# EDGAR Filing Document

**Accession Number:** 0001140869
**File Stem:** 0001193125-26-096168
**Filing Date:** 2026-3
**Character Count:** 369586
**Document Hash:** 649a996bd22f283421f53c762d45919d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-096168.hdr.sgml**: 20260306

**ACCESSION NUMBER**: 0001193125-26-096168

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260306

**DATE AS OF CHANGE**: 20260306

**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:** 26730228

**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):** 2026-02-28

**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:** 35 days

- **WAL:** 99 days

- **Total Value of Portfolio Securities:** $30036822242.60

- **Amortized Cost of Portfolio Securities:** $30032773515.84

- **Cash:** $1681124288.05

- **Total Other Assets:** $79515192.44

- **Total Liabilities:** $134804447.43

- **Net Assets of Series:** $31658608548.90

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $20452969876.29           | $22016743212.90            | 65.1400%                  | 70.1200%                   |
| 2026-02-03 | $19992147472.31           | $21556016400.80            | 64.6100%                  | 69.6700%                   |
| 2026-02-04 | $21379068131.93           | $22918031836.77            | 66.1800%                  | 70.9400%                   |
| 2026-02-05 | $20021231916.56           | $21446259230.27            | 63.7600%                  | 68.2900%                   |
| 2026-02-06 | $18761690376.41           | $20240174048.97            | 61.5100%                  | 66.3600%                   |
| 2026-02-09 | $19082031614.28           | $20560247479.15            | 62.2800%                  | 67.1000%                   |
| 2026-02-10 | $18151474659.08           | $19629828264.18            | 61.1000%                  | 66.0700%                   |
| 2026-02-11 | $19534083248.83           | $20926584594.19            | 63.1800%                  | 67.6800%                   |
| 2026-02-12 | $18890817148.91           | $20283452543.50            | 62.3700%                  | 66.9700%                   |
| 2026-02-13 | $18420860150.35           | $19704343164.10            | 61.9800%                  | 66.3000%                   |
| 2026-02-17 | $20157103444.59           | $21319082385.35            | 64.3400%                  | 68.0500%                   |
| 2026-02-18 | $19787507255.36           | $20849596414.27            | 64.1200%                  | 67.5700%                   |
| 2026-02-19 | $19349774499.72           | $20436960259.23            | 63.6100%                  | 67.1800%                   |
| 2026-02-20 | $19819976561.13           | $20907499783.90            | 64.1500%                  | 67.6700%                   |
| 2026-02-23 | $20479673510.97           | $21598089617.20            | 64.9100%                  | 68.4500%                   |
| 2026-02-24 | $20437003142.32           | $21555531670.31            | 64.7900%                  | 68.3300%                   |
| 2026-02-25 | $20366917521.74           | $21460558471.55            | 64.7600%                  | 68.2300%                   |
| 2026-02-26 | $20237686940.99           | $21425738043.03            | 64.6100%                  | 68.4000%                   |
| 2026-02-27 | $20821014237.06           | $22021729104.36            | 65.4900%                  | 69.2700%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-02-02 | 0.0000%             |
| 2026-02-03 | 0.0000%             |
| 2026-02-04 | 0.0000%             |
| 2026-02-05 | 0.0000%             |
| 2026-02-06 | 0.0000%             |
| 2026-02-09 | 0.0000%             |
| 2026-02-10 | 0.0000%             |
| 2026-02-11 | 0.0000%             |
| 2026-02-12 | 0.0000%             |
| 2026-02-13 | 0.0000%             |
| 2026-02-17 | 0.0000%             |
| 2026-02-18 | 0.0000%             |
| 2026-02-19 | 0.0000%             |
| 2026-02-20 | 0.0000%             |
| 2026-02-23 | 0.0000%             |
| 2026-02-24 | 0.0000%             |
| 2026-02-25 | 0.0000%             |
| 2026-02-26 | 0.0000%             |
| 2026-02-27 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-02-02 | 0.0000                      |
|  |  |
| 2026-02-03 | 0.0000                      |
|  |  |
| 2026-02-04 | 0.0000                      |
|  |  |
| 2026-02-05 | 0.0000                      |
|  |  |
| 2026-02-06 | 0.0000                      |
|  |  |
| 2026-02-09 | 0.0000                      |
|  |  |
| 2026-02-10 | 0.0000                      |
|  |  |
| 2026-02-11 | 0.0000                      |
|  |  |
| 2026-02-12 | 0.0000                      |
|  |  |
| 2026-02-13 | 0.0000                      |
|  |  |
| 2026-02-17 | 0.0000                      |
|  |  |
| 2026-02-18 | 0.0000                      |
|  |  |
| 2026-02-19 | 0.0000                      |
|  |  |
| 2026-02-20 | 0.0000                      |
|  |  |
| 2026-02-23 | 0.0000                      |
|  |  |
| 2026-02-24 | 0.0000                      |
|  |  |
| 2026-02-25 | 0.0000                      |
|  |  |
| 2026-02-26 | 0.0000                      |
|  |  |
| 2026-02-27 | 0.0000                      |
|  |  |

