# EDGAR Filing Document

**Accession Number:** 0001140869
**File Stem:** 0001193125-26-258974
**Filing Date:** 2026-6
**Character Count:** 506049
**Document Hash:** ec41bceaefc203ccf67365161ddac3c3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-258974.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0001193125-26-258974

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260531

**FILED AS OF DATE**: 20260605

**DATE AS OF CHANGE**: 20260605

**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:** 261067897

**BUSINESS ADDRESS:**
- **STREET 1:** LEGG MASON & CO., LLC
- **STREET 2:** 620 EIGHTH AVENUE, 49TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10018
- **BUSINESS PHONE:** 1-877-721-1926

**MAIL ADDRESS:**
- **STREET 1:** LEGG MASON & CO., LLC
- **STREET 2:** 620 EIGHTH AVENUE, 49TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10018

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** INSTITUTIONAL PORTFOLIO
- **DATE OF NAME CHANGE:** 20010518

## Series and Classes Contracts Data

### Government Portfolio (Series ID: S000025611)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000076728 | Government Portfolio |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-05-31

**Registrant Full Name:** Master Portfolio Trust

**CIK Number of Registrant:** 0001140869

**LEI of Registrant:** 549300I1QJ6KR2C8FZ09

**Name of Series:** Government Portfolio

**LEI of Series:** 5493001CSMCYHP65OO69

**EDGAR Series Identifier:** S000025611

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 45 days

- **WAL:** 109 days

- **Total Value of Portfolio Securities:** $28343518821.25

- **Amortized Cost of Portfolio Securities:** $28347506311.94

- **Cash:** $663770305.87

- **Total Other Assets:** $91862737.56

- **Total Liabilities:** $546767851.18

- **Net Assets of Series:** $28556371504.19

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

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $19643750728.61           | $21159917190.68            | 65.3500%                  | 70.4000%                   |
| 2026-05-04 | $20388722288.65           | $21904974967.86            | 66.2000%                  | 71.1200%                   |
| 2026-05-05 | $20475125843.01           | $21446814739.33            | 67.4800%                  | 70.6900%                   |
| 2026-05-06 | $20695732953.73           | $21544503465.73            | 66.9000%                  | 69.6500%                   |
| 2026-05-07 | $19062876866.52           | $20237324553.54            | 65.1600%                  | 69.1700%                   |
| 2026-05-08 | $19464086647.29           | $20833778912.44            | 65.6100%                  | 70.2300%                   |
| 2026-05-11 | $19455782350.41           | $20745556141.57            | 65.7900%                  | 70.1500%                   |
| 2026-05-12 | $20433202810.66           | $21423049883.41            | 67.0500%                  | 70.3000%                   |
| 2026-05-13 | $21149069962.24           | $21769085149.92            | 68.5200%                  | 70.5300%                   |
| 2026-05-14 | $20903496109.83           | $21151608753.65            | 69.0800%                  | 69.9000%                   |
| 2026-05-15 | $20193820636.78           | $20759264510.77            | 67.2600%                  | 69.1400%                   |
| 2026-05-18 | $20463367262.71           | $21028858213.42            | 67.5500%                  | 69.4200%                   |
| 2026-05-19 | $19529383921.60           | $20094921949.04            | 66.0800%                  | 68.0000%                   |
| 2026-05-20 | $18648262137.91           | $19160074130.13            | 64.8100%                  | 66.5800%                   |
| 2026-05-21 | $19126182757.12           | $19620251883.39            | 65.4200%                  | 67.1100%                   |
| 2026-05-22 | $18149830589.59           | $18344358252.05            | 65.6600%                  | 66.3700%                   |
| 2026-05-26 | $18729335317.86           | $18923880114.36            | 66.3000%                  | 66.9800%                   |
| 2026-05-27 | $19142881387.54           | $19312436318.09            | 67.1500%                  | 67.7400%                   |
| 2026-05-28 | $19389632067.66           | $19559204116.27            | 67.4300%                  | 68.0200%                   |
| 2026-05-29 | $19732000086.18           | $19901623488.96            | 67.8000%                  | 68.3800%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 0.0000%             |
| 2026-05-04 | 0.0000%             |
| 2026-05-05 | 0.0000%             |
| 2026-05-06 | 0.0000%             |
| 2026-05-07 | 0.0000%             |
| 2026-05-08 | 0.0000%             |
| 2026-05-11 | 0.0000%             |
| 2026-05-12 | 0.0000%             |
| 2026-05-13 | 0.0000%             |
| 2026-05-14 | 0.0000%             |
| 2026-05-15 | 0.0000%             |
| 2026-05-18 | 0.0000%             |
| 2026-05-19 | 0.0000%             |
| 2026-05-20 | 0.0000%             |
| 2026-05-21 | 0.0000%             |
| 2026-05-22 | 0.0000%             |
| 2026-05-26 | 0.0000%             |
| 2026-05-27 | 0.0000%             |
| 2026-05-28 | 0.0000%             |
| 2026-05-29 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 0.0000                      |
|  |  |
| 2026-05-04 | 0.0000                      |
|  |  |
| 2026-05-05 | 0.0000                      |
|  |  |
| 2026-05-06 | 0.0000                      |
|  |  |
| 2026-05-07 | 0.0000                      |
|  |  |
| 2026-05-08 | 0.0000                      |
|  |  |
| 2026-05-11 | 0.0000                      |
|  |  |
| 2026-05-12 | 0.0000                      |
|  |  |
| 2026-05-13 | 0.0000                      |
|  |  |
| 2026-05-14 | 0.0000                      |
|  |  |
| 2026-05-15 | 0.0000                      |
|  |  |
| 2026-05-18 | 0.0000                      |
|  |  |
| 2026-05-19 | 0.0000                      |
|  |  |
| 2026-05-20 | 0.0000                      |
|  |  |
| 2026-05-21 | 0.0000                      |
|  |  |
| 2026-05-22 | 0.0000                      |
|  |  |
| 2026-05-26 | 0.0000                      |
|  |  |
| 2026-05-27 | 0.0000                      |
|  |  |
| 2026-05-28 | 0.0000                      |
|  |  |
| 2026-05-29 | 0.0000                      |
|  |  |

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

### Class: A

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $28556371504.19

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 2469012.49

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.0000          |
|  |  |
| 2026-05-04 | 0.0000          |
|  |  |
| 2026-05-05 | 0.0000          |
|  |  |
| 2026-05-06 | 0.0000          |
|  |  |
| 2026-05-07 | 0.0000          |
|  |  |
| 2026-05-08 | 0.0000          |
|  |  |
| 2026-05-11 | 0.0000          |
|  |  |
| 2026-05-12 | 0.0000          |
|  |  |
| 2026-05-13 | 0.0000          |
|  |  |
| 2026-05-14 | 0.0000          |
|  |  |
| 2026-05-15 | 0.0000          |
|  |  |
| 2026-05-18 | 0.0000          |
|  |  |
| 2026-05-19 | 0.0000          |
|  |  |
| 2026-05-20 | 0.0000          |
|  |  |
| 2026-05-21 | 0.0000          |
|  |  |
| 2026-05-22 | 0.0000          |
|  |  |
| 2026-05-26 | 0.0000          |
|  |  |
| 2026-05-27 | 0.0000          |
|  |  |
| 2026-05-28 | 0.0000          |
|  |  |
| 2026-05-29 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $0.00                     | $0.00                   |
| 2026-05-04 | $0.00                     | $0.00                   |
| 2026-05-05 | $0.00                     | $0.00                   |
| 2026-05-06 | $0.00                     | $0.00                   |
| 2026-05-07 | $0.00                     | $0.00                   |
| 2026-05-08 | $0.00                     | $0.00                   |
| 2026-05-11 | $0.00                     | $0.00                   |
| 2026-05-12 | $0.00                     | $0.00                   |
| 2026-05-13 | $0.00                     | $0.00                   |
| 2026-05-14 | $0.00                     | $0.00                   |
| 2026-05-15 | $0.00                     | $0.00                   |
| 2026-05-18 | $0.00                     | $0.00                   |
| 2026-05-19 | $0.00                     | $0.00                   |
| 2026-05-20 | $0.00                     | $0.00                   |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $0.00                     | $0.00                   |
| 2026-05-26 | $0.00                     | $0.00                   |
| 2026-05-27 | $0.00                     | $0.00                   |
| 2026-05-28 | $0.00                     | $0.00                   |
| 2026-05-29 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 0.0000%           |
| 2026-05-04 | 0.0000%           |
| 2026-05-05 | 0.0000%           |
| 2026-05-06 | 0.0000%           |
| 2026-05-07 | 0.0000%           |
| 2026-05-08 | 0.0000%           |
| 2026-05-11 | 0.0000%           |
| 2026-05-12 | 0.0000%           |
| 2026-05-13 | 0.0000%           |
| 2026-05-14 | 0.0000%           |
| 2026-05-15 | 0.0000%           |
| 2026-05-18 | 0.0000%           |
| 2026-05-19 | 0.0000%           |
| 2026-05-20 | 0.0000%           |
| 2026-05-21 | 0.0000%           |
| 2026-05-22 | 0.0000%           |
| 2026-05-26 | 0.0000%           |
| 2026-05-27 | 0.0000%           |
| 2026-05-28 | 0.0000%           |
| 2026-05-29 | 0.0000%           |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AQHS5, C.4 - ISIN: US3130AQHS55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $68289298.51
- **C.18.a - Value (excl. sponsor support):** $68289298.51
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2027-01-28
- **C.12 - Maturity Date (WAL):** 2027-01-28
- **C.13 - Final Legal Maturity Date:** 2027-01-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYPN0, C.4 - ISIN: US3130AYPN01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $46195335.26
- **C.18.a - Value (excl. sponsor support):** $46195335.26
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4PP0, C.4 - ISIN: US3130B4PP05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100004407.00
- **C.18.a - Value (excl. sponsor support):** $100004407.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5R26, C.4 - ISIN: US3130B5R263, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2601021.15
- **C.18.a - Value (excl. sponsor support):** $2601021.15
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2701007.99
- **C.18.a - Value (excl. sponsor support):** $2701007.99
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5XA1, C.4 - ISIN: US3130B5XA19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150013809.00
- **C.18.a - Value (excl. sponsor support):** $150013809.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6BF2, C.4 - ISIN: US3130B6BF27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $164715477.01
- **C.18.a - Value (excl. sponsor support):** $164715477.01
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SD9, C.4 - ISIN: US3130B6SD95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2000279.60
- **C.18.a - Value (excl. sponsor support):** $2000279.60
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7MS0, C.4 - ISIN: US3130B7MS02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200047300.00
- **C.18.a - Value (excl. sponsor support):** $200047300.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7P99, C.4 - ISIN: US3130B7P990, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100004658.00
- **C.18.a - Value (excl. sponsor support):** $100004658.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-08
- **C.13 - Final Legal Maturity Date:** 2026-12-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8HV7, C.4 - ISIN: US3130B8HV78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99996434.00
- **C.18.a - Value (excl. sponsor support):** $99996434.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-10
- **C.13 - Final Legal Maturity Date:** 2027-05-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAMG9, C.4 - ISIN: US3130BAMG91, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149998510.50
- **C.18.a - Value (excl. sponsor support):** $149998510.50
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-04
- **C.13 - Final Legal Maturity Date:** 2027-02-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313C63, C.4 - ISIN: US313313C630, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34708692.90
- **C.18.a - Value (excl. sponsor support):** $34708692.90
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313E95, C.4 - ISIN: US313313E958, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24745354.25
- **C.18.a - Value (excl. sponsor support):** $24745354.25
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-09-08
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A22, C.4 - ISIN: US313385A228, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $16442609.11
- **C.18.a - Value (excl. sponsor support):** $16442609.11
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D45, C.4 - ISIN: US313385D453, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $34687634.80
- **C.18.a - Value (excl. sponsor support):** $34687634.80
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-08-26
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385K70, C.4 - ISIN: US313385K706, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $91299526.94
- **C.18.a - Value (excl. sponsor support):** $91299526.94
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-10-16
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385P26, C.4 - ISIN: US313385P267, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $147488041.50
- **C.18.a - Value (excl. sponsor support):** $147488041.50
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-11-12
- **C.12 - Maturity Date (WAL):** 2026-11-12
- **C.13 - Final Legal Maturity Date:** 2026-11-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385P67, C.4 - ISIN: US313385P671, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $171999187.50
- **C.18.a - Value (excl. sponsor support):** $171999187.50
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-11-16
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385P83, C.4 - ISIN: US313385P838, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $166559503.83
- **C.18.a - Value (excl. sponsor support):** $166559503.83
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-11-18
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385R40, C.4 - ISIN: US313385R404, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $44165187.45
- **C.18.a - Value (excl. sponsor support):** $44165187.45
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YL4, C.4 - ISIN: US313385YL41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $169571458.90
- **C.18.a - Value (excl. sponsor support):** $169571458.90
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EMMT6, C.4 - ISIN: US3133EMMT62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6770318.67
- **C.18.a - Value (excl. sponsor support):** $6770318.67
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2027-01-13
- **C.12 - Maturity Date (WAL):** 2027-01-13
- **C.13 - Final Legal Maturity Date:** 2027-01-13
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EN5V8, C.4 - ISIN: US3133EN5V88, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $23048017.56
- **C.18.a - Value (excl. sponsor support):** $23048017.56
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2027-01-11
- **C.12 - Maturity Date (WAL):** 2027-01-11
- **C.13 - Final Legal Maturity Date:** 2027-01-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3C3, C.4 - ISIN: US3133ER3C35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $72669376.05
- **C.18.a - Value (excl. sponsor support):** $72669376.05
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4Z1, C.4 - ISIN: US3133ER4Z11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44999757.45
- **C.18.a - Value (excl. sponsor support):** $44999757.45
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $109947756.60
- **C.18.a - Value (excl. sponsor support):** $109947756.60
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7B1, C.4 - ISIN: US3133ER7B16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $32769916.11
- **C.18.a - Value (excl. sponsor support):** $32769916.11
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.900000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERC66, C.4 - ISIN: US3133ERC664, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19547519.16
- **C.18.a - Value (excl. sponsor support):** $19547519.16
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERC74, C.4 - ISIN: US3133ERC748, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2330389.32
- **C.18.a - Value (excl. sponsor support):** $2330389.32
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH38, C.4 - ISIN: US3133ERH382, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4230632.55
- **C.18.a - Value (excl. sponsor support):** $4230632.55
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHB0, C.4 - ISIN: US3133ERHB07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $31662506.91
- **C.18.a - Value (excl. sponsor support):** $31662506.91
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15000377.25
- **C.18.a - Value (excl. sponsor support):** $15000377.25
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKY6, C.4 - ISIN: US3133ERKY62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24998690.75
- **C.18.a - Value (excl. sponsor support):** $24998690.75
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3148456.68
- **C.18.a - Value (excl. sponsor support):** $3148456.68
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWA5, C.4 - ISIN: US3133ERWA58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7800582.97
- **C.18.a - Value (excl. sponsor support):** $7800582.97
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2500602.15
- **C.18.a - Value (excl. sponsor support):** $2500602.15
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERX55, C.4 - ISIN: US3133ERX553, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $59682512.10
- **C.18.a - Value (excl. sponsor support):** $59682512.10
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXN6, C.4 - ISIN: US3133ERXN60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $88019724.32
- **C.18.a - Value (excl. sponsor support):** $88019724.32
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYC9, C.4 - ISIN: US3133ERYC96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6351897.92
- **C.18.a - Value (excl. sponsor support):** $6351897.92
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7001308.37
- **C.18.a - Value (excl. sponsor support):** $7001308.37
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET7J0, C.4 - ISIN: US3133ET7J06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $249994630.00
- **C.18.a - Value (excl. sponsor support):** $249994630.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-08
- **C.13 - Final Legal Maturity Date:** 2027-07-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAB3, C.4 - ISIN: US3133ETAB36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69999113.10
- **C.18.a - Value (excl. sponsor support):** $69999113.10
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAN7, C.4 - ISIN: US3133ETAN73, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $122319763.64
- **C.18.a - Value (excl. sponsor support):** $122319763.64
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $8400893.00
- **C.18.a - Value (excl. sponsor support):** $8400893.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCG0, C.4 - ISIN: US3133ETCG05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49999957.00
- **C.18.a - Value (excl. sponsor support):** $49999957.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDK0, C.4 - ISIN: US3133ETDK08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30001555.80
- **C.18.a - Value (excl. sponsor support):** $30001555.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETET0, C.4 - ISIN: US3133ETET08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90008610.30
- **C.18.a - Value (excl. sponsor support):** $90008610.30
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGD3, C.4 - ISIN: US3133ETGD38, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70000464.10
- **C.18.a - Value (excl. sponsor support):** $70000464.10
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJB4, C.4 - ISIN: US3133ETJB45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $149679312.97
- **C.18.a - Value (excl. sponsor support):** $149679312.97
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKJ5, C.4 - ISIN: US3133ETKJ51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24999818.00
- **C.18.a - Value (excl. sponsor support):** $24999818.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKP1, C.4 - ISIN: US3133ETKP12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100044478.00
- **C.18.a - Value (excl. sponsor support):** $100044478.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLC9, C.4 - ISIN: US3133ETLC99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $199995778.00
- **C.18.a - Value (excl. sponsor support):** $199995778.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-11
- **C.13 - Final Legal Maturity Date:** 2027-01-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLJ4, C.4 - ISIN: US3133ETLJ43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80002700.80
- **C.18.a - Value (excl. sponsor support):** $80002700.80
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLU9, C.4 - ISIN: US3133ETLU97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33194115.63
- **C.18.a - Value (excl. sponsor support):** $33194115.63
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMF1, C.4 - ISIN: US3133ETMF12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $115970062.72
- **C.18.a - Value (excl. sponsor support):** $115970062.72
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-23
- **C.13 - Final Legal Maturity Date:** 2027-03-23
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRU3, C.4 - ISIN: US3133ETRU34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999800.00
- **C.18.a - Value (excl. sponsor support):** $9999800.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSH1, C.4 - ISIN: US3133ETSH14, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $165035607.00
- **C.18.a - Value (excl. sponsor support):** $165035607.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-08
- **C.13 - Final Legal Maturity Date:** 2026-12-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSZ1, C.4 - ISIN: US3133ETSZ12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44998487.55
- **C.18.a - Value (excl. sponsor support):** $44998487.55
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT56, C.4 - ISIN: US3133ETT565, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2900165.24
- **C.18.a - Value (excl. sponsor support):** $2900165.24
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-12
- **C.13 - Final Legal Maturity Date:** 2027-11-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTL1, C.4 - ISIN: US3133ETTL17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64998787.10
- **C.18.a - Value (excl. sponsor support):** $64998787.10
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUB1, C.4 - ISIN: US3133ETUB16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125009250.00
- **C.18.a - Value (excl. sponsor support):** $125009250.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-08-20
- **C.13 - Final Legal Maturity Date:** 2027-08-20
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUH8, C.4 - ISIN: US3133ETUH85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55002562.45
- **C.18.a - Value (excl. sponsor support):** $55002562.45
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUJ4, C.4 - ISIN: US3133ETUJ42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $130004182.10
- **C.18.a - Value (excl. sponsor support):** $130004182.10
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-22
- **C.13 - Final Legal Maturity Date:** 2026-12-22
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVG9, C.4 - ISIN: US3133ETVG93, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95007684.55
- **C.18.a - Value (excl. sponsor support):** $95007684.55
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-08-27
- **C.13 - Final Legal Maturity Date:** 2027-08-27
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVR5, C.4 - ISIN: US3133ETVR58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $155050136.30
- **C.18.a - Value (excl. sponsor support):** $155050136.30
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWJ2, C.4 - ISIN: US3133ETWJ24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69998474.00
- **C.18.a - Value (excl. sponsor support):** $69998474.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWL7, C.4 - ISIN: US3133ETWL79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75000019.50
- **C.18.a - Value (excl. sponsor support):** $75000019.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWY9, C.4 - ISIN: US3133ETWY90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $13000446.03
- **C.18.a - Value (excl. sponsor support):** $13000446.03
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXD4, C.4 - ISIN: US3133ETXD45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65010132.85
- **C.18.a - Value (excl. sponsor support):** $65010132.85
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-12
- **C.13 - Final Legal Maturity Date:** 2027-01-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFK1, C.4 - ISIN: US3133EWFK19, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34999687.80
- **C.18.a - Value (excl. sponsor support):** $34999687.80
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-03
- **C.13 - Final Legal Maturity Date:** 2027-06-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGQ7, C.4 - ISIN: US3133EWGQ79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34999441.75
- **C.18.a - Value (excl. sponsor support):** $34999441.75
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-01-11
- **C.13 - Final Legal Maturity Date:** 2028-01-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHR4, C.4 - ISIN: US3133EWHR44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89998810.20
- **C.18.a - Value (excl. sponsor support):** $89998810.20
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-19
- **C.13 - Final Legal Maturity Date:** 2027-03-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHZ6, C.4 - ISIN: US3133EWHZ69, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99295630.80
- **C.18.a - Value (excl. sponsor support):** $99295630.80
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJH4, C.4 - ISIN: US3133EWJH44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $129999282.40
- **C.18.a - Value (excl. sponsor support):** $129999282.40
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-26
- **C.13 - Final Legal Maturity Date:** 2027-11-26
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWLR9, C.4 - ISIN: US3133EWLR97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $103997859.68
- **C.18.a - Value (excl. sponsor support):** $103997859.68
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-16
- **C.13 - Final Legal Maturity Date:** 2027-07-16
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWNT3, C.4 - ISIN: US3133EWNT36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19999644.60
- **C.18.a - Value (excl. sponsor support):** $19999644.60
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-05-08
- **C.13 - Final Legal Maturity Date:** 2028-05-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $75045054.50
- **C.18.a - Value (excl. sponsor support):** $75045054.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $338940668.00
- **C.18.a - Value (excl. sponsor support):** $338940668.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBMJ7, C.4 - ISIN: US3134HBMJ71, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $153029971.17
- **C.18.a - Value (excl. sponsor support):** $153029971.17
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $125053287.50
- **C.18.a - Value (excl. sponsor support):** $125053287.50
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $227806308.02
- **C.18.a - Value (excl. sponsor support):** $227806308.02
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $537320053.46
- **C.18.a - Value (excl. sponsor support):** $537320053.46
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $75007363.50
- **C.18.a - Value (excl. sponsor support):** $75007363.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $217071418.01
- **C.18.a - Value (excl. sponsor support):** $217071418.01
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $87478580.88
- **C.18.a - Value (excl. sponsor support):** $87478580.88
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $68917129.92
- **C.18.a - Value (excl. sponsor support):** $68917129.92
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.880000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07M9, C.4 - ISIN: US3135G07M94, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $61161040.00
- **C.18.a - Value (excl. sponsor support):** $61161040.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $306819724.08
- **C.18.a - Value (excl. sponsor support):** $306819724.08
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $184385241.91
- **C.18.a - Value (excl. sponsor support):** $184385241.91
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $92010051.92
- **C.18.a - Value (excl. sponsor support):** $92010051.92
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $398468388.00
- **C.18.a - Value (excl. sponsor support):** $398468388.00
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $349153115.50
- **C.18.a - Value (excl. sponsor support):** $349153115.50
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $223362063.00
- **C.18.a - Value (excl. sponsor support):** $223362063.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TZ0, C.4 - ISIN: US912797TZ01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199838778.00
- **C.18.a - Value (excl. sponsor support):** $199838778.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 912797UA3
- **C.18 - Value (incl. sponsor support):** $399394040.00
- **C.18.a - Value (excl. sponsor support):** $399394040.00
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.4 - ISIN: US912797UC96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $498539425.00
- **C.18.a - Value (excl. sponsor support):** $498539425.00
- **C.19 - Percentage of Net Assets:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UP0, C.4 - ISIN: US912797UP00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $129438437.70
- **C.18.a - Value (excl. sponsor support):** $129438437.70
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UR6, C.4 - ISIN: US912797UR65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198849550.00
- **C.18.a - Value (excl. sponsor support):** $198849550.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-28
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VE4, C.4 - ISIN: US912797VE44, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $148198266.00
- **C.18.a - Value (excl. sponsor support):** $148198266.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-09-29
- **C.12 - Maturity Date (WAL):** 2026-09-29
- **C.13 - Final Legal Maturity Date:** 2026-09-29
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y95, C.4 - ISIN: US912828Y958, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $318479185.17
- **C.18.a - Value (excl. sponsor support):** $318479185.17
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YU8, C.4 - ISIN: US912828YU85, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 912828YU8
- **C.18 - Value (incl. sponsor support):** $91030262.04
- **C.18.a - Value (excl. sponsor support):** $91030262.04
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YX2, C.4 - ISIN: US912828YX25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $88654667.60
- **C.18.a - Value (excl. sponsor support):** $88654667.60
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZB9, C.4 - ISIN: US912828ZB95, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 912828ZB9
- **C.18 - Value (incl. sponsor support):** $59791318.55
- **C.18.a - Value (excl. sponsor support):** $59791318.55
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZE3, C.4 - ISIN: US912828ZE35, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 912828ZE3
- **C.18 - Value (incl. sponsor support):** $97407552.00
- **C.18.a - Value (excl. sponsor support):** $97407552.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZS2, C.4 - ISIN: US912828ZS21, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 912828ZS2
- **C.18 - Value (incl. sponsor support):** $86248734.15
- **C.18.a - Value (excl. sponsor support):** $86248734.15
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $272379416.40
- **C.18.a - Value (excl. sponsor support):** $272379416.40
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $96286140.14
- **C.18.a - Value (excl. sponsor support):** $96286140.14
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 109: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4, C.4 - ISIN: US91282CDK45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $92489837.58
- **C.18.a - Value (excl. sponsor support):** $92489837.58
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 110: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CDQ1
- **C.18 - Value (incl. sponsor support):** $150285175.40
- **C.18.a - Value (excl. sponsor support):** $150285175.40
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 111: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEC1, C.4 - ISIN: US91282CEC10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197148438.00
- **C.18.a - Value (excl. sponsor support):** $197148438.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 112: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 2.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEF4, C.4 - ISIN: US91282CEF41, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CEF4
- **C.18 - Value (incl. sponsor support):** $359689829.69
- **C.18.a - Value (excl. sponsor support):** $359689829.69
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 113: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 2.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEN7, C.4 - ISIN: US91282CEN74, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CEN7
- **C.18 - Value (incl. sponsor support):** $155632605.96
- **C.18.a - Value (excl. sponsor support):** $155632605.96
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 114: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CET4, C.4 - ISIN: US91282CET45, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CET4
- **C.18 - Value (incl. sponsor support):** $98751562.00
- **C.18.a - Value (excl. sponsor support):** $98751562.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 115: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHM6, C.4 - ISIN: US91282CHM64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $145133105.65
- **C.18.a - Value (excl. sponsor support):** $145133105.65
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 116: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJT9, C.4 - ISIN: US91282CJT99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $432577968.48
- **C.18.a - Value (excl. sponsor support):** $432577968.48
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 117: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKE0, C.4 - ISIN: US91282CKE02, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CKE0
- **C.18 - Value (incl. sponsor support):** $91305436.95
- **C.18.a - Value (excl. sponsor support):** $91305436.95
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2027-03-15
- **C.12 - Maturity Date (WAL):** 2027-03-15
- **C.13 - Final Legal Maturity Date:** 2027-03-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 118: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKJ9, C.4 - ISIN: US91282CKJ98, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CKJ9
- **C.18 - Value (incl. sponsor support):** $103756311.98
- **C.18.a - Value (excl. sponsor support):** $103756311.98
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 119: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $317214108.14
- **C.18.a - Value (excl. sponsor support):** $317214108.14
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 120: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $597129122.59
- **C.18.a - Value (excl. sponsor support):** $597129122.59
- **C.19 - Percentage of Net Assets:** 2.0900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 121: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199818750.00
- **C.18.a - Value (excl. sponsor support):** $199818750.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 122: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $192621899.29
- **C.18.a - Value (excl. sponsor support):** $192621899.29
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 123: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CME8
- **C.18 - Value (incl. sponsor support):** $152079250.00
- **C.18.a - Value (excl. sponsor support):** $152079250.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 124: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CMH1
- **C.18 - Value (incl. sponsor support):** $94938760.00
- **C.18.a - Value (excl. sponsor support):** $94938760.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CMP3
- **C.18 - Value (incl. sponsor support):** $62127148.36
- **C.18.a - Value (excl. sponsor support):** $62127148.36
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 126: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CMV0
- **C.18 - Value (incl. sponsor support):** $325904995.57
- **C.18.a - Value (excl. sponsor support):** $325904995.57
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 127: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMY4, C.4 - ISIN: US91282CMY48, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CMY4
- **C.18 - Value (incl. sponsor support):** $136452727.44
- **C.18.a - Value (excl. sponsor support):** $136452727.44
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 128: UNITED STATES TREASURY FLOATING RATE NOTE

