 0.0000% | $9000.00           | $3334.94           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-05-01      | 2.5000%  | 0.0000% | $3654836.00        | $2015672.90        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-05-01      | 3.0000%  | 0.0000% | $29000.00          | $13243.96          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-06-01      | 3.0000%  | 0.0000% | $250000.00         | $127694.67         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 2.5000%  | 0.0000% | $5339184.00        | $3570853.83        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 4.5000%  | 0.0000% | $122000.00         | $94309.86          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-01-01      | 5.5000%  | 0.0000% | $77000.00          | $60091.75          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 6.0000%  | 0.0000% | $60000.00          | $41384.88          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 2.5000%  | 0.0000% | $455000.00         | $334688.88         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-02-01      | 5.5000%  | 0.0000% | $9000.00           | $6994.37           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 5.0000%  | 0.0000% | $447340.00         | $380928.53         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 5.0000%  | 0.0000% | $5618920.00        | $5057576.80        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 5.5000%  | 0.0000% | $4646000.00        | $4214963.40        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 4.0000%  | 0.0000% | $8800000.00        | $7089175.62        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 5.5000%  | 0.0000% | $439992.00         | $389977.98         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 5.0000%  | 0.0000% | $100000.00         | $85383.69          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-05-01      | 2.5000%  | 0.0000% | $564342.00         | $416423.74         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-02-01      | 5.0000%  | 0.0000% | $2425144.00        | $672965.19         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-05-01      | 1.5000%  | 0.0000% | $22461160.00       | $13596314.93       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-11-01      | 2.0000%  | 0.0000% | $2811968.00        | $1763586.89        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 3.0000%  | 0.0000% | $165000.00         | $115901.92         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-05-01      | 3.5000%  | 0.0000% | $2000000.00        | $1490804.39        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 4.0000%  | 0.0000% | $167670.00         | $130899.92         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 4.5000%  | 0.0000% | $560000.00         | $402308.48         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 5.5000%  | 0.0000% | $145000.00         | $113592.09         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 5.0000%  | 0.0000% | $200000.00         | $148711.83         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-02-01      | 6.5000%  | 0.0000% | $200000.00         | $113504.93         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 5.5000%  | 0.0000% | $130246.00         | $101801.30         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 5.5000%  | 0.0000% | $32000.00          | $26073.86          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2032-05-01      | 3.0000%  | 0.0000% | $294432.00         | $177060.35         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-12-01      | 2.5000%  | 0.0000% | $635757.00         | $366610.05         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-05-01      | 2.5000%  | 0.0000% | $3389000.00        | $1953514.32        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-02-01      | 2.5000%  | 0.0000% | $3275000.00        | $1832563.89        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-01-01      | 4.0000%  | 0.0000% | $2587610.00        | $1372591.78        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 4.5000%  | 0.0000% | $50342.00          | $37139.88          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 5.0000%  | 0.0000% | $635000.00         | $496492.28         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-01-01      | 6.0000%  | 0.0000% | $410000.00         | $308595.45         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 5.0000%  | 0.0000% | $5520896.00        | $4619857.32        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 5.0000%  | 0.0000% | $510000.00         | $466614.75         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-03-01      | 6.0000%  | 0.0000% | $1005000.00        | $619653.53         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-10-01      | 4.0000%  | 0.0000% | $7000000.00        | $6975747.33        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-03-01      | 5.5000%  | 0.0000% | $6872224.00        | $6402570.45        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-11-01      | 3.0000%  | 0.0000% | $37000.00          | $15777.07          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-02-01      | 6.5000%  | 0.0000% | $426791.00         | $10757.16          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-04-01      | 5.5000%  | 0.0000% | $7727592.00        | $24596.44          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-02-01      | 5.5000%  | 0.0000% | $28491640.00       | $103601.58         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-04-01      | 6.0000%  | 0.0000% | $32766.00          | $10.98             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-04-01      | 5.5000%  | 0.0000% | $408917.00         | $29467.33          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-04-01      | 5.0000%  | 0.0000% | $100000.00         | $5571.10           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-05-01      | 4.5000%  | 0.0000% | $380000.00         | $25932.22          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-05-01      | 5.0000%  | 0.0000% | $200000.00         | $18913.03          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-03-01      | 4.0000%  | 0.0000% | $295976.00         | $41768.30          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-04-01      | 3.5000%  | 0.0000% | $125000.00         | $9611.19           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-06-01      | 4.5000%  | 0.0000% | $35000.00          | $2003.51           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2026-11-01      | 4.0000%  | 0.0000% | $274998.00         | $320.26            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2026-09-01      | 4.5000%  | 0.0000% | $32768.00          | $25.40             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2026-10-01      | 4.5000%  | 0.0000% | $70000.00          | $167.98            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-07-01      | 4.0000%  | 0.0000% | $125000.00         | $1511.47           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-07-01      | 6.0000%  | 0.0000% | $250000.00         | $14631.34          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2026-11-01      | 4.0000%  | 0.0000% | $10000.00          | $34.25             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-10-01      | 5.0000%  | 0.0000% | $3000.00           | $252.33            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-06-01      | 4.0000%  | 0.0000% | $51000.00          | $5736.60           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-09-01      | 5.5000%  | 0.0000% | $230941.00         | $18313.02          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-10-01      | 4.5000%  | 0.0000% | $400000.00         | $59832.15          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-07-01      | 3.5000%  | 0.0000% | $1231088.00        | $148349.19         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-04-01      | 4.0000%  | 0.0000% | $22999.00          | $58.22             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-05-01      | 5.5000%  | 0.0000% | $52000.00          | $9256.20           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-09-01      | 4.0000%  | 0.0000% | $31380000.00       | $4512510.29        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-03-01      | 4.0000%  | 0.0000% | $2390660.00        | $206491.29         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-10-01      | 4.5000%  | 0.0000% | $155000.00         | $29183.28          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-02-01      | 3.5000%  | 0.0000% | $214000.00         | $33973.20          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-08-01      | 3.0000%  | 0.0000% | $185000.00         | $28679.83          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-01-01      | 4.5000%  | 0.0000% | $124000.00         | $8576.33           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-07-01      | 3.0000%  | 0.0000% | $1594.00           | $88.92             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-06-01      | 4.0000%  | 0.0000% | $97000.00          | $8864.62           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-06-01      | 3.0000%  | 0.0000% | $800000.00         | $196630.72         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-11-01      | 3.5000%  | 0.0000% | $306383.00         | $25986.31          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-11-01      | 4.5000%  | 0.0000% | $6432.00           | $509.23            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-01-01      | 3.5000%  | 0.0000% | $9000.00           | $988.29            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-05-01      | 4.5000%  | 0.0000% | $13000.00          | $435.88            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-08-01      | 3.0000%  | 0.0000% | $1100000.00        | $299704.02         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-05-01      | 4.0000%  | 0.0000% | $64000.00          | $13471.50          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-07-01      | 3.0000%  | 0.0000% | $92000.00          | $14432.78          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-10-01      | 3.5000%  | 0.0000% | $3662000.00        | $152282.12         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-12-01      | 4.5000%  | 0.0000% | $2311.00           | $122.30            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-10-01      | 4.0000%  | 0.0000% | $312831.00         | $28405.83          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-10-01      | 3.5000%  | 0.0000% | $100874.00         | $5026.06           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-04-01      | 4.0000%  | 0.0000% | $3861276.00        | $479840.36         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-06-01      | 4.5000%  | 0.0000% | $25000.00          | $1316.13           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-03-01      | 6.0000%  | 0.0000% | $158265.00         | $677.12            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-02-01      | 5.0000%  | 0.0000% | $3812000.00        | $33693.04          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-07-01      | 6.0000%  | 0.0000% | $2750000.00        | $14590.42          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-11-01      | 5.5000%  | 0.0000% | $15000.00          | $130.75            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-01-01      | 5.5000%  | 0.0000% | $125000.00         | $1041.29           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-07-01      | 5.5000%  | 0.0000% | $203344.00         | $803.72            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-06-01      | 5.5000%  | 0.0000% | $2089136.00        | $29767.73          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-10-01      | 5.0000%  | 0.0000% | $15000.00          | $1239.29           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 5.5000%  | 0.0000% | $500000.00         | $500560.18         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $810000.00         | $799679.93         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $1000000.00        | $953256.48         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 6.0000%  | 0.0000% | $2179644.00        | $2241868.48        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-08-01      | 3.5000%  | 0.0000% | $2500000.00        | $168430.07         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-08-01      | 3.0000%  | 0.0000% | $21000.00          | $5704.25           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-05-01      | 2.5000%  | 0.0000% | $1000000.00        | $86977.46          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-11-01      | 2.0000%  | 0.0000% | $117000.00         | $17167.29          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-07-01      | 3.5000%  | 0.0000% | $277778.00         | $52491.63          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-01-01      | 3.0000%  | 0.0000% | $500000.00         | $133212.70         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-10-01      | 3.0000%  | 0.0000% | $800000.00         | $233408.60         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-09-01      | 5.0000%  | 0.0000% | $269000.00         | $49363.18          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-07-01      | 4.5000%  | 0.0000% | $607000.00         | $111227.64         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-01-01      | 4.5000%  | 0.0000% | $125000.00         | $21832.28          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-03-01      | 4.5000%  | 0.0000% | $128000.00         | $24648.53          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-04-01      | 4.5000%  | 0.0000% | $115000.00         | $15912.10          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-07-01      | 4.5000%  | 0.0000% | $367500.00         | $98255.07          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-11-01      | 4.5000%  | 0.0000% | $1400000.00        | $174380.51         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-03-01      | 3.5000%  | 0.0000% | $8000.00           | $2112.37           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-08-01      | 4.5000%  | 0.0000% | $51000.00          | $13265.07          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 5.0000%  | 0.0000% | $3000000.00        | $633523.25         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-04-01      | 3.5000%  | 0.0000% | $534000.00         | $137925.50         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-11-01      | 3.0000%  | 0.0000% | $76000.00          | $16112.01          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-05-01      | 5.0000%  | 0.0000% | $1384076.00        | $663428.07         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-01      | 2.0000%  | 0.0000% | $1120000.00        | $545458.48         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-01-01      | 2.0000%  | 0.0000% | $130000.00         | $64466.01          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-04-01      | 5.0000%  | 0.0000% | $1188930.00        | $591003.01         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 6.0000%  | 0.0000% | $4000.00           | $3357.29           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 6.0000%  | 0.0000% | $2289104.00        | $2023301.19        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 5.0000%  | 0.0000% | $100000.00         | $76773.80          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 3.0000%  | 0.0000% | $100000.00         | $64260.00          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.5000%  | 0.0000% | $72000.00          | $55533.45          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $869.22            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.0000%  | 0.0000% | $9269216.00        | $5882561.91        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 3.5000%  | 0.0000% | $2829044.00        | $1811117.09        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 4.0000%  | 0.0000% | $2581932.00        | $1644070.93        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 4.0000%  | 0.0000% | $670000.00         | $417375.09         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 5.0000%  | 0.0000% | $115000.00         | $72581.23          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 4.5000%  | 0.0000% | $449707.00         | $347715.51         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 5.0000%  | 0.0000% | $1300000.00        | $949740.03         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 5.0000%  | 0.0000% | $1633000.00        | $1268527.84        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.0000%  | 0.0000% | $9722608.00        | $7917949.76        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 6.5000%  | 0.0000% | $300000.00         | $160127.54         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 5.0000%  | 0.0000% | $194435.00         | $159760.44         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 6.0000%  | 0.0000% | $280000.00         | $213322.68         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 5.5000%  | 0.0000% | $5768580.00        | $4381951.90        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 5.5000%  | 0.0000% | $475000.00         | $378444.93         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 5.5000%  | 0.0000% | $34967.00          | $31602.72          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-01-01      | 3.5000%  | 0.0000% | $167000.00         | $48507.50          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-04-01      | 4.5000%  | 0.0000% | $1046000.00        | $162409.11         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 4.5000%  | 0.0000% | $40000.00          | $11371.15          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-08-01      | 4.5000%  | 0.0000% | $235000.00         | $25057.65          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-10-01      | 4.5000%  | 0.0000% | $12000.00          | $2521.61           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-10-01      | 4.0000%  | 0.0000% | $25000.00          | $5721.42           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-10-01      | 3.5000%  | 0.0000% | $740000.00         | $111800.34         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-09-01      | 4.0000%  | 0.0000% | $50000.00          | $13306.35          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-04-01      | 3.0000%  | 0.0000% | $44000.00          | $10776.74          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-09-01      | 2.5000%  | 0.0000% | $122000.00         | $64881.86          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-01      | 2.5000%  | 0.0000% | $800000.00         | $426290.74         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-12-01      | 2.5000%  | 0.0000% | $155000.00         | $92060.53          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-07-01      | 3.0000%  | 0.0000% | $475000.00         | $250870.00         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-08-01      | 2.5000%  | 0.0000% | $1238358.00        | $751115.28         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 3.0000%  | 0.0000% | $23000.00          | $16253.27          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 2.5000%  | 0.0000% | $1011000.00        | $707542.45         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 2.5000%  | 0.0000% | $95000.00          | $63296.65          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 3.5000%  | 0.0000% | $14000.00          | $10975.43          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 4.5000%  | 0.0000% | $55000.00          | $42004.55          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 6.0000%  | 0.0000% | $25000.00          | $18431.02          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 4.5000%  | 0.0000% | $550000.00         | $447568.43         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 5.5000%  | 0.0000% | $35000.00          | $25213.41          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 5.5000%  | 0.0000% | $14000.00          | $11475.97          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 4.0000%  | 0.0000% | $1000.00           | $774.77            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 5.5000%  | 0.0000% | $240280.00         | $214120.52         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 6.0000%  | 0.0000% | $550000.00         | $426245.30         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 5.5000%  | 0.0000% | $259000.00         | $228545.05         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 5.5000%  | 0.0000% | $225000.00         | $178833.85         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 5.0000%  | 0.0000% | $3932000.00        | $3489813.80        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 5.0000%  | 0.0000% | $11960512.00       | $10781305.24       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 6.0000%  | 0.0000% | $32000.00          | $25126.53          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 6.0000%  | 0.0000% | $588000.00         | $511258.83         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-04-01      | 5.0000%  | 0.0000% | $300000.00         | $256635.95         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-05-01      | 7.0000%  | 0.0000% | $15918000.00       | $14252245.11       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 4.5000%  | 0.0000% | $20000.00          | $18872.65          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-12-01      | 5.0000%  | 0.0000% | $7000.00           | $5940.53           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 2.5000%  | 0.0000% | $8265376.00        | $6670050.73        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 3.0000%  | 0.0000% | $3038.00           | $2512.63           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 3.0000%  | 0.0000% | $5628240.00        | $4726832.53        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-07-01      | 3.5000%  | 0.0000% | $9622896.00        | $8455113.65        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-06-01      | 4.5000%  | 0.0000% | $4540408.00        | $4120289.99        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 2.0000%  | 0.0000% | $18241000.00       | $14409962.96       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-02-01      | 3.5000%  | 0.0000% | $4630392.00        | $3948014.50        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-07-01      | 3.5000%  | 0.0000% | $3143136.00        | $2793850.27        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-11-01      | 4.0000%  | 0.0000% | $3033020.00        | $2770457.43        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 5.5000%  | 0.0000% | $927000.00         | $888049.16         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 3.0000%  | 0.0000% | $1544438.00        | $1340751.95        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-07-01      | 3.0000%  | 0.0000% | $13342976.00       | $12205727.47       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-09-01      | 5.0000%  | 0.0000% | $2000000.00        | $379383.20         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-06-01      | 4.5000%  | 0.0000% | $21000.00          | $3530.37           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-05-01      | 5.0000%  | 0.0000% | $2000.00           | $228.66            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-08-01      | 4.5000%  | 0.0000% | $23000.00          | $5353.43           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-09-01      | 2.5000%  | 0.0000% | $142000.00         | $13381.75          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-04-01      | 4.5000%  | 0.0000% | $795000.00         | $133083.35         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-02-01      | 4.0000%  | 