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

### Class: A

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $31658608548.90

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 2344080.84

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.0000          |
|  |  |
| 2026-02-03 | 0.0000          |
|  |  |
| 2026-02-04 | 0.0000          |
|  |  |
| 2026-02-05 | 0.0000          |
|  |  |
| 2026-02-06 | 0.0000          |
|  |  |
| 2026-02-09 | 0.0000          |
|  |  |
| 2026-02-10 | 0.0000          |
|  |  |
| 2026-02-11 | 0.0000          |
|  |  |
| 2026-02-12 | 0.0000          |
|  |  |
| 2026-02-13 | 0.0000          |
|  |  |
| 2026-02-17 | 0.0000          |
|  |  |
| 2026-02-18 | 0.0000          |
|  |  |
| 2026-02-19 | 0.0000          |
|  |  |
| 2026-02-20 | 0.0000          |
|  |  |
| 2026-02-23 | 0.0000          |
|  |  |
| 2026-02-24 | 0.0000          |
|  |  |
| 2026-02-25 | 0.0000          |
|  |  |
| 2026-02-26 | 0.0000          |
|  |  |
| 2026-02-27 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $0.00                     | $0.00                   |
| 2026-02-03 | $0.00                     | $0.00                   |
| 2026-02-04 | $0.00                     | $0.00                   |
| 2026-02-05 | $0.00                     | $0.00                   |
| 2026-02-06 | $0.00                     | $0.00                   |
| 2026-02-09 | $0.00                     | $0.00                   |
| 2026-02-10 | $0.00                     | $0.00                   |
| 2026-02-11 | $0.00                     | $0.00                   |
| 2026-02-12 | $0.00                     | $0.00                   |
| 2026-02-13 | $0.00                     | $0.00                   |
| 2026-02-17 | $0.00                     | $0.00                   |
| 2026-02-18 | $0.00                     | $0.00                   |
| 2026-02-19 | $0.00                     | $0.00                   |
| 2026-02-20 | $0.00                     | $0.00                   |
| 2026-02-23 | $0.00                     | $0.00                   |
| 2026-02-24 | $0.00                     | $0.00                   |
| 2026-02-25 | $0.00                     | $0.00                   |
| 2026-02-26 | $0.00                     | $0.00                   |
| 2026-02-27 | $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   |
|:---|:---|
| 2026-02-02 | 0.0000%           |
| 2026-02-03 | 0.0000%           |
| 2026-02-04 | 0.0000%           |
| 2026-02-05 | 0.0000%           |
| 2026-02-06 | 0.0000%           |
| 2026-02-09 | 0.0000%           |
| 2026-02-10 | 0.0000%           |
| 2026-02-11 | 0.0000%           |
| 2026-02-12 | 0.0000%           |
| 2026-02-13 | 0.0000%           |
| 2026-02-17 | 0.0000%           |
| 2026-02-18 | 0.0000%           |
| 2026-02-19 | 0.0000%           |
| 2026-02-20 | 0.0000%           |
| 2026-02-23 | 0.0000%           |
| 2026-02-24 | 0.0000%           |
| 2026-02-25 | 0.0000%           |
| 2026-02-26 | 0.0000%           |
| 2026-02-27 | 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):** $68117056.42
- **C.18.a - Value (excl. sponsor support):** $68117056.42
- **C.19 - Percentage of Net Assets:** 0.2200%
- **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 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AV6J6, C.4 - ISIN: US3130AV6J64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10002263.70
- **C.18.a - Value (excl. sponsor support):** $10002263.70
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B12Y2, C.4 - ISIN: US3130B12Y28, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50003386.00
- **C.18.a - Value (excl. sponsor support):** $50003386.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $81008533.35
- **C.18.a - Value (excl. sponsor support):** $81008533.35
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2PY5, C.4 - ISIN: US3130B2PY55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $75012936.00
- **C.18.a - Value (excl. sponsor support):** $75012936.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B33C5, C.4 - ISIN: US3130B33C52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6830517.03
- **C.18.a - Value (excl. sponsor support):** $6830517.03
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4PP0, C.4 - ISIN: US3130B4PP05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100013994.00
- **C.18.a - Value (excl. sponsor support):** $100013994.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5JD1, C.4 - ISIN: US3130B5JD14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $147772284.52
- **C.18.a - Value (excl. sponsor support):** $147772284.52
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5R26, C.4 - ISIN: US3130B5R263, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2601351.64
- **C.18.a - Value (excl. sponsor support):** $2601351.64
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.790000%
- **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):** $2701312.44
- **C.18.a - Value (excl. sponsor support):** $2701312.44
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5XA1, C.4 - ISIN: US3130B5XA19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150024508.50
- **C.18.a - Value (excl. sponsor support):** $150024508.50
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.755000%
- **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):** $164737348.16
- **C.18.a - Value (excl. sponsor support):** $164737348.16
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.765000%
- **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):** $2000378.12
- **C.18.a - Value (excl. sponsor support):** $2000378.12
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7MS0, C.4 - ISIN: US3130B7MS02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200072128.00
- **C.18.a - Value (excl. sponsor support):** $200072128.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7P99, C.4 - ISIN: US3130B7P990, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100007498.00
- **C.18.a - Value (excl. sponsor support):** $100007498.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-08
- **C.13 - Final Legal Maturity Date:** 2026-12-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.765000%
- **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):** $99996590.00
- **C.18.a - Value (excl. sponsor support):** $99996590.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-05-10
- **C.13 - Final Legal Maturity Date:** 2027-05-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8R61, C.4 - ISIN: US3130B8R614, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199998302.00
- **C.18.a - Value (excl. sponsor support):** $199998302.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313C63, C.4 - ISIN: US313313C630, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34404533.45
- **C.18.a - Value (excl. sponsor support):** $34404533.45
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313UD8, C.4 - ISIN: US313313UD83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $159791422.40
- **C.18.a - Value (excl. sponsor support):** $159791422.40
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313US5, C.4 - ISIN: US313313US52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $209452483.80
- **C.18.a - Value (excl. sponsor support):** $209452483.80
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313WL8, C.4 - ISIN: US313313WL81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44350175.25
- **C.18.a - Value (excl. sponsor support):** $44350175.25
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313WS3, C.4 - ISIN: US313313WS35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79415400.00
- **C.18.a - Value (excl. sponsor support):** $79415400.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-12
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: 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):** $16297484.97
- **C.18.a - Value (excl. sponsor support):** $16297484.97
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UE4, C.4 - ISIN: US313385UE44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199719222.00
- **C.18.a - Value (excl. sponsor support):** $199719222.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UM6, C.4 - ISIN: US313385UM69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $53886285.18
- **C.18.a - Value (excl. sponsor support):** $53886285.18
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385US3, C.4 - ISIN: US313385US30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $153490769.70
- **C.18.a - Value (excl. sponsor support):** $153490769.70
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VJ2, C.4 - ISIN: US313385VJ22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $174953271.98
- **C.18.a - Value (excl. sponsor support):** $174953271.98
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WF9, C.4 - ISIN: US313385WF90, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193091211.13
- **C.18.a - Value (excl. sponsor support):** $193091211.13
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WV4, C.4 - ISIN: US313385WV41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119808029.68
- **C.18.a - Value (excl. sponsor support):** $119808029.68
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397TT8, C.4 - ISIN: US313397TT87, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $111754370.82
- **C.18.a - Value (excl. sponsor support):** $111754370.82
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: 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: 3133EL6S8, C.4 - ISIN: US3133EL6S86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28376729.32
- **C.18.a - Value (excl. sponsor support):** $28376729.32
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: 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):** $6732765.68
- **C.18.a - Value (excl. sponsor support):** $6732765.68
- **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 33: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4R3, C.4 - ISIN: US3133EP4R31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $155000632.40
- **C.18.a - Value (excl. sponsor support):** $155000632.40
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5M3, C.4 - ISIN: US3133EP5M35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $124999381.25
- **C.18.a - Value (excl. sponsor support):** $124999381.25
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPCF0, C.4 - ISIN: US3133EPCF00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5780000.00
- **C.18.a - Value (excl. sponsor support):** $5780000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPCR4, C.4 - ISIN: US3133EPCR48, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29601385.88
- **C.18.a - Value (excl. sponsor support):** $29601385.88
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: 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: 3133ER3C3, C.4 - ISIN: US3133ER3C35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $72682834.13
- **C.18.a - Value (excl. sponsor support):** $72682834.13
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: 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):** $44999840.25
- **C.18.a - Value (excl. sponsor support):** $44999840.25
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: 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: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $110086885.70
- **C.18.a - Value (excl. sponsor support):** $110086885.70
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7B1, C.4 - ISIN: US3133ER7B16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $32770853.66
- **C.18.a - Value (excl. sponsor support):** $32770853.66
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBQ3, C.4 - ISIN: US3133ERBQ30, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $93902379.36
- **C.18.a - Value (excl. sponsor support):** $93902379.36
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.795000%
- **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):** $2330722.14
- **C.18.a - Value (excl. sponsor support):** $2330722.14
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EREL1, C.4 - ISIN: US3133EREL16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $369938625.90
- **C.18.a - Value (excl. sponsor support):** $369938625.90
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFG1, C.4 - ISIN: US3133ERFG12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $78785859.66
- **C.18.a - Value (excl. sponsor support):** $78785859.66
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFN6, C.4 - ISIN: US3133ERFN62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25005739.65
- **C.18.a - Value (excl. sponsor support):** $25005739.65
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.795000%
- **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):** $4231231.61
- **C.18.a - Value (excl. sponsor support):** $4231231.61
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3133ERHB0, C.4 - ISIN: US3133ERHB07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $31662614.56
- **C.18.a - Value (excl. sponsor support):** $31662614.56
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: 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: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15002907.45
- **C.18.a - Value (excl. sponsor support):** $15002907.45
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3133ERHS3, C.4 - ISIN: US3133ERHS32, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5581878.20
- **C.18.a - Value (excl. sponsor support):** $5581878.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: 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):** $24997139.25
- **C.18.a - Value (excl. sponsor support):** $24997139.25
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: 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: 3133ERL58, C.4 - ISIN: US3133ERL582, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50001463.50
- **C.18.a - Value (excl. sponsor support):** $50001463.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPE5, C.4 - ISIN: US3133ERPE53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9281427.54
- **C.18.a - Value (excl. sponsor support):** $9281427.54
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.810000%
- **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):** $3148710.80
- **C.18.a - Value (excl. sponsor support):** $3148710.80
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: 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: 3133ERS36, C.4 - ISIN: US3133ERS363, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50005710.00
- **C.18.a - Value (excl. sponsor support):** $50005710.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSF9, C.4 - ISIN: US3133ERSF91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $73451510.13
- **C.18.a - Value (excl. sponsor support):** $73451510.13
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: 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: 3133ERT76, C.4 - ISIN: US3133ERT767, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $120012056.40
- **C.18.a - Value (excl. sponsor support):** $120012056.40
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: 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: 3133ERW80, C.4 - ISIN: US3133ERW803, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $17792613.17
- **C.18.a - Value (excl. sponsor support):** $17792613.17
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.800000%
- **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):** $7802737.02
- **C.18.a - Value (excl. sponsor support):** $7802737.02
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.810000%
- **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):** $2501044.78
- **C.18.a - Value (excl. sponsor support):** $2501044.78
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERX55, C.4 - ISIN: US3133ERX553, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $59694269.90
- **C.18.a - Value (excl. sponsor support):** $59694269.90
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.805000%
- **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):** $88033660.00
- **C.18.a - Value (excl. sponsor support):** $88033660.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: 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):** $6352025.66
- **C.18.a - Value (excl. sponsor support):** $6352025.66
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.800000%
- **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):** $7004271.12
- **C.18.a - Value (excl. sponsor support):** $7004271.12
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: 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):** $249994730.00
- **C.18.a - Value (excl. sponsor support):** $249994730.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-07-08
- **C.13 - Final Legal Maturity Date:** 2027-07-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAB3, C.4 - ISIN: US3133ETAB36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69999174.00
- **C.18.a - Value (excl. sponsor support):** $69999174.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: 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):** $75444880.47
- **C.18.a - Value (excl. sponsor support):** $75444880.47
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: 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: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $8401202.96
- **C.18.a - Value (excl. sponsor support):** $8401202.96
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: 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: 3133ETCG0, C.4 - ISIN: US3133ETCG05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50001497.50
- **C.18.a - Value (excl. sponsor support):** $50001497.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: 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: 3133ETDK0, C.4 - ISIN: US3133ETDK08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30003623.70
- **C.18.a - Value (excl. sponsor support):** $30003623.70
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: 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: 3133ETET0, C.4 - ISIN: US3133ETET08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90023839.20
- **C.18.a - Value (excl. sponsor support):** $90023839.20
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFZ5, C.4 - ISIN: US3133ETFZ58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35001140.65
- **C.18.a - Value (excl. sponsor support):** $35001140.65
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: 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: 3133ETGD3, C.4 - ISIN: US3133ETGD38, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70006707.40
- **C.18.a - Value (excl. sponsor support):** $70006707.40
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: 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):** $149679592.87
- **C.18.a - Value (excl. sponsor support):** $149679592.87
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKJ5, C.4 - ISIN: US3133ETKJ51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24999841.25
- **C.18.a - Value (excl. sponsor support):** $24999841.25
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: 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):** $100055249.00
- **C.18.a - Value (excl. sponsor support):** $100055249.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: 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):** $199995860.00
- **C.18.a - Value (excl. sponsor support):** $199995860.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-11
- **C.13 - Final Legal Maturity Date:** 2027-01-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: 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: 3133ETLJ4, C.4 - ISIN: US3133ETLJ43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80012404.80
- **C.18.a - Value (excl. sponsor support):** $80012404.80
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: 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):** $33190408.52
- **C.18.a - Value (excl. sponsor support):** $33190408.52
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: 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):** $75041686.50
- **C.18.a - Value (excl. sponsor support):** $75041686.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-23
- **C.13 - Final Legal Maturity Date:** 2027-03-23
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRU3, C.4 - ISIN: US3133ETRU34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999651.60
- **C.18.a - Value (excl. sponsor support):** $9999651.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: 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: 3133ETSH1, C.4 - ISIN: US3133ETSH14, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $165053197.65
- **C.18.a - Value (excl. sponsor support):** $165053197.65
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-08
- **C.13 - Final Legal Maturity Date:** 2026-12-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: 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: 3133ETSZ1, C.4 - ISIN: US3133ETSZ12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44997875.10
- **C.18.a - Value (excl. sponsor support):** $44997875.10
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT56, C.4 - ISIN: US3133ETT565, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2901676.08
- **C.18.a - Value (excl. sponsor support):** $2901676.08
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 84: 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: 3133ETTL1, C.4 - ISIN: US3133ETTL17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64998321.70
- **C.18.a - Value (excl. sponsor support):** $64998321.70
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: 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: 3133ETUH8, C.4 - ISIN: US3133ETUH85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55003749.90
- **C.18.a - Value (excl. sponsor support):** $55003749.90
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: 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: 3133ETUJ4, C.4 - ISIN: US3133ETUJ42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $130006955.00
- **C.18.a - Value (excl. sponsor support):** $130006955.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-22
- **C.13 - Final Legal Maturity Date:** 2026-12-22
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: 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: 3133ETVR5, C.4 - ISIN: US3133ETVR58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $155068953.30
- **C.18.a - Value (excl. sponsor support):** $155068953.30
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: 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: 3133ETWH6, C.4 - ISIN: US3133ETWH67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWJ2, C.4 - ISIN: US3133ETWJ24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69997315.50
- **C.18.a - Value (excl. sponsor support):** $69997315.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWL7, C.4 - ISIN: US3133ETWL79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75003270.00
- **C.18.a - Value (excl. sponsor support):** $75003270.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWY9, C.4 - ISIN: US3133ETWY90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $13000937.30
- **C.18.a - Value (excl. sponsor support):** $13000937.30
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 92: 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: 3133ETXD4, C.4 - ISIN: US3133ETXD45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65014634.10
- **C.18.a - Value (excl. sponsor support):** $65014634.10
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-12
- **C.13 - Final Legal Maturity Date:** 2027-01-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFK1, C.4 - ISIN: US3133EWFK19, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-06-03
- **C.13 - Final Legal Maturity Date:** 2027-06-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJM6, C.4 - ISIN: US3134HAJM64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $94300637.47
- **C.18.a - Value (excl. sponsor support):** $94300637.47
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAPV9, C.4 - ISIN: US3134HAPV99, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $97407640.06
- **C.18.a - Value (excl. sponsor support):** $97407640.06
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.810000%
- **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):** $75057668.79
- **C.18.a - Value (excl. sponsor support):** $75057668.79
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $73012361.09
- **C.18.a - Value (excl. sponsor support):** $73012361.09
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $339035207.54
- **C.18.a - Value (excl. sponsor support):** $339035207.54
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.795000%
- **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):** $153110967.84
- **C.18.a - Value (excl. sponsor support):** $153110967.84
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.810000%
- **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):** $125227527.50
- **C.18.a - Value (excl. sponsor support):** $125227527.50
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.810000%
- **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):** $227852661.04
- **C.18.a - Value (excl. sponsor support):** $227852661.04
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $537372618.48
- **C.18.a - Value (excl. sponsor support):** $537372618.48
- **C.19 - Percentage of Net Assets:** 1.7000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $75020135.25
- **C.18.a - Value (excl. sponsor support):** $75020135.25
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.805000%
- **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):** $217109315.74
- **C.18.a - Value (excl. sponsor support):** $217109315.74
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.810000%
- **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):** $87495543.74
- **C.18.a - Value (excl. sponsor support):** $87495543.74
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.810000%
- **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):** $68928494.97
- **C.18.a - Value (excl. sponsor support):** $68928494.97
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.930000%
- **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):** $61179399.78
- **C.18.a - Value (excl. sponsor support):** $61179399.78
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.810000%
- **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):** $306945552.23
- **C.18.a - Value (excl. sponsor support):** $306945552.23
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.810000%
- **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):** $184416454.66
- **C.18.a - Value (excl. sponsor support):** $184416454.66
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: 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: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $91998830.68
- **C.18.a - Value (excl. sponsor support):** $91998830.68
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 111: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199939166.00
- **C.18.a - Value (excl. sponsor support):** $199939166.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 112: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $139562985.80
- **C.18.a - Value (excl. sponsor support):** $139562985.80
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 113: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199235250.00
- **C.18.a - Value (excl. sponsor support):** $199235250.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 114: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99478556.00
- **C.18.a - Value (excl. sponsor support):** $99478556.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 115: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $126987275.87
- **C.18.a - Value (excl. sponsor support):** $126987275.87
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 116: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $54523742.90
- **C.18.a - Value (excl. sponsor support):** $54523742.90
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 117: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $134796083.85
- **C.18.a - Value (excl. sponsor support):** $134796083.85
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 118: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99778931.00
- **C.18.a - Value (excl. sponsor support):** $99778931.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 119: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $104393909.55
- **C.18.a - Value (excl. sponsor support):** $104393909.55
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 120: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TG2, C.4 - ISIN: US912797TG20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199274250.00
- **C.18.a - Value (excl. sponsor support):** $199274250.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 121: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TH0, C.4 - ISIN: US912797TH03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199132834.00
- **C.18.a - Value (excl. sponsor support):** $199132834.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **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 122: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TJ6, C.4 - ISIN: US912797TJ68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $348240277.00
- **C.18.a - Value (excl. sponsor support):** $348240277.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 123: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TK3, C.4 - ISIN: US912797TK32, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 912797TK3
- **C.18 - Value (incl. sponsor support):** $99425646.00
- **C.18.a - Value (excl. sponsor support):** $99425646.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 124: UNITED STATES TREASURY 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):** $317109084.65
- **C.18.a - Value (excl. sponsor support):** $317109084.65
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 125: 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):** $90681812.04
- **C.18.a - Value (excl. sponsor support):** $90681812.04
- **C.19 - Percentage of Net Assets:** 0.2900%
- **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 126: 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):** $88386911.30
- **C.18.a - Value (excl. sponsor support):** $88386911.30
- **C.19 - Percentage of Net Assets:** 0.2800%
- **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 127: 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):** $59574125.00
- **C.18.a - Value (excl. sponsor support):** $59574125.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 128: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 129: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $132685645.19
- **C.18.a - Value (excl. sponsor support):** $132685645.19
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 130: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $380326823.75
- **C.18.a - Value (excl. sponsor support):** $380326823.75
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 131: 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):** $270479549.34
- **C.18.a - Value (excl. sponsor support):** $270479549.34
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 132: 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):** $95626843.75
- **C.18.a - Value (excl. sponsor support):** $95626843.75
- **C.19 - Percentage of Net Assets:** 0.3000%
- **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 133: 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):** $92046243.75
- **C.18.a - Value (excl. sponsor support):** $92046243.75
- **C.19 - Percentage of Net Assets:** 0.2900%
- **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 134: 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):** $149638956.65
- **C.18.a - Value (excl. sponsor support):** $149638956.65
- **C.19 - Percentage of Net Assets:** 0.4700%
- **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 135: 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):** $122987305.00
- **C.18.a - Value (excl. sponsor support):** $122987305.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **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 136: 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):** $145448367.55
- **C.18.a - Value (excl. sponsor support):** $145448367.55
- **C.19 - Percentage of Net Assets:** 0.4600%
- **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 137: 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):** $433670626.08
- **C.18.a - Value (excl. sponsor support):** $433670626.08
- **C.19 - Percentage of Net Assets:** 1.3700%
- **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 138: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $180530000.00
- **C.18.a - Value (excl. sponsor support):** $180530000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.250000%
- **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):** $91679546.14
- **C.18.a - Value (excl. sponsor support):** $91679546.14
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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 140: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $44025025.00
- **C.18.a - Value (excl. sponsor support):** $44025025.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $212389219.28
- **C.18.a - Value (excl. sponsor support):** $212389219.28
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 142: 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):** $317978242.98
- **C.18.a - Value (excl. sponsor support):** $317978242.98
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 143: 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):** $357547218.75
- **C.18.a - Value (excl. sponsor support):** $357547218.75
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 144: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100036719.00
- **C.18.a - Value (excl. sponsor support):** $100036719.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 145: 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):** $199822266.00
- **C.18.a - Value (excl. sponsor support):** $199822266.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **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 146: 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):** $193075301.34
- **C.18.a - Value (excl. sponsor support):** $193075301.34
- **C.19 - Percentage of Net Assets:** 0.6100%
- **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 147: 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):** $152560422.68
- **C.18.a - Value (excl. sponsor support):** $152560422.68
- **C.19 - Percentage of Net Assets:** 0.4800%
- **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 148: 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):** $95239294.69
- **C.18.a - Value (excl. sponsor support):** $95239294.69
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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 149: 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):** $62358437.50
- **C.18.a - Value (excl. sponsor support):** $62358437.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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 150: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: LMRP10454485
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2037-05-01      | 3.5000%  | 0.0000% | $30509632.00       | $1843344.71        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-03-01      | 4.5000%  | 0.0000% | $92000000.00       | $18587537.20       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-08-01      | 4.5000%  | 0.0000% | $8058704.00        | $2288242.65        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 4.0000%  | 0.0000% | $36568320.00       | $25748403.02       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 6.0000%  | 0.0000% | $25469792.00       | $15331353.82       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.5000%  | 0.0000% | $61023744.00       | $46726764.80       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-06-01      | 4.4000%  | 0.0000% | $12869000.00       | $13175408.03       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-09-01      | 4.0000%  | 0.0000% | $1024.00           | $231.23            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 5.0000%  | 0.0000% | $40828736.00       | $33220458.43       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-06-01      | 5.5000%  | 0.0000% | $1000.00           | $55.60             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-08-01      | 4.5100%  | 0.0000% | $33304400.00       | $34276029.96       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 5.0000%  | 0.0000% | $8239990.00        | $8159909.48        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $2048.00           | $1638.65           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 6.0000%  | 0.0000% | $2048.00           | $1655.55           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 5.5000%  | 0.0000% | $78390080.00       | $79769565.63       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1046.83           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 5.0000%  | 0.0000% | $65150720.00       | $59008167.72       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-07-01      | 3.5000%  | 0.0000% | $1024.00           | $455.23            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1602.89           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.16           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.87           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $690.95            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1023.88           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.80           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.77           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $3024.00           | $2946.75           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1028.02           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.5000%  | 0.0000% | $11434224.00       | $11896903.21       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 5.5000%  | 0.0000% | $2771332.00        | $2728200.48        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-12-01      | 5.5000%  | 0.0000% | $153499136.00      | $157223231.92      | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: LMRP10456025
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B                  | 2039-02-15      | 3.5000%  | 0.0000% | $100.00            | $93.45             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2029-01-15      | 2.5000%  | 0.0000% | $27495600.00       | $43436044.92       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2039-08-15      | 4.5000%  | 0.0000% | $100.00            | $102.71            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2040-02-15      | 4.6250%  | 0.0000% | $14032100.00       | $14547837.90       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-02-15      | 2.2500%  | 0.0000% | $1821600.00        | $1800671.38        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2027-07-15      | 0.3750%  | 0.0000% | $4930200.00        | $6524633.49        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-08-15      | 2.2500%  | 0.0000% | $4910700.00        | $4830640.15        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-05-15      | 2.8750%  | 0.0000% | $7750800.00        | $7726963.72        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2029-07-15      | 0.2500%  | 0.0000% | $307600.00         | $381661.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND | 2026-11-30      | 1.6250%  | 0.0000% | $300.00            | $296.85            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2050-02-15      | 2.0000%  | 0.0000% | $200.00            | $122.45            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2050-02-15      | 0.2500%  | 0.0000% | $200.00            | $151.97            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-08-31      | 0.5000%  | 0.0000% | $100.00            | $95.98             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $141.25            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-03-31      | 1.2500%  | 0.0000% | $517900.00         | $498328.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND | 2026-04-30      | 0.7500%  | 0.0000% | $15078000.00       | $15041367.54       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2041-08-15      | 1.7500%  | 0.0000% | $200.00            | $139.66            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2032-01-15      | 0.1250%  | 0.0000% | $1388700.00        | $1519661.36        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2052-02-15      | 2.2500%  | 0.0000% | $632200.00         | $400401.25         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2030-02-28      | 4.0000%  | 0.0000% | $100788000.00      | $104750934.04      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2053-02-15      | 1.5000%  | 0.0000% | $200.00            | $177.16            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-05-31      | 3.6250%  | 0.0000% | $932700.00         | $945274.03         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2028-04-15      | 1.2500%  | 0.0000% | $4400.00           | $4805.75           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2033-07-15      | 1.3750%  | 0.0000% | $410900.00         | $438699.08         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2054-02-15      | 4.2500%  | 0.0000% | $200.00            | $187.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND | 2026-06-30      | 4.6250%  | 0.0000% | $600.00            | $606.37            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2054-08-15      | 4.2500%  | 0.0000% | $685900.00         | $643488.64         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2054-11-15      | 4.5000%  | 0.0000% | $26400.00          | $26127.79          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2030-04-15      | 1.6250%  | 0.0000% | $258300.00         | $270072.67         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-08-31      | 3.6250%  | 0.0000% | $300.00            | $306.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL      | 2026-04-23      | 0.0000%  | 0.0000% | $165100.00         | $164238.51         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2032-11-30      | 3.7500%  | 0.0000% | $43100.00          | $43582.24          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2030-10-15      | 1.1250%  | 0.0000% | $200.00            | $201.87            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2033-01-31      | 4.0000%  | 0.0000% | $652900.00         | $665661.86         | U.S. Treasuries (including strips) |