- **C.1 - Title:** UNITED STATES TREASURY FLOATING RATE NOTE 3.787000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100097133.00
- **C.18.a - Value (excl. sponsor support):** $100097133.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 129: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: LMRP10568525
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2038-10-01      | 7.0000%  | 0.0000% | $35500000.00       | $608166.54         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2042-03-01      | 3.5000%  | 0.0000% | $56365440.00       | $7273113.54        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-03-01      | 4.0000%  | 0.0000% | $1000.00           | $77.30             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 4.5000%  | 0.0000% | $9807712.00        | $6677919.89        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-02-01      | 6.0000%  | 0.0000% | $1216.00           | $946.28            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $929.44            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $871.37            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 6.0000%  | 0.0000% | $8964000.00        | $7872440.18        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-08-01      | 4.5000%  | 0.0000% | $3396972.00        | $392726.91         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-06-01      | 3.5000%  | 0.0000% | $43012480.00       | $5957243.17        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.00           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1069.03           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-08-01      | 3.5000%  | 0.0000% | $9297520.00        | $1349509.44        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-02-01      | 4.5000%  | 0.0000% | $79016320.00       | $20292845.25       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-07-01      | 4.3400%  | 0.0000% | $3232000.00        | $3200880.87        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.44           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-03-01      | 2.5000%  | 0.0000% | $1777.00           | $577.78            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-01-01      | 6.5000%  | 0.0000% | $7840000.00        | $5417498.07        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1745.00           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-12-01      | 5.0000%  | 0.0000% | $2048.00           | $1983.38           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 5.5000%  | 0.0000% | $200075840.00      | $195283865.94      | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 5.0000%  | 0.0000% | $2048.00           | $1938.86           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $730.22            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-02-01      | 5.0000%  | 0.0000% | $48975680.00       | $47381665.81       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.5000%  | 0.0000% | $9563712.00        | $9411511.50        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.99           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-01-01      | 5.5000%  | 0.0000% | $105300992.00      | $106719014.48      | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-12-01      | 5.5000%  | 0.0000% | $93306624.00       | $92147617.32       | Agency Mortgage-Backed Securities |

### Security 130: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: LMRP10569705
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2026-06-11      | 0.0000%  | 0.0000% | $2782200.00        | $2779406.67        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-07-21      | 0.0000%  | 0.0000% | $53455400.00       | $53187588.45       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-04-15      | 3.6250%  | 0.0000% | $3300.00           | $7031.10           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2037-05-15      | 5.0000%  | 0.0000% | $130000.00         | $136557.61         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-08-15      | 4.5000%  | 0.0000% | $100.00            | $99.55             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-02-15      | 4.6250%  | 0.0000% | $8496000.00        | $8532002.06        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 2.8750%  | 0.0000% | $6200.00           | $4622.01           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $70.63             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $62.32             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-05-15      | 1.2500%  | 0.0000% | $1094400.00        | $515830.71         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $135.32            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $67.13             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $68.96             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 4.0000%  | 0.0000% | $200000.00         | $180229.95         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2053-02-15      | 1.5000%  | 0.0000% | $200.00            | $171.17            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 4.7500%  | 0.0000% | $274900.00         | $271613.07         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-02-15      | 4.6250%  | 0.0000% | $41070300.00       | $39791023.01       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $4007200.00        | $3953895.96        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 2.8750%  | 0.0000% | $5751600.00        | $5636440.03        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-07-15      | 0.2500%  | 0.0000% | $305600.00         | $381065.23         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 1.6250%  | 0.0000% | $300.00            | $299.25            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 1.2500%  | 0.0000% | $517600.00         | $493694.14         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 1.2500%  | 0.0000% | $100.00            | $95.38             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 1.0000%  | 0.0000% | $1200.00           | $1129.57           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 2.5000%  | 0.0000% | $166200.00         | $165064.86         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 2.6250%  | 0.0000% | $2000.00           | $1932.44           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2033-01-15      | 1.1250%  | 0.0000% | $12980200.00       | $13858035.62       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 4.6250%  | 0.0000% | $100.00            | $102.07            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-15      | 4.5000%  | 0.0000% | $100.00            | $101.07            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-15      | 4.5000%  | 0.0000% | $820200.00         | $825961.87         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 4.6250%  | 0.0000% | $600.00            | $611.86            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.1250%  | 0.0000% | $64417000.00       | $64709046.02       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $1000.00           | $993.13            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 3.8750%  | 0.0000% | $381800.00         | $383233.74         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.6250%  | 0.0000% | $300.00            | $301.55            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-11-30      | 3.7500%  | 0.0000% | $43100.00          | $42685.94          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 3.3750%  | 0.0000% | $8760000.00        | $8800598.87        | U.S. Treasuries (including strips) |

### Security 131: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: LMRP10573505
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2041-06-01      | 4.5000%  | 0.0000% | $1698200.00        | $46067.71          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-10-01      | 3.5000%  | 0.0000% | $1133000.00        | $30299.42          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-10-01      | 3.5000%  | 0.0000% | $25000.00          | $778.25            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-05-01      | 5.0000%  | 0.0000% | $5695821.00        | $126793.85         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 7.0000%  | 0.0000% | $1017704.00        | $1029511.56        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 5.0000%  | 0.0000% | $1804825.00        | $1754547.57        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 5.0000%  | 0.0000% | $23558446.00       | $22094116.47       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 4.5000%  | 0.0000% | $3005001.00        | $2820757.38        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.5000%  | 0.0000% | $15601107.00       | $13932260.94       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-12-01      | 4.5000%  | 0.0000% | $1177435.00        | $1030990.46        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1263998.00        | $975951.86         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 6.0000%  | 0.0000% | $1210277.00        | $989692.20         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-07-01      | 6.5000%  | 0.0000% | $1053086.00        | $1017275.19        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-08-01      | 3.5000%  | 0.0000% | $1437372.00        | $1248056.57        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-09-01      | 6.0000%  | 0.0000% | $1524818.00        | $1485141.21        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 4.5000%  | 0.0000% | $2059000.00        | $1189179.13        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.0000%  | 0.0000% | $38362280.00       | $28570604.37       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-03-01      | 2.0000%  | 0.0000% | $115853.00         | $59590.30          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 6.5000%  | 0.0000% | $95914231.00       | $77674721.78       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-01-01      | 5.5000%  | 0.0000% | $3081250.00        | $3116168.77        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-04-01      | 5.5000%  | 0.0000% | $8824237.00        | $8936647.93        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-04-01      | 4.0000%  | 0.0000% | $1953648.00        | $1894115.11        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-05-01      | 5.0000%  | 0.0000% | $19521588.00       | $19373534.11       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 6.0000%  | 0.0000% | $31229260.00       | $30550806.72       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-07-01      | 3.0000%  | 0.0000% | $2769000.00        | $310084.58         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-09-01      | 3.5000%  | 0.0000% | $39000.00          | $5367.64           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-07-01      | 3.0000%  | 0.0000% | $4525000.00        | $1516890.28        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-01-01      | 7.0000%  | 0.0000% | $1040621.00        | $67853.35          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-08-01      | 2.5000%  | 0.0000% | $613182.00         | $357065.21         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 3.5000%  | 0.0000% | $3362000.00        | $1955550.37        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 4.5000%  | 0.0000% | $7335000.00        | $5317802.53        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-08-01      | 2.5000%  | 0.0000% | $800000.00         | $555703.92         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 5.5000%  | 0.0000% | $2050000.00        | $1589177.34        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-10-01      | 6.0000%  | 0.0000% | $5251262.00        | $586420.82         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-03-01      | 5.0000%  | 0.0000% | $5580249.00        | $50877.23          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-12-01      | 3.0000%  | 0.0000% | $8861229.00        | $86373.07          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-01-01      | 4.0000%  | 0.0000% | $5135000.00        | $587081.01         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-08-01      | 2.0000%  | 0.0000% | $150000.00         | $61201.34          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-09-01      | 2.5000%  | 0.0000% | $264997.00         | $36283.41          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 4.5000%  | 0.0000% | $30384995.00       | $21672962.82       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-10-01      | 5.0000%  | 0.0000% | $442000.00         | $295696.28         | Agency Mortgage-Backed Securities |

### Security 132: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.680000%
- **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: VYVVCKR63DVZZN70PB21, C.5 - Other ID: LMRP10575755
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN BANK   | 2026-08-25      | 0.7000%  | 0.0000% | $115000.00         | $114375.29         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK   | 2027-09-24      | 3.8000%  | 0.0000% | $3000000.00        | $3021608.50        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK   | 2027-09-22      | 3.8000%  | 0.0000% | $6000000.00        | $6044539.33        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK   | 2027-09-21      | 3.8100%  | 0.0000% | $3000000.00        | $3023122.75        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK   | 2027-10-08      | 3.8100%  | 0.0000% | $500000.00         | $502748.88         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK   | 2032-03-03      | 3.9700%  | 0.0000% | $7290000.00        | $7236155.25        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK   | 2031-03-11      | 4.0000%  | 0.0000% | $3860000.00        | $3829404.35        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK   | 2031-03-26      | 4.4500%  | 0.0000% | $167760000.00      | $168445719.00      | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK   | 2026-12-24      | 3.6650%  | 0.0000% | $1000000.00        | $1000502.36        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK   | 2031-04-28      | 4.3750%  | 0.0000% | $2375000.00        | $2373986.73        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK   | 2031-05-05      | 4.2400%  | 0.0000% | $2565000.00        | $2546005.32        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK   | 2029-04-27      | 4.0000%  | 0.0000% | $5400000.00        | $5388204.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK   | 2031-05-14      | 4.5000%  | 0.0000% | $4945000.00        | $4928458.98        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK   | 2041-05-20      | 5.5200%  | 0.0000% | $2590000.00        | $2582299.93        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2029-03-16      | 3.6700%  | 0.0000% | $1867000.00        | $1855575.72        | Agency Debentures and Agency Strips |
| Fannie Mae               | 2031-01-13      | 4.0100%  | 0.0000% | $4040000.00        | $4046188.83        | Agency Mortgage-Backed Securities   |
| Fannie Mae               | 2028-06-30      | 3.7000%  | 0.0000% | $3646000.00        | $3661935.05        | Agency Mortgage-Backed Securities   |
| Fannie Mae               | 2029-02-26      | 3.8500%  | 0.0000% | $575000.00         | $573652.10         | Agency Mortgage-Backed Securities   |
| Fannie Mae               | 2031-02-27      | 4.0000%  | 0.0000% | $3000000.00        | $2984277.67        | Agency Mortgage-Backed Securities   |
| Fannie Mae               | 2030-12-30      | 4.0500%  | 0.0000% | $3965000.00        | $3962000.48        | Agency Mortgage-Backed Securities   |
| Fannie Mae               | 2031-03-11      | 4.0000%  | 0.0000% | $4150000.00        | $4117147.22        | Agency Mortgage-Backed Securities   |
| Fannie Mae               | 2030-03-25      | 4.2500%  | 0.0000% | $73000.00          | $73175.17          | Agency Mortgage-Backed Securities   |
| Fannie Mae               | 2028-10-27      | 4.0000%  | 0.0000% | $500000.00         | $500337.78         | Agency Mortgage-Backed Securities   |
| Fannie Mae               | 2031-05-12      | 4.5000%  | 0.0000% | $12025000.00       | $12001731.62       | Agency Mortgage-Backed Securities   |
| Fannie Mae               | 2029-05-18      | 4.2500%  | 0.0000% | $695000.00         | $693831.43         | Agency Mortgage-Backed Securities   |
| Fannie Mae               | 2031-05-15      | 4.2500%  | 0.0000% | $885000.00         | $881873.98         | Agency Mortgage-Backed Securities   |
| TENN VALLEY AUTHORITY    | 2039-09-15      | 5.2500%  | 0.0000% | $4250000.00        | $4437304.58        | Agency Debentures and Agency Strips |
| TENN VALLEY AUTHORITY    | 2060-09-15      | 4.6250%  | 0.0000% | $475000.00         | $420479.95         | Agency Debentures and Agency Strips |
| TENN VALLEY AUTHORITY    | 2065-09-15      | 4.2500%  | 0.0000% | $50000.00          | $40976.81          | Agency Debentures and Agency Strips |
| TENN VALLEY AUTHORITY    | 2031-09-15      | 1.5000%  | 0.0000% | $629000.00         | $548936.69         | Agency Debentures and Agency Strips |
| TENN VALLEY AUTHORITY    | 2055-02-01      | 5.2500%  | 0.0000% | $1236000.00        | $1226400.40        | Agency Debentures and Agency Strips |
| TENN VALLEY AUTHORITY    | 2030-08-01      | 3.8750%  | 0.0000% | $8000.00           | $7996.62           | Agency Debentures and Agency Strips |
| TENN VAL AUTH CPN STRIP  | 2028-01-15      | 0.0000%  | 0.0000% | $2065000.00        | $1929432.75        | Agency Debentures and Agency Strips |

### Security 133: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: LMRP10604995
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2055-02-25      | 5.1121%  | 0.0000% | $28520000.00       | $16298203.46       | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-02-25      | 5.1121%  | 0.0000% | $40000000.00       | $22889808.29       | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2051-08-25      | 5.0000%  | 0.0000% | $23036994.00       | $17741601.03       | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-08-25      | 4.5000%  | 0.0000% | $1000715.00        | $733288.49         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2055-11-25      | 4.5000%  | 0.0000% | $6499404.00        | $5783338.00        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2056-04-25      | 4.5000%  | 0.0000% | $136000.00         | $92455.81          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2056-05-25      | 4.7500%  | 0.0000% | $61728.00          | $42854.27          | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2056-05-25      | 6.0000%  | 0.0000% | $14714556.00       | $14271050.04       | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2056-04-25      | 5.0000%  | 0.0000% | $266334.00         | $258698.17         | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2056-04-25      | 5.5000%  | 0.0000% | $4984357.00        | $4705017.57        | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2056-02-25      | 5.0000%  | 0.0000% | $28829000.00       | $28352539.91       | Agency Collateralized Mortgage Obligation |
| Fannie Mae    | 2056-04-25      | 5.0000%  | 0.0000% | $24660036.00       | $23631611.12       | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2051-03-25      | 3.5000%  | 0.0000% | $4041752.00        | $2137251.55        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2051-11-25      | 1.0000%  | 0.0000% | $3455454.00        | $1784417.50        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2051-06-25      | 5.2500%  | 0.0000% | $47000000.00       | $24068255.78       | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-06-25      | 5.5000%  | 0.0000% | $163000.00         | $140867.54         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-11-25      | 4.9121%  | 0.0000% | $9968130.00        | $7690838.91        | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2056-02-25      | 4.5000%  | 0.0000% | $16950500.00       | $16320818.58       | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2056-03-25      | 4.5000%  | 0.0000% | $50000.00          | $33445.56          | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-05-25      | 4.7500%  | 0.0000% | $18900694.00       | $18322929.01       | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2055-09-25      | 4.5000%  | 0.0000% | $5127008.00        | $4700709.81        | Agency Collateralized Mortgage Obligation |

### Security 134: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: LMRP10605365
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 2.9800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2037-08-01      | 6.0000%  | 0.0000% | $374855.00         | $1790.19           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-07-01      | 5.0000%  | 0.0000% | $150000.00         | $9261.68           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-03-01      | 6.5000%  | 0.0000% | $1202465.00        | $38656.93          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-05-01      | 3.0000%  | 0.0000% | $79241188.00       | $13829433.71       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-06-01      | 3.5000%  | 0.0000% | $100000.00         | $15351.83          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2029-10-01      | 4.5000%  | 0.0000% | $1780000.00        | $16766.95          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-04-01      | 4.0000%  | 0.0000% | $500000.00         | $39988.43          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-10-01      | 3.5000%  | 0.0000% | $305000.00         | $87797.46          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-01-01      | 3.0000%  | 0.0000% | $775000.00         | $156274.57         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-04-01      | 3.0000%  | 0.0000% | $175000.00         | $23056.93          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-04-01      | 1.5000%  | 0.0000% | $328533.00         | $138180.07         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-03-01      | 1.5000%  | 0.0000% | $22083571.00       | $12679653.26       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-07-01      | 2.0000%  | 0.0000% | $200000.00         | $107966.09         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-08-01      | 3.0000%  | 0.0000% | $7075000.00        | $4411533.34        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 3.5000%  | 0.0000% | $125000.00         | $87243.90          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-05-01      | 2.5000%  | 0.0000% | $56000.00          | $36959.75          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-05-01      | 1.5000%  | 0.0000% | $565000.00         | $345737.00         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-12-01      | 5.0000%  | 0.0000% | $360000.00         | $250488.63         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 2.0000%  | 0.0000% | $5724332.00        | $3779428.71        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.0000%  | 0.0000% | $14000.00          | $10174.29          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-01-01      | 6.5000%  | 0.0000% | $41652111.00       | $28263190.37       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 5.0000%  | 0.0000% | $23817219.00       | $20148443.34       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-04-01      | 2.0000%  | 0.0000% | $3950000.00        | $2179349.81        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 5.0000%  | 0.0000% | $200000.00         | $145606.26         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 5.0000%  | 0.0000% | $69000.00          | $53653.79          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 5.5000%  | 0.0000% | $19033660.00       | $13689014.57       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-02-01      | 3.5000%  | 0.0000% | $5263000.00        | $3603761.78        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 4.5000%  | 0.0000% | $1050000.00        | $846568.96         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-08-01      | 5.0000%  | 0.0000% | $1417406.00        | $181763.70         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-01-01      | 2.5000%  | 0.0000% | $1244887.00        | $379742.87         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-05-01      | 2.5000%  | 0.0000% | $26818.00          | $15006.06          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-06-01      | 3.0000%  | 0.0000% | $40000.00          | $20798.87          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-01-01      | 2.5000%  | 0.0000% | $25499539.00       | $17965803.23       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-02-01      | 2.5000%  | 0.0000% | $200000.00         | $125119.62         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 2.5000%  | 0.0000% | $413450.00         | $228689.49         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 5.0000%  | 0.0000% | $5447200.00        | $4361062.46        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 4.5000%  | 0.0000% | $1500000.00        | $1038645.16        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 2.5000%  | 0.0000% | $914000.00         | $572948.16         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 5.0000%  | 0.0000% | $2874000.00        | $2333947.08        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 4.5000%  | 0.0000% | $1500000.00        | $866414.70         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-03-01      | 6.0000%  | 0.0000% | $45426000.00       | $31078427.08       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 6.5000%  | 0.0000% | $1535328.00        | $983594.90         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 5.5000%  | 0.0000% | $100095.00         | $98241.90          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 6.5000%  | 0.0000% | $1108577.00        | $691786.17         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 4.0000%  | 0.0000% | $1037845.00        | $938787.45         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 5.5000%  | 0.0000% | $6058795.00        | $5295210.12        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-08-01      | 2.0000%  | 0.0000% | $149000.00         | $71122.95          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-12-01      | 2.5000%  | 0.0000% | $5426000.00        | $2724446.06        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-12-01      | 2.0000%  | 0.0000% | $1441108.00        | $844082.46         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-05-01      | 4.0000%  | 0.0000% | $7000000.00        | $4650020.20        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 6.5000%  | 0.0000% | $1300000.00        | $712924.23         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 6.0000%  | 0.0000% | $14541846.00       | $9210247.22        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-07-01      | 5.5000%  | 0.0000% | $45000.00          | $25966.48          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-07-01      | 5.5000%  | 0.0000% | $969080.00         | $756895.13         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-06-01      | 2.0000%  | 0.0000% | $13449667.00       | $7469925.82        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-04-01      | 2.5000%  | 0.0000% | $2388706.00        | $1156589.75        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-09-01      | 2.0000%  | 0.0000% | $60140176.00       | $34713685.60       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2030-12-01      | 1.5000%  | 0.0000% | $17391139.00       | $4603212.39        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-04-01      | 5.0000%  | 0.0000% | $3119514.00        | $2738328.36        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-06-01      | 6.0000%  | 0.0000% | $2629435.00        | $2176339.97        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-07-01      | 5.5000%  | 0.0000% | $2523829.00        | $2448415.89        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-08-01      | 5.5000%  | 0.0000% | $1006990.00        | $838305.34         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-09-01      | 6.0000%  | 0.0000% | $512169.00         | $439381.21         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-09-01      | 6.0000%  | 0.0000% | $1551718.00        | $1451351.36        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-10-01      | 5.0000%  | 0.0000% | $2399085.00        | $2177872.71        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-01-01      | 4.5000%  | 0.0000% | $1653778.00        | $1614467.92        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-01-01      | 4.0000%  | 0.0000% | $516756.00         | $492848.78         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-02-01      | 4.5000%  | 0.0000% | $1520460.00        | $1485574.01        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-03-01      | 4.5000%  | 0.0000% | $2088221.00        | $2024747.12        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-11-01      | 3.5000%  | 0.0000% | $525000.00         | $151127.08         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-11-01      | 3.0000%  | 0.0000% | $1493001.00        | $985613.97         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 6.0000%  | 0.0000% | $3124401.00        | $3166965.88        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 6.0000%  | 0.0000% | $4202407.00        | $3592298.60        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $20323091.00       | $17100524.18       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 7.0000%  | 0.0000% | $1758554.00        | $1854486.06        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 4.0000%  | 0.0000% | $1481803.00        | $1375076.53        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $1056474.00        | $1033514.42        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $2046660.00        | $1921562.93        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $2398059.00        | $2332147.78        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $4412124.00        | $4151173.96        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 7.0000%  | 0.0000% | $1264407.00        | $1359394.83        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 5.5000%  | 0.0000% | $4669000.00        | $4276226.15        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 5.5000%  | 0.0000% | $25450000.00       | $24253190.78       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 6.5000%  | 0.0000% | $3038.00           | $2846.78           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-09-01      | 3.5000%  | 0.0000% | $12551655.00       | $11117194.56       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 2.5000%  | 0.0000% | $41664359.00       | $34235907.57       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-06-01      | 6.0000%  | 0.0000% | $27201869.00       | $24489817.02       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-05-01      | 5.5000%  | 0.0000% | $41703724.00       | $42456466.96       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 4.0000%  | 0.0000% | $38555064.00       | $36351723.48       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 6.0000%  | 0.0000% | $2976000.00        | $2279375.72        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 5.0000%  | 0.0000% | $96279376.00       | $85260670.87       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 6.0000%  | 0.0000% | $485000.00         | $390726.45         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 6.5000%  | 0.0000% | $16571040.00       | $15741608.56       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 6.0000%  | 0.0000% | $740000.00         | $585032.33         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 5.0000%  | 0.0000% | $21949557.00       | $20365064.96       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 6.0000%  | 0.0000% | $125269055.00      | $101171928.62      | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-11-01      | 5.5000%  | 0.0000% | $65417791.00       | $60379393.57       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-01-01      | 4.5000%  | 0.0000% | $1578350.00        | $1496434.08        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-01-01      | 5.0000%  | 0.0000% | $14156950.00       | $13596497.24       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-06-01      | 4.5000%  | 0.0000% | $3921820.00        | $3115903.93        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-12-01      | 3.5000%  | 0.0000% | $38309733.00       | $35306926.36       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-11-01      | 5.0000%  | 0.0000% | $3126509.00        | $3079156.54        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-12-01      | 5.0000%  | 0.0000% | $17330628.00       | $17077719.25       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-12-01      | 5.5000%  | 0.0000% | $1443800.00        | $1454942.87        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-01-01      | 6.5000%  | 0.0000% | $3148421.00        | $2639172.42        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-01-01      | 6.0000%  | 0.0000% | $1216765.00        | $1261570.40        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-02-01      | 5.0000%  | 0.0000% | $6128893.00        | $6030408.24        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-03-01      | 5.0000%  | 0.0000% | $6247913.00        | $6151344.78        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-02-01      | 5.0000%  | 0.0000% | $2581263.00        | $2561722.87        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-04-01      | 5.0000%  | 0.0000% | $818986.00         | $807086.18         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-04-01      | 5.5000%  | 0.0000% | $1029810.00        | $1052420.48        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-05-01      | 6.5000%  | 0.0000% | $1934800.00        | $2027992.44        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-05-01      | 5.0000%  | 0.0000% | $3307353.00        | $3280156.27        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-06-01      | 6.0000%  | 0.0000% | $6484041.00        | $6681413.05        | Agency Mortgage-Backed Securities |