0.0000% | $6000.00           | $525.33            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-03-01      | 3.0000%  | 0.0000% | $24000.00          | $9031.89           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-07-01      | 3.5000%  | 0.0000% | $85000.00          | $35270.34          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-11-01      | 4.5000%  | 0.0000% | $800000.00         | $163775.87         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-02-01      | 3.5000%  | 0.0000% | $681000.00         | $251843.00         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-07-01      | 5.0000%  | 0.0000% | $260000.00         | $83451.47          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 3.5000%  | 0.0000% | $2000.00           | $375.18            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-01      | 2.0000%  | 0.0000% | $500000.00         | $254670.44         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-03-01      | 4.0000%  | 0.0000% | $113000.00         | $34595.02          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-08-01      | 3.0000%  | 0.0000% | $400000.00         | $201113.87         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-01-01      | 2.5000%  | 0.0000% | $150000.00         | $67972.55          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-05-01      | 5.0000%  | 0.0000% | $304000.00         | $97446.35          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-06-01      | 4.5000%  | 0.0000% | $100000.00         | $29227.62          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-01-01      | 3.5000%  | 0.0000% | $34000.00          | $15287.57          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-08-01      | 4.5000%  | 0.0000% | $942000.00         | $273642.98         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-06-01      | 4.0000%  | 0.0000% | $845000.00         | $235236.44         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-05-01      | 2.0000%  | 0.0000% | $3000.00           | $1331.41           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-07-01      | 5.0000%  | 0.0000% | $423000.00         | $191053.93         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-06-01      | 2.5000%  | 0.0000% | $30000.00          | $17748.58          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-09-01      | 4.0000%  | 0.0000% | $22000.00          | $8292.05           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-01-01      | 4.0000%  | 0.0000% | $320000.00         | $132857.97         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-06-01      | 3.0000%  | 0.0000% | $1000000.00        | $539296.23         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-01      | 5.0000%  | 0.0000% | $2100000.00        | $766550.54         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-08-01      | 2.5000%  | 0.0000% | $125000.00         | $79862.06          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-05-01      | 5.5000%  | 0.0000% | $28000.00          | $12871.20          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-09-01      | 2.5000%  | 0.0000% | $24000.00          | $14069.17          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-01      | 4.5000%  | 0.0000% | $20000.00          | $12604.14          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 2.5000%  | 0.0000% | $5664000.00        | $3178643.78        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 3.5000%  | 0.0000% | $65000.00          | $43394.65          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-09-01      | 2.5000%  | 0.0000% | $160000.00         | $87698.50          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-11-01      | 3.0000%  | 0.0000% | $100000.00         | $53112.16          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-05-01      | 4.0000%  | 0.0000% | $5000.00           | $2464.57           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 3.0000%  | 0.0000% | $28000.00          | $18041.79          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 3.0000%  | 0.0000% | $3000.00           | $2028.46           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 3.0000%  | 0.0000% | $200000.00         | $130756.79         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.5000%  | 0.0000% | $41870592.00       | $27627996.42       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 5.0000%  | 0.0000% | $2400000.00        | $1734582.37        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.5000%  | 0.0000% | $5544832.00        | $4216989.23        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 2.5000%  | 0.0000% | $3502800.00        | $2418216.30        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-01-01      | 4.0000%  | 0.0000% | $48000.00          | $31368.26          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-07-01      | 3.5000%  | 0.0000% | $521240.00         | $344166.97         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-12-01      | 4.5000%  | 0.0000% | $21177312.00       | $13485436.18       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 5.0000%  | 0.0000% | $14000.00          | $10495.21          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1564.75           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-01-01      | 4.5000%  | 0.0000% | $300000.00         | $236655.24         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.5000%  | 0.0000% | $137000.00         | $111547.73         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 2.0000%  | 0.0000% | $1000.00           | $602.40            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 4.5000%  | 0.0000% | $300000.00         | $222012.17         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-09-01      | 3.5000%  | 0.0000% | $513500.00         | $387128.45         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 5.5000%  | 0.0000% | $95000.00          | $79160.20          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 2.5000%  | 0.0000% | $60746.00          | $42482.79          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 3.0000%  | 0.0000% | $470000.00         | $332716.07         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 4.0000%  | 0.0000% | $205000.00         | $155893.10         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 2.5000%  | 0.0000% | $42809984.00       | $29796245.91       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-06-01      | 5.0000%  | 0.0000% | $250000.00         | $175716.64         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 4.0000%  | 0.0000% | $615000.00         | $484416.39         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.0000%  | 0.0000% | $165000.00         | $116543.62         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-07-01      | 5.0000%  | 0.0000% | $249000.00         | $193006.55         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 3.0000%  | 0.0000% | $44000.00          | $34478.20          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 5.0000%  | 0.0000% | $325000.00         | $278956.54         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 3.0000%  | 0.0000% | $5000.00           | $3788.56           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 6.0000%  | 0.0000% | $100000.00         | $83049.78          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 2.5000%  | 0.0000% | $173000.00         | $129997.06         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.5000%  | 0.0000% | $160000.00         | $138168.81         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 5.5000%  | 0.0000% | $1804530.00        | $1567392.77        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 6.0000%  | 0.0000% | $180000.00         | $157285.14         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 3.0000%  | 0.0000% | $1089000.00        | $860368.32         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-05-01      | 6.0000%  | 0.0000% | $13010260.00       | $9698686.33        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 5.0000%  | 0.0000% | $125000.00         | $107887.00         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.0000%  | 0.0000% | $175000.00         | $160449.36         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 2.5000%  | 0.0000% | $1200000.00        | $925094.32         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-07-01      | 5.0000%  | 0.0000% | $54000.00          | $46135.69          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 5.0000%  | 0.0000% | $21400000.00       | $18870556.89       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-09-01      | 6.0000%  | 0.0000% | $16000.00          | $13840.31          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 4.5000%  | 0.0000% | $3380000.00        | $3053412.91        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 2.0000%  | 0.0000% | $2000.00           | $1542.65           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-02-01      | 4.0000%  | 0.0000% | $2563308.00        | $2370700.87        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 3.5000%  | 0.0000% | $4507840.00        | $3822914.15        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 3.0000%  | 0.0000% | $11868496.00       | $9923897.24        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-03-01      | 6.0000%  | 0.0000% | $14987.00          | $11230.06          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-09-01      | 5.5000%  | 0.0000% | $110000.00         | $1519.91           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-03-01      | 6.0000%  | 0.0000% | $1761999.00        | $26501.08          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 6.0000%  | 0.0000% | $2010000.00        | $12663.77          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-10-01      | 6.0000%  | 0.0000% | $37000.00          | $125.93            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-04-01      | 4.5000%  | 0.0000% | $312000.00         | $11067.92          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-12-01      | 5.5000%  | 0.0000% | $210700.00         | $1083.95           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-09-01      | 6.0000%  | 0.0000% | $20000.00          | $89.77             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-09-01      | 6.5000%  | 0.0000% | $305260.00         | $1513.07           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-04-01      | 4.5000%  | 0.0000% | $227001.00         | $3013.08           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-06-01      | 5.0000%  | 0.0000% | $53124416.00       | $205101.99         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-04-01      | 4.0000%  | 0.0000% | $443000.00         | $11035.97          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-03-01      | 4.5000%  | 0.0000% | $1750000.00        | $14814.36          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-01-01      | 4.5000%  | 0.0000% | $56563.00          | $627.57            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-08-01      | 4.5000%  | 0.0000% | $2150000.00        | $71713.49          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-08-01      | 4.5000%  | 0.0000% | $1000000.00        | $37133.49          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-10-01      | 3.0000%  | 0.0000% | $40000.00          | $7154.07           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-03-01      | 2.0000%  | 0.0000% | $2013500.00        | $67189.78          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-06-01      | 4.5000%  | 0.0000% | $245000.00         | $7532.44           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-02-01      | 4.0000%  | 0.0000% | $695000.00         | $21234.47          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-04-01      | 4.5000%  | 0.0000% | $500000.00         | $12423.75          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-12-01      | 4.0000%  | 0.0000% | $103000.00         | $5312.92           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-02-01      | 3.5000%  | 0.0000% | $5922000.00        | $299807.12         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-04-01      | 3.0000%  | 0.0000% | $3203000.00        | $347829.01         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-03-01      | 4.0000%  | 0.0000% | $115000.00         | $9646.07           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-09-01      | 4.5000%  | 0.0000% | $8333000.00        | $641114.51         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-01-01      | 3.0000%  | 0.0000% | $225000.00         | $4874.07           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-12-01      | 2.5000%  | 0.0000% | $406940.00         | $71963.81          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-02-01      | 3.0000%  | 0.0000% | $19999.00          | $432.38            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-05-01      | 4.5000%  | 0.0000% | $25000.00          | $2471.77           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-07-01      | 4.5000%  | 0.0000% | $24000.00          | $2311.97           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-01-01      | 4.5000%  | 0.0000% | $685925.00         | $91643.91          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-03-01      | 4.0000%  | 0.0000% | $12173660.00       | $1437375.24        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-07-01      | 4.0000%  | 0.0000% | $1500000.00        | $165655.86         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-09-01      | 4.0000%  | 0.0000% | $1034000.00        | $111475.62         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 3.0000%  | 0.0000% | $1321000.00        | $772311.48         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 2.5000%  | 0.0000% | $10719504.00       | $6800604.63        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 3.0000%  | 0.0000% | $33000.00          | $19585.25          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-07-01      | 4.5000%  | 0.0000% | $2440000.00        | $259788.80         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-08-01      | 3.5000%  | 0.0000% | $220000.00         | $22352.61          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-10-01      | 2.5000%  | 0.0000% | $6000.00           | $872.55            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-02-01      | 3.5000%  | 0.0000% | $117000.00         | $16307.61          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-04-01      | 3.5000%  | 0.0000% | $243764.00         | $39692.21          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-05-01      | 3.0000%  | 0.0000% | $10161000.00       | $2553490.24        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-06-01      | 3.0000%  | 0.0000% | $11414500.00       | $3056454.93        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-08-01      | 3.0000%  | 0.0000% | $520000.00         | $139702.22         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-11-01      | 1.5000%  | 0.0000% | $1500000.00        | $825998.15         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-12-01      | 3.0000%  | 0.0000% | $320150.00         | $98905.60          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-02-01      | 6.0000%  | 0.0000% | $57000.00          | $29482.31          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 5.5000%  | 0.0000% | $21529024.00       | $18389555.26       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-03-01      | 6.0000%  | 0.0000% | $14000.00          | $10831.56          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 5.5000%  | 0.0000% | $670000.00         | $590024.69         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 2.0000%  | 0.0000% | $550000.00         | $360136.40         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 3.0000%  | 0.0000% | $7000.00           | $4398.48           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 3.5000%  | 0.0000% | $300000.00         | $176071.15         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.0000%  | 0.0000% | $3629000.00        | $2552714.96        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.5000%  | 0.0000% | $78000.00          | $54076.35          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 2.5000%  | 0.0000% | $1562006.00        | $1097482.13        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 3.5000%  | 0.0000% | $1189000.00        | $859802.41         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 5.0000%  | 0.0000% | $4256230.00        | $3125146.98        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 4.5000%  | 0.0000% | $2722000.00        | $2104400.27        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 5.0000%  | 0.0000% | $937000.00         | $708389.59         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 4.5000%  | 0.0000% | $41000.00          | $32883.63          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 4.0000%  | 0.0000% | $1000.00           | $824.16            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 4.5000%  | 0.0000% | $24000.00          | $19958.58          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-02-01      | 4.5000%  | 0.0000% | $133000.00         | $82316.39          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 4.0000%  | 0.0000% | $85000.00          | $68651.01          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 5.0000%  | 0.0000% | $1594000.00        | $1306097.86        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 5.5000%  | 0.0000% | $3989932.00        | $3124540.89        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 3.5000%  | 0.0000% | $5000.00           | $4204.56           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-05-01      | 5.5000%  | 0.0000% | $220000.00         | $145192.37         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.5000%  | 0.0000% | $15183728.00       | $12415635.93       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 6.0000%  | 0.0000% | $17350000.00       | $13183645.05       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-07-01      | 4.5000%  | 0.0000% | $175180.00         | $114542.68         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 5.0000%  | 0.0000% | $50000.00          | $42829.12          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-12-01      | 4.5000%  | 0.0000% | $150000.00         | $133550.87         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-12-01      | 5.0000%  | 0.0000% | $19000.00          | $17218.28          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-02-01      | 5.5000%  | 0.0000% | $20000.00          | $12801.74          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-07-01      | 5.0000%  | 0.0000% | $930801.00         | $796329.53         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-06-01      | 6.0000%  | 0.0000% | $25000.00          | $15903.95          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-08-01      | 6.5000%  | 0.0000% | $22363.00          | $16983.63          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-08-01      | 5.5000%  | 0.0000% | $42000.00          | $29732.14          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 5.5000%  | 0.0000% | $400000.00         | $366639.03         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 5.5000%  | 0.0000% | $5000.00           | $4672.08           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-12-01      | 4.5000%  | 0.0000% | $16000.00          | $14037.37          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-02-01      | 5.5000%  | 0.0000% | $3000.00           | $2382.35           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-02-01      | 6.0000%  | 0.0000% | $32000.00          | $24285.27          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 5.5000%  | 0.0000% | $10006000.00       | $9503280.67        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-06-01      | 6.0000%  | 0.0000% | $21000.00          | $19810.19          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1920.94           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-07-01      | 5.5000%  | 0.0000% | $74000.00          | $69232.17          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-07-01      | 4.5000%  | 0.0000% | $4080424.00        | $93925.81          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-09-01      | 6.0000%  | 0.0000% | $2009064.00        | $36772.36          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-05-01      | 6.0000%  | 0.0000% | $14000.00          | $255.89            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2026-01-01      | 4.0000%  | 0.0000% | $1179647.00        | $186.08            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 5.0000%  | 0.0000% | $1153618.00        | $1156185.57        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 5.0000%  | 0.0000% | $1540399.00        | $1543827.42        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-03-01      | 5.0000%  | 0.0000% | $50000.00          | $48348.15          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 3.5000%  | 0.0000% | $5050176.00        | $4663682.98        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 4.5000%  | 0.0000% | $2695868.00        | $2646921.65        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 4.5000%  | 0.0000% | $4015736.00        | $3925687.55        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 6.0000%  | 0.0000% | $1509000.00        | $1300849.84        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-11-01      | 6.0000%  | 0.0000% | $13671920.00       | $12329239.70       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-02-01      | 6.5000%  | 0.0000% | $900000.00         | $679576.02         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-06-01      | 6.0000%  | 0.0000% | $112099.00         | $104064.43         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-06-01      | 5.0000%  | 0.0000% | $25000.00          | $23920.03          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-03-01      | 5.5000%  | 0.0000% | $6125768.00        | $5992711.61        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-07-01      | 5.5000%  | 0.0000% | $4000.00           | $3712.01           | Agency Mortgage-Backed Securities |

### Security 60: FIXED INCOME CLEARING CORP - NORTHERN TRUST

- **C.1 - Title:** FIXED INCOME CLEARING CORP - NORTHERN TRUST 4.130000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMRP10352473
- **C.18 - Value (incl. sponsor support):** $2250000000.00
- **C.18.a - Value (excl. sponsor support):** $2250000000.00