### Security 152: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: LMRP10458625
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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   | 2026-03-13      | 2.7500%  | 0.0000% | $125000.00         | $126534.72         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN BANK   | 2026-03-13      | 2.3750%  | 0.0000% | $170000.00         | $171727.11         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN BANK   | 2032-09-10      | 4.8750%  | 0.0000% | $3480000.00        | $3754205.15        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN BANK   | 2027-06-04      | 3.8750%  | 0.0000% | $11000000.00       | $11139865.31       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN BANK   | 2026-03-13      | 4.3750%  | 0.0000% | $445000.00         | $454029.30         | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANK | 2026-06-23      | 3.6750%  | 0.0000% | $1000000.00        | $1006737.78        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2027-07-12      | 3.7200%  | 0.0000% | $237902000.00      | $239026681.80      | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK | 2027-04-02      | 3.7450%  | 0.0000% | $50000000.00       | $50320472.19       | Agency Debentures and Agency Strips |

### Security 153: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: LMRP10462785
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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            | 2031-03-15      | 0.0000%  | 0.0000% | $2873000.00        | $2380337.96        | Agency Debentures and Agency Strips |
| Freddie Mac            | 2032-07-15      | 0.0000%  | 0.0000% | $5004000.00        | $3884304.96        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK | 2032-09-10      | 4.8750%  | 0.0000% | $32520000.00       | $35082399.85       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN BANK | 2029-03-09      | 3.8750%  | 0.0000% | $32000000.00       | $32927146.67       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN BANK | 2026-03-13      | 4.9460%  | 0.0000% | $10000.00          | $10232.52          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN BANK | 2028-11-24      | 3.4760%  | 0.0000% | $129720000.00      | $129717809.17      | Agency Mortgage-Backed Securities   |

### Security 154: FIXED INCOME CLEARING CORP / BNY

- **C.1 - Title:** FIXED INCOME CLEARING CORP / BNY 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: LMRP10480425
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2026-04-15      | 0.1250%  | 0.0000% | $482147600.00      | $596597379.57      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 3.3750%  | 0.0000% | $15300300.00       | $15402690.53       | U.S. Treasuries (including strips) |