### Security 135: SOCIETE GENERALE, NEW YORK BRANCH

- **C.1 - Title:** SOCIETE GENERALE, NEW YORK BRANCH 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900J6B390XMPVLV82, C.5 - Other ID: LMRP10605375
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 2.4500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2045-11-15      | 4.6250%  | 0.0000% | $746507800.00      | $714000006.20      | U.S. Treasuries (including strips) |

### Security 136: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 3.620000%
- **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: LMRP10605385
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2042-06-01      | 3.5000%  | 0.0000% | $801000.00         | $114911.31         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-01-01      | 3.0000%  | 0.0000% | $1300000.00        | $162323.73         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2032-11-01      | 6.5000%  | 0.0000% | $3000000.00        | $6162.92           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-11-01      | 3.0080%  | 0.0000% | $200000.00         | $35580.58          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-11-01      | 6.1210%  | 0.0000% | $89000.00          | $14877.03          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-07-01      | 6.4310%  | 0.0000% | $1191100.00        | $459548.13         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 3.3550%  | 0.0000% | $310000.00         | $203253.01         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-02-01      | 2.5000%  | 0.0000% | $3500000.00        | $343219.30         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-02-01      | 6.0320%  | 0.0000% | $5500000.00        | $38105.00          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-06-01      | 6.4070%  | 0.0000% | $25037120.00       | $215437.17         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-12-01      | 5.9650%  | 0.0000% | $18000000.00       | $162231.19         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-04-01      | 6.1820%  | 0.0000% | $48003200.00       | $473376.70         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-03-01      | 6.0000%  | 0.0000% | $3500000.00        | $33524.90          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-11-01      | 5.5000%  | 0.0000% | $3100000.00        | $80855.18          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-10-01      | 5.0000%  | 0.0000% | $102519.00         | $9779.60           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2031-12-01      | 3.0000%  | 0.0000% | $13100000.00       | $1889859.77        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2032-03-01      | 3.0000%  | 0.0000% | $2615000.00        | $298293.68         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2029-01-01      | 3.0000%  | 0.0000% | $22250000.00       | $799838.67         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2029-01-01      | 2.5000%  | 0.0000% | $2300000.00        | $111064.80         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2031-06-01      | 3.0000%  | 0.0000% | $8656640.00        | $1200338.67        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-10-01      | 6.0000%  | 0.0000% | $58355904.00       | $633887.32         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-09-01      | 3.0000%  | 0.0000% | $327810560.00      | $48036673.30       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-04-01      | 4.6050%  | 0.0000% | $13613808.00       | $141636.69         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-04-01      | 5.9000%  | 0.0000% | $23179616.00       | $179077.47         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-07-01      | 6.2500%  | 0.0000% | $22511000.00       | $77252.24          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-11-01      | 6.2650%  | 0.0000% | $200000.00         | $6098.06           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-07-01      | 6.2360%  | 0.0000% | $300000.00         | $12415.40          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2028-05-01      | 3.0000%  | 0.0000% | $1500000.00        | $29624.10          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-07-01      | 6.2550%  | 0.0000% | $414000.00         | $6840.10           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-06-01      | 6.2550%  | 0.0000% | $140000.00         | $11478.34          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2028-07-01      | 3.0000%  | 0.0000% | $335000.00         | $5622.46           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2028-08-01      | 3.0000%  | 0.0000% | $400000.00         | $11999.20          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2030-05-01      | 2.5000%  | 0.0000% | $1051478.00        | $130328.01         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2030-06-01      | 3.0000%  | 0.0000% | $613048.00         | $35906.03          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-09-01      | 4.1880%  | 0.0000% | $42381000.00       | $42416232.72       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-11-01      | 2.8500%  | 0.0000% | $30000000.00       | $25632470.01       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2030-08-01      | 3.9000%  | 0.0000% | $28738000.00       | $28189860.96       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-08-01      | 3.7750%  | 0.0000% | $4000000.00        | $3804989.91        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-08-01      | 3.8600%  | 0.0000% | $3515000.00        | $3406812.60        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-06-01      | 6.6600%  | 0.0000% | $15575648.00       | $210232.56         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-06-01      | 6.1900%  | 0.0000% | $1085936.00        | $135942.43         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-06-01      | 4.6350%  | 0.0000% | $4400000.00        | $23162.66          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-10-01      | 6.3280%  | 0.0000% | $8399286.00        | $33577.51          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-07-01      | 6.2190%  | 0.0000% | $8657696.00        | $293709.75         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-07-01      | 6.0060%  | 0.0000% | $1246166.00        | $70110.56          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-04-01      | 3.0600%  | 0.0000% | $100000.00         | $75840.40          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-07-01      | 3.1300%  | 0.0000% | $2105260.00        | $1441823.88        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-07-01      | 3.2100%  | 0.0000% | $21647808.00       | $18767062.04       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-12-01      | 3.0600%  | 0.0000% | $5000000.00        | $4765170.00        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-12-01      | 2.8700%  | 0.0000% | $2000000.00        | $1847524.77        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-05-01      | 3.7000%  | 0.0000% | $1438280.00        | $1267427.00        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-05-01      | 3.6800%  | 0.0000% | $19776000.00       | $18829050.41       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-07-01      | 3.9700%  | 0.0000% | $1122858.00        | $1083667.76        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-06-01      | 4.9980%  | 0.0000% | $2600000.00        | $12264.21          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-11-01      | 6.0370%  | 0.0000% | $25004768.00       | $87065.14          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-12-01      | 5.8400%  | 0.0000% | $12000000.00       | $96179.92          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-03-01      | 5.5540%  | 0.0000% | $600000.00         | $8543.74           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-05-01      | 4.4900%  | 0.0000% | $121679744.00      | $2507306.53        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-03-01      | 5.4640%  | 0.0000% | $3055000.00        | $11299.05          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-02-01      | 5.3160%  | 0.0000% | $35867456.00       | $325828.75         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-03-01      | 5.5500%  | 0.0000% | $17000000.00       | $147863.82         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 5.9510%  | 0.0000% | $18267168.00       | $10675899.12       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 5.3190%  | 0.0000% | $15000000.00       | $13584941.98       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-08-01      | 3.7500%  | 0.0000% | $884000.00         | $65476.17          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-12-01      | 4.4900%  | 0.0000% | $2120000.00        | $1784618.31        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-12-01      | 4.0300%  | 0.0000% | $330000.00         | $319994.22         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-02-01      | 3.6800%  | 0.0000% | $992816.00         | $979179.89         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-09-01      | 3.4300%  | 0.0000% | $11604000.00       | $10697353.70       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-05-01      | 3.5000%  | 0.0000% | $7876272.00        | $7140836.93        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-05-01      | 3.5900%  | 0.0000% | $740000.00         | $688191.28         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-04-01      | 1.8900%  | 0.0000% | $5050000.00        | $4859223.23        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-02-01      | 6.1170%  | 0.0000% | $4922136.00        | $467330.91         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-09-01      | 6.0100%  | 0.0000% | $797000.00         | $129153.83         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 3.4630%  | 0.0000% | $180000.00         | $119758.59         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-08-01      | 1.9660%  | 0.0000% | $710000.00         | $494564.51         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-08-01      | 5.9250%  | 0.0000% | $20156096.00       | $13225882.63       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-02-01      | 3.9470%  | 0.0000% | $938451.00         | $45502.06          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-10-01      | 2.3100%  | 0.0000% | $4854000.00        | $3545199.80        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-09-01      | 3.8800%  | 0.0000% | $115000.00         | $111482.68         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 3.9430%  | 0.0000% | $140000.00         | $90413.03          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-03-01      | 4.8800%  | 0.0000% | $11499999.00       | $11714192.88       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-11-01      | 4.3100%  | 0.0000% | $15000000.00       | $14838558.33       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-08-01      | 5.0000%  | 0.0000% | $11760000.00       | $12000478.93       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-12-01      | 4.2400%  | 0.0000% | $6627000.00        | $6395439.78        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-03-01      | 3.7800%  | 0.0000% | $57500000.00       | $55992867.50       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-06-01      | 4.1890%  | 0.0000% | $4875016.00        | $4774366.96        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-06-01      | 4.8000%  | 0.0000% | $9832416.00        | $9833402.52        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-01-01      | 5.5000%  | 0.0000% | $50063488.00       | $48699998.64       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-07-01      | 3.9860%  | 0.0000% | $3248996.00        | $136814.10         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-01-01      | 4.7010%  | 0.0000% | $11219040.00       | $371740.90         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-01-01      | 5.9230%  | 0.0000% | $8076300.00        | $200740.98         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-05-01      | 6.0310%  | 0.0000% | $14821728.00       | $77888.51          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-07-01      | 5.6730%  | 0.0000% | $7950000.00        | $149266.29         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-07-01      | 2.0000%  | 0.0000% | $18843168.00       | $11051704.46       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-08-01      | 6.5100%  | 0.0000% | $5031096.00        | $158595.78         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-04-01      | 5.0810%  | 0.0000% | $2260304.00        | $2254966.43        | Agency Mortgage-Backed Securities |

### Security 137: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: LMRP10605395
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2055-01-01      | 6.0000%  | 0.0000% | $1577.00           | $1214.50           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 3.0000%  | 0.0000% | $147347520.00      | $91027579.92       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 2.0000%  | 0.0000% | $3000.00           | $1961.14           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-06-01      | 4.0000%  | 0.0000% | $18192000.00       | $2326673.01        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-05-01      | 3.5000%  | 0.0000% | $39885320.00       | $6718461.19        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2057-01-01      | 3.5000%  | 0.0000% | $51139904.00       | $16396089.49       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-06-01      | 4.0000%  | 0.0000% | $191089664.00      | $18425655.12       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-08-01      | 4.5000%  | 0.0000% | $8058688.00        | $2200512.84        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-05-01      | 3.5400%  | 0.0000% | $13957000.00       | $12596981.88       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-06-01      | 4.4000%  | 0.0000% | $12869000.00       | $12797579.91       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 5.5000%  | 0.0000% | $13008384.00       | $8747892.01        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 5.0000%  | 0.0000% | $10467024.00       | $7875245.76        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 5.5000%  | 0.0000% | $1980.00           | $1138.62           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-09-01      | 4.4000%  | 0.0000% | $13964000.00       | $13805902.69       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-07-01      | 4.6800%  | 0.0000% | $11711000.00       | $11792695.94       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.5000%  | 0.0000% | $7053928.00        | $5033822.69        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 6.0000%  | 0.0000% | $21841856.00       | $14758084.27       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-04-01      | 5.5000%  | 0.0000% | $10162912.00       | $10289207.52       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.20           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 5.5000%  | 0.0000% | $24999.00          | $23816.59          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 5.5000%  | 0.0000% | $10013552.00       | $9415312.87        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-09-01      | 4.0000%  | 0.0000% | $277450752.00      | $58427768.76       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 5.0000%  | 0.0000% | $3987004.00        | $3717698.89        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.27           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 5.5000%  | 0.0000% | $48025760.00       | $47240130.61       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-03-01      | 5.0000%  | 0.0000% | $50809.00          | $41560.99          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 7.0000%  | 0.0000% | $1421340.00        | $1519568.84        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1056.04           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 5.5000%  | 0.0000% | $2000000.00        | $1814344.53        | Agency Mortgage-Backed Securities |

### Security 138: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: LMRP10605405
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2026-07-23      | 0.0000%  | 0.0000% | $619900.00         | $616471.95         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-08-13      | 0.0000%  | 0.0000% | $4538000.00        | $4503692.72        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 3.3750%  | 0.0000% | $286900.00         | $232870.41         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $224300.00         | $197497.99         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 4.7500%  | 0.0000% | $100.00            | $98.66             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-10-15      | 0.1250%  | 0.0000% | $80100.00          | $97077.41          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-11-15      | 4.1250%  | 0.0000% | $200.00            | $198.69            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 4.1250%  | 0.0000% | $400.00            | $403.68            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-10-15      | 2.3750%  | 0.0000% | $70698600.00       | $78369157.25       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $97.67             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-10-31      | 4.1250%  | 0.0000% | $400.00            | $399.88            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-10-15      | 1.6250%  | 0.0000% | $2894000.00        | $3065362.74        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-15      | 3.8750%  | 0.0000% | $12442800.00       | $12622352.68       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-15      | 3.5000%  | 0.0000% | $79466000.00       | $78794325.58       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** BANK OF AMERICA SECURITIES, INC. 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300RHSE13N47D3B98, C.5 - Other ID: LMRP10605415
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                               | 2049-03-25      | 2.5000%  | 0.0000% | $150000.00         | $84675.97          | Agency Collateralized Mortgage Obligation |
| Freddie Mac                              | 2053-11-25      | 5.1421%  | 0.0000% | $125000000.00      | $52674137.81       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 1.2500%  | 0.0000% | $19356081.00       | $522351.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.7251%  | 0.0000% | $50000000.00       | $47398590.14       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 4.5251%  | 0.0000% | $53376000.00       | $21076596.42       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $49987300.00       | $50598033.73       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $2295000.00        | $2288108.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $14609900.00       | $7821930.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $77044400.00       | $75088776.23       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 5.0000%  | 0.0000% | $4964928.00        | $4946799.85        | Agency Collateralized Mortgage Obligation |

### Security 140: FIXED INCOME CLEARING CORP - NORTHERN TRUST

- **C.1 - Title:** FIXED INCOME CLEARING CORP - NORTHERN TRUST 3.580000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: LMRP10605645
- **C.18 - Value (incl. sponsor support):** $135000000.00
- **C.18.a - Value (excl. sponsor support):** $135000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2032-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $50082458.31       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $50082458.31       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-10-31      | 3.6250%  | 0.0000% | $38189800.00       | $37535083.39       | U.S. Treasuries (including strips) |

### Security 141: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: LMRP10606395
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                              | 2052-09-01      | 4.5000%  | 0.0000% | $2158.00           | $1514.55           | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2030-09-01      | 3.1000%  | 0.0000% | $3950000.00        | $3216340.73        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2033-08-01      | 5.4500%  | 0.0000% | $510800.00         | $526659.77         | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-11-01      | 4.5000%  | 0.0000% | $1199100.00        | $1120883.68        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-06-01      | 7.0000%  | 0.0000% | $1006480.00        | $571903.75         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2042-04-01      | 3.5000%  | 0.0000% | $10000000.00       | $1159089.33        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2030-12-01      | 3.0400%  | 0.0000% | $1253296.00        | $842043.36         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2028-08-01      | 2.5700%  | 0.0000% | $1500000.00        | $1294521.10        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2029-08-01      | 3.2100%  | 0.0000% | $4999000.00        | $4450916.20        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2028-02-01      | 3.2500%  | 0.0000% | $1277000.00        | $1075517.01        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2028-03-01      | 3.2900%  | 0.0000% | $1307.00           | $1289.91           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2047-05-01      | 4.0000%  | 0.0000% | $283804.00         | $41809.71          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-09-01      | 5.5000%  | 0.0000% | $2069477.00        | $2080118.52        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-12-01      | 6.0000%  | 0.0000% | $1096700.00        | $1139967.70        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2030-10-01      | 3.8700%  | 0.0000% | $1898990.00        | $1686138.64        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2029-08-01      | 2.7900%  | 0.0000% | $2406700.00        | $2302335.86        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2029-09-01      | 2.1500%  | 0.0000% | $4999000.00        | $4344800.61        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2029-07-01      | 2.5700%  | 0.0000% | $1000000.00        | $920703.12         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2029-09-01      | 2.9000%  | 0.0000% | $5999000.00        | $5582598.06        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2029-10-01      | 2.1400%  | 0.0000% | $3915316.00        | $3553143.33        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2030-01-01      | 2.2600%  | 0.0000% | $1706850.00        | $1591034.73        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2036-02-01      | 1.6900%  | 0.0000% | $1272.00           | $994.44            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2030-03-01      | 4.3733%  | 0.0000% | $24951300.00       | $24915702.10       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2032-08-01      | 1.7547%  | 0.0000% | $2207.00           | $1906.27           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2041-06-01      | 2.0000%  | 0.0000% | $1000.00           | $581.66            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2031-04-01      | 1.9800%  | 0.0000% | $999000.00         | $896437.50         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2031-02-01      | 1.5800%  | 0.0000% | $1000000.00        | $882065.89         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2031-02-01      | 1.4800%  | 0.0000% | $999000.00         | $876833.40         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2031-03-01      | 1.5400%  | 0.0000% | $997000.00         | $876691.97         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2031-10-01      | 1.7900%  | 0.0000% | $6372202.00        | $5550176.61        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2033-06-01      | 4.4400%  | 0.0000% | $1000.00           | $993.36            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2030-06-01      | 4.3800%  | 0.0000% | $13690.00          | $13557.48          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-01-01      | 5.5000%  | 0.0000% | $1015850.00        | $582838.39         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2031-06-01      | 5.8100%  | 0.0000% | $5262300.00        | $5429635.29        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2030-04-01      | 4.2750%  | 0.0000% | $80424.00          | $80401.72          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2030-06-01      | 4.2450%  | 0.0000% | $2304000.00        | $2296372.99        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2035-11-01      | 4.4350%  | 0.0000% | $2660800.00        | $2631580.28        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2030-11-01      | 3.8500%  | 0.0000% | $1000.00           | $981.43            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2032-11-01      | 4.2700%  | 0.0000% | $4538920.00        | $4481888.97        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2031-05-01      | 4.0400%  | 0.0000% | $343552.00         | $337842.93         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2051-06-01      | 3.0000%  | 0.0000% | $73431297.00       | $43035290.16       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-01-01      | 5.0000%  | 0.0000% | $13561.00          | $11385.81          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-09-01      | 6.5000%  | 0.0000% | $68310300.00       | $38680928.08       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-04-01      | 5.5000%  | 0.0000% | $9026900.00        | $7581440.45        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-04-01      | 5.5000%  | 0.0000% | $45645.00          | $41678.21          | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2056-03-01      | 5.5000%  | 0.0000% | $3104.00           | $3097.79           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2048-11-01      | 3.0000%  | 0.0000% | $1001.00           | $443.79            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2029-12-01      | 4.0000%  | 0.0000% | $1000.00           | $37.96             | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-07-01      | 6.0000%  | 0.0000% | $36404905.00       | $22196671.60       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $978.30            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2056-03-01      | 6.0000%  | 0.0000% | $3151.00           | $3222.08           | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2056-05-01      | 5.5000%  | 0.0000% | $240403.00         | $242711.30         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 2.0000%  | 0.0000% | $1000.00           | $567.34            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2072-07-20      | 6.1930%  | 0.0000% | $1489588.00        | $1399893.27        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2072-10-20      | 6.6370%  | 0.0000% | $401880.00         | $350363.79         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-06-20      | 5.0000%  | 0.0000% | $136812.00         | $69022.33          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2073-10-20      | 5.8580%  | 0.0000% | $2126.00           | $651.68            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $24884.00          | $25975.14          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2075-04-20      | 6.1070%  | 0.0000% | $2502908.00        | $2626885.59        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                          | 2032-02-29      | 4.1250%  | 0.0000% | $700.00            | $704.56            | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2028-12-15      | 3.5000%  | 0.0000% | $427500.00         | $428803.61         | U.S. Treasuries (including strips) |

### Security 142: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: LMRP10606405
- **C.18 - Value (incl. sponsor support):** $215000000.00
- **C.18.a - Value (excl. sponsor support):** $215000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2026-08-06      | 0.0000%  | 0.0000% | $2300600.00        | $2285420.64        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-05-15      | 4.2500%  | 0.0000% | $4011300.00        | $3867345.87        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-02-15      | 4.6250%  | 0.0000% | $1534900.00        | $1541404.19        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-02-15      | 4.6250%  | 0.0000% | $741600.00         | $744742.55         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 3.1250%  | 0.0000% | $16983600.00       | $13371826.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-02-15      | 2.5000%  | 0.0000% | $1400.00           | $969.05            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-05-15      | 2.5000%  | 0.0000% | $200.00            | $136.67            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $62.32             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 1.1250%  | 0.0000% | $49800.00          | $31315.73          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $55.58             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2051-02-15      | 0.1250%  | 0.0000% | $100.00            | $67.66             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-05-15      | 2.3750%  | 0.0000% | $19700.00          | $12231.84          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-08-15      | 1.7500%  | 0.0000% | $8559200.00        | $5745913.20        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $67.13             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 2.3750%  | 0.0000% | $3328700.00        | $2438650.88        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.8750%  | 0.0000% | $23015400.00       | $20574399.39       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 4.1250%  | 0.0000% | $38200.00          | $34849.74          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $1000.00           | $961.67            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-02-15      | 4.6250%  | 0.0000% | $16122300.00       | $15422665.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 1.0000%  | 0.0000% | $1100.00           | $1035.44           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-04-15      | 1.2500%  | 0.0000% | $100.00            | $109.76            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $21852800.00       | $22208631.07       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 4.0000%  | 0.0000% | $68434000.00       | $69241909.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-28      | 4.2500%  | 0.0000% | $31012300.00       | $31488060.37       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 4.2500%  | 0.0000% | $200.00            | $203.12            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-15      | 4.5000%  | 0.0000% | $138100.00         | $139580.96         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-15      | 3.8750%  | 0.0000% | $1000.00           | $1011.47           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-10-31      | 3.6250%  | 0.0000% | $100.00            | $98.30             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 3.3750%  | 0.0000% | $9554600.00        | $9598881.51        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-15      | 3.5000%  | 0.0000% | $7239500.00        | $7236689.63        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-01-31      | 3.7500%  | 0.0000% | $13426000.00       | $13375689.51       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-15      | 3.8750%  | 0.0000% | $1000.00           | $996.83            | U.S. Treasuries (including strips) |