- **C.19 - Percentage of Net Assets:** 16.7600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2029-01-15      | 0.8750%  | 0.0000% | $9100000.00        | $11579749.32       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 1.5000%  | 0.0000% | $50000000.00       | $47251021.71       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 1.5000%  | 0.0000% | $35000000.00       | $33075715.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 1.5000%  | 0.0000% | $50000000.00       | $47251021.71       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 1.5000%  | 0.0000% | $50000000.00       | $47251021.71       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 1.5000%  | 0.0000% | $50000000.00       | $47251021.71       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $49024963.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $49024963.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $49024963.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $49024963.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $49024963.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $49024963.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $49024963.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $49024963.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $49024963.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-16      | 3.3750%  | 0.0000% | $38556800.00       | $37804914.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $49024963.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $49024963.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $49024963.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $49024963.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $49024963.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $49024963.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $49024963.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-16      | 3.3750%  | 0.0000% | $50000000.00       | $49024963.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 4.3750%  | 0.0000% | $18633200.00       | $19393227.15       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50814195.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50814195.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $30000000.00       | $30488517.32       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50814195.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50814195.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50814195.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50814195.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50814195.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50814195.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50814195.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50814195.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50814195.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $50814195.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 4.2500%  | 0.0000% | $50000000.00       | $51358076.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 4.2500%  | 0.0000% | $23338300.00       | $23972204.15       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 4.2500%  | 0.0000% | $50000000.00       | $51358076.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $50000000.00       | $49562497.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $50000000.00       | $49562497.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $50000000.00       | $49562497.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $50000000.00       | $49562497.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $50000000.00       | $49562497.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $50000000.00       | $49562497.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $50000000.00       | $49562497.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $50000000.00       | $49562497.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $7334900.00        | $7270719.30        | U.S. Treasuries (including strips) |

### Security 61: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: LMRP10354483
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac      | 2033-08-01      | 4.5000%  | 0.0000% | $47000.00          | $261.16            | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2034-02-01      | 5.5000%  | 0.0000% | $26000.00          | $211.91            | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2034-07-01      | 5.0000%  | 0.0000% | $650000.00         | $5200.76           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2034-07-01      | 5.5000%  | 0.0000% | $875000.00         | $1957.73           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2034-11-01      | 5.5000%  | 0.0000% | $881153.00         | $25037.42          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2036-04-01      | 5.5000%  | 0.0000% | $33000.00          | $97.16             | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2037-05-01      | 6.0000%  | 0.0000% | $1000000.00        | $5669.72           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2037-08-01      | 6.0000%  | 0.0000% | $1194324.00        | $2474.64           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2037-12-01      | 6.0000%  | 0.0000% | $8708570.00        | $38457.57          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2038-04-01      | 5.0000%  | 0.0000% | $1726137.00        | $7317.07           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2038-05-01      | 5.5000%  | 0.0000% | $143108.00         | $456.40            | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2039-08-01      | 5.5000%  | 0.0000% | $300000.00         | $13719.70          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2040-01-01      | 5.0000%  | 0.0000% | $1013000.00        | $51443.85          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2040-02-01      | 4.5000%  | 0.0000% | $1500000.00        | $93421.70          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2040-02-01      | 5.0000%  | 0.0000% | $50000.00          | $9881.16           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2040-04-01      | 5.5000%  | 0.0000% | $250000.00         | $25565.44          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2040-09-01      | 4.5000%  | 0.0000% | $2582000.00        | $80810.46          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2040-11-01      | 4.0000%  | 0.0000% | $17000.00          | $793.72            | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2040-12-01      | 4.0000%  | 0.0000% | $117826.00         | $13063.11          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2041-02-01      | 5.0000%  | 0.0000% | $131808.00         | $4547.97           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2029-02-01      | 6.0000%  | 0.0000% | $879868.00         | $1205.42           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2029-06-01      | 6.0000%  | 0.0000% | $1122.00           | $0.73              | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2032-01-01      | 6.0000%  | 0.0000% | $485000.00         | $240.93            | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2026-05-01      | 4.0000%  | 0.0000% | $35000.00          | $58.57             | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2026-06-01      | 4.0000%  | 0.0000% | $83000.00          | $316.72            | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2026-06-01      | 4.0000%  | 0.0000% | $22000.00          | $42.86             | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2028-04-01      | 2.0000%  | 0.0000% | $39214.00          | $1872.67           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2028-11-01      | 2.5000%  | 0.0000% | $475000.00         | $31192.29          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2041-05-01      | 5.0000%  | 0.0000% | $390000.00         | $24735.37          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2041-05-01      | 4.5000%  | 0.0000% | $29000.00          | $832.00            | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2041-09-01      | 4.5000%  | 0.0000% | $698000.00         | $33643.89          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2042-12-01      | 4.0000%  | 0.0000% | $405000.00         | $52437.36          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2043-02-01      | 3.5000%  | 0.0000% | $28000.00          | $2687.40           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2043-02-01      | 3.0000%  | 0.0000% | $7000.00           | $1042.22           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2043-02-01      | 2.5000%  | 0.0000% | $47212.00          | $7906.32           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2043-04-01      | 3.5000%  | 0.0000% | $425000.00         | $68809.52          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2043-04-01      | 3.0000%  | 0.0000% | $9495.00           | $1828.18           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2043-05-01      | 3.5000%  | 0.0000% | $390000.00         | $43132.21          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2043-05-01      | 3.5000%  | 0.0000% | $80000.00          | $11232.06          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2043-05-01      | 3.0000%  | 0.0000% | $20000.00          | $4777.84           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2043-11-01      | 4.5000%  | 0.0000% | $1093611.00        | $366091.59         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2044-02-01      | 4.0000%  | 0.0000% | $41000.00          | $4317.90           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2044-07-01      | 3.5000%  | 0.0000% | $18115.00          | $1380.80           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2044-12-01      | 4.0000%  | 0.0000% | $26000.00          | $3906.16           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2045-09-01      | 4.0000%  | 0.0000% | $1012018.00        | $127669.18         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2039-10-01      | 4.5000%  | 0.0000% | $2050000.00        | $206985.85         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2045-11-01      | 4.0000%  | 0.0000% | $528599.00         | $68050.95          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2046-04-01      | 3.5000%  | 0.0000% | $15000.00          | $1602.70           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2047-04-01      | 3.5000%  | 0.0000% | $2500000.00        | $239941.85         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2047-09-01      | 4.5000%  | 0.0000% | $665000.00         | $172892.26         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2047-11-01      | 3.5000%  | 0.0000% | $337000.00         | $94300.21          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2048-01-01      | 3.5000%  | 0.0000% | $1100000.00        | $160403.89         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2048-06-01      | 4.0000%  | 0.0000% | $10544335.00       | $1796764.03        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2048-11-01      | 5.0000%  | 0.0000% | $16239.00          | $1809.87           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2039-02-01      | 5.0000%  | 0.0000% | $1467799.00        | $436894.99         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2048-12-01      | 3.5000%  | 0.0000% | $1500000.00        | $186841.04         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2031-11-01      | 6.0000%  | 0.0000% | $2306.00           | $2.15              | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2028-08-01      | 6.0000%  | 0.0000% | $4385.00           | $2.78              | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2029-02-01      | 6.5000%  | 0.0000% | $100000.00         | $73.15             | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2029-04-01      | 6.0000%  | 0.0000% | $7500000.00        | $5447.25           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2040-08-01      | 5.0000%  | 0.0000% | $222000.00         | $6633.95           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2040-03-01      | 5.0000%  | 0.0000% | $465000.00         | $17664.57          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2040-09-01      | 4.5000%  | 0.0000% | $1064000.00        | $30921.24          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2040-10-01      | 4.5000%  | 0.0000% | $910000.00         | $20479.76          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2043-01-01      | 3.0000%  | 0.0000% | $20000.00          | $3258.53           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2044-10-01      | 3.5000%  | 0.0000% | $155000.00         | $13400.55          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2026-04-01      | 4.0000%  | 0.0000% | $37000.00          | $17.60             | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2026-06-01      | 4.0000%  | 0.0000% | $502000.00         | $1269.62           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2026-01-01      | 5.0000%  | 0.0000% | $611994.00         | $55.20             | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2028-05-01      | 5.0000%  | 0.0000% | $1100000.00        | $2586.30           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2028-07-01      | 5.0000%  | 0.0000% | $618942.00         | $2148.77           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2031-08-01      | 4.0000%  | 0.0000% | $2569000.00        | $102380.18         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2031-08-01      | 4.5000%  | 0.0000% | $160000.00         | $5919.79           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2031-01-01      | 4.0000%  | 0.0000% | $591000.00         | $19369.01          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2031-08-01      | 4.0000%  | 0.0000% | $1400000.00        | $32990.83          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2032-01-01      | 4.0000%  | 0.0000% | $220000.00         | $9141.69           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2032-04-01      | 4.0000%  | 0.0000% | $185672.00         | $12827.22          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2035-01-01      | 4.0000%  | 0.0000% | $15000.00          | $2334.68           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2037-04-01      | 4.5000%  | 0.0000% | $494457.00         | $26571.27          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2038-05-01      | 4.0000%  | 0.0000% | $221000.00         | $30277.95          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2038-06-01      | 3.5000%  | 0.0000% | $64000.00          | $6796.44           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2038-09-01      | 4.0000%  | 0.0000% | $267000.00         | $26163.68          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2038-10-01      | 4.0000%  | 0.0000% | $20000.00          | $2196.34           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2043-12-01      | 4.0000%  | 0.0000% | $25000.00          | $2742.59           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2026-09-01      | 2.5000%  | 0.0000% | $600000.00         | $8061.49           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2043-04-01      | 3.0000%  | 0.0000% | $245000.00         | $44925.61          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2047-04-01      | 4.5000%  | 0.0000% | $1000.00           | $107.56            | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2047-04-01      | 4.5000%  | 0.0000% | $193000.00         | $25295.05          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2038-12-01      | 4.0000%  | 0.0000% | $1831000.00        | $187087.89         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2034-12-01      | 5.5000%  | 0.0000% | $180000.00         | $1266.80           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2035-04-01      | 5.0000%  | 0.0000% | $112000.00         | $1159.97           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2028-06-01      | 6.0000%  | 0.0000% | $3381551.00        | $409.66            | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2037-11-01      | 5.5000%  | 0.0000% | $97000.00          | $550.35            | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2036-05-01      | 5.5000%  | 0.0000% | $329000.00         | $2168.33           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2036-10-01      | 5.5000%  | 0.0000% | $1557820.00        | $7779.22           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2036-12-01      | 5.5000%  | 0.0000% | $82000.00          | $477.56            | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2036-12-01      | 5.5000%  | 0.0000% | $1386476.00        | $7247.20           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2037-02-01      | 5.5000%  | 0.0000% | $1956551.00        | $7805.47           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2037-02-01      | 6.0000%  | 0.0000% | $102149.00         | $624.69            | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2037-05-01      | 4.5000%  | 0.0000% | $750000.00         | $9817.51           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2037-05-01      | 5.5000%  | 0.0000% | $445467.00         | $2595.18           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2037-07-01      | 5.5000%  | 0.0000% | $1020000.00        | $10454.44          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2037-07-01      | 5.5000%  | 0.0000% | $1250000.00        | $24709.81          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2037-01-01      | 5.0000%  | 0.0000% | $322000.00         | $3435.60           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2038-02-01      | 5.5000%  | 0.0000% | $4202970.00        | $22362.33          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2038-06-01      | 5.5000%  | 0.0000% | $326591.00         | $2956.34           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2036-06-01      | 5.5000%  | 0.0000% | $4203000.00        | $55759.73          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2033-02-01      | 6.0000%  | 0.0000% | $23835.00          | $276.44            | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2036-06-01      | 6.0000%  | 0.0000% | $567367.00         | $10750.78          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2035-02-01      | 5.5000%  | 0.0000% | $300500.00         | $6167.44           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2038-10-01      | 5.5000%  | 0.0000% | $1065000.00        | $10595.01          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2038-09-01      | 5.0000%  | 0.0000% | $1640000.00        | $13555.15          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2032-09-01      | 7.5000%  | 0.0000% | $150000.00         | $4071.05           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2039-01-01      | 5.5000%  | 0.0000% | $7941829.00        | $63373.99          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2039-07-01      | 4.5000%  | 0.0000% | $2086000.00        | $49749.71          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2037-05-01      | 5.5000%  | 0.0000% | $186000.00         | $2498.92           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2039-10-01      | 4.5000%  | 0.0000% | $15000.00          | $328.47            | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2038-01-01      | 5.5000%  | 0.0000% | $82125.00          | $1461.05           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2040-09-01      | 5.0000%  | 0.0000% | $692069.00         | $9992.17           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2038-12-01      | 5.5000%  | 0.0000% | $2000000.00        | $31270.17          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2040-05-01      | 5.5000%  | 0.0000% | $285262.00         | $4350.01           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2041-01-01      | 4.0000%  | 0.0000% | $3993000.00        | $145865.27         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2040-12-01      | 4.0000%  | 0.0000% | $5000.00           | $230.36            | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2041-06-01      | 5.0000%  | 0.0000% | $300000.00         | $16993.04          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2040-10-01      | 4.5000%  | 0.0000% | $1006465.00        | $36064.11          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2041-12-01      | 5.0000%  | 0.0000% | $810000.00         | $59833.15          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2041-06-01      | 5.0000%  | 0.0000% | $1656000.00        | $137288.94         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2041-06-01      | 5.5000%  | 0.0000% | $33000.00          | $2589.10           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2045-03-01      | 3.5000%  | 0.0000% | $193000.00         | $24813.50          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2034-08-01      | 6.0000%  | 0.0000% | $175000.00         | $1439.38           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2035-07-01      | 5.5000%  | 0.0000% | $131554.00         | $1571.02           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2037-01-01      | 6.0000%  | 0.0000% | $102049.00         | $862.11            | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2043-08-01      | 3.0000%  | 0.0000% | $106000.00         | $17624.34          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2043-03-01      | 3.0000%  | 0.0000% | $2750000.00        | $426616.63         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2043-07-01      | 3.0000%  | 0.0000% | $500000.00         | $80730.57          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2044-11-01      | 3.5000%  | 0.0000% | $6500.00           | $494.96            | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2045-08-01      | 4.0000%  | 0.0000% | $13000.00          | $1149.05           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2046-03-01      | 4.0000%  | 0.0000% | $303000.00         | $32460.66          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2046-04-01      | 3.5000%  | 0.0000% | $1000.00           | $105.96            | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2046-01-01      | 3.5000%  | 0.0000% | $1115995.00        | $117449.43         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2046-11-01      | 3.5000%  | 0.0000% | $63000.00          | $8445.24           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2046-06-01      | 3.5000%  | 0.0000% | $16241.00          | $1867.71           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2046-06-01      | 4.5000%  | 0.0000% | $1000.00           | $77.47             | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2047-05-01      | 3.5000%  | 0.0000% | $216000.00         | $22688.46          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2047-06-01      | 4.5000%  | 0.0000% | $955000.00         | $99038.77          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2047-02-01      | 3.5000%  | 0.0000% | $586000.00         | $81095.64          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2048-02-01      | 3.5000%  | 0.0000% | $22121000.00       | $2645019.45        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2047-07-01      | 4.5000%  | 0.0000% | $32500.00          | $3802.94           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2047-09-01      | 3.5000%  | 0.0000% | $311206.00         | $37219.41          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2047-10-01      | 3.5000%  | 0.0000% | $1663667.00        | $208483.23         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2048-07-01      | 5.0000%  | 0.0000% | $1205000.00        | $125719.97         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2048-05-01      | 4.5000%  | 0.0000% | $1000.00           | $85.80             | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2026-02-01      | 4.0000%  | 0.0000% | $207000.00         | $62.85             | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2030-04-01      | 3.5000%  | 0.0000% | $76000.00          | $4980.99           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2026-11-01      | 4.5000%  | 0.0000% | $47000.00          | $180.88            | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2026-05-01      | 4.5000%  | 0.0000% | $300000.00         | $40.08             | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2026-09-01      | 4.5000%  | 0.0000% | $275000.00         | $751.11            | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2026-09-01      | 4.0000%  | 0.0000% | $382000.00         | $785.59            | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2026-07-01      | 4.0000%  | 0.0000% | $2880.00           | $1.86              | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2026-11-01      | 4.0000%  | 0.0000% | $44000.00          | $90.67             | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2026-07-01      | 4.0000%  | 0.0000% | $26000.00          | $0.60              | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2026-09-01      | 4.5000%  | 0.0000% | $110000.00         | $69.83             | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2027-02-01      | 4.0000%  | 0.0000% | $505000.00         | $1136.06           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2026-06-01      | 4.0000%  | 0.0000% | $40000.00          | $8.12              | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2026-07-01      | 4.5000%  | 0.0000% | $16960.00          | $2.46              | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2026-06-01      | 4.5000%  | 0.0000% | $215000.00         | $10.51             | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2026-09-01      | 4.5000%  | 0.0000% | $340000.00         | $14.86             | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2026-09-01      | 4.5000%  | 0.0000% | $191000.00         | $467.68            | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2026-07-01      | 4.5000%  | 0.0000% | $1460.00           | $0.00              | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2026-06-01      | 4.5000%  | 0.0000% | $6790.00           | $0.62              | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2026-03-01      | 4.5000%  | 0.0000% | $72000.00          | $4.08              | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2026-09-01      | 4.5000%  | 0.0000% | $112000.00         | $159.49            | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2026-09-01      | 4.5000%  | 0.0000% | $21000.00          | $3.65              | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2027-05-01      | 4.0000%  | 0.0000% | $5000.00           | $12.43             | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2026-06-01      | 4.5000%  | 0.0000% | $540000.00         | $59.47             | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2026-07-01      | 4.5000%  | 0.0000% | $27590.00          | $3.74              | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2028-11-01      | 4.0000%  | 0.0000% | $5000.00           | $5.62              | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2026-09-01      | 4.5000%  | 0.0000% | $90000.00          | $63.92             | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2026-09-01      | 4.5000%  | 0.0000% | $30000.00          | $78.31             | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2030-08-01      | 4.0000%  | 0.0000% | $18000.00          | $1380.11           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2026-11-01      | 4.5000%  | 0.0000% | $40000.00          | $16.92             | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2027-05-01      | 4.0000%  | 0.0000% | $36000.00          | $67.63             | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2031-05-01      | 3.0000%  | 0.0000% | $9500.00           | $1121.86           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2029-07-01      | 4.0000%  | 0.0000% | $11237153.00       | $87478.86          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2031-01-01      | 2.0000%  | 0.0000% | $585000.00         | $72833.86          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2031-06-01      | 3.5000%  | 0.0000% | $22553321.00       | $2107523.48        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2029-07-01      | 4.0000%  | 0.0000% | $32000.00          | $17.29             | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2031-12-01      | 4.5000%  | 0.0000% | $336000.00         | $9885.86           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2033-08-01      | 3.5000%  | 0.0000% | $87000.00          | $9242.32           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2030-01-01      | 2.5000%  | 0.0000% | $15000.00          | $1004.21           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2030-03-01      | 3.0000%  | 0.0000% | $21000.00          | $1544.51           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2030-05-01      | 2.0000%  | 0.0000% | $1000000.00        | $100795.26         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2031-01-01      | 3.0000%  | 0.0000% | $9000.00           | $804.12            | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2026-08-01      | 5.0000%  | 0.0000% | $195000.00         | $74.45             | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2046-01-01      | 4.0000%  | 0.0000% | $155000.00         | $25566.86          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2044-12-01      | 5.0000%  | 0.0000% | $2000.00           | $306.32            | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2033-05-01      | 2.5000%  | 0.0000% | $1000000.00        | $121362.16         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2032-01-01      | 4.5000%  | 0.0000% | $130000.00         | $10977.11          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2034-06-01      | 4.5000%  | 0.0000% | $100000.00         | $9568.77           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2030-04-01      | 5.5000%  | 0.0000% | $4412183.00        | $173806.85         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2043-07-01      | 3.5000%  | 0.0000% | $2705000.00        | $424089.75         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2043-04-01      | 3.0000%  | 0.0000% | $6000.00           | $1339.53           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2046-05-01      | 3.0000%  | 0.0000% | $99182.00          | $23920.66          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2048-10-01      | 4.5000%  | 0.0000% | $186000.00         | $39915.03          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2031-09-01      | 5.0000%  | 0.0000% | $1072138.00        | $761.39            | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2047-05-01      | 3.0000%  | 0.0000% | $663000.00         | $186359.83         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2047-04-01      | 3.0000%  | 0.0000% | $459000.00         | $128650.37         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2046-12-01      | 3.0000%  | 0.0000% | $5926000.00        | $1398459.38        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2045-01-01      | 3.5000%  | 0.0000% | $170000.00         | $42085.97          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2047-05-01      | 4.0000%  | 0.0000% | $13559168.00       | $3467331.06        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2045-12-01      | 4.5000%  | 0.0000% | $1101000.00        | $198590.18         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2046-09-01      | 4.5000%  | 0.0000% | $1000000.00        | $173098.46         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2048-01-01      | 3.5000%  | 0.0000% | $10000.00          | $1776.40           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2041-05-01      | 5.5000%  | 0.0000% | $125000.00         | $22841.64          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2048-08-01      | 4.0000%  | 0.0000% | $525000.00         | $65969.25          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2048-03-01      | 3.5000%  | 0.0000% | $161000.00         | $42989.84          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2048-03-01      | 3.5000%  | 0.0000% | $575000.00         | $124430.45         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2047-01-01      | 4.0000%  | 0.0000% | $105000.00         | $21058.13          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2047-04-01      | 3.5000%  | 0.0000% | $513000.00         | $121022.10         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2049-03-01      | 5.0000%  | 0.0000% | $2073557.00        | $188697.30         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2027-01-01      | 3.0000%  | 0.0000% | $125000.00         | $4178.03           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2041-09-01      | 5.5000%  | 0.0000% | $8000.00           | $2029.51           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2036-08-01      | 6.0000%  | 0.0000% | $115000.00         | $888.04            | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2048-11-01      | 5.0000%  | 0.0000% | $615000.00         | $51164.67          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2034-01-01      | 4.5000%  | 0.0000% | $1500000.00        | $173539.27         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2049-04-01      | 4.0000%  | 0.0000% | $20000.00          | $1490.89           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2033-04-01      | 3.5000%  | 0.0000% | $225000.00         | $47290.40          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2035-05-01      | 3.0000%  | 0.0000% | $86000.00          | $53061.66          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2033-11-01      | 4.0000%  | 0.0000% | $1056189.00        | $2433.23           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2031-03-01      | 4.0000%  | 0.0000% | $597636.00         | $112167.60         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2039-05-01      | 6.0000%  | 0.0000% | $123000.00         | $90557.31          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2037-07-01      | 2.5000%  | 0.0000% | $3817566.00        | $3558955.50        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2039-01-01      | 4.0000%  | 0.0000% | $1327736.00        | $1297211.57        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2036-12-01      | 2.5000%  | 0.0000% | $18000.00          | $9942.66           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2037-09-01      | 4.5000%  | 0.0000% | $10000.00          | $5744.76           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2038-04-01      | 4.5000%  | 0.0000% | $64000.00          | $39637.08          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2038-04-01      | 5.5000%  | 0.0000% | $23000.00          | $13429.69          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2038-05-01      | 4.5000%  | 0.0000% | $71000.00          | $46559.03          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2038-06-01      | 4.5000%  | 0.0000% | $10000.00          | $6506.06           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2038-04-01      | 3.5000%  | 0.0000% | $6000.00           | $3204.70           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2039-03-01      | 6.0000%  | 0.0000% | $17000.00          | $10479.13          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2038-11-01      | 5.5000%  | 0.0000% | $43000.00          | $25430.17          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2039-01-01      | 5.5000%  | 0.0000% | $21000.00          | $12193.63          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2039-08-01      | 6.0000%  | 0.0000% | $27000.00          | $17221.38          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2039-04-01      | 5.5000%  | 0.0000% | $2809.00           | $1846.80           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2039-05-01      | 5.5000%  | 0.0000% | $16000.00          | $10691.67          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2039-07-01      | 5.0000%  | 0.0000% | $9000.00           | $6598.25           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2039-09-01      | 5.5000%  | 0.0000% | $27000.00          | $18100.35          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2039-09-01      | 6.0000%  | 0.0000% | $87000.00          | $64081.07          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2039-10-01      | 5.0000%  | 0.0000% | $6000.00           | $4780.03           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2040-05-01      | 5.0000%  | 0.0000% | $306000.00         | $279944.79         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2040-03-01      | 6.0000%  | 0.0000% | $23000.00          | $17273.80          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2040-04-01      | 5.0000%  | 0.0000% | $14000.00          | $12106.20          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2042-10-01      | 3.5000%  | 0.0000% | $390000.00         | $283728.21         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2051-12-01      | 2.0000%  | 0.0000% | $270000.00         | $171599.22         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2049-02-01      | 3.5000%  | 0.0000% | $43000.00          | $12682.89          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2051-01-01      | 4.5000%  | 0.0000% | $25000.00          | $8626.94           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2051-05-01      | 2.5000%  | 0.0000% | $124946.00         | $73064.05          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2051-10-01      | 3.5000%  | 0.0000% | $10000.00          | $5326.05           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-09-01      | 4.0000%  | 0.0000% | $575000.00         | $439373.56         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-07-01      | 5.0000%  | 0.0000% | $425000.00         | $288079.32         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-09-01      | 2.5000%  | 0.0000% | $2670.00           | $1867.74           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-09-01      | 5.0000%  | 0.0000% | $425000.00         | $334821.53         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-01-01      | 2.5000%  | 0.0000% | $405000.00         | $281703.33         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-07-01      | 4.5000%  | 0.0000% | $600000.00         | $439825.99         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-11-01      | 5.5000%  | 0.0000% | $11000.00          | $8510.48           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2051-01-01      | 3.0000%  | 0.0000% | $300000.00         | $213476.98         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2051-11-01      | 3.5000%  | 0.0000% | $74000.00          | $51131.31          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-02-01      | 4.0000%  | 0.0000% | $260000.00         | $213404.74         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-11-01      | 4.5000%  | 0.0000% | $300000.00         | $219008.98         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-12-01      | 6.0000%  | 0.0000% | $445410.00         | $333477.51         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-01-01      | 5.0000%  | 0.0000% | $823000.00         | $650040.32         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-12-01      | 4.5000%  | 0.0000% | $540000.00         | $405081.44         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-10-01      | 4.5000%  | 0.0000% | $400000.00         | $320170.70         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-02-01      | 6.5000%  | 0.0000% | $1200000.00        | $858327.15         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-07-01      | 4.0000%  | 0.0000% | $440000.00         | $278739.52         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-08-01      | 6.0000%  | 0.0000% | $42000.00          | $30893.10          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-08-01      | 5.5000%  | 0.0000% | $293000.00         | $247098.91         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-04-01      | 5.0000%  | 0.0000% | $114000.00         | $90063.12          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2049-02-01      | 6.0000%  | 0.0000% | $41000.00          | $27081.49          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-05-01      | 5.0000%  | 0.0000% | $60000.00          | $55214.84          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-05-01      | 5.5000%  | 0.0000% | $400000.00         | $314717.33         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-02-01      | 3.0000%  | 0.0000% | $138000.00         | $100824.92         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2047-12-01      | 3.5000%  | 0.0000% | $575435.00         | $433487.71         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-06-01      | 5.0000%  | 0.0000% | $650000.00         | $500286.42         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-07-01      | 5.5000%  | 0.0000% | $32000.00          | $26892.89          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-08-01      | 5.5000%  | 0.0000% | $1100000.00        | $928032.46         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-08-01      | 3.0000%  | 0.0000% | $51000.00          | $39916.92          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2054-04-01      | 6.0000%  | 0.0000% | $200000.00         | $178497.31         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2054-01-01      | 4.0000%  | 0.0000% | $1075000.00        | $918894.22         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-09-01      | 3.0000%  | 0.0000% | $14000.00          | $10986.57          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-04-01      | 5.5000%  | 0.0000% | $1528.00           | $1231.79           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-11-01      | 5.5000%  | 0.0000% | $100000.00         | $78694.74          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-05-01      | 4.5000%  | 0.0000% | $23000.00          | $19893.06          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2054-02-01      | 5.5000%  | 0.0000% | $320577.00         | $267681.46         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2054-03-01      | 5.5000%  | 0.0000% | $395000.00         | $352018.72         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2054-04-01      | 6.0000%  | 0.0000% | $630000.00         | $549721.84         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-06-01      | 3.5000%  | 0.0000% | $291000.00         | $230964.31         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2054-03-01      | 5.0000%  | 0.0000% | $150000.00         | $129214.30         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2047-07-01      | 5.0000%  | 0.0000% | $1630519.00        | $1406380.96        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2049-10-01      | 5.0000%  | 0.0000% | $3268350.00        | $2890360.94        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2054-09-01      | 5.0000%  | 0.0000% | $105000.00         | $94587.28          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-04-01      | 2.5000%  | 0.0000% | $29000.00          | $23161.50          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-04-01      | 2.0000%  | 0.0000% | $5403560.00        | $4273270.70        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2049-09-01      | 4.5000%  | 0.0000% | $2063.00           | $1849.13           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2054-02-01      | 6.0000%  | 0.0000% | $492175.00         | $435199.25         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2054-11-01      | 5.0000%  | 0.0000% | $75000.00          | $69546.54          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2049-07-01      | 3.5000%  | 0.0000% | $296000.00         | $27035.94          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2049-08-01      | 4.0000%  | 0.0000% | $324000.00         | $33117.95          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2049-09-01      | 2.5000%  | 0.0000% | $4900000.00        | $924206.12         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2049-11-01      | 5.0000%  | 0.0000% | $390000.00         | $44618.68          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2050-01-01      | 3.0000%  | 0.0000% | $510000.00         | $92591.76          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2050-04-01      | 2.5000%  | 0.0000% | $416409.00         | $93239.57          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2050-05-01      | 3.5000%  | 0.0000% | $37000.00          | $8285.86           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2050-05-01      | 4.5000%  | 0.0000% | $78000.00          | $17860.80          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2050-08-01      | 3.0000%  | 0.0000% | $6011000.00        | $1768140.01        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2050-09-01      | 2.0000%  | 0.0000% | $504000.00         | $243594.83         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2050-04-01      | 3.5000%  | 0.0000% | $3410411.00        | $910092.49         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2051-11-01      | 2.5000%  | 0.0000% | $83000.00          | $51928.71          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2050-08-01      | 3.0000%  | 0.0000% | $117000.00         | $53452.74          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2051-02-01      | 2.5000%  | 0.0000% | $227000.00         | $119509.21         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2051-03-01      | 2.0000%  | 0.0000% | $14086600.00       | $8023411.80        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-08-01      | 3.0000%  | 0.0000% | $3819000.00        | $2596077.12        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-09-01      | 5.5000%  | 0.0000% | $1000000.00        | $825705.57         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2050-12-01      | 3.0000%  | 0.0000% | $285000.00         | $113655.82         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2051-08-01      | 2.5000%  | 0.0000% | $4287380.00        | $2593340.05        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2051-04-01      | 2.5000%  | 0.0000% | $9413712.00        | $5283965.41        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2051-06-01      | 2.0000%  | 0.0000% | $495000.00         | $300886.32         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2051-05-01      | 3.5000%  | 0.0000% | $250000.00         | $106401.77         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-01-01      | 3.5000%  | 0.0000% | $21000.00          | $12513.40          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-02-01      | 3.0000%  | 0.0000% | $363000.00         | $239382.74         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2051-11-01      | 2.0000%  | 0.0000% | $11009000.00       | $7065980.96        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2051-11-01      | 3.0000%  | 0.0000% | $7000.00           | $4178.63           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-01-01      | 2.0000%  | 0.0000% | $910000.00         | $592921.16         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-03-01      | 3.0000%  | 0.0000% | $60000.00          | $40647.66          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-04-01      | 3.0000%  | 0.0000% | $454000.00         | $320278.91         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-04-01      | 3.5000%  | 0.0000% | $15000.00          | $10599.69          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-05-01      | 2.0000%  | 0.0000% | $2467235.00        | $1668478.15        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-05-01      | 2.5000%  | 0.0000% | $5406642.00        | $3786879.58        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-10-01      | 4.0000%  | 0.0000% | $146000.00         | $115356.53         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-08-01      | 3.0000%  | 0.0000% | $6000.00           | $4434.37           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-08-01      | 3.5000%  | 0.0000% | $13000.00          | $9973.34           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-09-01      | 3.0000%  | 0.0000% | $1625000.00        | $1203359.40        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-01-01      | 6.0000%  | 0.0000% | $1317331.00        | $944094.40         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-09-01      | 2.5000%  | 0.0000% | $3841800.00        | $2800982.38        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-11-01      | 5.0000%  | 0.0000% | $4051311.00        | $3260264.70        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-11-01      | 3.5000%  | 0.0000% | $7000.00           | $5571.41           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-12-01      | 6.0000%  | 0.0000% | $25000.00          | $18995.76          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-02-01      | 3.0000%  | 0.0000% | $5000.00           | $3924.45           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-02-01      | 5.0000%  | 0.0000% | $684000.00         | $564407.87         