### Security 155: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.680000%
- **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: LMRP10480695
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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   | 2048-01-01      | 3.5000%  | 0.0000% | $10000.00          | $1742.69           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-12-01      | 3.5000%  | 0.0000% | $40000.00          | $4268.81           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-03-01      | 3.5000%  | 0.0000% | $17000.00          | $3219.47           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-10-01      | 3.0000%  | 0.0000% | $1350000.00        | $201141.46         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-08-01      | 3.0000%  | 0.0000% | $2000.00           | $215.38            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $145.72            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2045-12-01      | 4.5000%  | 0.0000% | $1101000.00        | $194071.04         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2031-10-01      | 2.5000%  | 0.0000% | $1017000.00        | $123280.45         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-09-01      | 2.0000%  | 0.0000% | $51000.00          | $30272.36          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-02-01      | 2.5000%  | 0.0000% | $180000.00         | $97319.48          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-07-01      | 3.0000%  | 0.0000% | $7284096.00        | $3769951.47        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-10-01      | 3.0000%  | 0.0000% | $1540000.00        | $865231.86         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 5.0000%  | 0.0000% | $3350000.00        | $2419157.82        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-08-01      | 2.5000%  | 0.0000% | $335000.00         | $202855.92         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 3.5000%  | 0.0000% | $16000.00          | $12316.51          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 4.5000%  | 0.0000% | $306000.00         | $242771.35         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 4.0000%  | 0.0000% | $7880000.00        | $6188972.31        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 4.5000%  | 0.0000% | $2366992.00        | $1873674.81        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-05-01      | 4.5000%  | 0.0000% | $2320000.00        | $213966.68         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 2.5000%  | 0.0000% | $1827822.00        | $1306788.45        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 5.5000%  | 0.0000% | $593339.00         | $470086.89         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-01-01      | 6.0000%  | 0.0000% | $4411504.00        | $2707458.14        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 6.0000%  | 0.0000% | $8102032.00        | $5500677.31        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2027-05-01      | 4.0000%  | 0.0000% | $150000.00         | $1097.85           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-10-01      | 3.5000%  | 0.0000% | $10000.00          | $5051.04           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-02-01      | 5.0000%  | 0.0000% | $2425144.00        | $674651.09         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.0000%  | 0.0000% | $3240000.00        | $2536796.79        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-04-01      | 4.5000%  | 0.0000% | $494457.00         | $25147.73          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2029-09-01      | 3.0000%  | 0.0000% | $295000.00         | $14739.94          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-10-01      | 5.0000%  | 0.0000% | $3268350.00        | $2735760.49        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-07-01      | 3.0000%  | 0.0000% | $861000.00         | $234272.39         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 5.5000%  | 0.0000% | $39964.00          | $22098.98          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 5.5000%  | 0.0000% | $10135000.00       | $7684911.30        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-01-01      | 2.5000%  | 0.0000% | $405000.00         | $276673.15         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 6.0000%  | 0.0000% | $23000000.00       | $16792459.33       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 2.0000%  | 0.0000% | $2884988.00        | $2143828.41        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-09-01      | 4.5000%  | 0.0000% | $1882014.00        | $1633325.17        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-11-01      | 7.0000%  | 0.0000% | $22208000.00       | $11929626.57       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1319.10           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-05-01      | 5.0000%  | 0.0000% | $119658.00         | $18227.01          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 4.5000%  | 0.0000% | $67000.00          | $52272.10          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 2.5000%  | 0.0000% | $1025638.00        | $759102.95         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-04-01      | 6.0000%  | 0.0000% | $200000.00         | $167138.02         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 3.0000%  | 0.0000% | $212000.00         | $154880.70         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2032-05-01      | 3.0000%  | 0.0000% | $294432.00         | $137404.72         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 5.5000%  | 0.0000% | $640000.00         | $544130.92         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2026-06-01      | 4.5000%  | 0.0000% | $1425407.00        | $818.74            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-01-01      | 5.0000%  | 0.0000% | $723000.00         | $539626.43         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 5.0000%  | 0.0000% | $100000.00         | $84422.62          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-02-01      | 5.5000%  | 0.0000% | $793990.00         | $8547.82           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-06-01      | 5.0000%  | 0.0000% | $1656000.00        | $132916.21         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-04-01      | 5.5000%  | 0.0000% | $250000.00         | $16409.03          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-11-01      | 5.0000%  | 0.0000% | $720000.00         | $57740.09          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 5.5000%  | 0.0000% | $1035000.00        | $688132.78         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 5.0000%  | 0.0000% | $105000.00         | $91626.24          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 3.5000%  | 0.0000% | $297000.00         | $227830.13         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 6.0000%  | 0.0000% | $88150.00          | $64355.77          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.0000%  | 0.0000% | $674000.00         | $582657.08         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 4.5000%  | 0.0000% | $297785.00         | $231021.39         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-01-01      | 6.5000%  | 0.0000% | $200000.00         | $113911.76         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 6.5000%  | 0.0000% | $14747000.00       | $13720890.18       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-09-01      | 5.5000%  | 0.0000% | $479997.00         | $1439.43           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-08-01      | 5.5000%  | 0.0000% | $6125768.00        | $32642.84          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2033-12-01      | 6.0000%  | 0.0000% | $150000.00         | $2889.96           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-12-01      | 5.5000%  | 0.0000% | $110000.00         | $87020.98          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 5.0000%  | 0.0000% | $8135312.00        | $6440478.91        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 5.5000%  | 0.0000% | $111000.00         | $85404.38          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.0000%  | 0.0000% | $275000.00         | $244378.00         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 5.5000%  | 0.0000% | $14452272.00       | $13851290.04       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 5.5000%  | 0.0000% | $32000.00          | $25971.37          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-04-01      | 5.5000%  | 0.0000% | $408721.00         | $5296.84           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-06-01      | 5.5000%  | 0.0000% | $70142.00          | $772.91            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 5.5000%  | 0.0000% | $240000.00         | $193562.02         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 2.5000%  | 0.0000% | $200966.00         | $152100.66         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 4.5000%  | 0.0000% | $13589936.00       | $10162455.51       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $10094480.00       | $9148867.21        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-11-01      | 6.0000%  | 0.0000% | $13671920.00       | $12302520.93       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 5.5000%  | 0.0000% | $3870000.00        | $3555153.75        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-08-01      | 5.5000%  | 0.0000% | $504959.00         | $6660.95           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-02-01      | 4.5000%  | 0.0000% | $1500000.00        | $89025.51          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-07-01      | 5.5000%  | 0.0000% | $1020000.00        | $9970.82           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-09-01      | 6.0000%  | 0.0000% | $1402164.00        | $9611.00           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-07-01      | 5.5000%  | 0.0000% | $1214852.00        | $7357.65           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2031-01-01      | 2.0000%  | 0.0000% | $860000.00         | $97331.45          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-08-01      | 6.0000%  | 0.0000% | $1500000.00        | $1247023.64        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 5.5000%  | 0.0000% | $53000.00          | $46936.27          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 6.0000%  | 0.0000% | $60000.00          | $38930.39          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-05-01      | 1.5000%  | 0.0000% | $22461160.00       | $13691089.99       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-12-01      | 6.0000%  | 0.0000% | $10774140.00       | $7517431.34        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-07-01      | 2.0000%  | 0.0000% | $16000.00          | $8339.52           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 6.0000%  | 0.0000% | $511912.00         | $508523.74         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-01-01      | 5.5000%  | 0.0000% | $564273.00         | $567033.56         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-04-01      | 6.5000%  | 0.0000% | $11679500.00       | $8645407.50        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 5.5000%  | 0.0000% | $17837792.00       | $17813515.27       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-09-01      | 4.5000%  | 0.0000% | $364000.00         | $9469.76           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2031-11-01      | 6.0000%  | 0.0000% | $3997696.00        | $3416.28           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-08-01      | 3.5000%  | 0.0000% | $355000.00         | $27992.95          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-07-01      | 6.0000%  | 0.0000% | $182705.00         | $2190.54           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-09-01      | 5.5000%  | 0.0000% | $12819552.00       | $81383.62          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-01-01      | 5.5000%  | 0.0000% | $364000.00         | $6038.11           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-07-01      | 4.5000%  | 0.0000% | $12000.00          | $1004.46           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-01-01      | 6.0000%  | 0.0000% | $102049.00         | $820.66            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2029-06-01      | 2.0000%  | 0.0000% | $750000.00         | $49061.25          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-05-01      | 6.0000%  | 0.0000% | $596441.00         | $82533.42          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-06-01      | 5.5000%  | 0.0000% | $1781672.00        | $1746174.49        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-03-01      | 5.5000%  | 0.0000% | $5000.00           | $2979.18           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-10-01      | 3.0000%  | 0.0000% | $15758784.00       | $2764125.68        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 5.0000%  | 0.0000% | $1850000.00        | $1298156.03        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 5.5000%  | 0.0000% | $975000.00         | $681664.19         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 5.5000%  | 0.0000% | $10013872.00       | $6950682.36        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-02-01      | 4.5000%  | 0.0000% | $913000.00         | $765800.18         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 6.0000%  | 0.0000% | $4475000.00        | $4003126.00        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-04-01      | 6.0000%  | 0.0000% | $200000.00         | $168793.65         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-01-01      | 3.0000%  | 0.0000% | $5000.00           | $3842.84           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 4.0000%  | 0.0000% | $185000.00         | $166076.76         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-05-01      | 2.0000%  | 0.0000% | $9000.00           | $6560.13           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 5.5000%  | 0.0000% | $13267952.00       | $10447690.43       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-09-01      | 5.5000%  | 0.0000% | $400000.00         | $324580.78         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2030-10-01      | 4.0000%  | 0.0000% | $5500000.00        | $5537008.89        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-09-01      | 4.5000%  | 0.0000% | $617222.00         | $336831.32         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-06-01      | 5.5000%  | 0.0000% | $146000.00         | $110676.98         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-10-01      | 3.0000%  | 0.0000% | $1200000.00        | $388082.16         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-07-25      | 3.0000%  | 0.0000% | $19424000.00       | $14437610.98       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-03-01      | 5.0000%  | 0.0000% | $50000.00          | $47343.53          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-04-01      | 4.0000%  | 0.0000% | $9000.00           | $7740.89           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-02-01      | 5.0000%  | 0.0000% | $83000.00          | $77869.53          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 5.5000%  | 0.0000% | $21979712.00       | $21808329.98       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 6.0000%  | 0.0000% | $1450000.00        | $1438460.18        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-12-01      | 5.5000%  | 0.0000% | $7401552.00        | $7605905.25        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-01-01      | 5.5000%  | 0.0000% | $25319936.00       | $25374117.62       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-01-01      | 5.5000%  | 0.0000% | $1082079.00        | $1104016.23        | Agency Mortgage-Backed Securities |

### Security 156: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: LMRP10480705
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2043-05-01      | 3.5000%  | 0.0000% | $35600000.00       | $5121033.04        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $266.12            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-07-01      | 4.0000%  | 0.0000% | $1024.00           | $337.82            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-07-01      | 4.0000%  | 0.0000% | $55998.00          | $6384.07           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-06-01      | 5.0000%  | 0.0000% | $9987440.00        | $508807.79         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $244.97            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 5.0000%  | 0.0000% | $9650000.00        | $7933598.63        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2042-03-01      | 3.5000%  | 0.0000% | $56365440.00       | $7821090.01        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 4.5000%  | 0.0000% | $25266688.00       | $18722038.92       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $489.34            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-08-01      | 4.5100%  | 0.0000% | $1000.00           | $1029.17           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-04-01      | 4.5000%  | 0.0000% | $60000000.00       | $61579560.00       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 5.5000%  | 0.0000% | $2000.00           | $2000.47           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 3.0000%  | 0.0000% | $1024.00           | $918.33            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1167.85           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-06-01      | 5.0000%  | 0.0000% | $554600.00         | $295229.13         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-01-01      | 4.5000%  | 0.0000% | $1024.00           | $1005.72           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1964.64           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 4.5000%  | 0.0000% | $3104.00           | $2833.97           | Agency Mortgage-Backed Securities |

### Security 157: FIXED INCOME CLEARING CORP / BNY

- **C.1 - Title:** FIXED INCOME CLEARING CORP / BNY 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: LMRP10480725
- **C.18 - Value (incl. sponsor support):** $990000000.00
- **C.18.a - Value (excl. sponsor support):** $990000000.00
- **C.19 - Percentage of Net Assets:** 3.1300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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             | 2026-04-15      | 0.1250%  | 0.0000% | $680629600.00      | $842194041.45      | U.S. Treasuries (including strips) |
| US TREASURY N/B             | 2029-10-31      | 4.1250%  | 0.0000% | $150000000.00      | $155175012.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL | 2026-03-05      | 0.0000%  | 0.0000% | $12438500.00       | $12431036.90       | U.S. Treasuries (including strips) |

### Security 158: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: LMRP10480735
- **C.18 - Value (incl. sponsor support):** $355000000.00
- **C.18.a - Value (excl. sponsor support):** $355000000.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                  | 2044-02-15      | 1.3750%  | 0.0000% | $14712400.00       | $17749085.60       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2045-02-15      | 2.5000%  | 0.0000% | $1664500.00        | $1222588.12        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $74.70             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2048-02-15      | 3.0000%  | 0.0000% | $23125000.00       | $17872768.49       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2048-11-15      | 3.3750%  | 0.0000% | $6806900.00        | $5644915.42        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2049-05-15      | 2.8750%  | 0.0000% | $202332700.00      | $152322464.13      | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2049-08-15      | 2.2500%  | 0.0000% | $4277200.00        | $2794418.18        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2051-02-15      | 0.1250%  | 0.0000% | $800.00            | $565.00            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2031-11-15      | 1.3750%  | 0.0000% | $900.00            | $799.77            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $90.61             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2027-04-15      | 0.1250%  | 0.0000% | $200.00            | $227.79            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2032-07-15      | 0.6250%  | 0.0000% | $1500.00           | $1609.25           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2032-07-15      | 0.6250%  | 0.0000% | $3283800.00        | $3522971.39        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2032-08-15      | 2.7500%  | 0.0000% | $416400.00         | $394345.62         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2027-10-15      | 1.6250%  | 0.0000% | $300.00            | $335.53            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $88.58             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2034-01-15      | 1.7500%  | 0.0000% | $19219000.00       | $20679129.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $93.83             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-05-31      | 4.5000%  | 0.0000% | $11800.00          | $12315.76          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-05-31      | 4.5000%  | 0.0000% | $100.00            | $104.37            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2044-05-15      | 4.6250%  | 0.0000% | $246800.00         | $252910.84         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-06-30      | 4.2500%  | 0.0000% | $4848200.00        | $5005782.95        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-07-15      | 4.3750%  | 0.0000% | $100.00            | $101.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND | 2026-09-30      | 3.5000%  | 0.0000% | $100.00            | $101.37            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-09-15      | 3.3750%  | 0.0000% | $100.00            | $101.43            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2030-01-31      | 4.2500%  | 0.0000% | $30964100.00       | $31936740.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL      | 2026-03-10      | 0.0000%  | 0.0000% | $98819100.00       | $98739748.26       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2030-10-15      | 1.1250%  | 0.0000% | $4800.00           | $4844.77           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2056-02-15      | 4.7500%  | 0.0000% | $3970000.00        | $4051145.16        | U.S. Treasuries (including strips) |