### Security 143: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: LMRP10606415
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                              | 2052-11-01      | 4.0000%  | 0.0000% | $150000000.00      | $112056048.08      | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-11-01      | 5.5000%  | 0.0000% | $5255444.00        | $4838733.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-10-20      | 5.5400%  | 0.0000% | $960000.00         | $13386.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-10-20      | 5.7110%  | 0.0000% | $1000000.00        | $22675.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 4.6500%  | 0.0000% | $1300000.00        | $60190.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2068-01-20      | 6.1800%  | 0.0000% | $5078473.00        | $1305474.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2072-11-20      | 4.6560%  | 0.0000% | $3462090.00        | $335880.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2069-10-20      | 5.9900%  | 0.0000% | $2843628.00        | $1329510.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2070-01-20      | 5.8030%  | 0.0000% | $2000000.00        | $191979.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2070-07-20      | 6.8130%  | 0.0000% | $1000000.00        | $229350.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2070-11-20      | 6.3220%  | 0.0000% | $1000000.00        | $798139.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2071-09-20      | 5.0920%  | 0.0000% | $1000000.00        | $1036523.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2071-07-20      | 5.8560%  | 0.0000% | $1255494.00        | $113162.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2071-11-20      | 6.0930%  | 0.0000% | $7920807.00        | $1287086.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2071-10-20      | 5.1740%  | 0.0000% | $1525295.00        | $1239309.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 5.5230%  | 0.0000% | $1000000.00        | $29887.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-04-20      | 6.3050%  | 0.0000% | $1000000.00        | $150015.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-20      | 4.3590%  | 0.0000% | $1201488.00        | $38061.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-02-20      | 5.8340%  | 0.0000% | $331873.00         | $193595.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-04-20      | 6.4380%  | 0.0000% | $517887.00         | $375677.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2072-11-20      | 4.4970%  | 0.0000% | $882627.00         | $79102.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2072-12-20      | 4.4960%  | 0.0000% | $879325.00         | $68612.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2072-12-20      | 4.6230%  | 0.0000% | $1420310.00        | $135609.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2073-01-20      | 4.4280%  | 0.0000% | $1846058.00        | $252485.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2073-02-20      | 4.4880%  | 0.0000% | $1441572.00        | $137954.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2073-03-20      | 4.5120%  | 0.0000% | $1577310.00        | $214113.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2073-04-20      | 4.4590%  | 0.0000% | $1726292.00        | $132767.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2073-04-20      | 4.3770%  | 0.0000% | $1435134.00        | $216796.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2073-08-20      | 4.4270%  | 0.0000% | $984911.00         | $184168.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2073-10-20      | 5.8760%  | 0.0000% | $486688.00         | $126532.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2073-09-20      | 4.4710%  | 0.0000% | $928648.00         | $168640.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2073-09-20      | 4.5000%  | 0.0000% | $354003.00         | $6391.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2073-10-20      | 5.8520%  | 0.0000% | $305313.00         | $83560.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2073-09-20      | 4.3880%  | 0.0000% | $711237.00         | $167568.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2073-11-20      | 5.7020%  | 0.0000% | $742838.00         | $157758.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2073-10-20      | 6.0930%  | 0.0000% | $378885.00         | $109486.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-12-20      | 6.0880%  | 0.0000% | $268970.00         | $272165.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-03-20      | 6.0900%  | 0.0000% | $423404.00         | $276454.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-09-20      | 5.7450%  | 0.0000% | $310277.00         | $242996.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-01-20      | 6.1140%  | 0.0000% | $1485180.00        | $762132.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-01-20      | 5.7370%  | 0.0000% | $336055.00         | $161145.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-01-20      | 6.4780%  | 0.0000% | $259621.00         | $137429.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-01-20      | 5.8150%  | 0.0000% | $256959.00         | $104800.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-01-20      | 5.8270%  | 0.0000% | $681287.00         | $196377.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-01-20      | 5.9390%  | 0.0000% | $759811.00         | $303155.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-01-20      | 5.8800%  | 0.0000% | $1045294.00        | $398688.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-02-20      | 5.8550%  | 0.0000% | $1313186.00        | $384096.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-02-20      | 5.9100%  | 0.0000% | $908215.00         | $400983.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-03-20      | 6.0930%  | 0.0000% | $318378.00         | $113637.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-04-20      | 4.4750%  | 0.0000% | $574547.00         | $270606.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-03-20      | 5.6580%  | 0.0000% | $647981.00         | $233762.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-05-20      | 6.5150%  | 0.0000% | $428561.00         | $333976.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-08-20      | 6.5340%  | 0.0000% | $516354.00         | $450097.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-10-20      | 6.4790%  | 0.0000% | $474506.00         | $400572.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-03-20      | 6.3800%  | 0.0000% | $651888.00         | $526141.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-04-20      | 6.4020%  | 0.0000% | $332089.00         | $270893.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-05-20      | 6.2680%  | 0.0000% | $327334.00         | $231728.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-03-20      | 5.9730%  | 0.0000% | $404648.00         | $181265.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-05-20      | 6.2070%  | 0.0000% | $1205585.00        | $733811.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-07-20      | 5.7840%  | 0.0000% | $299895.00         | $138398.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-06-20      | 6.0550%  | 0.0000% | $1038506.00        | $644801.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-06-20      | 5.5450%  | 0.0000% | $469887.00         | $510295.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-08-20      | 6.9130%  | 0.0000% | $308221.00         | $211467.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-02-20      | 5.9040%  | 0.0000% | $1403212.00        | $475349.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-02-20      | 5.8960%  | 0.0000% | $929920.00         | $359195.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-02-20      | 5.6510%  | 0.0000% | $836956.00         | $262619.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-02-20      | 5.9010%  | 0.0000% | $3234558.00        | $1315641.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-03-20      | 5.9830%  | 0.0000% | $1493042.00        | $644193.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-03-20      | 5.8920%  | 0.0000% | $731771.00         | $280967.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-03-20      | 4.4980%  | 0.0000% | $288602.00         | $70198.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-04-20      | 5.9170%  | 0.0000% | $1424665.00        | $487373.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-04-20      | 5.8840%  | 0.0000% | $829200.00         | $404077.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-04-20      | 5.6230%  | 0.0000% | $802573.00         | $148051.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-04-20      | 5.8260%  | 0.0000% | $3109791.00        | $1112785.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-03-20      | 5.8680%  | 0.0000% | $1021501.00        | $350576.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-03-20      | 5.9170%  | 0.0000% | $945009.00         | $360811.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-04-20      | 5.8590%  | 0.0000% | $893848.00         | $366296.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-03-20      | 6.2460%  | 0.0000% | $711281.00         | $390472.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-03-20      | 6.9330%  | 0.0000% | $1085372.00        | $291109.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-05-20      | 6.2020%  | 0.0000% | $253708.00         | $66314.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-06-20      | 4.4980%  | 0.0000% | $967654.00         | $340133.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-06-20      | 5.9070%  | 0.0000% | $880448.00         | $359979.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-06-20      | 6.7790%  | 0.0000% | $1782895.00        | $1069480.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-06-20      | 6.7790%  | 0.0000% | $1541947.00        | $853725.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-06-20      | 5.8550%  | 0.0000% | $955775.00         | $386265.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-06-20      | 5.8900%  | 0.0000% | $1412984.00        | $609594.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-06-20      | 5.7880%  | 0.0000% | $564180.00         | $213088.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-05-20      | 5.6540%  | 0.0000% | $561477.00         | $205460.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-06-20      | 5.8060%  | 0.0000% | $3963576.00        | $1666938.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-07-20      | 5.6620%  | 0.0000% | $706121.00         | $163570.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-08-20      | 6.7990%  | 0.0000% | $1936830.00        | $1128066.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-08-20      | 5.8960%  | 0.0000% | $2077880.00        | $907522.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-08-20      | 4.2290%  | 0.0000% | $295095.00         | $238571.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-09-20      | 6.2190%  | 0.0000% | $741960.00         | $612462.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-07-20      | 6.7860%  | 0.0000% | $1872057.00        | $1297919.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-07-20      | 6.9630%  | 0.0000% | $762880.00         | $269910.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-10-20      | 6.7150%  | 0.0000% | $1930667.00        | $1204121.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-08-20      | 5.6750%  | 0.0000% | $348221.00         | $183264.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-08-20      | 5.7710%  | 0.0000% | $2675426.00        | $1019898.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-10-20      | 5.8580%  | 0.0000% | $279635.00         | $148123.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-11-20      | 5.9390%  | 0.0000% | $386262.00         | $231793.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-10-20      | 6.8480%  | 0.0000% | $1988794.00        | $1386700.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-11-20      | 6.8010%  | 0.0000% | $1647819.00        | $1207404.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-11-20      | 6.4860%  | 0.0000% | $873745.00         | $730476.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-01-20      | 6.8400%  | 0.0000% | $1287884.00        | $960514.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-01-20      | 5.8690%  | 0.0000% | $376107.00         | $228273.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-01-20      | 5.8010%  | 0.0000% | $518821.00         | $342382.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-02-20      | 5.9210%  | 0.0000% | $408395.00         | $391389.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-03-20      | 4.3480%  | 0.0000% | $336598.00         | $172145.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-05-20      | 6.2040%  | 0.0000% | $647727.00         | $617962.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-06-20      | 4.5840%  | 0.0000% | $761137.00         | $402356.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-06-20      | 6.2050%  | 0.0000% | $1132759.00        | $1312071.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-07-20      | 6.3290%  | 0.0000% | $590309.00         | $539455.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-08-20      | 6.3970%  | 0.0000% | $308982.00         | $265058.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-09-20      | 6.3720%  | 0.0000% | $305155.00         | $257026.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-10-20      | 6.3670%  | 0.0000% | $299959.00         | $273440.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-11-20      | 6.4090%  | 0.0000% | $315758.00         | $283686.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-12-20      | 6.2700%  | 0.0000% | $323846.00         | $324437.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-02-20      | 6.4780%  | 0.0000% | $683806.00         | $714284.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-03-20      | 6.3780%  | 0.0000% | $279197.00         | $259700.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-04-20      | 5.4850%  | 0.0000% | $832250.00         | $888300.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-04-20      | 5.5960%  | 0.0000% | $508995.00         | $538048.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-07-20      | 6.8110%  | 0.0000% | $1229374.00        | $1081801.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-07-20      | 5.9290%  | 0.0000% | $1349943.00        | $1041010.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-07-20      | 6.9740%  | 0.0000% | $1230898.00        | $1032307.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-09-20      | 6.7330%  | 0.0000% | $706602.00         | $481444.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-09-20      | 5.6840%  | 0.0000% | $1391307.00        | $1404972.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-12-20      | 6.1130%  | 0.0000% | $476422.00         | $539760.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-12-20      | 6.8180%  | 0.0000% | $1231523.00        | $1144939.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-01-20      | 6.8010%  | 0.0000% | $944768.00         | $918254.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-08-20      | 6.5630%  | 0.0000% | $401254.00         | $423494.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-12-20      | 6.7290%  | 0.0000% | $1236516.00        | $1182166.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-11-20      | 6.8050%  | 0.0000% | $1625012.00        | $1484240.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-11-20      | 6.3550%  | 0.0000% | $919581.00         | $903936.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-01-20      | 5.9300%  | 0.0000% | $590881.00         | $628375.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-02-20      | 5.0720%  | 0.0000% | $366817.00         | $399900.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-04-20      | 5.5180%  | 0.0000% | $309298.00         | $339276.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-02-20      | 5.8700%  | 0.0000% | $655458.00         | $662009.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-02-20      | 6.6190%  | 0.0000% | $574419.00         | $591000.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-03-20      | 6.2510%  | 0.0000% | $398420.00         | $427087.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-03-20      | 6.8260%  | 0.0000% | $560541.00         | $596829.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-03-20      | 5.7320%  | 0.0000% | $843015.00         | $873468.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-04-20      | 4.0000%  | 0.0000% | $1553313.00        | $1516700.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-03-20      | 6.1040%  | 0.0000% | $593144.00         | $623858.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-03-20      | 6.8310%  | 0.0000% | $305217.00         | $234638.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-03-20      | 6.2720%  | 0.0000% | $1136443.00        | $891683.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-01-20      | 6.0910%  | 0.0000% | $519480.00         | $551995.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-03-20      | 5.9970%  | 0.0000% | $938192.00         | $978465.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-03-20      | 6.8090%  | 0.0000% | $1096300.00        | $1174210.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-02-20      | 6.0380%  | 0.0000% | $794034.00         | $843383.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-04-20      | 6.1940%  | 0.0000% | $697112.00         | $738924.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-03-20      | 4.7230%  | 0.0000% | $1145887.00        | $1206138.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-03-20      | 6.3500%  | 0.0000% | $718351.00         | $744535.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-04-20      | 6.7760%  | 0.0000% | $971958.00         | $1025611.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-02-20      | 6.7760%  | 0.0000% | $1024424.00        | $1062817.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-03-20      | 6.7970%  | 0.0000% | $1223815.00        | $1292268.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-03-20      | 5.2770%  | 0.0000% | $1420781.00        | $1468342.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-04-20      | 6.2070%  | 0.0000% | $590614.00         | $619797.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-04-20      | 6.7950%  | 0.0000% | $259036.00         | $274623.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-04-20      | 5.9440%  | 0.0000% | $500396.00         | $519678.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-04-20      | 6.8270%  | 0.0000% | $884200.00         | $918633.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2076-04-20      | 6.1380%  | 0.0000% | $1318067.00        | $1409415.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2058-03-20      | 4.4300%  | 0.0000% | $400000.00         | $5211.58           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2058-08-20      | 4.6010%  | 0.0000% | $1030000.00        | $1706.43           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-08-20      | 6.3550%  | 0.0000% | $700000.00         | $41249.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-07-20      | 4.6670%  | 0.0000% | $1262400.00        | $4847.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-07-20      | 5.5170%  | 0.0000% | $990000.00         | $63407.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-20      | 4.9200%  | 0.0000% | $2627574.00        | $8972.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-20      | 4.9200%  | 0.0000% | $2606921.00        | $76669.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-20      | 4.4930%  | 0.0000% | $4145431.00        | $71089.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2062-04-20      | 4.2750%  | 0.0000% | $1830000.00        | $36485.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2062-08-20      | 4.6050%  | 0.0000% | $3794856.00        | $37875.51          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-04-20      | 5.6720%  | 0.0000% | $1000000.00        | $17342.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 4.6500%  | 0.0000% | $849992.00         | $13978.88          | Agency Mortgage-Backed Securities |

### Security 144: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 3.610000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: LMRP10606615
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2026-07-23      | 0.0000%  | 0.0000% | $52954400.00       | $52661562.17       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-07-30      | 0.0000%  | 0.0000% | $300.00            | $298.13            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-06-16      | 0.0000%  | 0.0000% | $100.00            | $99.82             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-09-24      | 0.0000%  | 0.0000% | $100.00            | $98.81             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-09-08      | 0.0000%  | 0.0000% | $100.00            | $98.98             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2032-04-15      | 3.3750%  | 0.0000% | $400.00            | $816.98            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-01-15      | 2.5000%  | 0.0000% | $8792300.00        | $14012315.77       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-02-15      | 3.5000%  | 0.0000% | $400.00            | $361.74            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 4.3750%  | 0.0000% | $100.00            | $96.41             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 3.1250%  | 0.0000% | $400.00            | $326.73            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 2.7500%  | 0.0000% | $1100.00           | $843.30            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 2.7500%  | 0.0000% | $200.00            | $151.18            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 3.3750%  | 0.0000% | $4700.00           | $3814.89           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-11-15      | 3.0000%  | 0.0000% | $100.00            | $75.05             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2047-02-15      | 0.8750%  | 0.0000% | $16682800.00       | $16289262.01       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $73.80             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-08-15      | 3.0000%  | 0.0000% | $300.00            | $220.60            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $63.21             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-02-15      | 2.0000%  | 0.0000% | $1300.00           | $757.19            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-05-15      | 1.2500%  | 0.0000% | $200.00            | $94.16             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-08-15      | 1.1250%  | 0.0000% | $200.00            | $124.76            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-11-15      | 1.6250%  | 0.0000% | $300.00            | $155.22            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-11-15      | 1.3750%  | 0.0000% | $700.00            | $448.99            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-02-15      | 1.8750%  | 0.0000% | $1100.00           | $610.58            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-02-15      | 1.8750%  | 0.0000% | $200.00            | $138.75            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $66.99             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-11-15      | 1.8750%  | 0.0000% | $1100.00           | $598.93            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-02-15      | 2.2500%  | 0.0000% | $1000.00           | $602.27            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2052-02-15      | 0.1250%  | 0.0000% | $100.00            | $61.93             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $400.00            | $352.20            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $94.81             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-11-15      | 4.7500%  | 0.0000% | $500.00            | $481.07            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 4.7500%  | 0.0000% | $2700.00           | $2646.68           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-02-15      | 4.2500%  | 0.0000% | $1300.00           | $1166.20           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $94.41             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 4.6250%  | 0.0000% | $100.00            | $96.24             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $1100.00           | $987.09            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-11-15      | 4.5000%  | 0.0000% | $300.00            | $277.43            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 4.7500%  | 0.0000% | $4200.00           | $4143.57           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-05-15      | 5.0000%  | 0.0000% | $1600.00           | $1608.10           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-08-15      | 4.7500%  | 0.0000% | $1000.00           | $975.79            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 4.8750%  | 0.0000% | $1400.00           | $1400.83           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-11-15      | 4.6250%  | 0.0000% | $100.00            | $94.53             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2056-02-15      | 2.3750%  | 0.0000% | $300.00            | $285.95            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-02-15      | 4.6250%  | 0.0000% | $300.00            | $290.18            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-07-15      | 0.3750%  | 0.0000% | $600.00            | $805.70            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $600.00            | $591.82            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-01-15      | 0.5000%  | 0.0000% | $105416800.00      | $139310613.72      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 2.7500%  | 0.0000% | $300.00            | $296.06            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 1.8750%  | 0.0000% | $400.00            | $402.42            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-07-15      | 0.1250%  | 0.0000% | $34862000.00       | $48350988.60       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 2.0000%  | 0.0000% | $400.00            | $397.01            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 2.2500%  | 0.0000% | $200.00            | $199.04            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-15      | 2.3750%  | 0.0000% | $100.00            | $98.63             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-07-15      | 0.7500%  | 0.0000% | $200.00            | $261.04            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-15      | 1.7500%  | 0.0000% | $500.00            | $462.78            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $91.52             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-15      | 0.6250%  | 0.0000% | $400.00            | $346.84            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 0.3750%  | 0.0000% | $100.00            | $95.42             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 1.1250%  | 0.0000% | $800.00            | $700.03            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 1.2500%  | 0.0000% | $200.00            | $190.63            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 0.7500%  | 0.0000% | $500.00            | $501.67            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 1.2500%  | 0.0000% | $19761900.00       | $18769872.93       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2031-07-15      | 0.1250%  | 0.0000% | $1100.00           | $1260.56           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-10-15      | 0.1250%  | 0.0000% | $100.00            | $121.20            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 1.3750%  | 0.0000% | $100.00            | $93.96             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-15      | 1.3750%  | 0.0000% | $1600.00           | $1381.30           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 1.2500%  | 0.0000% | $100.00            | $99.35             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.2500%  | 0.0000% | $100.00            | $99.03             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $88.68             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 2.3750%  | 0.0000% | $300.00            | $287.56            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 2.5000%  | 0.0000% | $100.00            | $99.31             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $1000.00           | $992.01            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 2.6250%  | 0.0000% | $300.00            | $289.57            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.1250%  | 0.0000% | $100.00            | $97.82             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-10-15      | 1.6250%  | 0.0000% | $100.00            | $112.50            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 4.1250%  | 0.0000% | $200.00            | $201.03            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 3.8750%  | 0.0000% | $1256800.00        | $1271331.23        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-02-15      | 3.5000%  | 0.0000% | $200.00            | $192.86            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 3.6250%  | 0.0000% | $100.00            | $99.87             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $2900.00           | $2842.74           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-15      | 3.3750%  | 0.0000% | $3100.00           | $2931.62           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 3.6250%  | 0.0000% | $100.00            | $101.01            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-08-15      | 3.8750%  | 0.0000% | $100.00            | $98.38             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 4.1250%  | 0.0000% | $700.00            | $706.45            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-15      | 4.6250%  | 0.0000% | $200.00            | $202.38            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 4.8750%  | 0.0000% | $1180000.00        | $1206332.54        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $3000.00           | $2966.96           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-15      | 4.5000%  | 0.0000% | $65118400.00       | $65575853.93       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 4.8750%  | 0.0000% | $100.00            | $102.40            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $500.00            | $521.46            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-08-15      | 3.8750%  | 0.0000% | $200.00            | $195.33            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $98.84             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $100.00            | $99.15             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 4.2500%  | 0.0000% | $200.00            | $204.67            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $300.00            | $304.96            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-15      | 4.2500%  | 0.0000% | $400.00            | $407.74            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-15      | 3.8750%  | 0.0000% | $300.00            | $301.61            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-31      | 4.1250%  | 0.0000% | $300.00            | $300.40            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 4.0000%  | 0.0000% | $300.00            | $300.66            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 3.8750%  | 0.0000% | $300.00            | $301.93            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $200.00            | $198.82            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-04-15      | 1.6250%  | 0.0000% | $1000.00           | $1041.05           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $200.00            | $199.22            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 3.8750%  | 0.0000% | $300.00            | $305.63            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-06-30      | 4.0000%  | 0.0000% | $200.00            | $200.66            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-15      | 3.8750%  | 0.0000% | $400.00            | $404.35            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 3.8750%  | 0.0000% | $15957500.00       | $15999854.64       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 3.8750%  | 0.0000% | $300.00            | $303.52            | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2027-07-31      | 3.7870%  | 0.0000% | $300.00            | $301.19            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-07-15      | 1.8750%  | 0.0000% | $100.00            | $102.63            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 3.6250%  | 0.0000% | $100.00            | $98.88             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-09-30      | 3.8750%  | 0.0000% | $200.00            | $196.94            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-09-30      | 3.6250%  | 0.0000% | $100.00            | $98.54             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 3.5000%  | 0.0000% | $2300.00           | $2290.89           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.5000%  | 0.0000% | $34408400.00       | $34001400.99       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-01-31      | 3.7500%  | 0.0000% | $100.00            | $99.51             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2036-02-15      | 4.1250%  | 0.0000% | $501000.00         | $494032.53         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-15      | 3.5000%  | 0.0000% | $200.00            | $198.43            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-03-31      | 3.8750%  | 0.0000% | $200.00            | $198.77            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 3.8750%  | 0.0000% | $200.00            | $200.73            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-04-30      | 4.1250%  | 0.0000% | $100.00            | $99.29             | U.S. Treasuries (including strips) |

### Security 145: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: LMRP10607055
- **C.18 - Value (incl. sponsor support):** $130167000.00
- **C.18.a - Value (excl. sponsor support):** $130167000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $19532500.00       | $20055142.76       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 3.6250%  | 0.0000% | $63225500.00       | $62517974.36       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-30      | 3.5000%  | 0.0000% | $50664700.00       | $50197251.89       | U.S. Treasuries (including strips) |