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-04-01      | 5.0000%  | 0.0000% | $833335.00         | $692778.78         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-07-01      | 4.5000%  | 0.0000% | $170000.00         | $146508.53         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-09-01      | 6.0000%  | 0.0000% | $1712776.00        | $1327123.22        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-10-01      | 5.5000%  | 0.0000% | $974291.00         | $816315.48         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-11-01      | 5.5000%  | 0.0000% | $3350600.00        | $2870970.90        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-11-01      | 6.5000%  | 0.0000% | $200000.00         | $126829.18         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2054-04-01      | 5.5000%  | 0.0000% | $368000.00         | $315848.44         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2054-02-01      | 6.5000%  | 0.0000% | $210000.00         | $127340.47         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2054-09-01      | 6.0000%  | 0.0000% | $130000.00         | $110204.69         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2055-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1901.15           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2054-12-01      | 5.0000%  | 0.0000% | $810000.00         | $758961.10         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2055-04-01      | 5.5000%  | 0.0000% | $3000.00           | $2885.04           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2046-09-01      | 3.0000%  | 0.0000% | $2375103.00        | $1733348.10        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-07-01      | 3.0000%  | 0.0000% | $2650000.00        | $2028161.16        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-08-01      | 6.0000%  | 0.0000% | $106000.00         | $84480.01          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-09-01      | 6.0000%  | 0.0000% | $2995732.00        | $2494274.87        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-10-01      | 6.0000%  | 0.0000% | $185000.00         | $153046.12         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-11-01      | 6.0000%  | 0.0000% | $3945000.00        | $3464098.14        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-09-01      | 5.5000%  | 0.0000% | $400000.00         | $347562.87         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2049-07-01      | 3.0000%  | 0.0000% | $10000.00          | $1415.38           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2050-01-01      | 3.0000%  | 0.0000% | $375000.00         | $92181.25          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2050-02-01      | 4.5000%  | 0.0000% | $5000.00           | $1058.53           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2050-05-01      | 3.0000%  | 0.0000% | $75000.00          | $22558.48          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2050-07-01      | 2.5000%  | 0.0000% | $59000.00          | $23436.85          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-01-01      | 2.5000%  | 0.0000% | $685000.00         | $459603.28         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-04-01      | 3.5000%  | 0.0000% | $6743019.00        | $4749010.27        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-04-01      | 3.0000%  | 0.0000% | $1100000.00        | $744910.68         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-05-01      | 4.0000%  | 0.0000% | $118000.00         | $67363.94          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-11-01      | 5.0000%  | 0.0000% | $87000.00          | $67981.24          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-02-01      | 5.0000%  | 0.0000% | $22000.00          | $13673.06          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-03-01      | 5.5000%  | 0.0000% | $60000.00          | $35515.63          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-04-01      | 5.0000%  | 0.0000% | $5359597.00        | $4367779.17        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-05-01      | 3.0000%  | 0.0000% | $6000.00           | $4648.62           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-07-01      | 5.5000%  | 0.0000% | $3791227.00        | $3106686.60        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-06-01      | 5.5000%  | 0.0000% | $100000.00         | $98663.63          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-08-01      | 6.0000%  | 0.0000% | $30000.00          | $21417.69          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-09-01      | 6.0000%  | 0.0000% | $925000.00         | $800252.21         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-08-01      | 5.0000%  | 0.0000% | $97131.00          | $81841.28          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2054-10-01      | 5.0000%  | 0.0000% | $2633000.00        | $2497531.58        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $183.92            | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2050-01-01      | 4.5000%  | 0.0000% | $90000.00          | $16305.31          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2050-09-01      | 2.0000%  | 0.0000% | $22000.00          | $13268.62          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2050-06-01      | 2.5000%  | 0.0000% | $245000.00         | $143416.43         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2050-11-01      | 1.5000%  | 0.0000% | $560000.00         | $288832.73         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2050-12-01      | 2.5000%  | 0.0000% | $240000.00         | $125332.40         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2051-05-01      | 2.0000%  | 0.0000% | $31000.00          | $20258.08          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2051-05-01      | 2.5000%  | 0.0000% | $256690.00         | $146119.26         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2051-10-01      | 4.0000%  | 0.0000% | $370000.00         | $193413.32         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2051-09-01      | 2.5000%  | 0.0000% | $620000.00         | $372761.26         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2051-12-01      | 2.5000%  | 0.0000% | $374000.00         | $231708.76         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2051-12-01      | 2.0000%  | 0.0000% | $168500.00         | $105983.76         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-01-01      | 2.5000%  | 0.0000% | $260000.00         | $158846.46         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-01-02      | 2.5000%  | 0.0000% | $3174000.00        | $2166552.89        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-02-01      | 2.5000%  | 0.0000% | $664000.00         | $416683.48         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-02-01      | 2.5000%  | 0.0000% | $789307.00         | $505308.62         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-03-01      | 3.0000%  | 0.0000% | $700000.00         | $480047.46         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-05-01      | 3.5000%  | 0.0000% | $35000.00          | $26760.91          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-09-01      | 5.5000%  | 0.0000% | $1212000.00        | $928983.78         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-01-01      | 5.5000%  | 0.0000% | $300000.00         | $250427.79         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-04-01      | 5.0000%  | 0.0000% | $3000000.00        | $2433407.77        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-04-01      | 5.0000%  | 0.0000% | $275000.00         | $248449.64         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-05-01      | 6.0000%  | 0.0000% | $35000.00          | $27933.46          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-06-01      | 5.5000%  | 0.0000% | $125000.00         | $103341.38         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2042-05-01      | 3.0000%  | 0.0000% | $21000.00          | $14804.57          | Agency Mortgage-Backed Securities         |
| Freddiemac Strip | 2053-10-25      | 5.5828%  | 0.0000% | $3250000.00        | $2170218.29        | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2050-07-01      | 2.5000%  | 0.0000% | $37644.00          | $27052.27          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2040-09-01      | 4.5000%  | 0.0000% | $3700000.00        | $3661579.94        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2049-12-01      | 3.0000%  | 0.0000% | $2000.00           | $392.69            | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2054-06-25      | 5.5828%  | 0.0000% | $50000000.00       | $33389393.37       | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2055-03-01      | 5.0000%  | 0.0000% | $2547806.00        | $2469966.92        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2055-06-01      | 6.0000%  | 0.0000% | $243229.00         | $248595.58         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2055-07-01      | 5.5000%  | 0.0000% | $1243679.00        | $1267136.60        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2055-09-01      | 5.5000%  | 0.0000% | $3376580.00        | $3458236.73        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2054-11-01      | 6.0000%  | 0.0000% | $87926.00          | $88758.79          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2050-08-01      | 3.5000%  | 0.0000% | $1711942.00        | $1509498.74        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2055-05-01      | 6.0000%  | 0.0000% | $21000.00          | $21284.87          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-06-01      | 3.5000%  | 0.0000% | $4371843.00        | $4067140.20        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-05-01      | 5.5000%  | 0.0000% | $8048416.00        | $8068680.41        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2054-07-01      | 6.0000%  | 0.0000% | $2655252.00        | $2684240.81        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2052-09-01      | 3.5000%  | 0.0000% | $2508706.00        | $2318317.69        | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2054-10-01      | 5.0000%  | 0.0000% | $1881.00           | $1860.71           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-11-01      | 6.0000%  | 0.0000% | $955000.00         | $818759.46         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2053-11-01      | 7.0000%  | 0.0000% | $3100.00           | $2013.15           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2054-01-01      | 7.0000%  | 0.0000% | $861768.00         | $553005.30         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2054-06-01      | 6.0000%  | 0.0000% | $448189.00         | $407513.53         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2054-08-01      | 6.0000%  | 0.0000% | $100000.00         | $94084.24          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2055-02-01      | 6.0000%  | 0.0000% | $225000.00         | $222385.78         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2040-07-01      | 5.0000%  | 0.0000% | $370000.00         | $349863.35         | Agency Mortgage-Backed Securities         |

### Security 62: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.070000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: LMRP8205703
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AEP TEXAS INC                                    | 2033-02-15      | 6.6500%  | 0.0000% | $1000.00           | $1115.89           | Corporate Debt Securities                         |
| AT&T INC                                         | 2055-09-15      | 3.5500%  | 0.0000% | $4162000.00        | $2890659.29        | Corporate Debt Securities                         |
| APTIV SWISS HOLDINGS LTD                         | 2032-03-01      | 3.2500%  | 0.0000% | $9000.00           | $8386.08           | Corporate Debt Securities                         |
| ABBVIE INC                                       | 2036-05-14      | 4.3000%  | 0.0000% | $15000.00          | $14731.46          | Corporate Debt Securities                         |
| ADOBE INC                                        | 2034-04-04      | 4.9500%  | 0.0000% | $3000.00           | $3118.63           | Corporate Debt Securities                         |
| AERCAP IRELAND CAP/GLOBA                         | 2034-01-19      | 5.3000%  | 0.0000% | $597000.00         | $619393.14         | Corporate Debt Securities                         |
| AETNA INC                                        | 2047-08-15      | 3.8750%  | 0.0000% | $497000.00         | $382357.29         | Corporate Debt Securities                         |
| ALLY FINANCIAL INC                               | 2033-07-31      | 5.5480%  | 0.0000% | $26000.00          | $26522.60          | Corporate Debt Securities                         |
| ALTRIA GROUP INC                                 | 2042-08-09      | 4.2500%  | 0.0000% | $23000.00          | $19662.48          | Corporate Debt Securities                         |
| AMAZON.COM INC                                   | 2044-12-05      | 4.9500%  | 0.0000% | $2000.00           | $2019.57           | Corporate Debt Securities                         |
| AMAZON.COM INC                                   | 2025-12-01      | 4.6000%  | 0.0000% | $4193000.00        | $4274497.94        | Corporate Debt Securities                         |
| AMERICAN ASSETS TRUST LP                         | 2031-02-01      | 3.3750%  | 0.0000% | $30000.00          | $27593.32          | Corporate Debt Securities                         |
| AMERICAN ASSETS TRUST LP                         | 2034-10-01      | 6.1500%  | 0.0000% | $570000.00         | $584161.65         | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO                              | 2079-12-31      | 3.5500%  | 0.0000% | $66000.00          | $65009.74          | Corporate Debt Securities                         |
| AMERICAN HONDA FINANCE                           | 2035-03-05      | 5.2000%  | 0.0000% | $3000.00           | $3082.50           | Corporate Debt Securities                         |
| AMERICAN TOWER CORP                              | 2030-10-15      | 1.8750%  | 0.0000% | $50000.00          | $44363.67          | Corporate Debt Securities                         |
| AMERICAN TOWER CORP                              | 2028-03-15      | 5.5000%  | 0.0000% | $50000.00          | $51818.89          | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WOR                         | 2038-04-15      | 4.3750%  | 0.0000% | $1000.00           | $963.09            | Corporate Debt Securities                         |
| AON CORP                                         | 2030-05-15      | 2.8000%  | 0.0000% | $5000.00           | $4763.76           | Corporate Debt Securities                         |
| AON CORP/AON GLOBAL HOLD                         | 2033-02-28      | 5.3500%  | 0.0000% | $56000.00          | $58889.18          | Corporate Debt Securities                         |
| APACHE CORP                                      | 2030-01-15      | 4.2500%  | 0.0000% | $2000.00           | $1977.69           | Corporate Debt Securities                         |
| APACHE CORP                                      | 2049-07-01      | 5.3500%  | 0.0000% | $10000.00          | $8535.63           | Corporate Debt Securities                         |
| APA CORP                                         | 2055-02-15      | 6.7500%  | 0.0000% | $414000.00         | $421129.08         | Corporate Debt Securities                         |
| APA CORP                                         | 2055-02-15      | 6.7500%  | 0.0000% | $40000.00          | $40688.80          | Corporate Debt Securities                         |
| APA CORP                                         | 2040-09-01      | 5.1000%  | 0.0000% | $1583000.00        | $1411181.18        | Corporate Debt Securities                         |
| APA CORP                                         | 2043-04-15      | 4.7500%  | 0.0000% | $311000.00         | $244362.38         | Corporate Debt Securities                         |
| APOLLO DEBT SOLUTIONS BD                         | 2031-07-29      | 6.7000%  | 0.0000% | $446000.00         | $477956.89         | Corporate Debt Securities                         |
| APPLE INC                                        | 2026-02-23      | 3.2500%  | 0.0000% | $3000.00           | $3009.27           | Corporate Debt Securities                         |
| APPLE INC                                        | 2028-05-10      | 4.0000%  | 0.0000% | $5000.00           | $5119.50           | Corporate Debt Securities                         |
| APTARGROUP INC                                   | 2032-03-15      | 3.6000%  | 0.0000% | $500000.00         | $468855.00         | Corporate Debt Securities                         |
| ARCELORMITTAL SA                                 | 2032-11-29      | 6.8000%  | 0.0000% | $6000.00           | $6868.69           | Corporate Debt Securities                         |
| ARES CAPITAL CORP                                | 2026-07-15      | 2.1500%  | 0.0000% | $4164000.00        | $4121487.87        | Corporate Debt Securities                         |
| ARES CAPITAL CORP                                | 2031-11-15      | 3.2000%  | 0.0000% | $2000.00           | $1802.19           | Corporate Debt Securities                         |
| ARES CAPITAL CORP                                | 2029-07-15      | 5.9500%  | 0.0000% | $16000.00          | $16704.47          | Corporate Debt Securities                         |
| ARES FINANCE CO                                  | 2051-06-30      | 4.1250%  | 0.0000% | $449000.00         | $446755.00         | Corporate Debt Securities                         |
| ARES FINANCE CO                                  | 2051-06-30      | 4.1250%  | 0.0000% | $97000.00          | $96515.00          | Corporate Debt Securities                         |
| ARES STRATEGIC INCOME FU                         | 2030-09-09      | 5.8000%  | 0.0000% | $124000.00         | $126139.96         | Corporate Debt Securities                         |
| ARES STRATEGIC INCOME FU                         | 2029-01-15      | 4.8500%  | 0.0000% | $1000.00           | $991.34            | Corporate Debt Securities                         |
| ARTHUR J GALLAGHER & CO                          | 2035-02-15      | 5.1500%  | 0.0000% | $1243000.00        | $1272250.55        | Corporate Debt Securities                         |
| ATHENE HOLDING LTD                               | 2054-04-01      | 6.2500%  | 0.0000% | $1216000.00        | $1232438.29        | Corporate Debt Securities                         |
| ATLAS WAREHOUSE LEND                             | 2030-01-15      | 6.2500%  | 0.0000% | $600000.00         | $637399.67         | Corporate Debt Securities                         |
| ATMOS ENERGY CORP                                | 2056-01-15      | 5.4500%  | 0.0000% | $3000.00           | $3003.00           | Corporate Debt Securities                         |
| AVIATION CAPITAL GROUP                           | 2027-11-01      | 3.5000%  | 0.0000% | $18000.00          | $17991.72          | Corporate Debt Securities                         |
| AVIATION CAPITAL GROUP                           | 2027-04-14      | 4.7500%  | 0.0000% | $398000.00         | $400651.90         | Corporate Debt Securities                         |
| AVIATION CAPITAL GROUP                           | 2030-04-10      | 5.1250%  | 0.0000% | $50000.00          | $50914.48          | Corporate Debt Securities                         |
| AVOLON HOLDINGS FNDG LTD                         | 2026-01-15      | 5.5000%  | 0.0000% | $464000.00         | $471958.37         | Corporate Debt Securities                         |
| AVOLON HOLDINGS FNDG LTD                         | 2030-05-30      | 5.3750%  | 0.0000% | $44000.00          | $46102.58          | Corporate Debt Securities                         |
| BAC CAPITAL TRUST XIV                            | 2099-01-01      | 4.6994%  | 0.0000% | $40000.00          | $33977.79          | Corporate Debt Securities                         |
| BAE SYSTEMS PLC                                  | 2034-03-26      | 5.3000%  | 0.0000% | $201000.00         | $210009.94         | Corporate Debt Securities                         |
| BHP BILLITON FIN USA LTD                         | 2043-09-30      | 5.0000%  | 0.0000% | $3000.00           | $2915.99           | Corporate Debt Securities                         |
| BHP BILLITON FIN USA LTD                         | 2033-09-08      | 5.2500%  | 0.0000% | $2000.00           | $2101.83           | Corporate Debt Securities                         |
| BGC GROUP INC                                    | 2029-06-10      | 6.6000%  | 0.0000% | $50000.00          | $53344.50          | Corporate Debt Securities                         |
| BGC GROUP INC                                    | 2030-04-02      | 6.1500%  | 0.0000% | $1000.00           | $1036.75           | Corporate Debt Securities                         |
| BMW US CAPITAL LLC                               | 2027-08-11      | 4.1500%  | 0.0000% | $3499000.00        | $3538301.55        | Corporate Debt Securities                         |
| BANCO SANTANDER SA                               | 2025-11-19      | 5.1790%  | 0.0000% | $400000.00         | $409404.66         | Corporate Debt Securities                         |
| BANK OF AMERICA CORP                             | 2028-12-20      | 3.4190%  | 0.0000% | $1000.00           | $997.28            | Corporate Debt Securities                         |
| BANK OF AMERICA CORP                             | 2079-12-31      | 6.1250%  | 0.0000% | $10000.00          | $10120.81          | Corporate Debt Securities                         |
| BANK OF AMERICA CORP                             | 2079-12-31      | 6.1250%  | 0.0000% | $1000.00           | $1012.08           | Corporate Debt Securities                         |
| BANK OF MONTREAL                                 | 2085-11-26      | 6.8750%  | 0.0000% | $200000.00         | $209805.69         | Corporate Debt Securities                         |
| BANK OF NY MELLON CORP                           | 2034-02-01      | 4.7060%  | 0.0000% | $2000.00           | $2037.05           | Corporate Debt Securities                         |
| BANK OF NY MELLON CORP                           | 2027-04-26      | 4.9470%  | 0.0000% | $4000.00           | $4019.91           | Corporate Debt Securities                         |
| BANK OF NOVA SCOTIA                              | 2082-10-27      | 8.6250%  | 0.0000% | $1109000.00        | $1175815.86        | Corporate Debt Securities                         |
| BARCLAYS PLC                                     | 2042-03-10      | 3.8110%  | 0.0000% | $810000.00         | $657228.38         | Corporate Debt Securities                         |
| BARINGS PRIVATE CREDIT                           | 2030-06-11      | 6.1500%  | 0.0000% | $300000.00         | $305042.00         | Corporate Debt Securities                         |
| BAYLOR SCOTT & WHITE HOL                         | 2050-11-15      | 2.8390%  | 0.0000% | $1000.00           | $667.75            | Corporate Debt Securities                         |
| BAYLOR SCOTT & WHITE HOL                         | 2050-11-15      | 2.8390%  | 0.0000% | $1000.00           | $667.75            | Corporate Debt Securities                         |
| BENCHMARK Mortgage Trust                         | 2051-02-17      | 4.0835%  | 0.0000% | $12243.00          | $11883.88          | Private Label Collateralized Mortgage Obligations |
| BERRY GLOBAL INC                                 | 2034-01-15      | 5.6500%  | 0.0000% | $2000.00           | $2128.09           | Corporate Debt Securities                         |
| BERRY GLOBAL INC                                 | 2034-01-15      | 5.6500%  | 0.0000% | $132000.00         | $140454.09         | Corporate Debt Securities                         |