### Security 159: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: LMRP10480745
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 2.5300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2040-09-20      | 4.5000%  | 0.0000% | $14990336.00       | $99229.70          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-11-20      | 4.5000%  | 0.0000% | $2484209.00        | $29423.24          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-10-20      | 4.5000%  | 0.0000% | $896028.00         | $9291.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-03-15      | 6.5000%  | 0.0000% | $37258048.00       | $214318.70         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2043-04-01      | 3.0000%  | 0.0000% | $4987677.00        | $738622.99         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-12-01      | 7.0000%  | 0.0000% | $1051849.00        | $9179.97           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2033-09-01      | 3.0000%  | 0.0000% | $595000.00         | $69602.35          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.0000%  | 0.0000% | $1024.00           | $50.15             | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2038-10-01      | 6.5880%  | 0.0000% | $14087859.00       | $223982.08         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-01-20      | 3.5000%  | 0.0000% | $49603457.00       | $4851852.12        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-01-20      | 4.0000%  | 0.0000% | $25553840.00       | $2128488.05        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-01-20      | 4.0000%  | 0.0000% | $1000.00           | $59.84             | Agency Mortgage-Backed Securities         |
| STRIPS                                   | 2046-08-15      | 0.0000%  | 0.0000% | $42.24             | $15.55             | U.S. Treasuries (including strips)        |
| Fannie Mae                               | 2045-11-01      | 3.5000%  | 0.0000% | $2648000.00        | $419618.80         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-01-20      | 3.0000%  | 0.0000% | $199000.00         | $22350.18          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-04-20      | 4.0000%  | 0.0000% | $1000.00           | $88.40             | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2042-09-01      | 6.4720%  | 0.0000% | $48621913.00       | $2052196.80        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $1024.00           | $122.85            | Agency Mortgage-Backed Securities         |
| STRIPS                                   | 2047-11-15      | 0.0000%  | 0.0000% | $26.57             | $9.20              | U.S. Treasuries (including strips)        |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $87555197.00       | $10328574.21       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-08-01      | 4.0000%  | 0.0000% | $92799134.00       | $6871577.36        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2045-08-01      | 4.0000%  | 0.0000% | $210000.00         | $17964.21          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-05-20      | 6.5000%  | 0.0000% | $339066.00         | $54610.31          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-12-20      | 3.5000%  | 0.0000% | $201539.00         | $25742.56          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $98000.00          | $12278.49          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-06-01      | 2.5000%  | 0.0000% | $4405610.00        | $1484697.32        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-10-01      | 2.5000%  | 0.0000% | $18000.00          | $7859.68           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-07-20      | 4.5000%  | 0.0000% | $2095804.00        | $160573.40         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-04-01      | 4.5000%  | 0.0000% | $2500000.00        | $293749.42         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-05-01      | 2.0000%  | 0.0000% | $439324.00         | $261494.93         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2041-05-01      | 5.0000%  | 0.0000% | $332194.00         | $65237.68          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-01-01      | 4.0000%  | 0.0000% | $102000.00         | $36240.53          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-07-01      | 2.0000%  | 0.0000% | $20781088.00       | $12665964.96       | Agency Mortgage-Backed Securities         |
| STRIP PRINC                              | 2050-05-15      | 0.0000%  | 0.0000% | $100.00            | $31.41             | U.S. Treasuries (including strips)        |
| Fannie Mae                               | 2051-04-01      | 2.0000%  | 0.0000% | $9615957.00        | $5746111.23        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $4042050.00        | $2786859.23        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-04-01      | 3.0000%  | 0.0000% | $68985.00          | $48293.16          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $16616864.00       | $11887498.94       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 3.5000%  | 0.0000% | $6666688.00        | $4640542.44        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-01-20      | 3.5000%  | 0.0000% | $1000.00           | $68.76             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 4.0000%  | 0.0000% | $9990960.00        | $7300719.81        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $13024368.00       | $8844733.82        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $39985500.00       | $20192482.70       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-01-01      | 2.5000%  | 0.0000% | $70000.00          | $48819.89          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $2655420.00        | $1746104.49        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $1024.00           | $505.38            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $711.08            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-09-01      | 2.5000%  | 0.0000% | $139112.00         | $97128.10          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 4.0000%  | 0.0000% | $19985696.00       | $14709658.94       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $1408.00           | $967.24            | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-04-01      | 5.5000%  | 0.0000% | $59000.00          | $44292.48          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $3103760.00        | $2241168.48        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-02-01      | 3.0000%  | 0.0000% | $667178.00         | $120165.42         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-10-01      | 6.0000%  | 0.0000% | $4499000.00        | $2929095.38        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-11-01      | 6.5000%  | 0.0000% | $2491000.00        | $1281348.36        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-10-01      | 5.0000%  | 0.0000% | $1700000.00        | $1444382.61        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $537.17            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-12-01      | 2.0000%  | 0.0000% | $61318.00          | $43020.68          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $664.95            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-02-01      | 3.5000%  | 0.0000% | $13663.00          | $10456.33          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-11-01      | 5.5000%  | 0.0000% | $4225288.00        | $3415069.94        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $17462688.00       | $13346136.81       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-06-01      | 3.0000%  | 0.0000% | $41583616.00       | $24207925.31       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-04-01      | 4.0000%  | 0.0000% | $8000.00           | $7069.46           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2048-07-01      | 5.0000%  | 0.0000% | $55000.00          | $5607.88           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $693.62            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $29985696.00       | $13128225.66       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2038-01-01      | 3.5000%  | 0.0000% | $97000.00          | $15456.91          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2045-02-01      | 4.5000%  | 0.0000% | $200000.00         | $38034.93          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-11-01      | 6.5000%  | 0.0000% | $10250640.00       | $9630364.90        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $839.94            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $19986904.00       | $13481170.77       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $1000.00           | $816.85            | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-11-01      | 5.5000%  | 0.0000% | $1040.00           | $891.05            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $25555296.00       | $23679497.20       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-08-01      | 5.5000%  | 0.0000% | $31907900.00       | $25972625.70       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-06-01      | 4.0000%  | 0.0000% | $167000.00         | $48721.36          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-12-20      | 5.5000%  | 0.0000% | $1188376.00        | $608503.79         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $1024.00           | $836.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $1000.00           | $934.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 4.7215%  | 0.0000% | $22459600.00       | $15659464.91       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $1088758.00        | $862457.51         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $8398656.00        | $6848270.27        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2040-03-01      | 5.5000%  | 0.0000% | $1304884.00        | $33916.28          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-12-01      | 3.0000%  | 0.0000% | $26000.00          | $15822.41          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-04-01      | 6.5000%  | 0.0000% | $599346.00         | $498920.44         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-02-01      | 5.5000%  | 0.0000% | $16217024.00       | $14128672.41       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-02-20      | 4.5000%  | 0.0000% | $1842562.00        | $1135770.07        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $906731.00         | $826811.50         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $2866190.00        | $2149700.49        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $9610644.00        | $7178645.98        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2037-09-01      | 5.0000%  | 0.0000% | $1556000.00        | $763498.13         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-07-01      | 5.5000%  | 0.0000% | $305714.00         | $284323.52         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1024.00           | $991.10            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-07-01      | 6.5000%  | 0.0000% | $3695591.00        | $2063325.79        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-05-01      | 6.0000%  | 0.0000% | $1207040.00        | $977849.85         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-02-01      | 6.0000%  | 0.0000% | $156688.00         | $131014.16         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $896.59            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $906.40            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-01-01      | 5.5000%  | 0.0000% | $246001.00         | $212897.39         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.55           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $156.00            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-06-01      | 6.0000%  | 0.0000% | $3097090.00        | $3039937.01        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-12-01      | 5.0000%  | 0.0000% | $2126.00           | $2135.60           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-01-01      | 6.2430%  | 0.0000% | $3109160.00        | $2890015.36        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-07-01      | 6.0000%  | 0.0000% | $956783.00         | $756239.30         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-10-01      | 5.5000%  | 0.0000% | $24898496.00       | $16938729.64       | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $776.36            | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-04-01      | 4.5000%  | 0.0000% | $787028.00         | $373953.24         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-08-01      | 6.5000%  | 0.0000% | $354416.00         | $328001.88         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2054-08-01      | 5.5000%  | 0.0000% | $72070.00          | $54653.34          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-02-01      | 2.5000%  | 0.0000% | $2639220.00        | $1975580.35        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $760.59            | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $788.22            | Agency Mortgage-Backed Securities         |
| Freddiemac Strip                         | 2053-10-25      | 4.8172%  | 0.0000% | $1002.00           | $581.66            | Agency Collateralized Mortgage Obligation |
| Freddie Mac                              | 2049-11-01      | 3.5000%  | 0.0000% | $78551.00          | $20041.01          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2045-09-01      | 6.3400%  | 0.0000% | $3887725.00        | $227600.74         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-04-25      | 4.5000%  | 0.0000% | $1513315.00        | $1511530.34        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                              | 2050-08-25      | 4.1317%  | 0.0000% | $1000.00           | $493.62            | Agency Collateralized Mortgage Obligation |
| Fannie Mae                               | 2037-08-01      | 5.6290%  | 0.0000% | $2511.00           | $166.30            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2040-03-01      | 5.5000%  | 0.0000% | $167003.00         | $21488.12          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $482.64            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-03-01      | 5.5000%  | 0.0000% | $1629130.00        | $1220786.17        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-06-01      | 6.0000%  | 0.0000% | $709353.00         | $732542.31         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-08-01      | 6.0000%  | 0.0000% | $6083104.00        | $6299143.88        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-09-01      | 6.0000%  | 0.0000% | $3239111.00        | $3317674.34        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-08-01      | 5.5000%  | 0.0000% | $2273284.00        | $2306774.90        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2056-02-01      | 5.1470%  | 0.0000% | $3405503.00        | $3488564.16        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2056-01-01      | 5.5000%  | 0.0000% | $2854721.00        | $2939913.38        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2039-07-01      | 6.0000%  | 0.0000% | $4203551.00        | $663705.68         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2051-10-01      | 2.0000%  | 0.0000% | $50000.00          | $33647.09          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2048-11-01      | 4.0000%  | 0.0000% | $105000.00         | $26963.50          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2050-02-01      | 4.5000%  | 0.0000% | $1397.00           | $308.64            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-05-01      | 4.5000%  | 0.0000% | $1005350.00        | $862028.10         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $871.89            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2056-01-01      | 5.5000%  | 0.0000% | $1000332.00        | $1032419.54        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2056-02-01      | 5.5000%  | 0.0000% | $3877633.00        | $3956404.10        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2056-01-01      | 5.5000%  | 0.0000% | $3632752.00        | $3751392.35        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $963.03            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-08-01      | 6.5000%  | 0.0000% | $15040256.00       | $13349359.69       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-12-01      | 5.5000%  | 0.0000% | $13665152.00       | $13512177.86       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $1021.92           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2039-06-01      | 4.0000%  | 0.0000% | $459969.00         | $99061.19          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2049-05-01      | 4.0000%  | 0.0000% | $68117760.00       | $18417251.13       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $703.11            | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-07-01      | 5.0000%  | 0.0000% | $6751240.00        | $5491053.91        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-03-01      | 5.5000%  | 0.0000% | $1280.00           | $1253.87           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 5.5000%  | 0.0000% | $3747760.00        | $3776413.25        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 6.5000%  | 0.0000% | $12905440.00       | $11209934.87       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-04-01      | 6.5000%  | 0.0000% | $50521600.00       | $44937273.25       | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-06-01      | 6.0000%  | 0.0000% | $7417040.00        | $7140414.01        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.03           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-10-01      | 5.0000%  | 0.0000% | $2139580.00        | $2162054.66        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2033-12-01      | 7.0000%  | 0.0000% | $1010.00           | $19.61             | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2042-11-01      | 5.0000%  | 0.0000% | $276947.00         | $180033.72         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-01-01      | 6.5000%  | 0.0000% | $1388672.00        | $1148325.46        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $7000.00           | $7133.14           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-06-01      | 6.0000%  | 0.0000% | $4383032.00        | $3816288.67        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-07-01      | 6.0000%  | 0.0000% | $1600408.00        | $1573160.59        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.02           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-10-01      | 5.5000%  | 0.0000% | $5000.00           | $5138.63           | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-03-01      | 6.5000%  | 0.0000% | $1024.00           | $714.98            | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2053-01-01      | 3.0000%  | 0.0000% | $983120.00         | $846393.18         | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $836.14            | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2055-11-01      | 5.0000%  | 0.0000% | $3604000.00        | $3578670.68        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2056-02-01      | 5.5000%  | 0.0000% | $2004.00           | $2068.21           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-05-15      | 4.7500%  | 0.0000% | $14618385.00       | $111678.20         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-10-20      | 5.5000%  | 0.0000% | $996000.00         | $81783.77          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-05-20      | 6.0000%  | 0.0000% | $1001.00           | $129.10            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-05-20      | 5.5000%  | 0.0000% | $1000.00           | $84.89             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 4.5000%  | 0.0000% | $709962.00         | $79524.10          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-11-20      | 4.5000%  | 0.0000% | $2981836.00        | $604815.32         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-08-20      | 4.5000%  | 0.0000% | $1910906.00        | $1726737.15        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $203459.00         | $212309.40         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 5.5000%  | 0.0000% | $255471.00         | $97662.21          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-15      | 7.0000%  | 0.0000% | $1000.00           | $925.33            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $1000.00           | $1075.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $5094992.00        | $4054553.52        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 7.5000%  | 0.0000% | $1162326.00        | $986866.85         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $18408544.00       | $18037575.78       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $297932.00         | $95904.01          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 6.5000%  | 0.0000% | $1039906.00        | $1092228.57        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $1756208.00        | $1870029.66        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $6683936.00        | $6437357.74        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $8216992.00        | $8755767.94        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1018.48           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $1896790.00        | $2034061.27        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $1485902.00        | $1594387.97        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $3490601.00        | $2475687.28        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1044.83           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $677435.00         | $713738.20         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $3553370.00        | $3659959.33        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1035.84           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $4092568.00        | $4300284.84        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $6447336.00        | $6701976.21        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1294288.00        | $1349311.06        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1026.03           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $22109472.00       | $23049142.10       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $13911194.00       | $13496645.20       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $176491.00         | $176122.34         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $2707140.00        | $2658985.94        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $4180968.00        | $3594789.24        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $9126370.00        | $7062174.40        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $836.06            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $6516256.00        | $5424540.35        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $6583871.00        | $6521710.64        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 5.0000%  | 0.0000% | $10976048.00       | $10166759.28       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 4.7115%  | 0.0000% | $1046.00           | $355.42            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $78689718.00       | $80591508.57       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $74344140.00       | $76241121.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.7500%  | 0.0000% | $24230826.00       | $24894551.41       | Agency Collateralized Mortgage Obligation |