### Security 146: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMRP10607065
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 3.5000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                              | 2036-08-01      | 2.5000%  | 0.0000% | $275000.00         | $127806.29         | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2050-01-01      | 3.0000%  | 0.0000% | $1450000.00        | $524295.18         | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-12-01      | 4.5000%  | 0.0000% | $35000.00          | $25291.00          | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-05-01      | 6.0000%  | 0.0000% | $25200.00          | $22159.51          | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-03-01      | 2.0000%  | 0.0000% | $82800.00          | $58250.02          | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-11-01      | 5.0000%  | 0.0000% | $5375200.00        | $4419262.85        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-08-01      | 6.0000%  | 0.0000% | $30815600.00       | $22779984.85       | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-05-01      | 2.5000%  | 0.0000% | $31276300.00       | $20790546.03       | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-09-01      | 5.0000%  | 0.0000% | $15100.00          | $10793.48          | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-11-01      | 6.0000%  | 0.0000% | $295000.00         | $218620.13         | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2043-07-01      | 4.0000%  | 0.0000% | $1167900.00        | $194305.65         | Agency Mortgage-Backed Securities   |
| FED HOME LN DISCOUNT NT                  | 2026-08-26      | 0.0000%  | 0.0000% | $295898000.00      | $293331972.54      | Agency Debentures and Agency Strips |
| Freddie Mac                              | 2054-01-01      | 6.0000%  | 0.0000% | $1714700.00        | $1446656.04        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-07-01      | 6.0000%  | 0.0000% | $1047100.00        | $928049.44         | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-10-01      | 6.0000%  | 0.0000% | $2239000.00        | $2270144.90        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2051-12-01      | 2.5000%  | 0.0000% | $16800.00          | $10910.79          | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-04-01      | 5.5000%  | 0.0000% | $400000.00         | $283260.27         | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2045-02-01      | 4.5000%  | 0.0000% | $2778100.00        | $2318062.45        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2035-09-01      | 5.5000%  | 0.0000% | $1005100.00        | $811590.25         | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2051-09-01      | 2.0000%  | 0.0000% | $35000.00          | $16984.36          | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2052-04-01      | 3.0000%  | 0.0000% | $16374900.00       | $12236831.38       | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-02-01      | 6.0000%  | 0.0000% | $1018200.00        | $1028066.51        | Agency Mortgage-Backed Securities   |
| FANNIE DISCOUNT NOTE                     | 2026-08-26      | 0.0000%  | 0.0000% | $24724000.00       | $24512560.35       | Agency Debentures and Agency Strips |
| Fannie Mae                               | 2054-09-01      | 6.0000%  | 0.0000% | $1292800.00        | $1090306.41        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-01-01      | 5.0000%  | 0.0000% | $1054200.00        | $1034970.52        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-07-01      | 5.5000%  | 0.0000% | $1290500.00        | $1303143.72        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-10-01      | 6.0000%  | 0.0000% | $4981200.00        | $4863949.53        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-10-01      | 6.0000%  | 0.0000% | $625200.00         | $457274.71         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-12-01      | 5.5000%  | 0.0000% | $2639900.00        | $2674686.22        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-12-01      | 5.5000%  | 0.0000% | $5464300.00        | $5540201.86        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2057-01-01      | 4.0000%  | 0.0000% | $197000.00         | $61638.27          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-02-01      | 3.0000%  | 0.0000% | $413016.00         | $229056.13         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2052-02-01      | 2.5000%  | 0.0000% | $182800.00         | $120719.89         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-12-01      | 6.5000%  | 0.0000% | $347200.00         | $299931.88         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2037-05-01      | 2.5000%  | 0.0000% | $27800.00          | $12571.76          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2033-04-01      | 4.3400%  | 0.0000% | $32087000.00       | $31598011.96       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2053-05-01      | 6.0000%  | 0.0000% | $689300.00         | $579104.65         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-07-01      | 6.0000%  | 0.0000% | $586200.00         | $499756.47         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-04-01      | 5.5000%  | 0.0000% | $2037800.00        | $1482808.98        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-12-01      | 5.5000%  | 0.0000% | $2707400.00        | $2736114.82        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2056-02-01      | 5.0000%  | 0.0000% | $4890800.00        | $4812560.40        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-09-01      | 5.0000%  | 0.0000% | $796500.00         | $752606.10         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2056-05-01      | 5.0000%  | 0.0000% | $36416000.00       | $36055404.73       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2056-05-01      | 5.0000%  | 0.0000% | $35146800.00       | $34700748.06       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2053-02-01      | 5.5000%  | 0.0000% | $184200.00         | $145468.29         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2051-12-01      | 2.5000%  | 0.0000% | $24000.00          | $17344.94          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2053-12-01      | 6.5000%  | 0.0000% | $18200.00          | $10843.84          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-07-01      | 5.5000%  | 0.0000% | $19952342.00       | $15693066.66       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-01-01      | 5.0000%  | 0.0000% | $2313800.00        | $2269908.97        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-04-01      | 6.5000%  | 0.0000% | $15592000.00       | $13753107.49       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-05-01      | 5.5000%  | 0.0000% | $2268100.00        | $2294782.66        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2037-07-01      | 3.0000%  | 0.0000% | $373200.00         | $214999.38         | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2053-11-01      | 5.5000%  | 0.0000% | $38500.00          | $28530.23          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-09-01      | 5.5000%  | 0.0000% | $1830500.00        | $1355203.53        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2040-07-01      | 3.0000%  | 0.0000% | $1682100.00        | $1365242.91        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2056-04-01      | 6.5000%  | 0.0000% | $22561900.00       | $22915320.28       | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2056-05-01      | 5.0000%  | 0.0000% | $102440500.00      | $100739598.33      | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2054-12-01      | 5.0000%  | 0.0000% | $2090600.00        | $1751822.99        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-02-01      | 5.5000%  | 0.0000% | $1071000.00        | $1068622.57        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-03-01      | 5.5000%  | 0.0000% | $1029900.00        | $1039894.45        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $2976900.00        | $2503248.40        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-06-01      | 5.5000%  | 0.0000% | $423300.00         | $416111.50         | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-08-01      | 5.5000%  | 0.0000% | $2321100.00        | $1793867.76        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-09-01      | 5.5000%  | 0.0000% | $3798300.00        | $3711306.00        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-11-01      | 4.0000%  | 0.0000% | $729400.00         | $680189.93         | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-10-01      | 5.5000%  | 0.0000% | $6896200.00        | $6739976.61        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-11-01      | 5.5000%  | 0.0000% | $1680000.00        | $1692249.45        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-05-01      | 5.5000%  | 0.0000% | $6200000.00        | $5787661.90        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-04-01      | 6.0000%  | 0.0000% | $46531000.00       | $46847322.74       | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2056-05-01      | 5.0000%  | 0.0000% | $32495000.00       | $32209495.32       | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2053-09-01      | 3.0000%  | 0.0000% | $26631600.00       | $23344337.32       | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2056-05-01      | 5.5000%  | 0.0000% | $901900.00         | $909551.52         | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2055-12-01      | 6.0000%  | 0.0000% | $1293800.00        | $1302280.01        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2056-01-01      | 6.5000%  | 0.0000% | $1558200.00        | $1537689.56        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2056-04-01      | 5.5000%  | 0.0000% | $104692224.00      | $103098774.35      | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2041-02-01      | 4.0000%  | 0.0000% | $26700.00          | $25227.28          | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2040-11-01      | 4.0000%  | 0.0000% | $196600.00         | $181535.70         | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2056-01-01      | 5.0000%  | 0.0000% | $9183600.00        | $8971435.90        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2056-02-01      | 5.5000%  | 0.0000% | $1261800.00        | $1272405.94        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2056-03-01      | 5.5000%  | 0.0000% | $1105500.00        | $1123442.70        | Agency Mortgage-Backed Securities   |
| Freddie Mac                              | 2056-05-01      | 5.5000%  | 0.0000% | $14854800.00       | $15005350.10       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $49900800.00       | $35603615.99       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2051-06-15      | 3.5000%  | 0.0000% | $200000.00         | $68945.64          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $23200.00          | $14845.38          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2061-05-15      | 5.1500%  | 0.0000% | $17000.00          | $17169.77          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $5454256.00        | $5524858.67        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $15992.00          | $15983.34          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $5921400.00        | $6009601.44        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $309000.00         | $283759.34         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $6948000.00        | $5347050.52        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2061-05-15      | 4.9300%  | 0.0000% | $3546000.00        | $3515530.80        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2046-10-15      | 3.0000%  | 0.0000% | $700000.00         | $214854.81         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $170300.00         | $124386.23         | Agency Mortgage-Backed Securities   |
| TSY INFL IX N/B                          | 2032-01-15      | 0.1250%  | 0.0000% | $728300.00         | $795739.37         | U.S. Treasuries (including strips)  |
| US TREASURY N/B                          | 2032-11-15      | 4.1250%  | 0.0000% | $13854000.00       | $13782946.90       | U.S. Treasuries (including strips)  |
| US TREASURY N/B                          | 2036-02-15      | 4.1250%  | 0.0000% | $5973300.00        | $5899433.45        | U.S. Treasuries (including strips)  |

### Security 147: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.630000%
- **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: LMRP10607075
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 2.2800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2032-06-01      | 6.0000%  | 0.0000% | $4271512.00        | $20733.19          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-08-01      | 3.5000%  | 0.0000% | $19865600.00       | $19563.80          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2028-05-01      | 2.0000%  | 0.0000% | $3075000.00        | $96710.39          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-04-01      | 3.0000%  | 0.0000% | $882000.00         | $155983.33         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-08-01      | 3.5000%  | 0.0000% | $26000.00          | $3424.86           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-11-01      | 3.5000%  | 0.0000% | $235000.00         | $34285.89          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-01-01      | 3.5000%  | 0.0000% | $98000.00          | $17846.24          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-08-01      | 3.0000%  | 0.0000% | $19271.00          | $2897.30           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-03-01      | 4.0000%  | 0.0000% | $15000.00          | $932.30            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-09-01      | 4.5000%  | 0.0000% | $665000.00         | $156090.06         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-11-01      | 3.5000%  | 0.0000% | $337000.00         | $90244.32          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-01-01      | 4.0000%  | 0.0000% | $1000000.00        | $79606.54          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-02-01      | 5.0000%  | 0.0000% | $1467798.00        | $415605.34         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-06-01      | 6.0000%  | 0.0000% | $7200000.00        | $81798.78          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-01-01      | 3.0000%  | 0.0000% | $20000.00          | $3048.50           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2031-10-01      | 4.0000%  | 0.0000% | $272119.00         | $10450.85          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2032-01-01      | 3.5000%  | 0.0000% | $9000000.00        | $437828.55         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-11-01      | 4.5000%  | 0.0000% | $145000.00         | $9495.61           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-01-01      | 4.0000%  | 0.0000% | $150000.00         | $15046.41          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-04-01      | 3.5000%  | 0.0000% | $19000.00          | $2637.45           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-04-01      | 4.5000%  | 0.0000% | $494457.00         | $24185.06          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-11-01      | 3.5000%  | 0.0000% | $21000.00          | $3299.79           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-11-01      | 4.5000%  | 0.0000% | $761989.00         | $78494.72          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2028-03-01      | 2.0000%  | 0.0000% | $500000.00         | $16612.97          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-09-01      | 2.5000%  | 0.0000% | $599999.00         | $1611.78           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-08-01      | 3.5000%  | 0.0000% | $200000.00         | $32707.98          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-04-01      | 4.5000%  | 0.0000% | $193000.00         | $20993.81          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-06-01      | 5.5000%  | 0.0000% | $21000000.00       | $146279.33         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-07-01      | 5.0000%  | 0.0000% | $37000.00          | $297.31            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-07-01      | 5.5000%  | 0.0000% | $12603295.00       | $153306.99         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-10-01      | 5.5000%  | 0.0000% | $3109444.00        | $18755.34          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-04-01      | 5.0000%  | 0.0000% | $3003750.00        | $31971.68          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-12-01      | 5.5000%  | 0.0000% | $209991.00         | $1224.11           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-06-01      | 5.5000%  | 0.0000% | $326591.00         | $2769.30           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-02-01      | 5.5000%  | 0.0000% | $1498500.00        | $27344.89          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-03-01      | 5.0000%  | 0.0000% | $12000.00          | $112.81            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-06-01      | 5.0000%  | 0.0000% | $1180000.00        | $98542.60          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-12-01      | 5.5000%  | 0.0000% | $2000000.00        | $28683.05          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-08-01      | 5.5000%  | 0.0000% | $2847244.00        | $45143.48          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-04-01      | 4.0000%  | 0.0000% | $200000.00         | $20054.17          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-11-01      | 3.0000%  | 0.0000% | $36000.00          | $5611.80           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-12-01      | 3.0000%  | 0.0000% | $8071730.00        | $1355207.30        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-04-01      | 4.5000%  | 0.0000% | $287146.00         | $22810.33          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-07-01      | 4.5000%  | 0.0000% | $32500.00          | $3527.47           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-07-01      | 3.5000%  | 0.0000% | $201000.00         | $13724.24          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-06-25      | 4.5000%  | 0.0000% | $1310715.00        | $47.13             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-09-01      | 4.5000%  | 0.0000% | $262141.00         | $24.14             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2027-02-01      | 4.0000%  | 0.0000% | $491520.00         | $303.12            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2029-01-01      | 2.0000%  | 0.0000% | $419223.00         | $18906.88          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2027-07-01      | 3.0000%  | 0.0000% | $1446000.00        | $13712.65          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2029-01-01      | 4.0000%  | 0.0000% | $29998.00          | $55.16             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-02-01      | 3.5000%  | 0.0000% | $21000.00          | $2257.57           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2028-02-01      | 2.0000%  | 0.0000% | $1000000.00        | $34455.47          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2028-11-01      | 2.5000%  | 0.0000% | $90000.00          | $3396.32           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2029-04-01      | 3.5000%  | 0.0000% | $30000.00          | $958.08            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2030-05-01      | 2.0000%  | 0.0000% | $1000000.00        | $85324.19          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2031-05-01      | 2.5000%  | 0.0000% | $3000.00           | $281.97            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2030-12-01      | 3.0000%  | 0.0000% | $1590000.00        | $125403.57         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2032-04-01      | 3.5000%  | 0.0000% | $27000.00          | $2320.95           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2032-01-01      | 4.5000%  | 0.0000% | $400000.00         | $27785.90          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-02-01      | 3.0000%  | 0.0000% | $10000.00          | $2501.59           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-07-01      | 4.0000%  | 0.0000% | $62000.00          | $12368.16          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-10-01      | 4.0000%  | 0.0000% | $286000.00         | $19055.73          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-03-01      | 5.0000%  | 0.0000% | $2073556.00        | $170861.25         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-09-01      | 5.5000%  | 0.0000% | $8000.00           | $1829.76           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2029-09-01      | 3.0000%  | 0.0000% | $295000.00         | $11767.33          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-10-01      | 4.5000%  | 0.0000% | $8000.00           | $3845.48           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-12-01      | 4.5000%  | 0.0000% | $240640.00         | $214819.27         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-04-01      | 6.0000%  | 0.0000% | $590000.00         | $354392.93         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-01-01      | 3.5000%  | 0.0000% | $4000.00           | $2333.86           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-05-01      | 5.0000%  | 0.0000% | $4000.00           | $2107.96           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-08-01      | 5.5000%  | 0.0000% | $37000.00          | $17925.12          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-11-01      | 5.5000%  | 0.0000% | $186000.00         | $87269.77          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-01-01      | 4.5000%  | 0.0000% | $525000.00         | $378035.16         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-04-01      | 5.0000%  | 0.0000% | $32000.00          | $17375.42          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-03-01      | 4.5000%  | 0.0000% | $200000.00         | $115473.76         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-05-01      | 5.5000%  | 0.0000% | $518000.00         | $264681.32         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-11-01      | 4.0000%  | 0.0000% | $5000.00           | $3859.94           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-07-01      | 5.0000%  | 0.0000% | $1013442.00        | $809642.10         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-05-01      | 5.0000%  | 0.0000% | $119658.00         | $10493.78          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-11-01      | 2.5000%  | 0.0000% | $250000.00         | $150680.52         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-10-01      | 3.5000%  | 0.0000% | $10000.00          | $4670.40           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-01-01      | 2.5000%  | 0.0000% | $1000000.00        | $632671.84         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 5.0000%  | 0.0000% | $425000.00         | $262164.68         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 5.0000%  | 0.0000% | $1850000.00        | $1247132.66        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 5.0000%  | 0.0000% | $500000.00         | $362546.18         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 4.5000%  | 0.0000% | $620000.00         | $423477.05         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 4.5000%  | 0.0000% | $658000.00         | $452029.44         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 2.5000%  | 0.0000% | $17000.00          | $11517.36          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 3.5000%  | 0.0000% | $139000.00         | $96215.37          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.5000%  | 0.0000% | $70000.00          | $52061.17          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 5.5000%  | 0.0000% | $11000.00          | $7831.68           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 5.5000%  | 0.0000% | $100000.00         | $72580.56          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 4.5000%  | 0.0000% | $23868.00          | $16656.85          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-03-01      | 5.0000%  | 0.0000% | $500000.00         | $331271.18         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 5.5000%  | 0.0000% | $300000.00         | $239298.97         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 2.5000%  | 0.0000% | $1234638.00        | $872493.67         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 5.5000%  | 0.0000% | $293000.00         | $227952.48         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-03-01      | 5.5000%  | 0.0000% | $100000.00         | $82511.42          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 5.5000%  | 0.0000% | $300000.00         | $212417.98         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 6.0000%  | 0.0000% | $870000.00         | $608252.54         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 5.5000%  | 0.0000% | $25000.00          | $17752.49          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 5.5000%  | 0.0000% | $90000.00          | $68141.75          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 5.5000%  | 0.0000% | $700000.00         | $523252.83         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 6.0000%  | 0.0000% | $915000.00         | $644555.98         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-04-01      | 5.5000%  | 0.0000% | $6295000.00        | $5264113.79        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 3.0000%  | 0.0000% | $16000.00          | $11824.21          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-01-01      | 6.0000%  | 0.0000% | $11000000.00       | $8332539.43        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-12-01      | 5.5000%  | 0.0000% | $110000.00         | $82288.25          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-11-01      | 5.0000%  | 0.0000% | $10000.00          | $8221.58           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-02-01      | 5.5000%  | 0.0000% | $1798000.00        | $1510200.92        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-03-01      | 5.5000%  | 0.0000% | $600000.00         | $478828.69         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-01-01      | 2.0000%  | 0.0000% | $232000.00         | $166028.30         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 6.0000%  | 0.0000% | $200000.00         | $152178.77         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 5.5000%  | 0.0000% | $9350000.00        | $7249451.95        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-06-01      | 6.0000%  | 0.0000% | $50000.00          | $39880.23          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-06-01      | 6.5000%  | 0.0000% | $733330.00         | $576941.92         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 3.5000%  | 0.0000% | $1592060.00        | $1276082.95        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-01-01      | 5.5000%  | 0.0000% | $13423728.00       | $12246072.45       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 5.0000%  | 0.0000% | $25000.00          | $22372.78          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 5.0000%  | 0.0000% | $110000.00         | $97164.90          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 5.5000%  | 0.0000% | $150000.00         | $125800.90         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 6.0000%  | 0.0000% | $1061464.00        | $867073.68         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 6.0000%  | 0.0000% | $2000000.00        | $1627842.00        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 2.0000%  | 0.0000% | $20162000.00       | $14711224.00       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-11-01      | 5.0000%  | 0.0000% | $390000.00         | $36053.50          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-01-01      | 2.5000%  | 0.0000% | $766000.00         | $177328.86         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-07-01      | 3.0000%  | 0.0000% | $153000.00         | $39485.55          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-10-01      | 2.0000%  | 0.0000% | $534000.00         | $260842.72         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 5.5000%  | 0.0000% | $1635000.00        | $1382995.61        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 6.0000%  | 0.0000% | $14400000.00       | $12850559.76       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-04-01      | 3.5000%  | 0.0000% | $818000.00         | $270005.97         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 3.0000%  | 0.0000% | $59000.00          | $36448.71          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 5.5000%  | 0.0000% | $2100000.00        | $1584481.37        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-12-01      | 2.5000%  | 0.0000% | $157829.00         | $68289.36          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-03-01      | 2.5000%  | 0.0000% | $4554000.00        | $2124898.83        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-05-01      | 2.0000%  | 0.0000% | $200000.00         | $111502.68         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-05-01      | 2.5000%  | 0.0000% | $5954832.00        | $3104310.51        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-02-01      | 2.5000%  | 0.0000% | $11474992.00       | $7185307.33        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 3.5000%  | 0.0000% | $20000.00          | $13982.26          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 2.5000%  | 0.0000% | $62000.00          | $39104.04          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 5.0000%  | 0.0000% | $12450940.00       | $9064674.05        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 5.0000%  | 0.0000% | $2797350.00        | $1917118.48        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 5.0000%  | 0.0000% | $6568136.00        | $4964533.25        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 4.5000%  | 0.0000% | $133000.00         | $104258.17         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 6.0000%  | 0.0000% | $840000.00         | $500721.26         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 4.5000%  | 0.0000% | $291000.00         | $226892.82         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 6.0000%  | 0.0000% | $300000.00         | $184455.32         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 5.0000%  | 0.0000% | $11000.00          | $8676.04           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 5.5000%  | 0.0000% | $17592576.00       | $12874024.22       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-12-01      | 5.0000%  | 0.0000% | $658000.00         | $555543.04         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-04-01      | 5.0000%  | 0.0000% | $1375000.00        | $1089006.08        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-02-01      | 6.0000%  | 0.0000% | $5921040.00        | $3253121.27        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-02-01      | 6.5000%  | 0.0000% | $152000.00         | $60498.64          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-03-01      | 5.5000%  | 0.0000% | $20182272.00       | $14156753.35       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-03-01      | 6.0000%  | 0.0000% | $1980000.00        | $1130112.68        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-06-01      | 5.5000%  | 0.0000% | $1974000.00        | $1416085.21        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-03-01      | 5.5000%  | 0.0000% | $12000.00          | $9618.25           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 3.0000%  | 0.0000% | $6000.00           | $4086.62           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 6.0000%  | 0.0000% | $40000.00          | $28638.28          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 6.0000%  | 0.0000% | $170000.00         | $109118.56         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 6.0000%  | 0.0000% | $2467764.00        | $1804818.60        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 5.5000%  | 0.0000% | $265000.00         | $211682.68         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 5.0000%  | 0.0000% | $7115000.00        | $5618662.59        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-09-01      | 3.5000%  | 0.0000% | $40000.00          | $6703.49           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-09-01      | 2.5000%  | 0.0000% | $25641760.00       | $13547074.19       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-08-01      | 2.5000%  | 0.0000% | $335000.00         | $191156.89         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-09-01      | 2.0000%  | 0.0000% | $20901000.00       | $12016485.46       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-10-01      | 2.5000%  | 0.0000% | $3300000.00        | $1991240.71        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-11-01      | 3.0000%  | 0.0000% | $786270.00         | $469188.20         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-11-01      | 2.0000%  | 0.0000% | $12434112.00       | $7302141.30        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 3.0000%  | 0.0000% | $58000.00          | $40264.49          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 5.0000%  | 0.0000% | $700000.00         | $515691.74         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 5.5000%  | 0.0000% | $18710000.00       | $11976711.28       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 5.5000%  | 0.0000% | $5700000.00        | $4066751.91        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 4.5000%  | 0.0000% | $13589936.00       | $9803882.19        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 5.5000%  | 0.0000% | $3304768.00        | $1350655.32        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 5.0000%  | 0.0000% | $8135312.00        | $6012404.08        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 5.0000%  | 0.0000% | $200000.00         | $138495.89         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 6.0000%  | 0.0000% | $6450000.00        | $4669634.56        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 3.0000%  | 0.0000% | $7000.00           | $4942.09           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 6.0000%  | 0.0000% | $4700000.00        | $3135436.76        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 5.5000%  | 0.0000% | $146000.00         | $100870.43         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 6.0000%  | 0.0000% | $508000.00         | $296102.94         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 5.5000%  | 0.0000% | $5000.00           | $3669.14           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-11-01      | 6.5000%  | 0.0000% | $20000.00          | $8572.02           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-12-01      | 6.0000%  | 0.0000% | $10774140.00       | $6415259.15        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 5.0000%  | 0.0000% | $1217300.00        | $1167411.52        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-04-01      | 3.0000%  | 0.0000% | $58000.00          | $17919.43          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-07-01      | 2.0000%  | 0.0000% | $1063000.00        | $493726.90         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-05-01      | 2.5000%  | 0.0000% | $405000.00         | $225839.56         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-05-01      | 2.5000%  | 0.0000% | $1527868.00        | $847683.68         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-05-01      | 2.0000%  | 0.0000% | $420000.00         | $234017.12         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-11-01      | 3.0000%  | 0.0000% | $500000.00         | $318870.84         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-01-01      | 2.0000%  | 0.0000% | $56000.00          | $35598.60          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-02-01      | 2.5000%  | 0.0000% | $150000.00         | $93510.58          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-02-01      | 2.5000%  | 0.0000% | $446000.00         | $269244.09         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 5.0000%  | 0.0000% | $635000.00         | $460635.49         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 6.5000%  | 0.0000% | $600000.00         | $333540.42         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.0000%  | 0.0000% | $275000.00         | $233020.23         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 6.5000%  | 0.0000% | $105158.00         | $64229.19          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 5.0000%  | 0.0000% | $520000.00         | $450473.77         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-07-25      | 3.0000%  | 0.0000% | $19424000.00       | $13764269.52       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 6.0000%  | 0.0000% | $2825580.00        | $1812165.88        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 6.0000%  | 0.0000% | $30065504.00       | $25624533.66       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 5.5000%  | 0.0000% | $8180848.00        | $7678872.54        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $19032768.00       | $15430268.98       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $25019808.00       | $24138576.45       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 5.5000%  | 0.0000% | $9310270.00        | $8720361.89        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $10094480.00       | $9041880.21        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 6.0000%  | 0.0000% | $181913.00         | $159023.21         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-04-01      | 4.0000%  | 0.0000% | $9000.00           | $7301.36           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 5.0000%  | 0.0000% | $12440128.00       | $11310717.35       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 6.0000%  | 0.0000% | $1124476.00        | $1086880.99        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-05-01      | 3.0000%  | 0.0000% | $18536544.00       | $14709363.44       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 5.0000%  | 0.0000% | $8902250.00        | $8193911.57        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 6.0000%  | 0.0000% | $49542.00          | $44220.66          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 3.0000%  | 0.0000% | $24213760.00       | $19996979.94       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-08-01      | 6.0000%  | 0.0000% | $80000.00          | $75862.41          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-12-01      | 5.5000%  | 0.0000% | $400000.00         | $375770.02         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-01-01      | 3.0000%  | 0.0000% | $4276224.00        | $3697479.46        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 5.5000%  | 0.0000% | $2327160.00        | $2220293.22        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 5.0000%  | 0.0000% | $3513060.00        | $3339705.00        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-01-01      | 2.5000%  | 0.0000% | $996249.00         | $815002.52         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 5.5000%  | 0.0000% | $8300128.00        | $8133679.57        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-01-01      | 4.5000%  | 0.0000% | $16131488.00       | $14735327.33       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-04-01      | 5.0000%  | 0.0000% | $104524032.00      | $103590586.82      | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-02-01      | 7.0000%  | 0.0000% | $16814000.00       | $11293455.68       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 6.0000%  | 0.0000% | $1509000.00        | $1082435.81        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-11-01      | 6.0000%  | 0.0000% | $955000.00         | $711686.95         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-11-01      | 6.0000%  | 0.0000% | $13671920.00       | $11799916.37       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-02-01      | 6.5000%  | 0.0000% | $900000.00         | $543454.11         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 6.0000%  | 0.0000% | $446610.00         | $301767.09         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 5.5000%  | 0.0000% | $75669.00          | $63588.13          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-06-01      | 5.0000%  | 0.0000% | $25000.00          | $22331.21          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-02-01      | 4.5000%  | 0.0000% | $76932880.00       | $73121532.18       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-01-01      | 5.0000%  | 0.0000% | $74000.00          | $71070.45          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-03-01      | 4.5000%  | 0.0000% | $14173560.00       | $13498704.30       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-12-01      | 4.5000%  | 0.0000% | $1892384.00        | $1811020.56        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-12-01      | 6.0000%  | 0.0000% | $1672320.00        | $1721257.51        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-01-01      | 5.5000%  | 0.0000% | $1270123.00        | $1277349.87        | Agency Mortgage-Backed Securities |

### Security 148: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 3.610000%
- **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: LMRP10607085
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $98622500.00       | $102030770.05      | U.S. Treasuries (including strips) |

### Security 149: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 3.610000%
- **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: LMRP10607095
- **C.18 - Value (incl. sponsor support):** $160000000.00
- **C.18.a - Value (excl. sponsor support):** $160000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $160671600.00      | $163249129.12      | U.S. Treasuries (including strips) |

### Security 150: FIXED INCOME CLEARING CORP - NORTHERN TRUST

- **C.1 - Title:** FIXED INCOME CLEARING CORP - NORTHERN TRUST 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: LMRP10607105
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 2.4500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-10-01      | 3.5000%  | 0.0000% | $50000000.00       | $49407103.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-01      | 3.5000%  | 0.0000% | $50000000.00       | $49407103.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-01      | 3.5000%  | 0.0000% | $50000000.00       | $49407103.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-01      | 3.5000%  | 0.0000% | $24272800.00       | $23984975.02       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50225033.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50225033.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50225033.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50225033.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50225033.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.1250%  | 0.0000% | $8312100.00        | $8349510.09        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $50000000.00       | $49515964.36       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $50000000.00       | $49515964.36       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $50000000.00       | $49515964.36       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $50000000.00       | $49515964.36       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $50000000.00       | $49515964.36       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $35078800.00       | $34739212.21       | U.S. Treasuries (including strips) |