| BLACKSTONE HOLDINGS FINA                         | 2049-09-10      | 3.5000%  | 0.0000% | $157000.00         | $115543.89         | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CRE                           | 2031-01-25      | 6.2500%  | 0.0000% | $691000.00         | $728056.03         | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CRE                           | 2030-04-01      | 5.2500%  | 0.0000% | $467000.00         | $467254.52         | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CRE                           | 2030-09-10      | 5.0500%  | 0.0000% | $522000.00         | $517617.38         | Corporate Debt Securities                         |
| BLACKSTONE SECURED LEND                          | 2028-09-30      | 2.8500%  | 0.0000% | $277000.00         | $262115.40         | Corporate Debt Securities                         |
| BLOCK FINANCIAL LLC                              | 2030-08-15      | 3.8750%  | 0.0000% | $365000.00         | $355762.05         | Corporate Debt Securities                         |
| BLOCK FINANCIAL LLC                              | 2032-09-15      | 5.3750%  | 0.0000% | $500000.00         | $512972.43         | Corporate Debt Securities                         |
| BLUE OWL CREDIT INCOME                           | 2029-09-15      | 6.6000%  | 0.0000% | $100000.00         | $104228.33         | Corporate Debt Securities                         |
| BLUE OWL FINANCE LLC                             | 2034-04-18      | 6.2500%  | 0.0000% | $11000.00          | $11477.48          | Corporate Debt Securities                         |
| BOEING CO/THE                                    | 2033-02-15      | 6.1250%  | 0.0000% | $1000.00           | $1090.49           | Corporate Debt Securities                         |
| BOEING CO                                        | 2049-05-01      | 3.9000%  | 0.0000% | $111000.00         | $86587.77          | Corporate Debt Securities                         |
| BOEING CO                                        | 2026-02-01      | 2.7500%  | 0.0000% | $196000.00         | $196528.22         | Corporate Debt Securities                         |
| BOSTON PROPERTIES LP                             | 2026-10-01      | 2.7500%  | 0.0000% | $1023000.00        | $1011237.20        | Corporate Debt Securities                         |
| BRIGHTHOUSE FINANCIAL IN                         | 2047-06-22      | 4.7000%  | 0.0000% | $177000.00         | $141724.20         | Corporate Debt Securities                         |
| BRIGHTHOUSE FINANCIAL IN                         | 2030-05-15      | 5.6250%  | 0.0000% | $465000.00         | $485914.54         | Corporate Debt Securities                         |
| BRIGHTHOUSE FINANCIAL IN                         | 2051-12-22      | 3.8500%  | 0.0000% | $200000.00         | $133703.17         | Corporate Debt Securities                         |
| BROOKFIELD FINANCE INC                           | 2055-01-15      | 6.3000%  | 0.0000% | $3000.00           | $3038.02           | Corporate Debt Securities                         |
| BROOKFIELD INFRA FIN ULC                         | 2055-03-15      | 6.7500%  | 0.0000% | $133000.00         | $136435.06         | Corporate Debt Securities                         |
| BRUNSWICK CORP                                   | 2031-08-18      | 2.4000%  | 0.0000% | $155000.00         | $135551.63         | Corporate Debt Securities                         |
| BURLINGTN NORTH SANTA FE                         | 2043-09-01      | 5.1500%  | 0.0000% | $70000.00          | $69667.73          | Corporate Debt Securities                         |
| CFE FIBRA E                                      | 2040-09-23      | 5.8750%  | 0.0000% | $1701000.00        | $1721163.94        | Corporate Debt Securities                         |
| CRH AMERICA FINANCE INC                          | 2056-02-09      | 5.6000%  | 0.0000% | $4188000.00        | $4241113.15        | Corporate Debt Securities                         |
| CVS HEALTH CORP                                  | 2045-07-20      | 5.1250%  | 0.0000% | $1681000.00        | $1566033.84        | Corporate Debt Securities                         |
| CVS HEALTH CORP                                  | 2030-04-01      | 3.7500%  | 0.0000% | $3000.00           | $2929.24           | Corporate Debt Securities                         |
| CVS HEALTH CORP                                  | 2050-04-01      | 4.2500%  | 0.0000% | $105000.00         | $84093.62          | Corporate Debt Securities                         |
| CVS HEALTH CORP                                  | 2050-04-01      | 4.2500%  | 0.0000% | $301000.00         | $241068.39         | Corporate Debt Securities                         |
| CVS HEALTH CORP                                  | 2033-02-21      | 5.2500%  | 0.0000% | $20000.00          | $20762.97          | Corporate Debt Securities                         |
| CVS HEALTH CORP                                  | 2031-06-01      | 5.5500%  | 0.0000% | $20000.00          | $21443.30          | Corporate Debt Securities                         |
| CVS HEALTH CORP                                  | 2044-06-01      | 6.0000%  | 0.0000% | $54000.00          | $56522.88          | Corporate Debt Securities                         |
| CAMPBELLS COMPANY/THE                            | 2050-04-24      | 3.1250%  | 0.0000% | $1249000.00        | $842297.67         | Corporate Debt Securities                         |
| CAMPBELLS COMPANY/THE                            | 2029-03-21      | 5.2000%  | 0.0000% | $400000.00         | $413147.11         | Corporate Debt Securities                         |
| CANTOR FITZGERALD LP                             | 2028-12-12      | 7.2000%  | 0.0000% | $100000.00         | $108917.00         | Corporate Debt Securities                         |
| CAPITAL ONE FINANCIAL CO                         | 2026-07-28      | 3.7500%  | 0.0000% | $14000.00          | $14084.80          | Corporate Debt Securities                         |
| CAPITAL ONE FINANCIAL CO                         | 2032-07-29      | 2.3590%  | 0.0000% | $7000.00           | $6122.47           | Corporate Debt Securities                         |
| CARDINAL HEALTH INC                              | 2054-11-15      | 5.7500%  | 0.0000% | $375000.00         | $391276.46         | Corporate Debt Securities                         |
| CHENIERE ENERGY INC                              | 2034-04-15      | 5.6500%  | 0.0000% | $6000.00           | $6227.29           | Corporate Debt Securities                         |
| CHEVRON USA INC                                  | 2027-02-26      | 4.4050%  | 0.0000% | $22000.00          | $22345.04          | Corporate Debt Securities                         |
| CHEVRON USA INC                                  | 2028-08-13      | 4.8673%  | 0.0000% | $2000.00           | $2028.89           | Corporate Debt Securities                         |
| CHEVRON CORP                                     | 2026-05-16      | 2.9540%  | 0.0000% | $3000.00           | $3024.33           | Corporate Debt Securities                         |
| CHUBB INA HOLDINGS LLC                           | 2035-08-15      | 4.9000%  | 0.0000% | $1000.00           | $1019.52           | Corporate Debt Securities                         |
| CISCO SYSTEMS INC                                | 2039-02-15      | 5.9000%  | 0.0000% | $3000.00           | $3299.84           | Corporate Debt Securities                         |
| CISCO SYSTEMS INC                                | 2026-02-26      | 4.9000%  | 0.0000% | $419000.00         | $423666.50         | Corporate Debt Securities                         |
| CISCO SYSTEMS INC                                | 2026-02-26      | 4.9000%  | 0.0000% | $2000.00           | $2022.27           | Corporate Debt Securities                         |
| CITADEL SECURITIES GLOBA                         | 2030-06-18      | 5.5000%  | 0.0000% | $750000.00         | $782744.58         | Corporate Debt Securities                         |
| CITIGROUP INC                                    | 2027-09-29      | 4.4500%  | 0.0000% | $3000.00           | $3020.84           | Corporate Debt Securities                         |
| CITIGROUP INC                                    | 2026-10-21      | 3.2000%  | 0.0000% | $208000.00         | $206572.89         | Corporate Debt Securities                         |
| CITIGROUP INC                                    | 2026-10-21      | 3.2000%  | 0.0000% | $21000.00          | $20855.92          | Corporate Debt Securities                         |
| CITIGROUP INC                                    | 2028-02-24      | 3.0700%  | 0.0000% | $994000.00         | $985455.19         | Corporate Debt Securities                         |
| CITIGROUP INC                                    | 2031-09-11      | 5.4387%  | 0.0000% | $1000.00           | $1012.33           | Corporate Debt Securities                         |
| CITIGROUP INC                                    | 2030-09-19      | 4.5420%  | 0.0000% | $989000.00         | $1001054.92        | Corporate Debt Securities                         |
| CITIGROUP INC                                    | 2036-03-27      | 5.3330%  | 0.0000% | $1000.00           | $1030.99           | Corporate Debt Securities                         |
| CITIZENS FINANCIAL GROUP                         | 2037-05-21      | 5.6410%  | 0.0000% | $404000.00         | $418944.41         | Corporate Debt Securities                         |
| CLECO CORPORATE HOLDINGS                         | 2026-05-01      | 3.7430%  | 0.0000% | $137000.00         | $138940.60         | Corporate Debt Securities                         |
| COCA-COLA CO/THE                                 | 2060-06-01      | 2.7500%  | 0.0000% | $1843000.00        | $1133165.48        | Corporate Debt Securities                         |
| COCA-COLA CO/THE                                 | 2054-05-13      | 5.3000%  | 0.0000% | $52000.00          | $53577.85          | Corporate Debt Securities                         |
| COMCAST CORP                                     | 2033-05-15      | 4.8000%  | 0.0000% | $3000.00           | $3091.69           | Corporate Debt Securities                         |
| COMCAST CORP                                     | 2053-05-15      | 5.3500%  | 0.0000% | $100000.00         | $95654.94          | Corporate Debt Securities                         |
| COMCAST CORP                                     | 2029-06-01      | 5.1000%  | 0.0000% | $2000.00           | $2108.46           | Corporate Debt Securities                         |
| COMMONWEALTH BK AUSTR NY                         | 2026-11-27      | 4.5770%  | 0.0000% | $2421000.00        | $2484459.86        | Corporate Debt Securities                         |
| CONOCOPHILLIPS COMPANY                           | 2053-05-15      | 5.3000%  | 0.0000% | $11000.00          | $10778.34          | Corporate Debt Securities                         |
| CON EDISON CO OF NY INC                          | 2044-03-15      | 4.4500%  | 0.0000% | $98000.00          | $87578.30          | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC                         | 2025-11-15      | 4.4000%  | 0.0000% | $2000.00           | $2039.86           | Corporate Debt Securities                         |
| CONSUMERS ENERGY CO                              | 2033-05-15      | 4.6250%  | 0.0000% | $2000.00           | $2052.73           | Corporate Debt Securities                         |
| CONTINENTAL RESOURCES                            | 2044-06-01      | 4.9000%  | 0.0000% | $900000.00         | $748176.00         | Corporate Debt Securities                         |
| CONTINENTAL RESOURCES                            | 2044-06-01      | 4.9000%  | 0.0000% | $100000.00         | $83130.67          | Corporate Debt Securities                         |
| COREBRIDGE FINANCIAL INC                         | 2052-12-15      | 6.8750%  | 0.0000% | $56000.00          | $58819.72          | Corporate Debt Securities                         |
| COREBRIDGE FINANCIAL INC                         | 2054-09-15      | 6.3750%  | 0.0000% | $572000.00         | $593041.50         | Corporate Debt Securities                         |
| COSTCO WHOLESALE CORP                            | 2030-04-20      | 1.6000%  | 0.0000% | $271000.00         | $245325.16         | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA                               | 2500-12-31      | 4.7500%  | 0.0000% | $829000.00         | $800658.10         | Corporate Debt Securities                         |
| UBS GROUP AG                                     | 2029-12-23      | 4.1510%  | 0.0000% | $1000.00           | $1001.55           | Corporate Debt Securities                         |
| UBS GROUP AG                                     | 2031-09-23      | 4.3980%  | 0.0000% | $1000.00           | $1001.41           | Corporate Debt Securities                         |
| UBS GROUP AG                                     | 2037-03-23      | 5.0100%  | 0.0000% | $4000.00           | $4009.28           | Corporate Debt Securities                         |
| CROWN CASTLE INC                                 | 2029-02-15      | 4.3000%  | 0.0000% | $21000.00          | $21104.11          | Corporate Debt Securities                         |
| CROWN CASTLE INC                                 | 2030-07-01      | 3.3000%  | 0.0000% | $462000.00         | $443404.50         | Corporate Debt Securities                         |
| CROWN CASTLE INC                                 | 2031-04-01      | 2.1000%  | 0.0000% | $326000.00         | $286635.50         | Corporate Debt Securities                         |
| CROWN CASTLE INC                                 | 2031-04-01      | 2.1000%  | 0.0000% | $100000.00         | $87925.00          | Corporate Debt Securities                         |
| CROWN CASTLE INC                                 | 2031-07-15      | 2.5000%  | 0.0000% | $5000.00           | $4496.01           | Corporate Debt Securities                         |
| CUBESMART LP                                     | 2035-11-01      | 5.1250%  | 0.0000% | $1000.00           | $1009.93           | Corporate Debt Securities                         |
| CUMMINS INC                                      | 2035-05-09      | 5.3000%  | 0.0000% | $4000.00           | $4254.61           | Corporate Debt Securities                         |
| DTE ELECTRIC CO                                  | 2055-05-15      | 5.8500%  | 0.0000% | $70000.00          | $76350.22          | Corporate Debt Securities                         |
| DT MIDSTREAM INC                                 | 2031-06-15      | 4.3750%  | 0.0000% | $3000.00           | $2960.90           | Corporate Debt Securities                         |
| DELTA AIR LINES 2020-AA                          | 2029-12-10      | 2.0000%  | 0.0000% | $41000.00          | $27785.22          | Corporate Debt Securities                         |
| DEVON ENERGY CORPORATION                         | 2030-01-15      | 4.5000%  | 0.0000% | $149000.00         | $151357.18         | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC                           | 2026-12-01      | 3.2500%  | 0.0000% | $85000.00          | $85354.59          | Corporate Debt Securities                         |
| DICK'S SPORTING GOODS                            | 2052-01-15      | 4.1000%  | 0.0000% | $562000.00         | $428071.03         | Corporate Debt Securities                         |
| WALT DISNEY COMPANY/THE                          | 2049-09-01      | 2.7500%  | 0.0000% | $2000.00           | $1313.69           | Corporate Debt Securities                         |
| WALT DISNEY COMPANY/THE                          | 2040-05-13      | 3.5000%  | 0.0000% | $99000.00          | $85011.63          | Corporate Debt Securities                         |
| DOW CHEMICAL CO/THE                              | 2031-01-15      | 4.8000%  | 0.0000% | $1000.00           | $1003.99           | Corporate Debt Securities                         |
| DUQUESNE LIGHT HOLDINGS                          | 2027-08-01      | 3.6160%  | 0.0000% | $3000.00           | $2983.14           | Corporate Debt Securities                         |
| EQT CORP                                         | 2031-05-15      | 3.6250%  | 0.0000% | $300000.00         | $285844.58         | Corporate Debt Securities                         |
| EQT CORP                                         | 2034-02-01      | 5.7500%  | 0.0000% | $2000.00           | $2123.87           | Corporate Debt Securities                         |
| EQT CORP                                         | 2031-01-15      | 4.7500%  | 0.0000% | $675000.00         | $685459.88         | Corporate Debt Securities                         |
| EQT CORP                                         | 2027-06-01      | 7.5000%  | 0.0000% | $2000.00           | $2096.60           | Corporate Debt Securities                         |
| KINDER MORGAN INC                                | 2032-01-15      | 7.7500%  | 0.0000% | $1000.00           | $1183.43           | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA                         | 2055-01-13      | 6.3750%  | 0.0000% | $345000.00         | $370760.43         | Corporate Debt Securities                         |
| ENACT HOLDINGS INC                               | 2029-05-28      | 6.2500%  | 0.0000% | $2000.00           | $2145.24           | Corporate Debt Securities                         |
| ENEL FINANCE INTL NV                             | 2055-09-30      | 5.7500%  | 0.0000% | $1000.00           | $991.39            | Corporate Debt Securities                         |
| ENSTAR GROUP LTD                                 | 2029-06-01      | 4.9500%  | 0.0000% | $23000.00          | $23686.72          | Corporate Debt Securities                         |
| EQUINOR ASA                                      | 2030-09-03      | 4.5000%  | 0.0000% | $2000.00           | $2047.19           | Corporate Debt Securities                         |
| EVERGY INC                                       | 2055-06-01      | 6.6500%  | 0.0000% | $845000.00         | $892436.89         | Corporate Debt Securities                         |
| FS KKR CAPITAL CORP                              | 2027-07-15      | 3.2500%  | 0.0000% | $105000.00         | $101758.59         | Corporate Debt Securities                         |
| META PLATFORMS INC                               | 2033-05-15      | 4.9500%  | 0.0000% | $2000.00           | $2101.67           | Corporate Debt Securities                         |
| FWD GROUP HOLDINGS LTD                           | 2030-09-22      | 5.2520%  | 0.0000% | $2000.00           | $2031.17           | Corporate Debt Securities                         |
| FWD GROUP HOLDINGS LTD                           | 2035-09-22      | 5.8360%  | 0.0000% | $440000.00         | $452487.30         | Corporate Debt Securities                         |
| FHLMC Multifamily Structured Pass Through Certs. | 2026-07-25      | 2.3400%  | 0.0000% | $1000.00           | $174.56            | Agency Collateralized Mortgage Obligation         |
| FHLMC Multifamily Structured Pass Through Certs. | 2028-05-25      | 0.9068%  | 0.0000% | $100000.00         | $2083.92           | Agency Collateralized Mortgage Obligation         |
| FEDEX CORP                                       | 2042-08-01      | 3.8750%  | 0.0000% | $450000.00         | $362734.88         | Corporate Debt Securities                         |
| FEDEX CORP                                       | 2046-04-01      | 4.5500%  | 0.0000% | $1000.00           | $846.97            | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP                              | 2029-07-27      | 6.3390%  | 0.0000% | $285000.00         | $304411.87         | Corporate Debt Securities                         |
| FIRST AMERICAN FINANCIAL                         | 2031-08-15      | 2.4000%  | 0.0000% | $65000.00          | $56943.68          | Corporate Debt Securities                         |
| FISERV INC                                       | 2030-03-15      | 4.7500%  | 0.0000% | $13000.00          | $13127.39          | Corporate Debt Securities                         |
| FIRSTENERGY CORP                                 | 2030-09-01      | 2.2500%  | 0.0000% | $1163000.00        | $1055155.01        | Corporate Debt Securities                         |
| FLEX LTD                                         | 2029-06-15      | 4.8750%  | 0.0000% | $202000.00         | $208250.13         | Corporate Debt Securities                         |
| FLOWERS FOODS INC                                | 2055-03-15      | 6.2000%  | 0.0000% | $62000.00          | $61807.94          | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC                            | 2036-01-25      | 6.1000%  | 0.0000% | $200000.00         | $215347.33         | Corporate Debt Securities                         |
| FOX CORP                                         | 2033-10-13      | 6.5000%  | 0.0000% | $25000.00          | $27614.50          | Corporate Debt Securities                         |
| FRANKLIN BSP CAPITAL CO                          | 2030-10-02      | 6.0000%  | 0.0000% | $9000.00           | $8879.52           | Corporate Debt Securities                         |
| GATX CORP                                        | 2030-06-30      | 4.0000%  | 0.0000% | $4000.00           | $3986.41           | Corporate Debt Securities                         |
| GFL ENVIRONMENTAL INC                            | 2028-09-01      | 3.5000%  | 0.0000% | $680000.00         | $668192.56         | Corporate Debt Securities                         |
| GTE LLC                                          | 2028-04-15      | 6.9400%  | 0.0000% | $36000.00          | $38433.76          | Corporate Debt Securities                         |
| GARTNER INC                                      | 2030-10-01      | 3.7500%  | 0.0000% | $2000.00           | $1899.01           | Corporate Debt Securities                         |
| ALLY FINANCIAL INC                               | 2031-11-01      | 8.0000%  | 0.0000% | $181000.00         | $212962.79         | Corporate Debt Securities                         |
| ALLY FINANCIAL INC                               | 2031-11-01      | 8.0000%  | 0.0000% | $35000.00          | $41180.65          | Corporate Debt Securities                         |
| GENERAL MOTORS CO                                | 2030-04-15      | 5.6250%  | 0.0000% | $3000.00           | $3132.21           | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAP INC                          | 2035-04-15      | 4.8750%  | 0.0000% | $9000.00           | $9163.95           | Corporate Debt Securities                         |
| GLOBAL PAYMENTS INC                              | 2030-05-15      | 2.9000%  | 0.0000% | $5000.00           | $4681.46           | Corporate Debt Securities                         |
| GLOBAL PAYMENTS INC                              | 2031-11-15      | 2.9000%  | 0.0000% | $13000.00          | $11767.24          | Corporate Debt Securities                         |
| GLOBAL PAYMENTS INC                              | 2032-08-15      | 5.4000%  | 0.0000% | $575000.00         | $592514.50         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC                          | 2045-11-19      | 5.5610%  | 0.0000% | $4000.00           | $4166.18           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC                          | 2029-10-21      | 5.2064%  | 0.0000% | $1000.00           | $1001.30           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC                          | 2037-10-01      | 6.7500%  | 0.0000% | $8000.00           | $9028.84           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC                          | 2042-04-22      | 3.2100%  | 0.0000% | $2000.00           | $1560.76           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC                          | 2032-10-21      | 2.6500%  | 0.0000% | $1000.00           | $900.26            | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC                          | 2026-11-16      | 3.5000%  | 0.0000% | $2000.00           | $2022.66           | Corporate Debt Securities                         |