### Security 160: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 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: NQQ6HPCNCCU6TUTQYE1, C.5 - Other ID: LMRP10480755
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Fanniemae-Aces | 2033-04-25      | 1.5169%  | 0.0000% | $23976344.00       | $6801773.01        | Agency Collateralized Mortgage Obligation |
| Fanniemae-Aces | 2032-04-25      | 2.0816%  | 0.0000% | $23900000.00       | $12966604.36       | Agency Collateralized Mortgage Obligation |
| Fannie Mae     | 2054-09-25      | 4.8672%  | 0.0000% | $50000000.00       | $35531970.01       | Agency Collateralized Mortgage Obligation |
| Fannie Mae     | 2055-03-25      | 5.0172%  | 0.0000% | $37887000.00       | $29211809.21       | Agency Collateralized Mortgage Obligation |
| Fanniemae-Aces | 2033-01-25      | 3.9500%  | 0.0000% | $27784718.00       | $27415932.27       | Agency Collateralized Mortgage Obligation |
| Fannie Mae     | 2056-03-25      | 6.0000%  | 0.0000% | $22593954.00       | $22638449.03       | Agency Collateralized Mortgage Obligation |
| Freddie Mac    | 2055-06-25      | 5.0000%  | 0.0000% | $18932073.00       | $16989004.20       | Agency Collateralized Mortgage Obligation |
| Freddie Mac    | 2032-12-15      | 4.0000%  | 0.0000% | $13700000.00       | $12928482.14       | Agency Collateralized Mortgage Obligation |
| Freddie Mac    | 2056-01-25      | 4.5000%  | 0.0000% | $31675316.00       | $31440499.34       | Agency Collateralized Mortgage Obligation |
| Freddie Mac    | 2048-12-15      | 4.5000%  | 0.0000% | $14141136.00       | $14075476.72       | Agency Collateralized Mortgage Obligation |

### Security 161: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: LMRP10482815
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 2.6800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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   | 2041-02-01      | 4.0000%  | 0.0000% | $26000.00          | $1104.08           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 3.0000%  | 0.0000% | $860224.00         | $568064.11         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-12-01      | 2.5000%  | 0.0000% | $37000.00          | $22885.51          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 6.0000%  | 0.0000% | $250523207.00      | $209521637.30      | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-11-01      | 5.5000%  | 0.0000% | $627163881.00      | $616388860.60      | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2039-02-01      | 5.0000%  | 0.0000% | $29737325.00       | $808467.13         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-05-01      | 5.0000%  | 0.0000% | $2012650.00        | $60544.56          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-05-01      | 4.5000%  | 0.0000% | $2121000.00        | $1807008.65        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-01-01      | 6.5000%  | 0.0000% | $50000.00          | $35312.07          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 4.5000%  | 0.0000% | $25000.00          | $22867.66          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-01-01      | 2.5000%  | 0.0000% | $528521.00         | $378348.96         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-11-01      | 4.5000%  | 0.0000% | $525000.00         | $426108.29         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-11-01      | 5.5000%  | 0.0000% | $2063215.00        | $2037979.47        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-05-01      | 4.5000%  | 0.0000% | $379447.00         | $366038.43         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 5.5000%  | 0.0000% | $15279700.00       | $14993560.37       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-11-01      | 5.5000%  | 0.0000% | $1192300.00        | $1221511.56        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 6.0000%  | 0.0000% | $99267.00          | $86133.39          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 5.0000%  | 0.0000% | $1090000.00        | $1047726.65        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-10-01      | 3.0000%  | 0.0000% | $2741029.00        | $2412856.31        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-12-01      | 4.5000%  | 0.0000% | $797132.00         | $712931.18         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-11-01      | 5.0000%  | 0.0000% | $10889604.00       | $10962438.84       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-01-01      | 5.0000%  | 0.0000% | $3075180.00        | $3117615.70        | Agency Mortgage-Backed Securities |

### Security 162: SOCIETE GENERALE, NEW YORK BRANCH

- **C.1 - Title:** SOCIETE GENERALE, NEW YORK BRANCH 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900J6B390XMPVLV82, C.5 - Other ID: LMRP10482825
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 2.5300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $176958528.00      | $160939949.54      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $300000000.00      | $296800735.19      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $355666115.00      | $358259316.12      | Agency Mortgage-Backed Securities |

### Security 163: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMRP10482835
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 3.1600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2044-04-20      | 3.5000%  | 0.0000% | $200000.00         | $13106.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 3.0000%  | 0.0000% | $124000.00         | $15005.67          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-07-01      | 2.5000%  | 0.0000% | $17216712.00       | $10568627.93       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-03-01      | 3.0000%  | 0.0000% | $19961615.00       | $13152531.10       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-09-01      | 4.5000%  | 0.0000% | $850000.00         | $656715.47         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2050-08-01      | 3.0000%  | 0.0000% | $40363000.00       | $11832106.22       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 5.5000%  | 0.0000% | $17603266.00       | $12560476.01       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-08-01      | 3.5000%  | 0.0000% | $48201.00          | $36825.12          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2061-12-01      | 7.5000%  | 0.0000% | $11850176.00       | $9504545.82        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-12-01      | 4.0000%  | 0.0000% | $14026153.00       | $11226818.36       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $25000000.00       | $9726418.25        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $10704547.00       | $9647732.03        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-07-01      | 6.0000%  | 0.0000% | $103500200.00      | $103507257.48      | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-08-01      | 4.5000%  | 0.0000% | $14139737.00       | $10138045.95       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-05-01      | 5.5000%  | 0.0000% | $5257200.00        | $5223517.92        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-03-01      | 6.0000%  | 0.0000% | $17976377.00       | $17694733.17       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-04-01      | 5.5000%  | 0.0000% | $2101200.00        | $2106651.71        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2056-01-01      | 6.0000%  | 0.0000% | $50446000.00       | $50406201.62       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2047-05-01      | 3.5000%  | 0.0000% | $55621046.00       | $10524147.28       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-05-01      | 5.5000%  | 0.0000% | $27197594.00       | $23511270.87       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2048-11-01      | 3.5000%  | 0.0000% | $12607332.00       | $9618204.02        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2050-05-01      | 4.5000%  | 0.0000% | $18900.00          | $14422.74          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-08-01      | 4.5000%  | 0.0000% | $15637559.00       | $11326299.67       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2046-01-01      | 5.0000%  | 0.0000% | $10984384.00       | $10970408.02       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2042-11-01      | 5.0000%  | 0.0000% | $14222873.00       | $9540973.31        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2043-01-01      | 5.0000%  | 0.0000% | $17042748.00       | $10743732.65       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-04-01      | 3.0000%  | 0.0000% | $16374990.00       | $12729588.01       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2046-02-01      | 4.0000%  | 0.0000% | $9000406.00        | $7198467.81        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-10-01      | 5.5000%  | 0.0000% | $1309900.00        | $1326154.21        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-06-01      | 5.0000%  | 0.0000% | $1025635.00        | $1025388.49        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-06-01      | 5.0000%  | 0.0000% | $1055050.00        | $1064929.40        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-07-01      | 5.5000%  | 0.0000% | $1266200.00        | $1300367.60        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-09-01      | 5.5000%  | 0.0000% | $1663496.00        | $1635744.59        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-09-01      | 6.0000%  | 0.0000% | $4421027.00        | $4388428.51        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-10-01      | 6.0000%  | 0.0000% | $4548994.00        | $4494697.60        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-10-01      | 6.0000%  | 0.0000% | $6347600.00        | $6312259.65        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-12-01      | 6.0000%  | 0.0000% | $2427604.00        | $2496878.36        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-12-01      | 5.5000%  | 0.0000% | $2745400.00        | $2818130.10        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2056-01-01      | 5.0000%  | 0.0000% | $5025300.00        | $5090408.00        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-12-01      | 3.0000%  | 0.0000% | $12757786.00       | $7143021.15        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-11-01      | 6.0000%  | 0.0000% | $3777700.00        | $3886244.02        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-04-01      | 6.0000%  | 0.0000% | $1329500.00        | $1324194.52        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-05-01      | 6.0000%  | 0.0000% | $1329200.00        | $1311727.01        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2056-01-01      | 6.0000%  | 0.0000% | $2200100.00        | $2267300.59        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2056-02-01      | 4.5000%  | 0.0000% | $2947100.00        | $2934230.01        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-06-01      | 5.5000%  | 0.0000% | $22439888.00       | $22356607.29       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-09-01      | 6.0000%  | 0.0000% | $13239800.00       | $13104957.18       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-10-01      | 5.5000%  | 0.0000% | $54788400.00       | $54844753.11       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2056-01-01      | 5.5000%  | 0.0000% | $47237100.00       | $48754728.88       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2044-02-01      | 3.5000%  | 0.0000% | $3915489.00        | $3740558.10        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-12-01      | 5.0000%  | 0.0000% | $33075642.00       | $33099324.92       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-12-01      | 5.5000%  | 0.0000% | $43019200.00       | $42854096.20       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-04-01      | 3.0000%  | 0.0000% | $1565939.00        | $1054792.52        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-01-01      | 5.5000%  | 0.0000% | $13362600.00       | $11451517.03       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-03-01      | 5.5000%  | 0.0000% | $15363873.00       | $11187911.65       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2056-01-01      | 5.0000%  | 0.0000% | $15936300.00       | $16085888.53       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2040-11-01      | 5.5000%  | 0.0000% | $19480420.00       | $19454185.51       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-12-01      | 6.0000%  | 0.0000% | $32076428.00       | $31725762.43       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-11-01      | 6.5000%  | 0.0000% | $20377200.00       | $20147160.23       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2035-10-01      | 6.0000%  | 0.0000% | $25000.00          | $24965.10          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2041-01-01      | 5.0000%  | 0.0000% | $255146.00         | $254693.07         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2046-02-01      | 5.5000%  | 0.0000% | $1124500.00        | $1152156.20        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-02-01      | 5.0000%  | 0.0000% | $1191300.00        | $1186010.22        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-07-01      | 5.0000%  | 0.0000% | $1045471.00        | $1053503.74        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-07-01      | 6.0000%  | 0.0000% | $986500.00         | $1012591.88        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-10-01      | 6.0000%  | 0.0000% | $13835734.00       | $13963668.00       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-08-01      | 6.5000%  | 0.0000% | $16095734.00       | $10960204.48       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-10-01      | 5.5000%  | 0.0000% | $16500.00          | $16938.67          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-11-01      | 5.5000%  | 0.0000% | $11434565.00       | $11389959.57       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2056-01-01      | 5.0000%  | 0.0000% | $14132750.00       | $14326285.45       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-11-01      | 5.0000%  | 0.0000% | $116867000.00      | $117484212.90      | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2056-01-01      | 6.0000%  | 0.0000% | $24465900.00       | $25213904.11       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-11-01      | 5.0000%  | 0.0000% | $2402300.00        | $2396669.55        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-12-01      | 6.0000%  | 0.0000% | $1558900.00        | $1603671.96        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2056-01-01      | 5.0000%  | 0.0000% | $1772400.00        | $1798119.15        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2056-02-01      | 5.5000%  | 0.0000% | $7315202.00        | $7536410.49        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2056-02-01      | 6.0000%  | 0.0000% | $2492488.00        | $2570834.77        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2056-02-01      | 5.0000%  | 0.0000% | $2956668.00        | $2985212.00        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2056-03-01      | 5.0000%  | 0.0000% | $2285444.00        | $2309697.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 2.5000%  | 0.0000% | $1314200.00        | $1015947.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $25000000.00       | $10974038.59       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2061-02-15      | 4.9300%  | 0.0000% | $43033.00          | $44312.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $48000.00          | $48272.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-12-20      | 4.5000%  | 0.0000% | $10958719.00       | $10721389.17       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 4.0000%  | 0.0000% | $14345665.00       | $10887420.09       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $2487423.00        | $2503864.22        | Agency Mortgage-Backed Securities |