### Security 151: FIXED INCOME CLEARING CORP / STATE STREET

- **C.1 - Title:** FIXED INCOME CLEARING CORP / STATE STREET 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: LMRP10607115
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 4.2000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2026-10-15      | 0.1250%  | 0.0000% | $169064600.00      | $204929695.40      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $461011600.00      | $462355199.90      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-01-15      | 2.1250%  | 0.0000% | $475000000.00      | $506644922.80      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $50070409.00       | U.S. Treasuries (including strips) |

### Security 152: FIXED INCOME CLEARING CORP / BNY

- **C.1 - Title:** FIXED INCOME CLEARING CORP / BNY 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: LMRP10607125
- **C.18 - Value (incl. sponsor support):** $940000000.00
- **C.18.a - Value (excl. sponsor support):** $940000000.00
- **C.19 - Percentage of Net Assets:** 3.2900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $298398100.00      | $297239309.90      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-30      | 3.5000%  | 0.0000% | $667721300.00      | $661560697.83      | U.S. Treasuries (including strips) |

### Security 153: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: LMRP10607135
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.1000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                              | 2047-12-01      | 3.5000%  | 0.0000% | $337885.00         | $40914.60          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2046-09-01      | 3.0000%  | 0.0000% | $978000.00         | $157199.19         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-06-01      | 5.0000%  | 0.0000% | $1897354.00        | $1547354.65        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $893.96            | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-07-01      | 5.5000%  | 0.0000% | $1001.00           | $751.32            | Agency Mortgage-Backed Securities         |
| Fanniemae-Aces                           | 2032-01-25      | 1.9269%  | 0.0000% | $1000.00           | $841.67            | Agency Collateralized Mortgage Obligation |
| Fanniemae-Aces                           | 2032-09-25      | 3.7557%  | 0.0000% | $1021.00           | $964.36            | Agency Collateralized Mortgage Obligation |
| Fannie Mae                               | 2034-11-01      | 6.0400%  | 0.0000% | $1010.00           | $11.76             | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $733.10            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $903.46            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2056-01-01      | 6.0000%  | 0.0000% | $1348407.00        | $1407965.84        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2056-02-01      | 5.0000%  | 0.0000% | $17408222.00       | $16951957.75       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-06-01      | 4.0000%  | 0.0000% | $125000.00         | $87766.36          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-05-15      | 3.5000%  | 0.0000% | $1000.00           | $105.16            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $1000.00           | $31.21             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-10-15      | 3.0000%  | 0.0000% | $1000.00           | $24.15             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-12-20      | 3.0000%  | 0.0000% | $2681252.00        | $402086.65         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-06-20      | 4.5000%  | 0.0000% | $1000.00           | $63.84             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $1000.00           | $115.68            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-07-20      | 3.5000%  | 0.0000% | $199999000.00      | $22918167.89       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $138008.00         | $13909.33          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $2971676.00        | $238187.92         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-10-20      | 5.0000%  | 0.0000% | $1000.00           | $125.36            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.5000%  | 0.0000% | $1024.00           | $22.43             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 5.0000%  | 0.0000% | $1000.00           | $166.73            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-07-20      | 5.0000%  | 0.0000% | $1000.00           | $204.86            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $96000.00          | $43288.09          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $262184189.00      | $126632551.30      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $1201.00           | $669.55            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-01-20      | 5.5000%  | 0.0000% | $1000.00           | $409.04            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 4.0000%  | 0.0000% | $1000.00           | $749.78            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 6.0000%  | 0.0000% | $70000.00          | $34747.33          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $49541598.00       | $25215026.46       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $260000.00         | $181239.55         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 6.0000%  | 0.0000% | $107000.00         | $48443.23          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.0000%  | 0.0000% | $2816.00           | $2025.46           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.5000%  | 0.0000% | $1000.00           | $362.85            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 4.5000%  | 0.0000% | $118554.00         | $94831.36          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-20      | 4.5000%  | 0.0000% | $1000.00           | $874.68            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $66691072.00       | $20695162.65       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $147000.00         | $81867.92          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $139016000.00      | $41484752.15       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $1000.00           | $236.53            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $10567000.00       | $9411346.06        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $449000.00         | $163470.21         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-10-20      | 3.5000%  | 0.0000% | $1000.00           | $119.29            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $12683.00          | $7115.85           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1427.00           | $1117.15           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-08-20      | 6.8000%  | 0.0000% | $1000.00           | $508.72            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $8305810.00        | $6882334.25        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 5.5000%  | 0.0000% | $1000.00           | $660.39            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2059-05-15      | 5.8000%  | 0.0000% | $29074.00          | $30063.33          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $1000.00           | $210.58            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-02-15      | 5.7900%  | 0.0000% | $1000.00           | $1038.00           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $2082200.00        | $2187223.01        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1050.89           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-15      | 5.5500%  | 0.0000% | $179349.00         | $183489.08         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $448.89            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-03-15      | 5.7700%  | 0.0000% | $249000.00         | $258172.09         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1582014.00        | $1157475.53        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1311002.00        | $961262.11         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $32331.00          | $31324.41          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2061-01-15      | 5.0000%  | 0.0000% | $1000.00           | $1004.49           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $282305.00         | $199879.00         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-07-15      | 4.4400%  | 0.0000% | $490000.00         | $466858.54         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2061-04-15      | 4.9900%  | 0.0000% | $1000.00           | $989.97            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-12-15      | 5.2500%  | 0.0000% | $1000.00           | $1014.03           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $1769136.00        | $1853979.83        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-09-15      | 5.7200%  | 0.0000% | $228000.00         | $237885.20         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $1000.00           | $1031.37           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $1000.00           | $1037.60           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1010.82           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $6710289.00        | $6917498.23        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $7011.00           | $7101.52           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1000.00           | $997.78            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1000.00           | $1003.32           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-12-20      | 7.0000%  | 0.0000% | $1000.00           | $1049.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1013.51           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1015.34           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $3320352.00        | $3598653.45        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1032.25           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.0000%  | 0.0000% | $1025.00           | $1077.20           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $1000.00           | $1049.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $652966.00         | $688138.33         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1033.09           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1011.18           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1000.00           | $999.67            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $617225.00         | $644445.19         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $1000.00           | $999.46            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1020.74           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $1388440.00        | $1415773.37        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $1536.00           | $1352.38           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-01-20      | 3.0000%  | 0.0000% | $1000.00           | $577.52            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $50000.00          | $41602.74          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $832.05            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $104054.00         | $87911.79          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $79839.00          | $80142.01          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $42224904.00       | $41812044.35       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $3904670.00        | $3955696.73        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1080.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1010.61           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1032.28           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1018.11           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1008.00           | $1025.21           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1006.00           | $1021.08           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1017.90           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1034.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 4.5000%  | 0.0000% | $152460.00         | $148064.99         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 5.0000%  | 0.0000% | $1000.00           | $999.62            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1015.68           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1034.53           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-05-20      | 5.5000%  | 0.0000% | $190390.00         | $193471.80         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-05-20      | 6.0000%  | 0.0000% | $1000.00           | $1038.40           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-04-15      | 4.0000%  | 0.0000% | $407805.00         | $97625.17          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-08-15      | 6.5000%  | 0.0000% | $4842647.00        | $35638.83          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-10-15      | 6.5000%  | 0.0000% | $25000.00          | $27.67             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-11-20      | 7.0000%  | 0.0000% | $25024.00          | $46.28             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-02-20      | 6.0000%  | 0.0000% | $2529980.00        | $35480.00          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-02-20      | 6.0000%  | 0.0000% | $4094599.00        | $43924.90          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 6.0000%  | 0.0000% | $4041224.00        | $46580.98          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-12-20      | 4.0000%  | 0.0000% | $1056.00           | $49.53             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-10-20      | 3.5000%  | 0.0000% | $999000.00         | $62884.68          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-20      | 3.5000%  | 0.0000% | $1000000.00        | $65992.38          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-03-15      | 4.5000%  | 0.0000% | $1000.00           | $64.28             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-09-15      | 4.0000%  | 0.0000% | $1000.00           | $80.42             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-09-15      | 5.0000%  | 0.0000% | $1196629.00        | $31081.51          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-05-15      | 6.5000%  | 0.0000% | $5551302.00        | $6731.80           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-07-15      | 8.0000%  | 0.0000% | $984286.00         | $220684.34         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $1000.00           | $248.24            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-03-20      | 6.5000%  | 0.0000% | $1484388.00        | $238724.44         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-10-20      | 6.5000%  | 0.0000% | $1599638.00        | $468426.10         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-12-20      | 4.5000%  | 0.0000% | $1024.00           | $223.09            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $1024.00           | $406.10            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-02-20      | 3.0000%  | 0.0000% | $1024.00           | $524.30            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $913584.00         | $656447.84         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $1004.00           | $634.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $1000.00           | $782.41            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1000.00           | $242.78            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $210000.00         | $192240.97         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-07-15      | 5.5000%  | 0.0000% | $493219.00         | $418513.13         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $1000.00           | $848.88            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-12-20      | 4.0000%  | 0.0000% | $625893.00         | $74841.64          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-12-15      | 6.5000%  | 0.0000% | $1006.00           | $7.76              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-02-15      | 5.0000%  | 0.0000% | $2635139.00        | $65746.86          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-15      | 5.5000%  | 0.0000% | $1024.00           | $12.60             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-07-15      | 5.0000%  | 0.0000% | $2148000.00        | $83133.23          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-06-15      | 3.0000%  | 0.0000% | $10533048.00       | $257650.72         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-12-15      | 5.5000%  | 0.0000% | $1000.00           | $13.44             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-02-15      | 5.0000%  | 0.0000% | $1923000.00        | $58062.21          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-03-15      | 4.5000%  | 0.0000% | $1001.00           | $34.50             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-03-15      | 4.5000%  | 0.0000% | $1000.00           | $58.09             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-02-20      | 4.9500%  | 0.0000% | $1000.00           | $61.32             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-12-15      | 5.5000%  | 0.0000% | $1003.00           | $8.15              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-11-15      | 6.5000%  | 0.0000% | $1000.00           | $19.50             | Agency Mortgage-Backed Securities         |
| STRIP PRINC                              | 2053-08-15      | 0.0000%  | 0.0000% | $100.00            | $25.15             | U.S. Treasuries (including strips)        |
| STRIP PRINC                              | 2055-11-15      | 0.0000%  | 0.0000% | $100.00            | $22.91             | U.S. Treasuries (including strips)        |
| TSY INFL IX N/B                          | 2028-01-15      | 1.7500%  | 0.0000% | $100.00            | $159.47            | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2048-11-15      | 3.3750%  | 0.0000% | $92719200.00       | $72095758.04       | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2051-08-15      | 2.0000%  | 0.0000% | $69243200.00       | $39422134.65       | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2043-11-15      | 4.7500%  | 0.0000% | $200.00            | $196.05            | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2045-02-15      | 4.7500%  | 0.0000% | $900.00            | $887.91            | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2055-05-15      | 4.7500%  | 0.0000% | $800.00            | $770.95            | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2045-08-15      | 4.8750%  | 0.0000% | $2100.00           | $2101.25           | U.S. Treasuries (including strips)        |
| TSY INFL IX N/B                          | 2027-07-15      | 0.3750%  | 0.0000% | $800.00            | $1074.27           | U.S. Treasuries (including strips)        |
| TSY INFL IX N/B                          | 2026-10-15      | 0.1250%  | 0.0000% | $200.00            | $242.39            | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2032-02-15      | 1.8750%  | 0.0000% | $147140000.00      | $130488452.35      | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2029-10-31      | 4.0000%  | 0.0000% | $200.00            | $199.96            | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2027-03-31      | 3.8750%  | 0.0000% | $200.00            | $201.29            | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2032-05-31      | 4.1250%  | 0.0000% | $24519200.00       | $24871843.76       | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2028-10-15      | 3.5000%  | 0.0000% | $200.00            | $198.31            | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2027-10-31      | 3.5000%  | 0.0000% | $200.00            | $199.21            | U.S. Treasuries (including strips)        |
| STRIPS                                   | 2032-11-15      | 0.0000%  | 0.0000% | $1.40              | $1.06              | U.S. Treasuries (including strips)        |
| STRIPS                                   | 2033-05-15      | 0.0000%  | 0.0000% | $2.32              | $1.72              | U.S. Treasuries (including strips)        |
| STRIPS                                   | 2037-08-15      | 0.0000%  | 0.0000% | $0.12              | $0.07              | U.S. Treasuries (including strips)        |
| STRIPS                                   | 2039-11-15      | 0.0000%  | 0.0000% | $17.15             | $8.89              | U.S. Treasuries (including strips)        |
| STRIPS                                   | 2041-02-15      | 0.0000%  | 0.0000% | $0.04              | $0.02              | U.S. Treasuries (including strips)        |
| STRIPS                                   | 2045-08-15      | 0.0000%  | 0.0000% | $0.19              | $0.07              | U.S. Treasuries (including strips)        |

### Security 154: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: LMRP10607145
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 2.4500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                                      | 2036-01-01      | 7.0000%  | 0.0000% | $1217.00           | $38.55             | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2032-12-01      | 7.5000%  | 0.0000% | $1409.00           | $45.76             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN BANK                           | 2039-07-11      | 2.8000%  | 0.0000% | $22700000.00       | $18201094.57       | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2048-03-01      | 3.5000%  | 0.0000% | $1776450.00        | $387470.86         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2039-09-01      | 5.0000%  | 0.0000% | $8739732.00        | $5350694.95        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-04-01      | 2.5000%  | 0.0000% | $1032.00           | $660.34            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-02-01      | 5.5000%  | 0.0000% | $1024.00           | $704.68            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-04-01      | 6.0000%  | 0.0000% | $2500000.00        | $1867080.82        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-04-01      | 5.5000%  | 0.0000% | $2254102.00        | $1658036.14        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-06-01      | 2.5000%  | 0.0000% | $6664512.00        | $3671685.14        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-11-01      | 3.5000%  | 0.0000% | $1000.00           | $728.45            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-04-01      | 5.5000%  | 0.0000% | $35221003.00       | $25077744.94       | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-07-01      | 5.5000%  | 0.0000% | $67000.00          | $49836.70          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $783.89            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2050-04-01      | 2.5000%  | 0.0000% | $2031.00           | $993.51            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2054-10-01      | 5.0000%  | 0.0000% | $1008.00           | $846.60            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2051-02-01      | 2.5000%  | 0.0000% | $14923964.00       | $6715020.83        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $618.10            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-06-01      | 4.0000%  | 0.0000% | $1063.00           | $703.70            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-04-01      | 4.5000%  | 0.0000% | $1008.00           | $775.14            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-06-01      | 5.5000%  | 0.0000% | $14767750.00       | $11423367.38       | Agency Mortgage-Backed Securities         |
| Fanniemae-Aces                                   | 2029-06-25      | 2.6500%  | 0.0000% | $1000.00           | $472.48            | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                       | 2053-10-25      | 4.9121%  | 0.0000% | $1000.00           | $509.81            | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                       | 2051-11-25      | 5.0000%  | 0.0000% | $1000.00           | $870.52            | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                       | 2048-04-25      | 4.5000%  | 0.0000% | $1024.00           | $980.05            | Agency Collateralized Mortgage Obligation |
| FHLMC Multifamily Structured Pass Through Certs. | 2026-08-25      | 2.7240%  | 0.0000% | $1000.00           | $997.50            | Agency Collateralized Mortgage Obligation |
| FHLMC Multifamily Structured Pass Through Certs. | 2028-04-25      | 3.9000%  | 0.0000% | $1000.00           | $996.00            | Agency Collateralized Mortgage Obligation |
| FHLMC Multifamily Structured Pass Through Certs. | 2033-04-25      | 3.7500%  | 0.0000% | $1003.00           | $953.19            | Agency Collateralized Mortgage Obligation |
| FHLMC Multifamily Structured Pass Through Certs. | 2029-12-25      | 3.9500%  | 0.0000% | $1000.00           | $160.04            | Agency Collateralized Mortgage Obligation |
| FHLMC Multifamily Structured Pass Through Certs. | 2034-03-25      | 3.5420%  | 0.0000% | $1000.00           | $931.13            | Agency Collateralized Mortgage Obligation |
| FHLMC Multifamily Structured Pass Through Certs. | 2034-03-25      | 3.5420%  | 0.0000% | $1000.00           | $931.13            | Agency Collateralized Mortgage Obligation |
| FHLMC Multifamily Structured Pass Through Certs. | 2034-04-25      | 3.0590%  | 0.0000% | $1000.00           | $897.02            | Agency Collateralized Mortgage Obligation |
| FHLMC Multifamily Structured Pass Through Certs. | 2029-06-25      | 2.7850%  | 0.0000% | $1000.00           | $959.37            | Agency Collateralized Mortgage Obligation |
| FHLMC Multifamily Structured Pass Through Certs. | 2026-07-25      | 2.2820%  | 0.0000% | $1000.00           | $487.06            | Agency Collateralized Mortgage Obligation |
| FHLMC Multifamily Structured Pass Through Certs. | 2029-08-25      | 2.4250%  | 0.0000% | $1000.00           | $945.01            | Agency Collateralized Mortgage Obligation |
| FHLMC Multifamily Structured Pass Through Certs. | 2030-01-25      | 2.0690%  | 0.0000% | $1000.00           | $924.57            | Agency Collateralized Mortgage Obligation |
| FHLMC Multifamily Structured Pass Through Certs. | 2031-01-25      | 2.0740%  | 0.0000% | $1000.00           | $905.44            | Agency Collateralized Mortgage Obligation |
| FHLMC Multifamily Structured Pass Through Certs. | 2051-05-25      | 1.4719%  | 0.0000% | $10000.00          | $8394.71           | Agency Collateralized Mortgage Obligation |
| FHLMC Multifamily Structured Pass Through Certs. | 2032-06-25      | 3.0000%  | 0.0000% | $1000.00           | $922.69            | Agency Collateralized Mortgage Obligation |
| FHLMC Multifamily Structured Pass Through Certs. | 2032-07-25      | 3.5000%  | 0.0000% | $1000.00           | $948.12            | Agency Collateralized Mortgage Obligation |
| FHLMC Multifamily Structured Pass Through Certs. | 2032-11-25      | 4.1180%  | 0.0000% | $1000.00           | $981.17            | Agency Collateralized Mortgage Obligation |
| FHLMC Multifamily Structured Pass Through Certs. | 2032-08-25      | 3.5300%  | 0.0000% | $1000.00           | $949.05            | Agency Collateralized Mortgage Obligation |
| FHLMC Multifamily Structured Pass Through Certs. | 2031-01-25      | 4.6600%  | 0.0000% | $1000.00           | $1006.43           | Agency Collateralized Mortgage Obligation |
| FHLMC Multifamily Structured Pass Through Certs. | 2031-06-25      | 5.4300%  | 0.0000% | $1000.00           | $1030.54           | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                      | 2052-11-25      | 5.0000%  | 0.0000% | $1008.00           | $688.89            | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                      | 2055-11-25      | 4.9121%  | 0.0000% | $1024.00           | $845.00            | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                      | 2052-12-25      | 4.5000%  | 0.0000% | $1008.00           | $834.57            | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                       | 2040-10-01      | 6.0000%  | 0.0000% | $2181.00           | $97.55             | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-09-01      | 5.5000%  | 0.0000% | $7055.00           | $7028.99           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-07-01      | 6.0000%  | 0.0000% | $1088.00           | $830.04            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-09-01      | 7.0000%  | 0.0000% | $1031720.00        | $729933.54         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-10-01      | 5.5000%  | 0.0000% | $1040.00           | $790.37            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-01-01      | 6.5000%  | 0.0000% | $4501320.00        | $2820457.70        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-01-01      | 5.0000%  | 0.0000% | $1699678.00        | $1660512.89        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $743.64            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-07-01      | 6.0000%  | 0.0000% | $573056.00         | $466704.67         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $925.93            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-11-01      | 5.5000%  | 0.0000% | $731997.00         | $692586.78         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-12-01      | 5.5000%  | 0.0000% | $1815108.00        | $1843040.23        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $983.32            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2056-05-01      | 5.0000%  | 0.0000% | $867865.00         | $856601.75         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2048-03-01      | 4.5000%  | 0.0000% | $21333520.00       | $6549623.93        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-04-01      | 6.5000%  | 0.0000% | $590346.00         | $364165.59         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2035-09-01      | 4.4200%  | 0.0000% | $1070.00           | $1054.18           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2035-09-01      | 4.6650%  | 0.0000% | $36542695.00       | $36680436.59       | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2035-10-01      | 4.2800%  | 0.0000% | $1000.00           | $974.45            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2035-12-01      | 4.6100%  | 0.0000% | $1430688.00        | $1428300.98        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2036-01-01      | 4.2000%  | 0.0000% | $56639860.00       | $54878851.25       | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2036-04-01      | 4.2500%  | 0.0000% | $75000000.00       | $72618941.70       | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-11-01      | 2.0000%  | 0.0000% | $439000.00         | $257320.07         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-11-01      | 2.0000%  | 0.0000% | $300000.00         | $174542.35         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $700.89            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-07-01      | 3.5000%  | 0.0000% | $529042.00         | $362926.06         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-11-01      | 4.5000%  | 0.0000% | $1457990.00        | $1071710.57        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-04-01      | 5.0000%  | 0.0000% | $1024.00           | $695.92            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-06-01      | 5.5000%  | 0.0000% | $10523872.00       | $7786058.17        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-02-01      | 6.0000%  | 0.0000% | $1045776.00        | $880568.89         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2056-04-01      | 5.0000%  | 0.0000% | $423814.00         | $419662.98         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $988.94            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-05-01      | 6.0000%  | 0.0000% | $18901088.00       | $15518014.60       | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2046-11-01      | 3.5000%  | 0.0000% | $1547990.00        | $1251933.66        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-02-01      | 6.0000%  | 0.0000% | $2189155.00        | $1789737.43        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-10-01      | 3.0000%  | 0.0000% | $1000.00           | $862.68            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2056-04-01      | 5.0000%  | 0.0000% | $901760.00         | $894000.30         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $797.91            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2056-05-01      | 5.5000%  | 0.0000% | $1910008.00        | $1932629.82        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2056-02-01      | 6.0000%  | 0.0000% | $45623424.00       | $43405774.74       | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-02-01      | 2.5000%  | 0.0000% | $3345671.00        | $2863263.53        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-05-01      | 3.0000%  | 0.0000% | $48960256.00       | $34747757.70       | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2054-06-01      | 6.0000%  | 0.0000% | $256000.00         | $189934.93         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $798.05            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2055-09-01      | 6.5000%  | 0.0000% | $9529816.00        | $8783040.94        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2050-12-01      | 2.5000%  | 0.0000% | $892538.00         | $386164.84         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2036-02-01      | 2.0000%  | 0.0000% | $1000.00           | $426.40            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $539.36            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-06-01      | 4.0000%  | 0.0000% | $1024.00           | $718.98            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2052-12-01      | 5.5000%  | 0.0000% | $29723400.00       | $20913872.29       | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-01-01      | 6.0000%  | 0.0000% | $1186310.00        | $631515.78         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                       | 2053-09-01      | 5.5000%  | 0.0000% | $400000.00         | $280210.92         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $918.28            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-10-01      | 5.5000%  | 0.0000% | $5000.00           | $5055.58           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-12-01      | 5.5000%  | 0.0000% | $2006172.00        | $2032633.32        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2052-01-01      | 2.5000%  | 0.0000% | $874276.00         | $727079.63         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2053-11-01      | 6.5000%  | 0.0000% | $1924608.00        | $1636087.92        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-06-01      | 5.5000%  | 0.0000% | $7031418.00        | $6165357.67        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1019.67           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-12-01      | 6.0000%  | 0.0000% | $235300.00         | $235678.19         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2056-03-01      | 5.5000%  | 0.0000% | $51184640.00       | $51083838.87       | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2056-04-01      | 5.0000%  | 0.0000% | $9824736.00        | $9652885.40        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2056-04-01      | 4.5000%  | 0.0000% | $4615968.00        | $4419592.19        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2055-12-01      | 6.5000%  | 0.0000% | $16558304.00       | $16749097.98       | Agency Mortgage-Backed Securities         |
| Freddie Mac                                      | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.74           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2046-10-20      | 3.0000%  | 0.0000% | $1000.00           | $125.18            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2048-03-20      | 3.5000%  | 0.0000% | $188117503.00      | $20892485.29       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2048-05-20      | 3.5000%  | 0.0000% | $1006.00           | $112.57            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2048-12-20      | 4.0000%  | 0.0000% | $1014.00           | $87.71             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2049-08-20      | 3.5000%  | 0.0000% | $7050152.00        | $785993.82         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2050-06-20      | 3.0000%  | 0.0000% | $71391888.00       | $16863499.15       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2050-08-20      | 3.0000%  | 0.0000% | $1000.00           | $275.90            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2052-05-20      | 3.5000%  | 0.0000% | $15701023.00       | $10241608.69       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2052-05-20      | 4.0000%  | 0.0000% | $1024.00           | $691.90            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2052-06-20      | 4.0000%  | 0.0000% | $17229032.00       | $11670423.16       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2051-04-20      | 2.5000%  | 0.0000% | $19051840.00       | $9129900.53        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2051-11-20      | 2.5000%  | 0.0000% | $1000.00           | $577.71            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2052-02-20      | 2.5000%  | 0.0000% | $1000.00           | $636.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2053-05-20      | 5.0000%  | 0.0000% | $1008.00           | $765.86            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2053-06-20      | 5.5000%  | 0.0000% | $1572410.00        | $1064775.92        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2052-07-20      | 4.5000%  | 0.0000% | $1008.00           | $702.65            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2052-08-20      | 4.5000%  | 0.0000% | $394000.00         | $274677.98         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2052-08-20      | 5.0000%  | 0.0000% | $1526185.00        | $1054999.06        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2052-09-20      | 4.0000%  | 0.0000% | $1024.00           | $722.49            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2052-06-20      | 2.5000%  | 0.0000% | $1000.00           | $580.21            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2052-10-20      | 5.5000%  | 0.0000% | $1000.00           | $637.67            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2052-11-20      | 6.0000%  | 0.0000% | $1000.00           | $464.66            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2053-01-20      | 6.0000%  | 0.0000% | $986209.00         | $452396.77         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2053-02-20      | 5.5000%  | 0.0000% | $1008.00           | $611.05            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2053-03-20      | 6.0000%  | 0.0000% | $1000.00           | $445.63            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2054-01-20      | 5.5000%  | 0.0000% | $1000.00           | $709.71            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2054-04-20      | 4.5000%  | 0.0000% | $10754848.00       | $9628533.79        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2065-02-20      | 6.5000%  | 0.0000% | $200459.00         | $208293.77         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2050-05-20      | 4.0000%  | 0.0000% | $1000.00           | $176.71            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2050-11-20      | 4.0000%  | 0.0000% | $1000.00           | $648.53            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2051-03-20      | 2.5000%  | 0.0000% | $2690892.00        | $1600210.63        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2053-10-20      | 7.5000%  | 0.0000% | $609020.00         | $640584.27         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2053-06-20      | 7.5000%  | 0.0000% | $201146.00         | $114809.34         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2053-11-20      | 7.5000%  | 0.0000% | $1112252.00        | $324320.73         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2054-01-20      | 7.5000%  | 0.0000% | $8002.00           | $5338.91           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2054-05-20      | 7.5000%  | 0.0000% | $1000.00           | $1071.33           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2054-03-20      | 5.0000%  | 0.0000% | $923078.00         | $889767.50         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2054-03-20      | 7.5000%  | 0.0000% | $1080346.00        | $913444.82         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $965.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2054-04-20      | 7.5000%  | 0.0000% | $1417650.00        | $1243598.59        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2065-04-20      | 7.0000%  | 0.0000% | $312473.00         | $100886.43         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2065-03-20      | 7.0000%  | 0.0000% | $105930.00         | $110871.55         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2055-01-20      | 7.0000%  | 0.0000% | $898535.00         | $877719.88         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2055-07-20      | 6.0000%  | 0.0000% | $393846.00         | $410956.17         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2065-03-20      | 7.0000%  | 0.0000% | $797695.00         | $512114.37         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2065-04-20      | 7.0000%  | 0.0000% | $1000.00           | $590.38            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2065-08-20      | 7.0000%  | 0.0000% | $1024.00           | $709.65            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2055-08-20      | 7.0000%  | 0.0000% | $1000.00           | $1046.59           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2065-10-20      | 6.5000%  | 0.0000% | $1000.00           | $576.89            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2055-11-20      | 7.5000%  | 0.0000% | $1000.00           | $1073.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1054.45           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2056-02-20      | 6.5000%  | 0.0000% | $367247.00         | $386783.74         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2056-02-20      | 6.5000%  | 0.0000% | $98029.00          | $103176.72         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2056-02-20      | 6.5000%  | 0.0000% | $266169.00         | $280158.91         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.75           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2056-02-20      | 6.5000%  | 0.0000% | $312215.00         | $329867.47         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2056-03-20      | 6.5000%  | 0.0000% | $158982.00         | $168258.48         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2056-02-20      | 6.5000%  | 0.0000% | $1439808.00        | $1510199.37        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2056-01-20      | 6.5000%  | 0.0000% | $197824.00         | $208036.72         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2056-03-20      | 7.0000%  | 0.0000% | $38604.00          | $40793.23          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2056-03-20      | 7.0000%  | 0.0000% | $1001.00           | $1057.89           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2056-04-20      | 6.5000%  | 0.0000% | $1024.00           | $1079.75           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1052.02           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2055-12-20      | 5.0000%  | 0.0000% | $40695726.00       | $39865633.03       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2056-01-20      | 5.0000%  | 0.0000% | $25000000.00       | $24557937.43       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $998.43            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2055-02-20      | 5.0000%  | 0.0000% | $2024.00           | $1782.67           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2055-02-20      | 5.5000%  | 0.0000% | $2048.00           | $1508.89           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2055-05-20      | 5.0000%  | 0.0000% | $1024.00           | $931.68            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $804.58            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2055-05-20      | 5.5000%  | 0.0000% | $1024.00           | $852.02            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2055-06-20      | 5.5000%  | 0.0000% | $1088.00           | $968.60            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2055-08-20      | 6.0000%  | 0.0000% | $4991910.00        | $4356649.76        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2055-09-20      | 4.5000%  | 0.0000% | $1000.00           | $949.76            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2055-10-20      | 4.5000%  | 0.0000% | $4998000.00        | $4740244.91        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2055-09-20      | 5.0000%  | 0.0000% | $1024.00           | $997.43            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2055-09-20      | 5.5000%  | 0.0000% | $45312.00          | $44640.36          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2055-11-20      | 5.0000%  | 0.0000% | $4986910.00        | $4870299.56        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2056-03-20      | 4.5000%  | 0.0000% | $19979000.00       | $19204747.70       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2056-03-20      | 5.0000%  | 0.0000% | $1024.00           | $1013.99           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2056-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1010.07           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2065-03-20      | 6.5000%  | 0.0000% | $6303800.00        | $2620758.55        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2065-05-20      | 6.5000%  | 0.0000% | $1024.00           | $793.46            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2056-01-20      | 6.5000%  | 0.0000% | $271311.00         | $286030.03         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1079.47           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2056-04-20      | 7.0000%  | 0.0000% | $297821.00         | $317869.40         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2056-04-20      | 7.0000%  | 0.0000% | $1000.00           | $1067.27           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2056-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1056.57           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2039-08-20      | 4.5000%  | 0.0000% | $1000.00           | $33.42             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2040-08-15      | 5.0000%  | 0.0000% | $1000.00           | $61.92             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association         | 2055-06-20      | 4.7251%  | 0.0000% | $1008.00           | $1003.89           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2055-07-20      | 4.9751%  | 0.0000% | $1008.00           | $1004.33           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2055-07-20      | 4.7751%  | 0.0000% | $1000.00           | $664.13            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2049-07-20      | 4.1171%  | 0.0000% | $1024.00           | $154.82            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2051-05-20      | 4.7385%  | 0.0000% | $1000.00           | $537.49            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2052-12-20      | 4.5251%  | 0.0000% | $1008.00           | $596.93            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2052-10-20      | 4.7251%  | 0.0000% | $1000.00           | $697.17            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2053-01-20      | 4.5351%  | 0.0000% | $1000.00           | $626.50            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2053-02-20      | 4.5251%  | 0.0000% | $1056.00           | $691.50            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2053-05-20      | 4.6251%  | 0.0000% | $1008.00           | $480.09            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2053-08-20      | 4.6251%  | 0.0000% | $1024.00           | $513.19            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2053-08-20      | 4.7351%  | 0.0000% | $1024.00           | $388.52            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2053-09-20      | 4.9251%  | 0.0000% | $1024.00           | $282.18            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2053-12-20      | 4.9251%  | 0.0000% | $1000.00           | $257.09            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2053-12-20      | 4.8751%  | 0.0000% | $1024.00           | $385.24            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2054-07-20      | 4.9251%  | 0.0000% | $1024.00           | $463.01            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2054-08-20      | 4.8751%  | 0.0000% | $1000.00           | $596.68            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2054-08-20      | 4.7251%  | 0.0000% | $1000.00           | $688.03            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2054-11-20      | 4.7251%  | 0.0000% | $1024.00           | $547.44            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2054-09-20      | 4.7351%  | 0.0000% | $1000.00           | $732.07            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2054-10-20      | 4.6251%  | 0.0000% | $1008.00           | $759.17            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2054-11-20      | 5.2251%  | 0.0000% | $1000.00           | $548.66            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2054-10-20      | 4.6751%  | 0.0000% | $1000.00           | $630.11            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2055-02-20      | 4.7351%  | 0.0000% | $1000.00           | $837.10            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2055-02-20      | 5.2751%  | 0.0000% | $1008.00           | $558.46            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2054-07-20      | 5.5000%  | 0.0000% | $1000.00           | $938.49            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2055-04-20      | 4.9451%  | 0.0000% | $1000.00           | $858.50            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2055-05-20      | 5.3751%  | 0.0000% | $1024.00           | $660.96            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2055-06-20      | 5.4251%  | 0.0000% | $1024.00           | $695.26            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2055-12-20      | 5.1251%  | 0.0000% | $1024.00           | $903.27            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2056-02-20      | 4.4251%  | 0.0000% | $1000.00           | $939.25            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2056-01-20      | 4.6251%  | 0.0000% | $1000.00           | $977.30            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2056-01-20      | 4.7251%  | 0.0000% | $1000.00           | $974.83            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2053-04-20      | 4.5000%  | 0.0000% | $462981.00         | $448701.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2056-01-20      | 4.5000%  | 0.0000% | $1000.00           | $870.20            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2056-02-20      | 4.7251%  | 0.0000% | $1024.00           | $1010.31           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2056-03-20      | 4.8251%  | 0.0000% | $1000.00           | $913.23            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2056-03-20      | 4.6251%  | 0.0000% | $1024.00           | $986.63            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association         | 2056-03-20      | 4.8751%  | 0.0000% | $1024.00           | $889.58            | Agency Collateralized Mortgage Obligation |
| STRIP PRINC                                      | 2041-08-15      | 0.0000%  | 0.0000% | $100.00            | $47.59             | U.S. Treasuries (including strips)        |
| STRIP PRINC                                      | 2047-02-15      | 0.0000%  | 0.0000% | $200.00            | $69.46             | U.S. Treasuries (including strips)        |
| STRIP PRINC                                      | 2047-08-15      | 0.0000%  | 0.0000% | $600.00            | $202.85            | U.S. Treasuries (including strips)        |
| STRIP PRINC                                      | 2048-02-15      | 0.0000%  | 0.0000% | $300.00            | $98.78             | U.S. Treasuries (including strips)        |
| STRIP PRINC                                      | 2050-05-15      | 0.0000%  | 0.0000% | $100.00            | $29.44             | U.S. Treasuries (including strips)        |
| STRIP PRINC                                      | 2050-08-15      | 0.0000%  | 0.0000% | $200.00            | $58.04             | U.S. Treasuries (including strips)        |
| STRIP PRINC                                      | 2051-08-15      | 0.0000%  | 0.0000% | $100.00            | $27.53             | U.S. Treasuries (including strips)        |
| US TREASURY N/B                                  | 2029-08-31      | 3.6250%  | 0.0000% | $26441300.00       | $26298662.12       | U.S. Treasuries (including strips)        |
| STRIPS                                           | 2036-05-15      | 0.0000%  | 0.0000% | $10.59             | $6.73              | U.S. Treasuries (including strips)        |
| STRIPS                                           | 2039-08-15      | 0.0000%  | 0.0000% | $106.23            | $55.92             | U.S. Treasuries (including strips)        |
| STRIPS                                           | 2039-11-15      | 0.0000%  | 0.0000% | $12.46             | $6.46              | U.S. Treasuries (including strips)        |
| STRIPS                                           | 2040-11-15      | 0.0000%  | 0.0000% | $17.10             | $8.34              | U.S. Treasuries (including strips)        |
| STRIPS                                           | 2045-08-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips)        |
| STRIPS                                           | 2046-08-15      | 0.0000%  | 0.0000% | $198.80            | $69.27             | U.S. Treasuries (including strips)        |
| STRIPS                                           | 2048-05-15      | 0.0000%  | 0.0000% | $3.00              | $0.96              | U.S. Treasuries (including strips)        |
| STRIPS                                           | 2049-05-15      | 0.0000%  | 0.0000% | $362.50            | $110.06            | U.S. Treasuries (including strips)        |
| STRIPS                                           | 2051-02-15      | 0.0000%  | 0.0000% | $66.67             | $18.48             | U.S. Treasuries (including strips)        |