| GOLDMAN SACHS BDC INC                            | 2030-09-09      | 5.6500%  | 0.0000% | $200000.00         | $203244.22         | Corporate Debt Securities                         |
| GOLDMAN SACHS BDC INC                            | 2030-09-09      | 5.6500%  | 0.0000% | $435000.00         | $442056.18         | Corporate Debt Securities                         |
| GOLUB CAPITAL BDC                                | 2026-08-24      | 2.5000%  | 0.0000% | $76000.00          | $74987.89          | Corporate Debt Securities                         |
| GOLUB CAPITAL CAP FND                            | 2029-09-12      | 5.8000%  | 0.0000% | $400000.00         | $408309.78         | Corporate Debt Securities                         |
| GOLUB CAPITAL CAP FND                            | 2030-05-01      | 5.8750%  | 0.0000% | $213000.00         | $224804.25         | Corporate Debt Securities                         |
| HF SINCLAIR CORP                                 | 2030-10-01      | 4.5000%  | 0.0000% | $100000.00         | $99084.00          | Corporate Debt Securities                         |
| HF SINCLAIR CORP                                 | 2031-01-15      | 5.7500%  | 0.0000% | $190000.00         | $200315.21         | Corporate Debt Securities                         |
| HA SUSTAINABLE INF CAP                           | 2031-01-15      | 6.1500%  | 0.0000% | $600000.00         | $626559.50         | Corporate Debt Securities                         |
| HA SUSTAINABLE INF CAP                           | 2035-07-15      | 6.7500%  | 0.0000% | $100000.00         | $104974.25         | Corporate Debt Securities                         |
| HCA INC                                          | 2030-09-01      | 3.5000%  | 0.0000% | $510000.00         | $492789.20         | Corporate Debt Securities                         |
| HCA INC                                          | 2028-09-01      | 5.6250%  | 0.0000% | $6000.00           | $6248.13           | Corporate Debt Securities                         |
| HSBC HOLDINGS PLC                                | 2079-12-31      | 6.0000%  | 0.0000% | $500000.00         | $516541.67         | Corporate Debt Securities                         |
| HSBC HOLDINGS PLC                                | 2500-12-31      | 6.8750%  | 0.0000% | $500000.00         | $522393.82         | Corporate Debt Securities                         |
| HSBC HOLDINGS PLC                                | 2500-12-31      | 6.8750%  | 0.0000% | $806000.00         | $842098.84         | Corporate Debt Securities                         |
| HSBC HOLDINGS PLC                                | 2099-12-31      | 7.0500%  | 0.0000% | $300000.00         | $321106.75         | Corporate Debt Securities                         |
| HPS CORPORATE LENDING FU                         | 2030-11-15      | 5.4500%  | 0.0000% | $3000.00           | $2998.14           | Corporate Debt Securities                         |
| HASBRO INC                                       | 2044-05-15      | 5.1000%  | 0.0000% | $39000.00          | $35882.60          | Corporate Debt Securities                         |
| HASBRO INC                                       | 2029-11-19      | 3.9000%  | 0.0000% | $55000.00          | $54754.70          | Corporate Debt Securities                         |
| HIGHWOODS REALTY LP                              | 2034-02-01      | 7.6500%  | 0.0000% | $162000.00         | $188233.47         | Corporate Debt Securities                         |
| HIGHWOODS REALTY LP                              | 2034-02-01      | 7.6500%  | 0.0000% | $338000.00         | $392734.03         | Corporate Debt Securities                         |
| HOME DEPOT INC                                   | 2035-09-15      | 4.6500%  | 0.0000% | $3000.00           | $3000.82           | Corporate Debt Securities                         |
| HOST HOTELS & RESORTS LP                         | 2031-12-15      | 2.9000%  | 0.0000% | $102000.00         | $92206.53          | Corporate Debt Securities                         |
| HUBBELL INC                                      | 2028-02-15      | 3.5000%  | 0.0000% | $600000.00         | $596927.33         | Corporate Debt Securities                         |
| HYUNDAI CAPITAL AMERICA                          | 2030-03-27      | 5.1500%  | 0.0000% | $4000.00           | $4106.06           | Corporate Debt Securities                         |
| HYUNDAI CAPITAL AMERICA                          | 2030-03-27      | 5.1500%  | 0.0000% | $2000.00           | $2053.03           | Corporate Debt Securities                         |
| INTL BK RECON & DEVELOP                          | 2032-01-15      | 4.6250%  | 0.0000% | $1000.00           | $1052.57           | Corporate Debt Securities                         |
| INTERSTATE POWER & LIGHT                         | 2055-10-01      | 5.6000%  | 0.0000% | $1280000.00        | $1278064.36        | Corporate Debt Securities                         |
| INTUIT INC                                       | 2030-07-15      | 1.6500%  | 0.0000% | $20000.00          | $17991.37          | Corporate Debt Securities                         |
| JBS USA HOLD/FOOD/LUX CO                         | 2032-05-15      | 3.0000%  | 0.0000% | $100000.00         | $91085.00          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                              | 2026-10-01      | 2.9500%  | 0.0000% | $1795000.00        | $1783150.01        | Corporate Debt Securities                         |
| JABIL INC                                        | 2027-05-15      | 4.2500%  | 0.0000% | $1143000.00        | $1165696.80        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                              | 2038-07-24      | 3.8820%  | 0.0000% | $3000.00           | $2743.02           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                              | 2029-04-23      | 4.0050%  | 0.0000% | $2000.00           | $1996.86           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                              | 2028-07-25      | 4.8510%  | 0.0000% | $47000.00          | $48200.19          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                              | 2028-07-25      | 4.8510%  | 0.0000% | $2000.00           | $2051.07           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                              | 2033-07-25      | 4.9120%  | 0.0000% | $2000.00           | $2068.78           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                              | 2030-01-23      | 5.0120%  | 0.0000% | $140000.00         | $145417.13         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                              | 2035-01-23      | 5.3360%  | 0.0000% | $2000.00           | $2109.77           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                              | 2045-11-29      | 5.5340%  | 0.0000% | $57000.00          | $60230.52          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                              | 2031-04-22      | 5.1030%  | 0.0000% | $2000.00           | $2070.25           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                              | 2036-10-22      | 4.8100%  | 0.0000% | $723000.00         | $723551.29         | Corporate Debt Securities                         |
| JDE PEET'S NV                                    | 2031-09-24      | 2.2500%  | 0.0000% | $300000.00         | $262266.00         | Corporate Debt Securities                         |
| JEFFERIES FIN GROUP INC                          | 2032-10-15      | 2.7500%  | 0.0000% | $19000.00          | $16468.67          | Corporate Debt Securities                         |
| JOHNSON & JOHNSON                                | 2037-03-03      | 3.6250%  | 0.0000% | $455000.00         | $417922.18         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                              | 2500-12-31      | 6.5000%  | 0.0000% | $3000.00           | $3139.55           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                              | 2079-12-31      | 3.6500%  | 0.0000% | $30000.00          | $29827.90          | Corporate Debt Securities                         |
| JPMORGAN CHASE FINANCIAL                         | 2028-08-28      | 5.0000%  | 0.0000% | $4000.00           | $4040.52           | Corporate Debt Securities                         |
| KBC GROUP NV                                     | 2031-09-23      | 4.4540%  | 0.0000% | $200000.00         | $199921.54         | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC                             | 2052-04-15      | 4.5000%  | 0.0000% | $2000.00           | $1647.20           | Corporate Debt Securities                         |
| KOMATSU FINANCE AMERICA                          | 2030-09-18      | 4.1960%  | 0.0000% | $2000.00           | $2002.34           | Corporate Debt Securities                         |
| LPL HOLDINGS INC                                 | 2035-03-15      | 5.6500%  | 0.0000% | $866000.00         | $889641.32         | Corporate Debt Securities                         |
| LPL HOLDINGS INC                                 | 2035-03-15      | 5.6500%  | 0.0000% | $292000.00         | $299971.44         | Corporate Debt Securities                         |
| LPL HOLDINGS INC                                 | 2028-04-03      | 4.9000%  | 0.0000% | $108000.00         | $109731.36         | Corporate Debt Securities                         |
| LPL HOLDINGS INC                                 | 2028-04-03      | 4.9000%  | 0.0000% | $16000.00          | $16256.50          | Corporate Debt Securities                         |
| LYB INT FINANCE III                              | 2040-10-01      | 3.3750%  | 0.0000% | $3000.00           | $2244.28           | Corporate Debt Securities                         |
| ELI LILLY & CO                                   | 2026-02-27      | 5.0000%  | 0.0000% | $2000.00           | $2017.82           | Corporate Debt Securities                         |
| MAIN STREET CAPITAL CORP                         | 2029-03-01      | 6.9500%  | 0.0000% | $270000.00         | $284113.80         | Corporate Debt Securities                         |
| MARKEL GROUP INC                                 | 2054-05-16      | 6.0000%  | 0.0000% | $5000.00           | $5311.95           | Corporate Debt Securities                         |
| MASS INSTITUTE OF TECH                           | 2116-07-01      | 3.8850%  | 0.0000% | $1000.00           | $741.77            | Corporate Debt Securities                         |
| MASS MUTUAL LIFE INS CO                          | 2052-12-01      | 5.6720%  | 0.0000% | $1000.00           | $1013.51           | Corporate Debt Securities                         |
| MEDTRONIC GLOBAL HLDINGS                         | 2033-03-30      | 4.5000%  | 0.0000% | $1703000.00        | $1715363.78        | Corporate Debt Securities                         |
| MERCK & CO INC                                   | 2049-03-07      | 4.0000%  | 0.0000% | $164000.00         | $135537.80         | Corporate Debt Securities                         |
| MET TOWER GLOBAL FUNDING                         | 2030-09-16      | 4.2000%  | 0.0000% | $3000.00           | $3008.76           | Corporate Debt Securities                         |
| MICROSOFT CORP                                   | 2026-08-08      | 2.4000%  | 0.0000% | $3371000.00        | $3354459.63        | Corporate Debt Securities                         |
| MICROSOFT CORP                                   | 2062-03-17      | 3.0410%  | 0.0000% | $695000.00         | $456202.71         | Corporate Debt Securities                         |
| MORGAN STANLEY                                   | 2026-09-08      | 4.3500%  | 0.0000% | $1000.00           | $1007.76           | Corporate Debt Securities                         |
| MORGAN STANLEY                                   | 2099-12-31      | 7.4594%  | 0.0000% | $1000.00           | $1011.38           | Corporate Debt Securities                         |
| MORGAN STANLEY                                   | 2028-01-21      | 2.4750%  | 0.0000% | $1020000.00        | $1006500.30        | Corporate Debt Securities                         |
| MORGAN STANLEY                                   | 2029-04-12      | 4.9940%  | 0.0000% | $183000.00         | $186889.80         | Corporate Debt Securities                         |
| MORGAN STANLEY                                   | 2036-04-17      | 5.6640%  | 0.0000% | $1000.00           | $1057.19           | Corporate Debt Securities                         |
| MORGAN STANLEY                                   | 2029-10-18      | 5.2082%  | 0.0000% | $1000.00           | $1002.16           | Corporate Debt Securities                         |
| MORGAN STANLEY                                   | 2029-10-18      | 4.1330%  | 0.0000% | $7088000.00        | $7079375.68        | Corporate Debt Securities                         |
| MORGAN STANLEY                                   | 2031-10-22      | 4.3560%  | 0.0000% | $1000.00           | $998.23            | Corporate Debt Securities                         |
| MORGAN STANLEY                                   | 2031-10-22      | 4.3560%  | 0.0000% | $2000.00           | $1996.46           | Corporate Debt Securities                         |
| NXP BV/NXP FUNDING LLC                           | 2028-12-01      | 5.5500%  | 0.0000% | $11000.00          | $11626.13          | Corporate Debt Securities                         |
| NXP BV/NXP FDG/NXP USA                           | 2030-05-01      | 3.4000%  | 0.0000% | $34000.00          | $33196.43          | Corporate Debt Securities                         |
| NATIONAL HEALTH INVESTOR                         | 2031-02-01      | 3.0000%  | 0.0000% | $150000.00         | $136218.00         | Corporate Debt Securities                         |
| NATIONWIDE BLDG SOCIETY                          | 2026-09-14      | 4.0000%  | 0.0000% | $680000.00         | $681877.56         | Corporate Debt Securities                         |
| NATWEST GROUP PLC                                | 2035-11-28      | 3.0320%  | 0.0000% | $408000.00         | $378335.05         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAPITAL                           | 2055-03-15      | 5.9000%  | 0.0000% | $5000.00           | $5244.09           | Corporate Debt Securities                         |
| NIKE INC                                         | 2026-11-01      | 2.3750%  | 0.0000% | $4000.00           | $3991.70           | Corporate Debt Securities                         |
| NORTHWEST NATURAL HOLDI                          | 2055-09-15      | 7.0000%  | 0.0000% | $1857000.00        | $1950935.31        | Corporate Debt Securities                         |
| NORTHWESTERN UNIVERSITY                          | 2035-12-01      | 4.9400%  | 0.0000% | $2000.00           | $2125.28           | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP                            | 2027-05-17      | 3.1000%  | 0.0000% | $2000.00           | $2008.32           | Corporate Debt Securities                         |
| OMEGA HLTHCARE INVESTORS                         | 2031-02-01      | 3.3750%  | 0.0000% | $100000.00         | $93759.75          | Corporate Debt Securities                         |
| ONCOR ELECTRIC DELIVERY                          | 2035-04-01      | 5.3500%  | 0.0000% | $2000.00           | $2087.38           | Corporate Debt Securities                         |
| 180 MEDICAL INC                                  | 2035-10-08      | 5.3000%  | 0.0000% | $2846000.00        | $2828571.41        | Corporate Debt Securities                         |
| ORACLE CORP                                      | 2045-05-15      | 4.1250%  | 0.0000% | $500000.00         | $400255.42         | Corporate Debt Securities                         |
| ORACLE CORP                                      | 2028-05-06      | 4.5000%  | 0.0000% | $48000.00          | $49371.60          | Corporate Debt Securities                         |
| OSHKOSH CORP                                     | 2030-03-01      | 3.1000%  | 0.0000% | $15000.00          | $14321.05          | Corporate Debt Securities                         |
| PNC FINANCIAL SERVICES                           | 2079-12-31      | 3.4000%  | 0.0000% | $1000.00           | $975.21            | Corporate Debt Securities                         |
| PNC FINANCIAL SERVICES                           | 2079-12-31      | 3.4000%  | 0.0000% | $273000.00         | $266233.54         | Corporate Debt Securities                         |
| PNC FINANCIAL SERVICES                           | 2079-12-31      | 6.0000%  | 0.0000% | $26000.00          | $26516.53          | Corporate Debt Securities                         |
| PNC FINANCIAL SERVICES                           | 2500-12-31      | 6.2000%  | 0.0000% | $892000.00         | $913276.18         | Corporate Debt Securities                         |
| PNC FINANCIAL SERVICES                           | 2500-12-31      | 6.2000%  | 0.0000% | $2000.00           | $2047.70           | Corporate Debt Securities                         |
| PERTAMINA GEOTHERMAL ENE                         | 2028-04-27      | 5.1500%  | 0.0000% | $400000.00         | $406115.67         | Corporate Debt Securities                         |
| PENTAIR FINANCE SARL                             | 2029-07-01      | 4.5000%  | 0.0000% | $42000.00          | $42851.97          | Corporate Debt Securities                         |
| PEPSICO INC                                      | 2025-11-10      | 5.2500%  | 0.0000% | $3000.00           | $3075.20           | Corporate Debt Securities                         |
| PFIZER INVESTMENT ENTER                          | 2026-05-19      | 4.4500%  | 0.0000% | $2000.00           | $2042.84           | Corporate Debt Securities                         |
| PFIZER INC                                       | 2039-03-15      | 7.2000%  | 0.0000% | $27000.00          | $32864.40          | Corporate Debt Securities                         |
| FREEPORT MINERALS CORP                           | 2031-06-01      | 9.5000%  | 0.0000% | $73000.00          | $91712.33          | Corporate Debt Securities                         |
| PIEDMONT OPERATING PARTN                         | 2030-08-15      | 3.1500%  | 0.0000% | $40000.00          | $36754.00          | Corporate Debt Securities                         |
| PRES & FELLOWS OF HARVAR                         | 2040-10-15      | 4.8750%  | 0.0000% | $1866000.00        | $1866441.62        | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO/THE                          | 2047-10-25      | 3.5000%  | 0.0000% | $23000.00          | $18073.25          | Corporate Debt Securities                         |
| PROLOGIS LP                                      | 2035-05-15      | 5.2500%  | 0.0000% | $10000.00          | $10577.05          | Corporate Debt Securities                         |
| QUANTA SERVICES INC                              | 2034-08-09      | 5.2500%  | 0.0000% | $447000.00         | $466171.08         | Corporate Debt Securities                         |
| QUANTA SERVICES INC                              | 2034-08-09      | 5.2500%  | 0.0000% | $10000.00          | $10428.88          | Corporate Debt Securities                         |
| RELX CAPITAL INC                                 | 2029-03-18      | 4.0000%  | 0.0000% | $1000.00           | $999.90            | Corporate Debt Securities                         |
| RAYMOND JAMES FINANCIAL                          | 2055-09-11      | 5.6500%  | 0.0000% | $439000.00         | $439995.31         | Corporate Debt Securities                         |
| REALTY INCOME CORP                               | 2029-02-01      | 3.9500%  | 0.0000% | $1000.00           | $997.33            | Corporate Debt Securities                         |
| REPUBLIC SERVICES INC                            | 2032-02-15      | 1.7500%  | 0.0000% | $4000.00           | $3453.90           | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS IN                         | 2032-03-15      | 3.8000%  | 0.0000% | $4000.00           | $3801.12           | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS IN                         | 2042-03-15      | 4.5000%  | 0.0000% | $66000.00          | $58113.33          | Corporate Debt Securities                         |
| ROYAL CARIBBEAN CRUISES                          | 2028-03-15      | 3.7000%  | 0.0000% | $19000.00          | $18789.96          | Corporate Debt Securities                         |
| ROYAL CARIBBEAN CRUISES                          | 2028-04-01      | 5.5000%  | 0.0000% | $200000.00         | $204374.11         | Corporate Debt Securities                         |
| ROYAL CARIBBEAN CRUISES                          | 2032-03-15      | 6.2500%  | 0.0000% | $500000.00         | $520246.25         | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC                               | 2030-09-02      | 2.2000%  | 0.0000% | $1180000.00        | $1068200.24        | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC                               | 2031-09-02      | 2.1500%  | 0.0000% | $98000.00          | $85807.22          | Corporate Debt Securities                         |
| SBL HOLDINGS INC                                 | 2034-10-30      | 7.2000%  | 0.0000% | $80000.00          | $78729.60          | Corporate Debt Securities                         |
| S&P GLOBAL INC                                   | 2029-03-01      | 2.7000%  | 0.0000% | $3000.00           | $2886.09           | Corporate Debt Securities                         |
| SABRA HEALTH CARE LP                             | 2031-12-01      | 3.2000%  | 0.0000% | $190000.00         | $175032.43         | Corporate Debt Securities                         |
| CHARLES SCHWAB CORP                              | 2079-12-31      | 4.0000%  | 0.0000% | $188000.00         | $187407.17         | Corporate Debt Securities                         |
| SEMPRA                                           | 2054-10-01      | 6.8750%  | 0.0000% | $98000.00          | $102086.52         | Corporate Debt Securities                         |
| SEMPRA                                           | 2055-04-01      | 6.5500%  | 0.0000% | $306000.00         | $314350.23         | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN                          | 2041-11-26      | 2.8750%  | 0.0000% | $1000.00           | $758.96            | Corporate Debt Securities                         |
| SHERWIN-WILLIAMS CO                              | 2035-08-15      | 5.1500%  | 0.0000% | $288000.00         | $298375.20         | Corporate Debt Securities                         |
| SIXTH STREET LENDING PAR                         | 2030-07-15      | 6.1250%  | 0.0000% | $3541000.00        | $3701778.12        | Corporate Debt Securities                         |
| SIXTH STREET LENDING PAR                         | 2030-07-15      | 6.1250%  | 0.0000% | $14000.00          | $14635.67          | Corporate Debt Securities                         |
| SOCIETE GENERALE                                 | 2026-08-19      | 4.2500%  | 0.0000% | $600000.00         | $603511.17         | Corporate Debt Securities                         |
| SOCIETE GENERALE                                 | 2026-08-19      | 4.2500%  | 0.0000% | $459000.00         | $461686.04         | Corporate Debt Securities                         |
| SOCIETE GENERALE                                 | 2041-03-01      | 3.6250%  | 0.0000% | $390000.00         | $294930.08         | Corporate Debt Securities                         |
| SOCIETE GENERALE                                 | 2053-01-10      | 7.3670%  | 0.0000% | $666000.00         | $745234.20         | Corporate Debt Securities                         |
| SOLVENTUM CORP                                   | 2029-03-01      | 5.4000%  | 0.0000% | $10000.00          | $10421.30          | Corporate Debt Securities                         |
| SONOCO PRODUCTS CO                               | 2029-09-01      | 4.6000%  | 0.0000% | $25000.00          | $25348.42          | Corporate Debt Securities                         |