### Security 164: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: LMRP10482845
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                      | 2039-11-15      | 0.0000%  | 0.0000% | $135000000.00      | $74179260.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2043-05-15      | 2.8750%  | 0.0000% | $452700.00         | $364724.40         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2043-02-15      | 3.1250%  | 0.0000% | $42984200.00       | $35754898.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2049-08-15      | 2.2500%  | 0.0000% | $150192400.00      | $97537326.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND | 2027-02-28      | 1.1250%  | 0.0000% | $16900800.00       | $16590736.62       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2040-08-15      | 1.1250%  | 0.0000% | $18371400.00       | $11877972.24       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-05-31      | 0.5000%  | 0.0000% | $100.00            | $96.44             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-05-31      | 0.7500%  | 0.0000% | $10887200.00       | $10823409.62       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-10-31      | 1.1250%  | 0.0000% | $991500.00         | $978533.37         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-09-30      | 0.8750%  | 0.0000% | $10289500.00       | $10161403.64       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-12-31      | 1.3750%  | 0.0000% | $499800.00         | $472985.75         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $95.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND | 2027-02-28      | 1.8750%  | 0.0000% | $5498800.00        | $5458989.81        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2052-08-15      | 3.0000%  | 0.0000% | $3978300.00        | $2948375.72        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-02-29      | 4.0000%  | 0.0000% | $15813500.00       | $16291676.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-06-15      | 4.1250%  | 0.0000% | $182000.00         | $183761.21         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2034-02-15      | 4.0000%  | 0.0000% | $27223200.00       | $27498588.99       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2031-02-28      | 4.2500%  | 0.0000% | $900.00            | $945.52            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2054-08-15      | 4.2500%  | 0.0000% | $2405900.00        | $2244172.61        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-08-15      | 3.7500%  | 0.0000% | $14114200.00       | $14181991.83       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2029-12-31      | 4.3750%  | 0.0000% | $1119700.00        | $1161576.41        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2032-01-31      | 4.3750%  | 0.0000% | $5900100.00        | $6132110.35        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-12-15      | 4.0000%  | 0.0000% | $3018000.00        | $3070126.50        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2045-02-15      | 4.7500%  | 0.0000% | $80984300.00       | $82743893.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL      | 2026-04-16      | 0.0000%  | 0.0000% | $8574600.00        | $8533098.94        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2032-04-30      | 4.0000%  | 0.0000% | $38524000.00       | $39628682.30       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2032-08-31      | 3.8750%  | 0.0000% | $436600.00         | $448169.01         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-09-15      | 3.3750%  | 0.0000% | $12052700.00       | $12215499.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL      | 2026-04-23      | 0.0000%  | 0.0000% | $827000.00         | $822426.69         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2045-11-15      | 4.6250%  | 0.0000% | $15984900.00       | $16226964.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL      | 2026-05-26      | 0.0000%  | 0.0000% | $4635000.00        | $4594397.40        | U.S. Treasuries (including strips) |
| TREASURY BILL                    | 2026-06-16      | 0.0000%  | 0.0000% | $982000.00         | $971335.48         | U.S. Treasuries (including strips) |
| TREASURY BILL                    | 2026-08-13      | 0.0000%  | 0.0000% | $6000000.00        | $5901822.00        | U.S. Treasuries (including strips) |

### Security 165: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMRP10482855
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-11-30      | 4.3750%  | 0.0000% | $65338000.00       | $67671946.24       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-01-31      | 3.7500%  | 0.0000% | $33935600.00       | $34359216.78       | U.S. Treasuries (including strips) |

### Security 166: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: LMRP10482865
- **C.18 - Value (incl. sponsor support):** $120000000.00
- **C.18.a - Value (excl. sponsor support):** $120000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIP PRINC   | 2026-11-15      | 0.0000%  | 0.0000% | $125439000.00      | $122437370.17      | U.S. Treasuries (including strips) |

### Security 167: FIXED INCOME CLEARING CORP - NORTHERN TRUST

- **C.1 - Title:** FIXED INCOME CLEARING CORP - NORTHERN TRUST 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: 549300H47WTHXPU08X20, C.5 - Other ID: LMRP10482875
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 2.5300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $51395540.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $51395540.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $51395540.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $51395540.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $51395540.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $51395540.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $51395540.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $51395540.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $51395540.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $51395540.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $51395540.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $51395540.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $51395540.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $51395540.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $50000000.00       | $51395540.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $43843200.00       | $45066898.83       | U.S. Treasuries (including strips) |

### Security 168: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: LMRP10482885
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          | 2030-07-15      | 0.1250%  | 0.0000% | $500.00            | $608.48            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                          | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $141.25            | U.S. Treasuries (including strips) |
| Freddie Mac                              | 2051-09-01      | 2.5000%  | 0.0000% | $1002.00           | $615.00            | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                          | 2029-08-31      | 3.1250%  | 0.0000% | $100.00            | $100.50            | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2030-02-28      | 4.0000%  | 0.0000% | $9900.00           | $10289.26          | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2028-02-29      | 4.0000%  | 0.0000% | $60600.00          | $62482.87          | U.S. Treasuries (including strips) |
| Fannie Mae                               | 2047-05-01      | 4.0000%  | 0.0000% | $29764.00          | $4703.24           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2048-11-01      | 3.0000%  | 0.0000% | $10537.00          | $4925.82           | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                          | 2028-04-30      | 3.5000%  | 0.0000% | $100.00            | $101.34            | U.S. Treasuries (including strips) |
| Fannie Mae                               | 2053-07-01      | 6.0000%  | 0.0000% | $151508.00         | $103211.39         | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                          | 2030-10-31      | 4.8750%  | 0.0000% | $24999900.00       | $26846431.43       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                          | 2028-10-15      | 2.3750%  | 0.0000% | $12179200.00       | $13526501.13       | U.S. Treasuries (including strips) |
| Freddie Mac                              | 2054-02-01      | 6.5000%  | 0.0000% | $13299792.00       | $9987023.72        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-04-01      | 5.5000%  | 0.0000% | $184538.00         | $164117.26         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-06-01      | 5.5000%  | 0.0000% | $3477.00           | $2801.72           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY NOTE/BOND         | 2026-06-30      | 4.6250%  | 0.0000% | $999800.00         | $1010407.10        | U.S. Treasuries (including strips) |
| Fannie Mae                               | 2043-05-01      | 3.0000%  | 0.0000% | $1396.00           | $256.93            | Agency Mortgage-Backed Securities  |
| TSY INFL IX N/B                          | 2035-01-15      | 2.1250%  | 0.0000% | $300.00            | $321.83            | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2055-02-15      | 4.6250%  | 0.0000% | $11546100.00       | $11531519.00       | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2041-06-20      | 5.0000%  | 0.0000% | $136812.00         | $71073.86          | Agency Mortgage-Backed Securities  |
| TSY INFL IX N/B                          | 2055-02-15      | 2.3750%  | 0.0000% | $1465700.00        | $1485692.49        | U.S. Treasuries (including strips) |
| Fannie Mae                               | 2055-07-01      | 6.0000%  | 0.0000% | $1014368.00        | $992968.85         | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                          | 2027-09-30      | 3.5000%  | 0.0000% | $6647800.00        | $6749638.16        | U.S. Treasuries (including strips) |
| Freddie Mac                              | 2051-10-01      | 2.5000%  | 0.0000% | $1918.00           | $1133.87           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-04-01      | 5.5000%  | 0.0000% | $187346.00         | $183232.28         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2053-07-01      | 6.5000%  | 0.0000% | $349400.00         | $238171.62         | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2030-11-01      | 4.0800%  | 0.0000% | $22808945.00       | $23082439.46       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2030-04-01      | 4.1200%  | 0.0000% | $67872.00          | $68570.10          | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2030-03-01      | 3.9000%  | 0.0000% | $6396017.00        | $6402250.99        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2030-03-01      | 3.8500%  | 0.0000% | $18567677.00       | $18558793.41       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2031-04-01      | 3.0200%  | 0.0000% | $571244.00         | $549893.82         | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2056-02-01      | 5.0000%  | 0.0000% | $3405800.00        | $3449374.92        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2054-10-01      | 6.0000%  | 0.0000% | $13664484.00       | $12540340.93       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2033-08-01      | 5.4500%  | 0.0000% | $512096.00         | $543797.36         | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $743.55            | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2054-08-01      | 6.5000%  | 0.0000% | $1707706.00        | $1334667.25        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-12-01      | 6.0000%  | 0.0000% | $1556.00           | $1631.60           | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2031-10-01      | 1.7900%  | 0.0000% | $33910000.00       | $30188641.25       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2056-02-01      | 5.5000%  | 0.0000% | $1602124.00        | $1656913.79        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2030-11-01      | 3.9300%  | 0.0000% | $3760400.00        | $3780688.61        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2030-11-01      | 3.9800%  | 0.0000% | $11843920.00       | $11933856.14       | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-08-01      | 6.0000%  | 0.0000% | $3577180.00        | $2997941.90        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-05-01      | 5.0000%  | 0.0000% | $747628.00         | $726313.20         | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-07-01      | 6.5000%  | 0.0000% | $1008.00           | $949.99            | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2056-01-01      | 5.5000%  | 0.0000% | $5160511.00        | $5324368.69        | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2056-02-01      | 5.5000%  | 0.0000% | $5354512.00        | $5534349.83        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $1344151.00        | $761581.94         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $713134.00         | $745213.12         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-12-20      | 6.5000%  | 0.0000% | $862719.00         | $900597.79         | Agency Mortgage-Backed Securities  |

### Security 169: FIXED INCOME CLEARING CORP - NORTHERN TRUST

- **C.1 - Title:** FIXED INCOME CLEARING CORP - NORTHERN TRUST 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: 549300H47WTHXPU08X20, C.5 - Other ID: LMRP10482925
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2026-11-15      | 2.0000%  | 0.0000% | $50000000.00       | $49724791.16       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 2.0000%  | 0.0000% | $50000000.00       | $49724791.16       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 2.0000%  | 0.0000% | $50000000.00       | $49724791.16       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 2.0000%  | 0.0000% | $50000000.00       | $49724791.16       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 2.0000%  | 0.0000% | $30770200.00       | $30600835.38       | U.S. Treasuries (including strips) |