### Security 155: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.630000%
- **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: LMRP10607195
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2031-03-01      | 3.0000%  | 0.0000% | $4967.00           | $402.63            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-08-01      | 5.0000%  | 0.0000% | $1000.00           | $18.85             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-12-01      | 5.5000%  | 0.0000% | $15000.00          | $122.22            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-09-01      | 5.0000%  | 0.0000% | $208000.00         | $1238.63           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-06-01      | 5.5000%  | 0.0000% | $55000.00          | $403.48            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-06-01      | 5.5000%  | 0.0000% | $9123328.00        | $34056.53          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-03-01      | 6.5000%  | 0.0000% | $2500000.00        | $4039.00           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-04-01      | 5.5000%  | 0.0000% | $408917.00         | $28258.64          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-07-01      | 4.5000%  | 0.0000% | $5133976.00        | $315252.12         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2026-09-01      | 4.0000%  | 0.0000% | $327680.00         | $183.87            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-10-01      | 6.5000%  | 0.0000% | $294480.00         | $10385.87          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-02-01      | 5.5000%  | 0.0000% | $1827538.00        | $43265.08          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2026-07-01      | 4.5000%  | 0.0000% | $163840.00         | $55.04             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-06-01      | 5.5000%  | 0.0000% | $726344.00         | $14167.75          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-10-01      | 6.5000%  | 0.0000% | $1114306.00        | $25049.60          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-06-01      | 3.0000%  | 0.0000% | $820000.00         | $5206.33           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-09-01      | 4.0000%  | 0.0000% | $65536.00          | $64.66             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-03-01      | 3.5000%  | 0.0000% | $1015000.00        | $94605.42          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-05-01      | 6.5000%  | 0.0000% | $800000.00         | $47755.91          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-02-01      | 4.0000%  | 0.0000% | $32768.00          | $12.87             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-06-01      | 4.0000%  | 0.0000% | $4500000.00        | $448480.83         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-04-01      | 2.5000%  | 0.0000% | $1050000.00        | $45620.34          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-05-01      | 4.0000%  | 0.0000% | $65536.00          | $9.11              | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-05-01      | 4.0000%  | 0.0000% | $9915000.00        | $11403.77          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-12-01      | 3.0000%  | 0.0000% | $10000.00          | $1797.19           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-06-01      | 3.0000%  | 0.0000% | $108147.00         | $1051.07           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-05-01      | 2.5000%  | 0.0000% | $2011650.00        | $62355.92          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-01-01      | 2.5000%  | 0.0000% | $434421.00         | $10178.24          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-02-01      | 3.0000%  | 0.0000% | $203372.00         | $39175.56          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-12-01      | 3.0000%  | 0.0000% | $92628.00          | $19328.98          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-12-01      | 3.0000%  | 0.0000% | $192691.00         | $19009.69          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-07-01      | 3.0000%  | 0.0000% | $332000.00         | $46103.14          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-03-01      | 3.0000%  | 0.0000% | $92431.00          | $32173.95          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-11-01      | 4.5000%  | 0.0000% | $6432.00           | $491.75            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-07-01      | 2.5000%  | 0.0000% | $82000.00          | $8427.16           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-07-01      | 4.0000%  | 0.0000% | $11000.00          | $2454.21           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-02-01      | 2.5000%  | 0.0000% | $275000.00         | $39688.12          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-04-01      | 4.0000%  | 0.0000% | $86000.00          | $12579.21          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-04-01      | 3.0000%  | 0.0000% | $890000.00         | $139246.46         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-06-01      | 4.0000%  | 0.0000% | $300000.00         | $40414.60          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-06-01      | 4.0000%  | 0.0000% | $100000.00         | $21173.24          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2026-12-01      | 3.0000%  | 0.0000% | $1199999.00        | $1203.83           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-01-01      | 5.5000%  | 0.0000% | $10000.00          | $157.80            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-04-01      | 5.5000%  | 0.0000% | $1125000.00        | $6252.12           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-02-01      | 5.0000%  | 0.0000% | $19000.00          | $164.76            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-11-01      | 5.5000%  | 0.0000% | $6950000.00        | $75496.25          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-09-01      | 5.5000%  | 0.0000% | $2250000.00        | $27105.31          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-11-01      | 6.5000%  | 0.0000% | $425000.00         | $2219.96           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-11-01      | 5.5000%  | 0.0000% | $15000.00          | $120.28            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-04-01      | 6.5000%  | 0.0000% | $1998848.00        | $1051.64           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-06-01      | 5.5000%  | 0.0000% | $2089136.00        | $27794.13          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-03-01      | 5.5000%  | 0.0000% | $9000.00           | $107.20            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-12-01      | 5.5000%  | 0.0000% | $725000.00         | $2815.16           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-09-01      | 6.5000%  | 0.0000% | $2600000.00        | $7200.54           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-10-01      | 6.0000%  | 0.0000% | $219096.00         | $869.45            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-05-01      | 6.0000%  | 0.0000% | $78042.00          | $185.00            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-04-01      | 6.0000%  | 0.0000% | $816941.00         | $826887.50         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 5.0000%  | 0.0000% | $391900.00         | $358135.29         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 6.0000%  | 0.0000% | $690944.00         | $574728.93         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 4.5000%  | 0.0000% | $1014846.00        | $803896.20         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 5.0000%  | 0.0000% | $8000.00           | $6824.77           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 5.5000%  | 0.0000% | $500000.00         | $490406.38         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 6.0000%  | 0.0000% | $19259.00          | $16743.01          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 6.0000%  | 0.0000% | $5109952.00        | $4421137.55        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 6.0000%  | 0.0000% | $6572103.00        | $6697545.68        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 6.0000%  | 0.0000% | $2179644.00        | $1670920.29        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-03-01      | 5.0000%  | 0.0000% | $1117128.00        | $1113058.50        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-01-01      | 4.5000%  | 0.0000% | $2000.00           | $144.30            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-09-01      | 3.0000%  | 0.0000% | $42000.00          | $8802.72           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-03-01      | 4.0000%  | 0.0000% | $5400000.00        | $539210.70         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-06-01      | 4.0000%  | 0.0000% | $1245000.00        | $105480.50         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-10-01      | 3.0000%  | 0.0000% | $102786.00         | $1180.82           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-12-01      | 4.5000%  | 0.0000% | $705977.00         | $37971.32          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-02-01      | 5.0000%  | 0.0000% | $800641.00         | $166922.81         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 4.5000%  | 0.0000% | $2108000.00        | $167871.68         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-05-01      | 5.0000%  | 0.0000% | $1384076.00        | $426128.32         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-07-01      | 4.5000%  | 0.0000% | $86625.00          | $15986.29          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-03-01      | 2.5000%  | 0.0000% | $31758.00          | $18221.53          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-04-01      | 2.5000%  | 0.0000% | $26000.00          | $12651.64          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-05-01      | 2.5000%  | 0.0000% | $12000.00          | $6343.10           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 2.0000%  | 0.0000% | $19000.00          | $12098.19          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 5.0000%  | 0.0000% | $12490976.00       | $11200841.77       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 2.5000%  | 0.0000% | $1894596.00        | $1291380.45        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 5.5000%  | 0.0000% | $20000.00          | $19969.21          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 5.0000%  | 0.0000% | $30000.00          | $16958.05          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.5000%  | 0.0000% | $1700000.00        | $1260896.56        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 5.0000%  | 0.0000% | $2200000.00        | $1261979.65        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 5.0000%  | 0.0000% | $1999800.00        | $1606209.14        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-12-01      | 3.0000%  | 0.0000% | $15000.00          | $12312.91          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 5.5000%  | 0.0000% | $475000.00         | $365701.52         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-12-01      | 3.5000%  | 0.0000% | $654000.00         | $161030.74         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-03-01      | 3.5000%  | 0.0000% | $26000.00          | $2684.94           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 4.0000%  | 0.0000% | $18000.00          | $4369.73           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-10-01      | 4.0000%  | 0.0000% | $3398000.00        | $571284.62         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-01-01      | 4.5000%  | 0.0000% | $1500000.00        | $86178.45          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-03-01      | 4.5000%  | 0.0000% | $114000.00         | $14475.29          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-11-01      | 3.5000%  | 0.0000% | $114000.00         | $21741.62          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-06-01      | 2.5000%  | 0.0000% | $750000.00         | $139567.05         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-03-01      | 3.0000%  | 0.0000% | $3423000.00        | $740669.46         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-01      | 2.5000%  | 0.0000% | $210000.00         | $103402.57         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-04-01      | 3.0000%  | 0.0000% | $1687000.00        | $854234.05         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-05-01      | 2.5000%  | 0.0000% | $200000.00         | $107422.62         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-08-01      | 2.5000%  | 0.0000% | $335000.00         | $194337.77         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 2.5000%  | 0.0000% | $262309.00         | $157226.44         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 2.5000%  | 0.0000% | $320129.00         | $191561.02         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 2.5000%  | 0.0000% | $643000.00         | $377023.87         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 3.0000%  | 0.0000% | $63000.00          | $32468.93          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.5000%  | 0.0000% | $75000.00          | $58161.98          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 5.0000%  | 0.0000% | $100000.00         | $68649.45          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.5000%  | 0.0000% | $862000.00         | $604120.73         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 6.0000%  | 0.0000% | $70000.00          | $42985.33          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 5.0000%  | 0.0000% | $185000.00         | $125615.05         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 6.0000%  | 0.0000% | $4290000.00        | $2819413.94        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 5.5000%  | 0.0000% | $3270850.00        | $2259915.17        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 5.0000%  | 0.0000% | $397130.00         | $310856.66         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 5.0000%  | 0.0000% | $1236000.00        | $947562.98         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 5.5000%  | 0.0000% | $300000.00         | $218902.53         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 6.0000%  | 0.0000% | $3550000.00        | $2226593.25        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 6.0000%  | 0.0000% | $6313000.00        | $4660669.05        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 5.5000%  | 0.0000% | $225000.00         | $157027.06         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 6.0000%  | 0.0000% | $1617000.00        | $1127896.89        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 4.5000%  | 0.0000% | $300000.00         | $244971.61         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 5.0000%  | 0.0000% | $450000.00         | $363113.55         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 6.0000%  | 0.0000% | $410891.00         | $294250.23         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 5.0000%  | 0.0000% | $676000.00         | $539542.95         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 5.5000%  | 0.0000% | $213677.00         | $173913.69         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 5.5000%  | 0.0000% | $24000.00          | $17682.84          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 5.5000%  | 0.0000% | $1035000.00        | $834083.25         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 5.5000%  | 0.0000% | $127407.00         | $101674.01         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 5.5000%  | 0.0000% | $1743960.00        | $1238258.25        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-12-01      | 6.0000%  | 0.0000% | $24000.00          | $18114.83          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-08-01      | 5.0000%  | 0.0000% | $2300000.00        | $2035615.15        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-08-01      | 5.5000%  | 0.0000% | $5023568.00        | $4403364.00        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-03-01      | 6.0000%  | 0.0000% | $9340560.00        | $6001217.38        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-04-01      | 5.0000%  | 0.0000% | $315000.00         | $244450.26         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 6.0000%  | 0.0000% | $1425000.00        | $1147464.63        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-07-01      | 6.0000%  | 0.0000% | $244084.00         | $182823.33         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 5.5000%  | 0.0000% | $19000.00          | $16623.30          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 6.0000%  | 0.0000% | $100013.00         | $85417.91          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 6.0000%  | 0.0000% | $2300732.00        | $1765006.65        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 6.0000%  | 0.0000% | $170000.00         | $137721.10         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 6.0000%  | 0.0000% | $25000.00          | $19541.12          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 5.5000%  | 0.0000% | $836698.00         | $762726.31         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-06-01      | 5.0000%  | 0.0000% | $1787500.00        | $1783864.03        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-02-01      | 3.0000%  | 0.0000% | $425000.00         | $344369.94         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 5.0000%  | 0.0000% | $155000.00         | $134420.23         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 3.5000%  | 0.0000% | $12000.00          | $9787.55           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 5.5000%  | 0.0000% | $952000.00         | $780956.68         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 5.5000%  | 0.0000% | $526417.00         | $493902.56         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-07-01      | 4.0000%  | 0.0000% | $87000.00          | $76123.16          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $2500000.00        | $1982957.74        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.0000%  | 0.0000% | $3954000.00        | $3565847.40        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 4.5000%  | 0.0000% | $250000.00         | $226081.70         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 2.0000%  | 0.0000% | $23000.00          | $17755.90          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 3.5000%  | 0.0000% | $1024.00           | $909.20            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 2.0000%  | 0.0000% | $32000.00          | $25180.93          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 3.5000%  | 0.0000% | $1008.00           | $904.22            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 2.5000%  | 0.0000% | $13643040.00       | $11455329.01       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 3.0000%  | 0.0000% | $4376104.00        | $3807774.22        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-10-01      | 3.5000%  | 0.0000% | $2518500.00        | $441606.78         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-05-01      | 3.5000%  | 0.0000% | $122000.00         | $26819.43          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-05-01      | 5.0000%  | 0.0000% | $2000.00           | $207.24            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-08-01      | 3.0000%  | 0.0000% | $1823000.00        | $605745.29         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-09-01      | 2.5000%  | 0.0000% | $10000.00          | $569.53            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-09-01      | 2.5000%  | 0.0000% | $274000.00         | $16143.18          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-09-01      | 3.5000%  | 0.0000% | $1437500.00        | $296406.83         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-11-01      | 3.0000%  | 0.0000% | $29000.00          | $5557.74           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-03-01      | 3.0000%  | 0.0000% | $600000.00         | $226010.23         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-02-01      | 4.0000%  | 0.0000% | $4787000.00        | $512074.34         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-11-01      | 4.5000%  | 0.0000% | $800000.00         | $150130.95         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-07-01      | 4.5000%  | 0.0000% | $197000.00         | $56548.09          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-10-01      | 4.5000%  | 0.0000% | $10000.00          | $21.86             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-04-01      | 3.5000%  | 0.0000% | $40000.00          | $7712.57           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-06-01      | 4.5000%  | 0.0000% | $100000.00         | $25494.87          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-08-01      | 4.5000%  | 0.0000% | $100000.00         | $36525.98          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-01-01      | 3.5000%  | 0.0000% | $164000.00         | $61548.86          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-03-01      | 4.0000%  | 0.0000% | $9000.00           | $635.13            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-06-01      | 6.5000%  | 0.0000% | $275000.00         | $99647.38          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-05-01      | 3.0000%  | 0.0000% | $485000.00         | $169327.51         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-03-01      | 3.0000%  | 0.0000% | $663563.00         | $129726.60         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-02-01      | 4.5000%  | 0.0000% | $430000.00         | $158573.60         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-11-01      | 3.0000%  | 0.0000% | $1933394.00        | $120555.51         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-02-01      | 4.0000%  | 0.0000% | $109000.00         | $47095.86          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-09-01      | 2.5000%  | 0.0000% | $160000.00         | $81178.62          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-10-01      | 4.0000%  | 0.0000% | $2168468.00        | $6335.20           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 3.0000%  | 0.0000% | $9000.00           | $5920.68           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 3.0000%  | 0.0000% | $106000.00         | $64071.37          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2065.62           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 2.5000%  | 0.0000% | $3502800.00        | $2299542.36        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 3.0000%  | 0.0000% | $13000.00          | $8414.16           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 2.5000%  | 0.0000% | $750000.00         | $477728.62         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 3.0000%  | 0.0000% | $991890.00         | $613893.38         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.5000%  | 0.0000% | $89000.00          | $65330.18          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-09-01      | 6.0000%  | 0.0000% | $15000.00          | $1407.68           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-07-01      | 4.0000%  | 0.0000% | $17000.00          | $9279.22           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-01-01      | 3.5000%  | 0.0000% | $5740000.00        | $2319111.50        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $739.86            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 5.0000%  | 0.0000% | $100000.00         | $73544.16          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1359.71           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 6.0000%  | 0.0000% | $200000.00         | $112507.42         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.0000%  | 0.0000% | $2200000.00        | $1514854.46        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 3.5000%  | 0.0000% | $6000.00           | $4440.74           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.5000%  | 0.0000% | $1600000.00        | $1242678.54        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 3.0000%  | 0.0000% | $1000.00           | $726.99            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 5.0000%  | 0.0000% | $13282064.00       | $9882619.91        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 5.5000%  | 0.0000% | $150000.00         | $96127.51          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 6.0000%  | 0.0000% | $425000.00         | $379854.57         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 2.5000%  | 0.0000% | $131000.00         | $89701.61          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 3.5000%  | 0.0000% | $65000.00          | $50079.41          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-09-01      | 5.0000%  | 0.0000% | $20000.00          | $14464.98          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 4.5000%  | 0.0000% | $85000.00          | $71543.64          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 5.5000%  | 0.0000% | $1894000.00        | $1442205.68        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 3.0000%  | 0.0000% | $10000.00          | $7315.27           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 6.0000%  | 0.0000% | $500000.00         | $394396.87         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-07-01      | 5.0000%  | 0.0000% | $17000.00          | $13151.08          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 6.0000%  | 0.0000% | $450000.00         | $346228.27         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 6.0000%  | 0.0000% | $2230000.00        | $1630185.64        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $833.75            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-07-01      | 5.0000%  | 0.0000% | $3416736.00        | $2993968.88        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 6.5000%  | 0.0000% | $1200000.00        | $945645.23         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $95000.00          | $86399.98          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $700790.00         | $673068.98         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 5.5000%  | 0.0000% | $24203936.00       | $23909272.26       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 6.0000%  | 0.0000% | $7537736.00        | $5054030.02        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-03-01      | 6.0000%  | 0.0000% | $14987.00          | $8507.07           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-05-01      | 5.5000%  | 0.0000% | $25272896.00       | $288980.61         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-02-01      | 5.5000%  | 0.0000% | $22000.00          | $129.30            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 6.0000%  | 0.0000% | $220000.00         | $1651.68           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-05-01      | 6.0000%  | 0.0000% | $1529000.00        | $8727.38           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-10-01      | 6.5000%  | 0.0000% | $4359000.00        | $29021.17          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-01-01      | 5.5000%  | 0.0000% | $40000.00          | $863.41            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 6.0000%  | 0.0000% | $3846050.00        | $41038.00          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-05-01      | 6.0000%  | 0.0000% | $2080000.00        | $45306.48          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-06-01      | 5.5000%  | 0.0000% | $340000.00         | $729.53            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-09-01      | 6.0000%  | 0.0000% | $582436.00         | $7664.22           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-06-01      | 5.5000%  | 0.0000% | $233000.00         | $1458.47           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-04-01      | 5.5000%  | 0.0000% | $24994.00          | $122.46            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-01-01      | 5.5000%  | 0.0000% | $2425000.00        | $62484.87          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-01-01      | 5.5000%  | 0.0000% | $15000.00          | $140.26            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-05-01      | 5.5000%  | 0.0000% | $3157508.00        | $25297.57          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-04-01      | 5.5000%  | 0.0000% | $89629.00          | $756.53            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-09-01      | 4.5000%  | 0.0000% | $722000.00         | $37818.67          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-10-01      | 3.0000%  | 0.0000% | $40000.00          | $6429.14           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-01-01      | 2.5000%  | 0.0000% | $416000.00         | $78989.32          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-04-01      | 3.0000%  | 0.0000% | $2535000.00        | $452080.72         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-03-01      | 3.0000%  | 0.0000% | $580000.00         | $65567.31          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-03-01      | 2.0000%  | 0.0000% | $280000.00         | $8028.92           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-05-01      | 2.5000%  | 0.0000% | $150000.00         | $4018.99           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-07-01      | 4.5000%  | 0.0000% | $7300000.00        | $228568.51         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-10-01      | 5.0000%  | 0.0000% | $450000.00         | $4434.91           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-11-01      | 3.0000%  | 0.0000% | $7000000.00        | $563056.75         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-06-01      | 3.0000%  | 0.0000% | $7000.00           | $659.76            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-09-01      | 5.0000%  | 0.0000% | $104184.00         | $9803.16           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-11-01      | 4.5000%  | 0.0000% | $135000.00         | $13991.14          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-02-01      | 5.0000%  | 0.0000% | $16000.00          | $1204.77           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2026-12-01      | 2.5000%  | 0.0000% | $292000.00         | $2209.15           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 3.5000%  | 0.0000% | $75000.00          | $10553.72          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-04-01      | 3.0000%  | 0.0000% | $149000.00         | $32141.34          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-10-01      | 3.0000%  | 0.0000% | $95370.00          | $9478.86           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-01-01      | 3.0000%  | 0.0000% | $4000.00           | $590.74            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-05-01      | 4.5000%  | 0.0000% | $1257000.00        | $105604.07         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-08-01      | 4.0000%  | 0.0000% | $101000.00         | $6369.32           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-08-01      | 2.5000%  | 0.0000% | $6558040.00        | $3695439.69        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-09-01      | 3.0000%  | 0.0000% | $10337760.00       | $5109365.85        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 2.0000%  | 0.0000% | $672389.00         | $403728.95         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 2.0000%  | 0.0000% | $127000.00         | $77441.10          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 3.0000%  | 0.0000% | $2132736.00        | $1165334.35        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 3.0000%  | 0.0000% | $754355.00         | $424262.09         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-01-01      | 4.5000%  | 0.0000% | $185200.00         | $22696.11          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-03-01      | 4.5000%  | 0.0000% | $2500000.00        | $181467.21         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-10-01      | 2.5000%  | 0.0000% | $6000.00           | $767.78            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-12-01      | 2.5000%  | 0.0000% | $1202000.00        | $268197.69         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-01-01      | 4.5000%  | 0.0000% | $3000000.00        | $387316.36         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-04-01      | 2.5000%  | 0.0000% | $512000.00         | $106757.48         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-04-01      | 4.0000%  | 0.0000% | $37000.00          | $5631.75           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-06-01      | 2.0000%  | 0.0000% | $2850000.00        | $1169585.70        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-05-01      | 4.0000%  | 0.0000% | $27000.00          | $4972.23           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-07-01      | 3.0000%  | 0.0000% | $2421740.00        | $649840.35         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-06-01      | 2.5000%  | 0.0000% | $1500000.00        | $480690.51         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-09-01      | 3.0000%  | 0.0000% | $2521764.00        | $732312.56         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-01      | 2.5000%  | 0.0000% | $461000.00         | $191466.22         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-01-01      | 2.5000%  | 0.0000% | $8778432.00        | $3944313.77        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-03-01      | 2.5000%  | 0.0000% | $626234.00         | $294996.92         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-04-01      | 2.0000%  | 0.0000% | $8000.00           | $4447.75           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-05-01      | 2.0000%  | 0.0000% | $3255000.00        | $1844779.02        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-06-01      | 2.0000%  | 0.0000% | $112000.00         | $64860.22          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-06-01      | 3.0000%  | 0.0000% | $87000.00          | $40995.41          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 4.0000%  | 0.0000% | $10000.00          | $8366.21           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-05-01      | 4.5000%  | 0.0000% | $13000.00          | $9037.20           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 2.5000%  | 0.0000% | $8504912.00        | $5701743.01        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 3.0000%  | 0.0000% | $800000.00         | $560953.33         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.5000%  | 0.0000% | $710566.00         | $510388.86         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 5.0000%  | 0.0000% | $1059300.00        | $732734.92         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 6.0000%  | 0.0000% | $200000.00         | $107339.96         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 5.0000%  | 0.0000% | $4269350.00        | $3171914.72        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 4.5000%  | 0.0000% | $610000.00         | $471773.17         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 5.5000%  | 0.0000% | $7252980.00        | $4977536.07        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 4.5000%  | 0.0000% | $225000.00         | $177211.62         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 5.5000%  | 0.0000% | $6824928.00        | $4808010.62        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-12-01      | 4.5000%  | 0.0000% | $150000.00         | $126337.41         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-02-01      | 5.0000%  | 0.0000% | $56000.00          | $29028.76          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 6.0000%  | 0.0000% | $6393400.00        | $3977806.02        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-11-01      | 5.0000%  | 0.0000% | $31000.00          | $21718.41          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 6.0000%  | 0.0000% | $5910000.00        | $3898279.01        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-03-01      | 5.0000%  | 0.0000% | $12000.00          | $7849.85           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 5.0000%  | 0.0000% | $348000.00         | $308781.78         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.0000%  | 0.0000% | $52000.00          | $41056.00          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-12-01      | 4.5000%  | 0.0000% | $7175000.00        | $6726762.40        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-01-01      | 4.5000%  | 0.0000% | $29608448.00       | $28025907.04       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-03-01      | 5.0000%  | 0.0000% | $7000.00           | $6731.10           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-03-01      | 5.5000%  | 0.0000% | $746000.00         | $732405.02         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-05-01      | 4.5000%  | 0.0000% | $1549162.00        | $127992.59         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-07-01      | 5.0000%  | 0.0000% | $2940000.00        | $109519.65         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-07-01      | 5.5000%  | 0.0000% | $130000.00         | $7318.98           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-11-01      | 5.5000%  | 0.0000% | $5269856.00        | $106410.49         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-09-01      | 4.0000%  | 0.0000% | $300000.00         | $19718.55          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 6.5000%  | 0.0000% | $8398054.00        | $3835558.42        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 5.0000%  | 0.0000% | $1024.00           | $966.29            | Agency Mortgage-Backed Securities |