| SOUTHERN CAL EDISON                              | 2029-04-01      | 6.6500%  | 0.0000% | $677000.00         | $717147.23         | Corporate Debt Securities                         |
| SOUTHERN CAL EDISON                              | 2038-02-01      | 5.9500%  | 0.0000% | $1000.00           | $1041.62           | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO                            | 2044-03-15      | 4.4500%  | 0.0000% | $1000.00           | $871.87            | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO                            | 2055-06-15      | 6.0000%  | 0.0000% | $1000.00           | $1083.35           | Corporate Debt Securities                         |
| SOUTHERN CO                                      | 2051-01-15      | 4.0000%  | 0.0000% | $50000.00          | $50380.89          | Corporate Debt Securities                         |
| SOUTHERN POWER CO                                | 2035-10-01      | 4.9000%  | 0.0000% | $1000.00           | $996.03            | Corporate Debt Securities                         |
| SOUTHWESTERN ELEC POWER                          | 2045-04-01      | 3.9000%  | 0.0000% | $1000.00           | $788.65            | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC                           | 2036-08-12      | 5.4000%  | 0.0000% | $1000.00           | $1031.92           | Corporate Debt Securities                         |
| STANLEY BLACK & DECKER I                         | 2028-11-15      | 4.2500%  | 0.0000% | $85000.00          | $86570.56          | Corporate Debt Securities                         |
| STANLEY BLACK & DECKER I                         | 2026-03-01      | 3.4000%  | 0.0000% | $29000.00          | $29076.46          | Corporate Debt Securities                         |
| STARBUCKS CORP                                   | 2030-05-15      | 4.8000%  | 0.0000% | $8000.00           | $8360.37           | Corporate Debt Securities                         |
| STATE STREET CORP                                | 2026-11-04      | 5.7510%  | 0.0000% | $8000.00           | $8226.21           | Corporate Debt Securities                         |
| STATE STREET CORP                                | 2029-11-21      | 5.6840%  | 0.0000% | $2000.00           | $2144.60           | Corporate Debt Securities                         |
| STATE STREET CORP                                | 2500-12-31      | 6.7000%  | 0.0000% | $68000.00          | $71264.08          | Corporate Debt Securities                         |
| STATE STREET CORP                                | 2032-10-22      | 4.6750%  | 0.0000% | $2000.00           | $2031.94           | Corporate Debt Securities                         |
| STATE STREET CORP                                | 2500-12-31      | 6.4500%  | 0.0000% | $80000.00          | $83707.33          | Corporate Debt Securities                         |
| STATE STREET CORP                                | 2028-04-24      | 5.2413%  | 0.0000% | $23000.00          | $23129.36          | Corporate Debt Securities                         |
| STATE STREET CORP                                | 2036-10-23      | 4.7840%  | 0.0000% | $1000.00           | $998.42            | Corporate Debt Securities                         |
| STATE STREET CORP                                | 2036-10-23      | 4.7840%  | 0.0000% | $1000.00           | $998.42            | Corporate Debt Securities                         |
| STELLANTIS FIN US INC                            | 2035-03-18      | 6.4500%  | 0.0000% | $400000.00         | $420097.67         | Corporate Debt Securities                         |
| SUZANO AUSTRIA GMBH                              | 2032-01-15      | 3.1250%  | 0.0000% | $247000.00         | $223795.48         | Corporate Debt Securities                         |
| SYNOPSYS INC                                     | 2030-04-01      | 4.8500%  | 0.0000% | $2000.00           | $2046.96           | Corporate Debt Securities                         |
| SYNCHRONY FINANCIAL                              | 2026-08-04      | 3.7000%  | 0.0000% | $150000.00         | $150535.75         | Corporate Debt Securities                         |
| CARLYLE SECURED LENDING                          | 2031-02-15      | 5.7500%  | 0.0000% | $2000.00           | $1971.45           | Corporate Debt Securities                         |
| TAKEDA PHARMACEUTICAL                            | 2034-07-05      | 5.3000%  | 0.0000% | $930000.00         | $976147.12         | Corporate Debt Securities                         |
| TARGA RESOURCES CORP                             | 2052-04-15      | 4.9500%  | 0.0000% | $28000.00          | $24133.20          | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC                         | 2026-08-10      | 4.9530%  | 0.0000% | $344000.00         | $350169.38         | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC                         | 2032-10-07      | 4.4730%  | 0.0000% | $2000.00           | $2011.76           | Corporate Debt Securities                         |
| TORONTO-DOMINION BANK                            | 2031-09-15      | 3.6250%  | 0.0000% | $601000.00         | $599402.09         | Corporate Debt Securities                         |
| TOTALENERGIES CAP INTL                           | 2029-02-19      | 3.4550%  | 0.0000% | $2000.00           | $1978.63           | Corporate Debt Securities                         |
| TOTALENERGIES CAP INTL                           | 2041-06-29      | 2.9860%  | 0.0000% | $703000.00         | $543135.18         | Corporate Debt Securities                         |
| TRAVELERS COS INC                                | 2037-06-15      | 6.2500%  | 0.0000% | $65000.00          | $74230.07          | Corporate Debt Securities                         |
| TRUIST FIN CORP                                  | 2500-12-31      | 5.1250%  | 0.0000% | $284000.00         | $287229.40         | Corporate Debt Securities                         |
| TRUIST FINANCIAL CORP                            | 2099-12-31      | 4.9500%  | 0.0000% | $343000.00         | $350074.38         | Corporate Debt Securities                         |
| UNION PACIFIC CORP                               | 2060-03-20      | 3.8390%  | 0.0000% | $140000.00         | $105341.91         | Corporate Debt Securities                         |
| UNITED RENTALS NORTH AM                          | 2029-12-15      | 6.0000%  | 0.0000% | $4353000.00        | $4567544.86        | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC                           | 2041-05-15      | 3.0500%  | 0.0000% | $122000.00         | $95267.83          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC                           | 2030-01-15      | 4.8000%  | 0.0000% | $9000.00           | $9344.64           | Corporate Debt Securities                         |
| UNIVERSAL HEALTH SVCS                            | 2030-10-15      | 2.6500%  | 0.0000% | $713000.00         | $648051.25         | Corporate Debt Securities                         |
| UNIVERSAL HEALTH SVCS                            | 2032-01-15      | 2.6500%  | 0.0000% | $271000.00         | $239765.29         | Corporate Debt Securities                         |
| UNIVERSITY OF CHICAGO                            | 2053-10-01      | 4.0030%  | 0.0000% | $1000.00           | $810.72            | Corporate Debt Securities                         |
| UNIV OF NOTRE DAME                               | 2048-02-15      | 3.3940%  | 0.0000% | $1000.00           | $765.62            | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS                           | 2028-09-21      | 4.3290%  | 0.0000% | $64000.00          | $64664.32          | Corporate Debt Securities                         |
| VICI PROPERTIES / NOTE                           | 2030-08-15      | 4.1250%  | 0.0000% | $933000.00         | $910653.10         | Corporate Debt Securities                         |
| VICI PROPERTIES / NOTE                           | 2027-02-01      | 5.7500%  | 0.0000% | $149000.00         | $152877.72         | Corporate Debt Securities                         |
| VICI PROPERTIES / NOTE                           | 2027-02-01      | 5.7500%  | 0.0000% | $35000.00          | $35910.88          | Corporate Debt Securities                         |
| VICI PROPERTIES LP                               | 2052-05-15      | 5.6250%  | 0.0000% | $21000.00          | $20534.80          | Corporate Debt Securities                         |
| VICI PROPERTIES LP                               | 2034-04-01      | 5.7500%  | 0.0000% | $768000.00         | $798682.88         | Corporate Debt Securities                         |
| VICI PROPERTIES LP                               | 2034-04-01      | 5.7500%  | 0.0000% | $263000.00         | $273507.29         | Corporate Debt Securities                         |
| VICI PROPERTIES LP                               | 2028-04-01      | 4.7500%  | 0.0000% | $61000.00          | $61817.30          | Corporate Debt Securities                         |
| VICI PROPERTIES LP                               | 2035-04-01      | 5.6250%  | 0.0000% | $6000.00           | $6163.96           | Corporate Debt Securities                         |
| VICI PROPERTIES LP                               | 2035-04-01      | 5.6250%  | 0.0000% | $343000.00         | $352373.33         | Corporate Debt Securities                         |
| VIDEOTRON LTD                                    | 2029-06-15      | 3.6250%  | 0.0000% | $303000.00         | $297977.40         | Corporate Debt Securities                         |
| VIRGINIA ELEC & POWER CO                         | 2055-03-15      | 5.6500%  | 0.0000% | $600000.00         | $611735.67         | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO LLC                         | 2033-10-15      | 6.9500%  | 0.0000% | $40000.00          | $44669.56          | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO LLC                         | 2035-10-15      | 5.2500%  | 0.0000% | $33000.00          | $32956.19          | Corporate Debt Securities                         |
| WASTE MANAGEMENT INC                             | 2031-07-03      | 4.9500%  | 0.0000% | $5000.00           | $5259.98           | Corporate Debt Securities                         |
| WEBSTER FINANCIAL CORP                           | 2035-09-11      | 5.7840%  | 0.0000% | $1776000.00        | $1790675.68        | Corporate Debt Securities                         |
| WELLS FARGO & COMPANY                            | 2033-03-02      | 3.3500%  | 0.0000% | $1000.00           | $938.73            | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPERAT                         | 2044-04-01      | 5.4500%  | 0.0000% | $400000.00         | $365152.67         | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPERAT                         | 2048-03-01      | 5.3000%  | 0.0000% | $709000.00         | $621398.32         | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPERAT                         | 2048-03-01      | 5.3000%  | 0.0000% | $254000.00         | $222616.61         | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPERAT                         | 2048-03-01      | 5.3000%  | 0.0000% | $124000.00         | $108678.97         | Corporate Debt Securities                         |
| WESTPAC BANKING CORP                             | 2026-10-20      | 4.6000%  | 0.0000% | $2000.00           | $2015.12           | Corporate Debt Securities                         |
| WILLIAMS COMPANIES INC                           | 2031-03-15      | 2.6000%  | 0.0000% | $102000.00         | $93059.93          | Corporate Debt Securities                         |
| WILLIS NORTH AMERICA INC                         | 2049-09-15      | 3.8750%  | 0.0000% | $50000.00          | $38551.57          | Corporate Debt Securities                         |
| AIRCASTLE LTD                                    | 2028-07-18      | 6.5000%  | 0.0000% | $23000.00          | $24580.71          | Corporate Debt Securities                         |
| ALPEK SA DE CV                                   | 2029-09-18      | 4.2500%  | 0.0000% | $1097000.00        | $1031562.12        | Corporate Debt Securities                         |
| CELULOSA ARAUCO CONSTITU                         | 2030-01-29      | 4.2000%  | 0.0000% | $328000.00         | $319172.43         | Corporate Debt Securities                         |
| CELULOSA ARAUCO CONSTITU                         | 2050-01-29      | 5.1500%  | 0.0000% | $389000.00         | $343081.68         | Corporate Debt Securities                         |
| CIMIC FINANCE USA PTY LT                         | 2034-03-25      | 7.0000%  | 0.0000% | $230000.00         | $253578.58         | Corporate Debt Securities                         |
| INTL FLAVOR & FRAGRANCES                         | 2027-10-15      | 1.8320%  | 0.0000% | $68000.00          | $64826.73          | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NA                             | 2026-08-03      | 5.2000%  | 0.0000% | $330000.00         | $336950.17         | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NA                             | 2028-03-31      | 4.7500%  | 0.0000% | $500000.00         | $509399.17         | Corporate Debt Securities                         |
| STELLANTIS FIN US INC                            | 2028-01-12      | 5.6250%  | 0.0000% | $202000.00         | $208789.47         | Corporate Debt Securities                         |

### Security 63: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.070000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: LMRP9816333
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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?:** No

**Collateral:**
| Issuer Name                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ALBION CAP CORP S A / ALBION C                   | 2025-11-06      | 0.0000%  | 0.0000% | $4.00              | $4.00              | Corporate Debt Securities |
| American Express Credit Account Master Trust     | 2032-04-15      | 4.5100%  | 0.0000% | $900000.00         | $921123.40         | Asset-Backed Securities   |
| Avis Budget Rental Car Funding AESOP LLC         | 2029-04-20      | 6.2300%  | 0.0000% | $1614000.00        | $1661100.73        | Asset-Backed Securities   |
| Avis Budget Rental Car Funding AESOP LLC         | 2030-02-20      | 6.0200%  | 0.0000% | $1500000.00        | $1572927.67        | Asset-Backed Securities   |
| Bank of America Credit Card Trust                | 2028-05-15      | 4.7900%  | 0.0000% | $300000.00         | $301861.17         | Asset-Backed Securities   |
| BLACKROCK TCP CAP CORP                           | 2029-05-30      | 6.9500%  | 0.0000% | $50000.00          | $51976.92          | Corporate Debt Securities |
| BROOKFIELD RENEWABLE PART                        | 2026-01-23      | 0.0000%  | 0.0000% | $9000000.00        | $8912592.00        | Corporate Debt Securities |
| CarMax Auto Owner Trust                          | 2031-01-15      | 4.4700%  | 0.0000% | $750000.00         | $760385.00         | Asset-Backed Securities   |
| CarMax Auto Owner Trust                          | 2028-07-17      | 2.4700%  | 0.0000% | $335000.00         | $332336.34         | Asset-Backed Securities   |
| CarMax Auto Owner Trust                          | 2027-07-15      | 1.3800%  | 0.0000% | $460000.00         | $458442.59         | Asset-Backed Securities   |
| CarMax Select Receivables Trust                  | 2027-09-15      | 5.7800%  | 0.0000% | $5000.00           | $1393.41           | Asset-Backed Securities   |
| CarMax Select Receivables Trust                  | 2028-11-15      | 5.4000%  | 0.0000% | $25000.00          | $25294.08          | Asset-Backed Securities   |
| CarMax Auto Owner Trust                          | 2031-10-15      | 5.7400%  | 0.0000% | $1400000.00        | $1429432.36        | Asset-Backed Securities   |
| Chase Auto Owner Trust                           | 2029-08-25      | 4.1800%  | 0.0000% | $1600000.00        | $1603357.87        | Asset-Backed Securities   |
| CLEARWAY ENERGY OP LLC                           | 2031-02-15      | 3.7500%  | 0.0000% | $418000.00         | $389319.63         | Corporate Debt Securities |
| Credit Acceptance Auto Loan Trust                | 2033-03-15      | 6.4800%  | 0.0000% | $2200000.00        | $596998.55         | Asset-Backed Securities   |
| CROWN CORK & SEAL CO INC                         | 2026-12-15      | 7.3750%  | 0.0000% | $1000.00           | $1054.69           | Corporate Debt Securities |
| DCLI BIDCO LLC                                   | 2029-11-15      | 7.7500%  | 0.0000% | $275000.00         | $289026.68         | Corporate Debt Securities |
| Enterprise Fleet Financing LLC                   | 2030-03-20      | 6.4000%  | 0.0000% | $2835000.00        | $1447543.55        | Asset-Backed Securities   |
| Enterprise Fleet Financing LLC                   | 2031-03-20      | 5.0600%  | 0.0000% | $1535000.00        | $1568584.44        | Asset-Backed Securities   |
| EVERGY MO WEST INC DISC CP 4/A                   | 2025-11-12      | 0.0000%  | 0.0000% | $10000000.00       | $9985300.00        | Corporate Debt Securities |
| Exeter Select Automobile Receivables Trust       | 2032-03-15      | 4.4200%  | 0.0000% | $1285000.00        | $1283193.29        | Asset-Backed Securities   |
| Exeter Select Automobile Receivables Trust       | 2032-03-15      | 5.0000%  | 0.0000% | $1000000.00        | $997604.00         | Asset-Backed Securities   |
| Ford Credit Auto Lease Trust                     | 2027-12-15      | 4.9900%  | 0.0000% | $140000.00         | $141200.47         | Asset-Backed Securities   |
| Ford Credit Auto Owner Trust/Ford Credit         | 2034-05-15      | 1.5300%  | 0.0000% | $1779000.00        | $1733352.64        | Asset-Backed Securities   |
| FORD MOTOR CREDIT CO LLC                         | 2029-02-10      | 2.9000%  | 0.0000% | $3000000.00        | $2816175.00        | Corporate Debt Securities |
| GENUINE PTS CO DISC COML PAPER                   | 2025-12-04      | 0.0000%  | 0.0000% | $3100000.00        | $3087559.70        | Corporate Debt Securities |
| GLOBAL PART/GLP FINANCE                          | 2032-01-15      | 8.2500%  | 0.0000% | $100000.00         | $107143.17         | Corporate Debt Securities |
| Hertz Vehicle Financing LLC                      | 2029-09-25      | 5.4500%  | 0.0000% | $1000000.00        | $1009942.33        | Asset-Backed Securities   |
| Honda Auto Receivables Owner Trust               | 2029-10-15      | 4.1500%  | 0.0000% | $1550000.00        | $1557967.69        | Asset-Backed Securities   |
| HUNTINGTON BANCSHARES                            | 2500-12-31      | 6.2500%  | 0.0000% | $500000.00         | $501755.28         | Corporate Debt Securities |
| Hyundai Auto Receivables Trust                   | 2030-09-16      | 4.7400%  | 0.0000% | $150000.00         | $152597.65         | Asset-Backed Securities   |
| Hyundai Auto Lease Securitization Trust          | 2029-04-16      | 4.5700%  | 0.0000% | $1715000.00        | $1733782.87        | Asset-Backed Securities   |
| Hyundai Auto Lease Securitization Trust          | 2029-11-15      | 4.5700%  | 0.0000% | $1000000.00        | $1007438.11        | Asset-Backed Securities   |
| Hyundai Auto Receivables Trust                   | 2033-01-18      | 4.3700%  | 0.0000% | $1910000.00        | $1900924.10        | Asset-Backed Securities   |
| JABIL INC DISC COML PAPER                        | 2025-11-03      | 0.0000%  | 0.0000% | $35000000.00       | $34981940.00       | Corporate Debt Securities |
| JANE STREET GRP/JSG FIN                          | 2032-11-01      | 6.1250%  | 0.0000% | $530000.00         | $556004.45         | Corporate Debt Securities |
| KEURIG DR PEPPER INC                             | 2025-11-06      | 0.0000%  | 0.0000% | $300000.00         | $299764.80         | Corporate Debt Securities |
| Lendbuzz Securitization Trust                    | 2030-11-15      | 5.4700%  | 0.0000% | $1878000.00        | $1854277.31        | Asset-Backed Securities   |
| Lendbuzz Securitization Trust                    | 2030-11-15      | 5.1300%  | 0.0000% | $500000.00         | $507138.50         | Asset-Backed Securities   |
| MGM RESORTS INTL                                 | 2032-04-15      | 6.5000%  | 0.0000% | $75000.00          | $76488.67          | Corporate Debt Securities |
| Merchants Fleet Funding LLC                      | 2037-04-20      | 5.8200%  | 0.0000% | $1452000.00        | $1148957.88        | Asset-Backed Securities   |
| MINERAL RESOURCES LTD                            | 2030-05-01      | 8.5000%  | 0.0000% | $46000.00          | $47901.64          | Corporate Debt Securities |
| NRG ENERGY INC                                   | 2033-02-01      | 6.0000%  | 0.0000% | $2150000.00        | $2226002.50        | Corporate Debt Securities |
| OCCU Auto Receivables Trust                      | 2031-01-15      | 4.7900%  | 0.0000% | $1030000.00        | $1038164.70        | Asset-Backed Securities   |
| OCCIDENTAL PETROLEUM COR                         | 2036-09-15      | 6.4500%  | 0.0000% | $1000000.00        | $1071431.67        | Corporate Debt Securities |
| ONEMAIN FINANCE CORP                             | 2032-09-15      | 7.1250%  | 0.0000% | $426000.00         | $442833.04         | Corporate Debt Securities |
| PACIFICORP                                       | 2055-09-15      | 7.3750%  | 0.0000% | $208000.00         | $220306.03         | Corporate Debt Securities |
| PenFed Auto Receivables Owner Trust              | 2031-05-15      | 4.1900%  | 0.0000% | $1000000.00        | $996293.22         | Asset-Backed Securities   |
| PROVIDENT FDG/PFG FIN                            | 2029-09-15      | 9.7500%  | 0.0000% | $200000.00         | $213029.67         | Corporate Debt Securities |
| PUBLIC SERVICE OKLAHOMA                          | 2036-01-15      | 5.4500%  | 0.0000% | $2672000.00        | $2795139.12        | Corporate Debt Securities |
| SFS Auto Receivables Securitization Trust        | 2031-05-20      | 4.5800%  | 0.0000% | $1000000.00        | $1015037.44        | Asset-Backed Securities   |
| SFS Auto Receivables Securitization Trust        | 2033-04-20      | 5.0500%  | 0.0000% | $1630000.00        | $1662463.17        | Asset-Backed Securities   |
| Santander Drive Auto Receivables Trust           | 2031-09-15      | 4.6800%  | 0.0000% | $340000.00         | $341158.72         | Asset-Backed Securities   |
| Santander Drive Auto Receivables Trust           | 2027-09-15      | 4.8800%  | 0.0000% | $6000.00           | $818.82            | Asset-Backed Securities   |
| SEAGATE DATA STOR                                | 2034-12-01      | 5.7500%  | 0.0000% | $43000.00          | $45173.16          | Corporate Debt Securities |
| Toyota Auto Receivables Owner Trust              | 2029-03-15      | 5.4900%  | 0.0000% | $1000000.00        | $1027965.00        | Asset-Backed Securities   |
| Toyota Auto Receivables Owner Trust              | 2029-06-15      | 4.4000%  | 0.0000% | $1155000.00        | $1162992.09        | Asset-Backed Securities   |
| TRANSOCEAN INTERNTNL LTD                         | 2032-10-15      | 7.8750%  | 0.0000% | $924000.00         | $952441.88         | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU                         | 2033-11-01      | 3.8750%  | 0.0000% | $22000.00          | $19872.27          | Corporate Debt Securities |
| World Financial Network Credit Card Master Trust | 2030-03-15      | 5.0200%  | 0.0000% | $300000.00         | $301942.83         | Asset-Backed Securities   |
| World Omni Auto Receivables Trust                | 2028-06-15      | 1.7200%  | 0.0000% | $25000.00          | $24991.41          | Asset-Backed Securities   |
| World Omni Automobile Lease Securitization Trust | 2027-12-15      | 4.6237%  | 0.0000% | $698000.00         | $594700.88         | Asset-Backed Securities   |

## N-MFP: Signatures

**Registrant:** Master Portfolio Trust

**Date:** 2025-11-07

**By:** /s/Christopher Berarducci

**Name of Signing Officer:** Christopher Berarducci

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