### Security 156: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 3.600000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: LMRP10607205
- **C.18 - Value (incl. sponsor support):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                              | 2035-05-01      | 5.0000%  | 0.0000% | $1135.00           | $12.20             | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2039-11-01      | 5.5000%  | 0.0000% | $1394.00           | $72.57             | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2040-08-01      | 5.0000%  | 0.0000% | $1008.00           | $44.42             | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2036-07-01      | 5.0000%  | 0.0000% | $733777.00         | $73540.25          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2048-04-01      | 4.5000%  | 0.0000% | $1000.00           | $204.27            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2033-07-01      | 3.0000%  | 0.0000% | $1312772.00        | $224105.52         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2037-12-01      | 3.0000%  | 0.0000% | $1006.00           | $142.66            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2036-11-01      | 5.0000%  | 0.0000% | $2736.00           | $23.85             | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2048-05-01      | 3.5000%  | 0.0000% | $2629880.00        | $288426.82         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2031-10-01      | 2.5000%  | 0.0000% | $1006.00           | $125.69            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2035-10-01      | 2.0000%  | 0.0000% | $949976.00         | $362789.53         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2036-01-01      | 2.0000%  | 0.0000% | $1000.00           | $422.00            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2035-05-01      | 3.5000%  | 0.0000% | $1000.00           | $268.24            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2051-11-01      | 2.0000%  | 0.0000% | $100000.00         | $56480.09          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $612.27            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-11-01      | 5.0000%  | 0.0000% | $43998.00          | $31199.05          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-02-01      | 4.0000%  | 0.0000% | $1000.00           | $776.64            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $754.99            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $846.94            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-11-01      | 5.0000%  | 0.0000% | $1866782.00        | $1723835.76        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2050-04-01      | 4.0000%  | 0.0000% | $27000.00          | $4338.92           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2049-07-01      | 3.5000%  | 0.0000% | $1004.00           | $186.25            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $600.25            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2051-05-01      | 2.5000%  | 0.0000% | $35800.00          | $19666.55          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2051-11-01      | 2.0000%  | 0.0000% | $3000.00           | $1820.15           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-04-01      | 2.5000%  | 0.0000% | $14024.00          | $9041.78           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-05-01      | 3.0000%  | 0.0000% | $38000.00          | $25770.52          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $735.37            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-09-01      | 3.0000%  | 0.0000% | $1000.00           | $696.02            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-01-01      | 4.0000%  | 0.0000% | $7998.00           | $6125.26           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-11-01      | 3.5000%  | 0.0000% | $1000.00           | $728.45            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-12-01      | 5.0000%  | 0.0000% | $1000.00           | $844.29            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-07-01      | 5.5000%  | 0.0000% | $14023.00          | $10430.75          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-09-01      | 5.5000%  | 0.0000% | $998348.00         | $739393.73         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-02-01      | 6.0000%  | 0.0000% | $450056.00         | $293274.27         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $23000.00          | $18173.76          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $722.01            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $785.45            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2041-06-01      | 5.0000%  | 0.0000% | $2056.00           | $100.93            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2041-07-01      | 5.0000%  | 0.0000% | $12907872.00       | $632025.66         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2033-12-01      | 4.4700%  | 0.0000% | $20189000.00       | $19970427.16       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2048-10-01      | 4.5000%  | 0.0000% | $1917368.00        | $996174.28         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2048-11-01      | 5.0000%  | 0.0000% | $316232.00         | $123419.57         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2051-10-01      | 2.5000%  | 0.0000% | $20000.00          | $11931.31          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $584.74            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $693.69            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $667.80            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $868.27            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-05-01      | 4.5000%  | 0.0000% | $1601192.00        | $1480106.68        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-01-01      | 6.5000%  | 0.0000% | $1184.00           | $676.88            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-11-01      | 7.0000%  | 0.0000% | $1000.00           | $1039.03           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2051-11-01      | 2.5000%  | 0.0000% | $184454.00         | $107722.30         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-02-01      | 2.5000%  | 0.0000% | $1344374.00        | $855030.50         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $678.52            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2049-11-01      | 3.5000%  | 0.0000% | $1024.00           | $241.25            | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $167.71            | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2045-08-01      | 3.5000%  | 0.0000% | $14194992.00       | $2145397.89        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $664.68            | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-10-01      | 5.0000%  | 0.0000% | $1426206.00        | $901962.77         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2037-08-01      | 2.5000%  | 0.0000% | $1000.00           | $618.59            | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.21           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1051.29           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2036-03-01      | 2.5000%  | 0.0000% | $1000.00           | $325.14            | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2050-11-01      | 3.0000%  | 0.0000% | $171089.00         | $64726.40          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-11-01      | 3.5000%  | 0.0000% | $13000.00          | $9363.81           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2050-10-25      | 2.5000%  | 0.0000% | $9000.00           | $6254.91           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2039-01-01      | 6.5000%  | 0.0000% | $1000.00           | $43.65             | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2036-11-01      | 5.7000%  | 0.0000% | $1433230.00        | $31622.20          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2037-06-01      | 6.0000%  | 0.0000% | $7804120.00        | $294068.01         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2037-09-01      | 6.0000%  | 0.0000% | $1000.00           | $17.50             | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2037-09-01      | 5.6500%  | 0.0000% | $512150.00         | $44513.66          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2040-02-01      | 4.0000%  | 0.0000% | $1993000.00        | $40235.67          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2027-12-01      | 2.5000%  | 0.0000% | $1459638.00        | $26010.09          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2044-03-01      | 5.0000%  | 0.0000% | $1000.00           | $139.16            | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2034-04-01      | 4.5000%  | 0.0000% | $1946676.00        | $281062.52         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2032-10-01      | 3.0000%  | 0.0000% | $1000.00           | $387.25            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $991.07            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-02-01      | 5.5000%  | 0.0000% | $2032.00           | $1835.06           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $874.65            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $838.52            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-05-01      | 6.0000%  | 0.0000% | $2024.00           | $1175.34           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.43           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-06-01      | 5.5000%  | 0.0000% | $1165788.00        | $1180167.97        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $985.14            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $572.23            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $925.47            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-08-01      | 4.5000%  | 0.0000% | $1250944.00        | $1195673.19        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-09-01      | 6.5000%  | 0.0000% | $1025462.00        | $930227.16         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $873.94            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $819.66            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $809.96            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $823.75            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-07-01      | 2.5000%  | 0.0000% | $37000.00          | $29998.98          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $892.26            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-10-01      | 5.0000%  | 0.0000% | $6049.00           | $5985.91           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-12-01      | 5.0000%  | 0.0000% | $457756.00         | $412199.93         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-10-15      | 6.0000%  | 0.0000% | $25000.00          | $1212.16           | Agency Mortgage-Backed Securities |

### Security 157: BMO CAPITAL MARKETS CORP.

- **C.1 - Title:** BMO CAPITAL MARKETS CORP. 3.500000%
- **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: LMRP10607235
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2047-05-15      | 3.0000%  | 0.0000% | $134999000.00      | $99627413.10       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-08-15      | 3.0000%  | 0.0000% | $133639300.00      | $98269776.49       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-02-15      | 2.0000%  | 0.0000% | $7675600.00        | $4470657.88        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-04-30      | 4.6250%  | 0.0000% | $600.00            | $614.23            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $400.00            | $413.50            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $300.00            | $312.88            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-15      | 4.3750%  | 0.0000% | $28008300.00       | $28595094.93       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 4.0000%  | 0.0000% | $41571700.00       | $42001828.83       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $9548600.00        | $9748274.13        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $300.00            | $308.03            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-15      | 4.2500%  | 0.0000% | $39993400.00       | $40767753.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.7500%  | 0.0000% | $33066800.00       | $33517569.36       | U.S. Treasuries (including strips) |

### Security 158: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: LMRP10607245
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL | 2026-08-27      | 0.0000%  | 0.0000% | $51462700.00       | $51000050.33       | U.S. Treasuries (including strips) |

### Security 159: HSBC BANK USA

- **C.1 - Title:** HSBC BANK USA 3.590000%
- **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: LMRP10607255
- **C.18 - Value (incl. sponsor support):** $88000000.00
- **C.18.a - Value (excl. sponsor support):** $88000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIP PRINC   | 2027-02-15      | 0.0000%  | 0.0000% | $802300.00         | $781964.10         | U.S. Treasuries (including strips) |
| STRIP PRINC   | 2043-05-15      | 0.0000%  | 0.0000% | $6977600.00        | $2989217.80        | U.S. Treasuries (including strips) |
| STRIP PRINC   | 2045-08-15      | 0.0000%  | 0.0000% | $32332000.00       | $12195404.08       | U.S. Treasuries (including strips) |
| STRIP PRINC   | 2041-02-15      | 0.0000%  | 0.0000% | $299000.00         | $146407.74         | U.S. Treasuries (including strips) |
| STRIP PRINC   | 2051-05-15      | 0.0000%  | 0.0000% | $2439500.00        | $680727.84         | U.S. Treasuries (including strips) |
| STRIP PRINC   | 2053-11-15      | 0.0000%  | 0.0000% | $5350400.00        | $1334132.94        | U.S. Treasuries (including strips) |
| STRIP PRINC   | 2027-02-15      | 0.0000%  | 0.0000% | $3916000.00        | $3811423.22        | U.S. Treasuries (including strips) |
| STRIP PRINC   | 2027-02-28      | 0.0000%  | 0.0000% | $4582100.00        | $4458117.54        | U.S. Treasuries (including strips) |
| STRIP PRINC   | 2030-08-15      | 0.0000%  | 0.0000% | $268200.00         | $225746.09         | U.S. Treasuries (including strips) |
| STRIPS        | 2037-02-15      | 0.0000%  | 0.0000% | $63733.76          | $38916.66          | U.S. Treasuries (including strips) |
| STRIPS        | 2035-11-15      | 0.0000%  | 0.0000% | $4871603.20        | $3183753.45        | U.S. Treasuries (including strips) |
| STRIPS        | 2029-05-15      | 0.0000%  | 0.0000% | $13366816.00       | $11847998.17       | U.S. Treasuries (including strips) |
| STRIPS        | 2029-11-15      | 0.0000%  | 0.0000% | $2535648.00        | $2200262.91        | U.S. Treasuries (including strips) |
| STRIPS        | 2037-11-15      | 0.0000%  | 0.0000% | $16449638.40       | $9616277.66        | U.S. Treasuries (including strips) |
| STRIPS        | 2039-08-15      | 0.0000%  | 0.0000% | $25394503.68       | $13396286.34       | U.S. Treasuries (including strips) |
| STRIPS        | 2052-11-15      | 0.0000%  | 0.0000% | $1008843.52        | $255664.15         | U.S. Treasuries (including strips) |
| STRIPS        | 2054-02-15      | 0.0000%  | 0.0000% | $1546240.00        | $371164.09         | U.S. Treasuries (including strips) |
| STRIPS        | 2043-05-15      | 0.0000%  | 0.0000% | $3637657.60        | $1528598.29        | U.S. Treasuries (including strips) |
| STRIPS        | 2044-02-15      | 0.0000%  | 0.0000% | $1360855.04        | $546667.72         | U.S. Treasuries (including strips) |
| STRIPS        | 2046-05-15      | 0.0000%  | 0.0000% | $317903.35         | $112474.21         | U.S. Treasuries (including strips) |
| STRIPS        | 2047-02-15      | 0.0000%  | 0.0000% | $16106864.64       | $5477219.86        | U.S. Treasuries (including strips) |
| STRIPS        | 2048-08-15      | 0.0000%  | 0.0000% | $14859878.40       | $4687489.20        | U.S. Treasuries (including strips) |
| STRIPS        | 2027-01-31      | 0.0000%  | 0.0000% | $7307.43           | $7126.31           | U.S. Treasuries (including strips) |
| STRIPS        | 2051-02-15      | 0.0000%  | 0.0000% | $33075773.44       | $9180081.69        | U.S. Treasuries (including strips) |
| STRIPS        | 2055-08-15      | 0.0000%  | 0.0000% | $2495750.00        | $575048.25         | U.S. Treasuries (including strips) |
| STRIPS        | 2055-11-15      | 0.0000%  | 0.0000% | $326843.52         | $75045.23          | U.S. Treasuries (including strips) |
| STRIPS        | 2056-02-15      | 0.0000%  | 0.0000% | $279499.98         | $63637.67          | U.S. Treasuries (including strips) |

### Security 160: BANK OF AMERICA SECURITIES, INC.

- **C.1 - Title:** BANK OF AMERICA SECURITIES, INC. 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300RHSE13N47D3B98, C.5 - Other ID: LMRP10608015
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2055-11-15      | 4.6250%  | 0.0000% | $36425600.00       | $34432373.35       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-15      | 4.5000%  | 0.0000% | $41621000.00       | $42066504.36       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-15      | 3.8750%  | 0.0000% | $1000.00           | $999.19            | U.S. Treasuries (including strips) |
| STRIPS          | 2041-02-15      | 0.0000%  | 0.0000% | $163.84            | $78.66             | U.S. Treasuries (including strips) |
| STRIPS          | 2050-11-15      | 0.0000%  | 0.0000% | $161.99            | $45.46             | U.S. Treasuries (including strips) |

### Security 161: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 3.610000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: LMRP10608065
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2028-01-15      | 1.7500%  | 0.0000% | $613400.00         | $978207.80         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-15      | 0.8750%  | 0.0000% | $200.00            | $173.64            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 3.6250%  | 0.0000% | $100.00            | $98.83             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 3.5000%  | 0.0000% | $100.00            | $99.30             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-04-30      | 4.0000%  | 0.0000% | $101935700.00      | $101021456.43      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** BANK OF AMERICA SECURITIES, INC. 3.550000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300RHSE13N47D3B98, C.5 - Other ID: LMRP10608075
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-12-31      | 3.8750%  | 0.0000% | $151776900.00      | $153000007.15      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Master Portfolio Trust

**Date:** 2026-06-05

**By:** /s/Christopher Berarducci

**Name of Signing Officer:** Christopher Berarducci

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