### Security 170: FIXED INCOME CLEARING CORP / STATE STREET

- **C.1 - Title:** FIXED INCOME CLEARING CORP / STATE STREET 3.670000%
- **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: LMRP10483745
- **C.18 - Value (incl. sponsor support):** $1205000000.00
- **C.18.a - Value (excl. sponsor support):** $1205000000.00
- **C.19 - Percentage of Net Assets:** 3.8100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2049-11-15      | 2.3750%  | 0.0000% | $540320600.00      | $362788859.90      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2070-01-01      | 0.0000%  | 0.0000% | $121000000.00      | $73672800.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-08-15      | 1.3750%  | 0.0000% | $300000000.00      | $153664086.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-11-15      | 1.6250%  | 0.0000% | $654165700.00      | $359880932.30      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 2.5000%  | 0.0000% | $209257500.00      | $209100071.40      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $75000000.00       | $69993360.00       | U.S. Treasuries (including strips) |

### Security 171: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21N/A, C.5 - Other ID: LMRP10483755
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 2.5300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| STRIPS                                   | 2031-08-15      | 0.0000%  | 0.0000% | $0.03              | $0.02              | U.S. Treasuries (including strips)        |
| STRIPS                                   | 2037-02-15      | 0.0000%  | 0.0000% | $41.69             | $26.14             | U.S. Treasuries (including strips)        |
| STRIPS                                   | 2033-05-15      | 0.0000%  | 0.0000% | $0.02              | $0.02              | U.S. Treasuries (including strips)        |
| STRIPS                                   | 2034-05-15      | 0.0000%  | 0.0000% | $2.00              | $1.44              | U.S. Treasuries (including strips)        |
| STRIPS                                   | 2035-11-15      | 0.0000%  | 0.0000% | $10.24             | $6.87              | U.S. Treasuries (including strips)        |
| STRIPS                                   | 2029-02-15      | 0.0000%  | 0.0000% | $0.36              | $0.32              | U.S. Treasuries (including strips)        |
| STRIPS                                   | 2039-02-15      | 0.0000%  | 0.0000% | $8.90              | $4.99              | U.S. Treasuries (including strips)        |
| STRIPS                                   | 2039-05-15      | 0.0000%  | 0.0000% | $0.24              | $0.13              | U.S. Treasuries (including strips)        |
| TSY INFL IX N/B                          | 2032-04-15      | 3.3750%  | 0.0000% | $100.00            | $206.94            | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2040-05-15      | 4.3750%  | 0.0000% | $65857500.00       | $66871643.64       | U.S. Treasuries (including strips)        |
| STRIP PRINC                              | 2043-02-15      | 0.0000%  | 0.0000% | $100.00            | $45.50             | U.S. Treasuries (including strips)        |
| STRIPS                                   | 2043-08-15      | 0.0000%  | 0.0000% | $31.03             | $13.42             | U.S. Treasuries (including strips)        |
| STRIPS                                   | 2044-02-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips)        |
| STRIPS                                   | 2045-08-15      | 0.0000%  | 0.0000% | $30.60             | $11.86             | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $71.91             | U.S. Treasuries (including strips)        |
| Freddie Mac                              | 2031-04-01      | 4.5000%  | 0.0000% | $1000.00           | $29.45             | Agency Mortgage-Backed Securities         |
| US TREASURY N/B                          | 2027-05-15      | 2.3750%  | 0.0000% | $100.00            | $99.31             | U.S. Treasuries (including strips)        |
| TSY INFL IX N/B                          | 2027-07-15      | 0.3750%  | 0.0000% | $111663800.00      | $147621590.66      | U.S. Treasuries (including strips)        |
| Government National Mortgage Association | 2048-07-20      | 3.5000%  | 0.0000% | $117886464.00      | $14337981.31       | Agency Mortgage-Backed Securities         |
| STRIP PRINC                              | 2048-02-15      | 0.0000%  | 0.0000% | $39247500.00       | $13688703.80       | U.S. Treasuries (including strips)        |
| STRIP PRINC                              | 2049-05-15      | 0.0000%  | 0.0000% | $500.00            | $163.71            | U.S. Treasuries (including strips)        |
| Government National Mortgage Association | 2049-12-20      | 2.5000%  | 0.0000% | $2092.00           | $200.60            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-02-20      | 4.0000%  | 0.0000% | $1011.00           | $43.09             | Agency Mortgage-Backed Securities         |
| US TREASURY N/B                          | 2051-08-15      | 2.0000%  | 0.0000% | $20357900.00       | $12113662.69       | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $59.50             | U.S. Treasuries (including strips)        |
| STRIP PRINC                              | 2050-05-15      | 0.0000%  | 0.0000% | $2139800.00        | $672089.78         | U.S. Treasuries (including strips)        |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $38019600.00       | $24548304.33       | Agency Mortgage-Backed Securities         |
| US TREASURY N/B                          | 2042-05-15      | 3.2500%  | 0.0000% | $4631000.00        | $4004800.89        | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2052-05-15      | 2.8750%  | 0.0000% | $11100.00          | $8107.99           | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2029-08-31      | 3.1250%  | 0.0000% | $100000.00         | $100311.67         | U.S. Treasuries (including strips)        |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $2010.00           | $1006.98           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $2840036.00        | $1888924.48        | Agency Mortgage-Backed Securities         |
| US TREASURY N/B                          | 2052-11-15      | 4.0000%  | 0.0000% | $200.00            | $180.98            | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2027-12-31      | 3.8750%  | 0.0000% | $200.00            | $202.68            | U.S. Treasuries (including strips)        |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $1000.00           | $746.45            | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2036-07-01      | 6.0000%  | 0.0000% | $1373.00           | $4.24              | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-06-01      | 5.5000%  | 0.0000% | $7008.00           | $6399.27           | Agency Mortgage-Backed Securities         |
| US TREASURY N/B                          | 2028-07-31      | 4.1250%  | 0.0000% | $5006000.00        | $5099990.94        | U.S. Treasuries (including strips)        |
| Freddie Mac                              | 2053-03-01      | 5.5000%  | 0.0000% | $2905036.00        | $2174010.62        | Agency Mortgage-Backed Securities         |
| US TREASURY N/B                          | 2043-08-15      | 4.3750%  | 0.0000% | $77848000.00       | $76340105.74       | U.S. Treasuries (including strips)        |
| Fannie Mae                               | 2036-10-01      | 2.5000%  | 0.0000% | $137310.00         | $68750.49          | Agency Mortgage-Backed Securities         |
| US TREASURY N/B                          | 2028-10-31      | 4.8750%  | 0.0000% | $200.00            | $210.35            | U.S. Treasuries (including strips)        |
| Fannie Mae                               | 2050-02-01      | 3.0000%  | 0.0000% | $1508364.00        | $736561.60         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $993998.00         | $424503.84         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $2002.00           | $1054.77           | Agency Mortgage-Backed Securities         |
| US TREASURY N/B                          | 2029-05-31      | 4.5000%  | 0.0000% | $100.00            | $104.21            | U.S. Treasuries (including strips)        |
| STRIPS                                   | 2053-02-15      | 0.0000%  | 0.0000% | $0.30              | $0.08              | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2027-05-15      | 4.5000%  | 0.0000% | $100.00            | $102.42            | U.S. Treasuries (including strips)        |
| STRIP PRINC                              | 2054-05-15      | 0.0000%  | 0.0000% | $100.00            | $26.12             | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2031-07-31      | 4.1250%  | 0.0000% | $100.00            | $102.69            | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2027-09-15      | 3.3750%  | 0.0000% | $90363700.00       | $91594750.65       | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2027-09-15      | 3.3750%  | 0.0000% | $100.00            | $101.36            | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2026-10-31      | 4.1250%  | 0.0000% | $3700.00           | $3761.46           | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2027-10-15      | 3.8750%  | 0.0000% | $12191700.00       | $12441648.94       | U.S. Treasuries (including strips)        |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $1001.00           | $618.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $8609392.00        | $4213111.07        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $75000.00          | $46584.79          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2050-05-01      | 3.0000%  | 0.0000% | $10000095.00       | $4138485.46        | Agency Mortgage-Backed Securities         |
| US TREASURY N/B                          | 2028-02-15      | 4.2500%  | 0.0000% | $100846300.00      | $102493003.08      | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2055-02-15      | 4.6250%  | 0.0000% | $1636600.00        | $1625116.22        | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2028-03-15      | 3.8750%  | 0.0000% | $35087400.00       | $35997647.60       | U.S. Treasuries (including strips)        |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1400.00           | $1273.27           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $2560.00           | $2191.15           | Agency Mortgage-Backed Securities         |
| US TREASURY N/B                          | 2027-07-31      | 3.8750%  | 0.0000% | $6568700.00        | $6621842.05        | U.S. Treasuries (including strips)        |
| TSY INFL IX N/B                          | 2035-07-15      | 1.8750%  | 0.0000% | $100.00            | $103.04            | U.S. Treasuries (including strips)        |
| STRIP PRINC                              | 2055-05-15      | 0.0000%  | 0.0000% | $100.00            | $25.00             | U.S. Treasuries (including strips)        |
| Freddie Mac                              | 2036-05-01      | 2.0000%  | 0.0000% | $31252.00          | $14976.84          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $433433.00         | $221581.96         | Agency Mortgage-Backed Securities         |
| US TREASURY N/B                          | 2027-08-31      | 3.6250%  | 0.0000% | $1400.00           | $1427.91           | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2030-10-31      | 3.6250%  | 0.0000% | $100.00            | $101.40            | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2055-11-15      | 4.6250%  | 0.0000% | $1089100.00        | $1095228.68        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY BILL              | 2026-04-21      | 0.0000%  | 0.0000% | $72962200.00       | $72573311.47       | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2027-11-30      | 3.3750%  | 0.0000% | $100.00            | $100.67            | U.S. Treasuries (including strips)        |
| Fannie Mae                               | 2031-01-01      | 4.0200%  | 0.0000% | $1065699.00        | $1074078.95        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 0.5000%  | 0.0000% | $226915.00         | $143761.49         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $2940372.00        | $1546753.93        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $2016.00           | $1298.94           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $1008.00           | $404.72            | Agency Mortgage-Backed Securities         |
| US TREASURY N/B                          | 2031-01-31      | 3.7500%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2056-02-15      | 4.7500%  | 0.0000% | $11618400.00       | $11787338.34       | U.S. Treasuries (including strips)        |
| US TREASURY N/B                          | 2036-02-15      | 4.1250%  | 0.0000% | $18600.00          | $18788.18          | U.S. Treasuries (including strips)        |
| Fannie Mae                               | 2031-04-01      | 3.5000%  | 0.0000% | $1100000.00        | $96925.71          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-09-01      | 5.0600%  | 0.0000% | $516999.00         | $513072.81         | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2033-06-01      | 4.3400%  | 0.0000% | $2010.00           | $2047.75           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-04-01      | 3.0000%  | 0.0000% | $2812676.00        | $2059678.84        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2052-09-01      | 4.5000%  | 0.0000% | $61318.00          | $57604.92          | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2053-06-01      | 5.5000%  | 0.0000% | $1787807.00        | $1698948.36        | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2055-01-01      | 5.5000%  | 0.0000% | $6000.00           | $5670.68           | Agency Mortgage-Backed Securities         |
| Fannie Mae                               | 2046-02-01      | 4.5000%  | 0.0000% | $1435215.00        | $1436707.62        | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2056-01-01      | 5.5000%  | 0.0000% | $13000.00          | $13059.02          | Agency Mortgage-Backed Securities         |
| Freddie Mac                              | 2056-02-01      | 5.5000%  | 0.0000% | $1201456.00        | $1237845.97        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $4158.00           | $1408.92           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $1141160.00        | $705875.15         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $1511920.00        | $677782.71         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $143540.00         | $85515.55          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $2367.00           | $2203.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2073-03-20      | 6.3680%  | 0.0000% | $1050.00           | $982.46            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2073-09-20      | 6.2760%  | 0.0000% | $2003.00           | $1582.17           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2075-05-20      | 6.4100%  | 0.0000% | $1883156.00        | $1698927.42        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $13401696.00       | $14023478.08       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 7.5000%  | 0.0000% | $4995.00           | $5426.75           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.0000%  | 0.0000% | $4803630.00        | $4975332.55        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $871670.00         | $935491.70         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $5765.00           | $6069.52           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 5.5000%  | 0.0000% | $5000.00           | $5159.68           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $7032.00           | $7315.65           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 5.0000%  | 0.0000% | $4647248.00        | $4645468.62        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 5.0000%  | 0.0000% | $131520.00         | $132247.00         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 6.5000%  | 0.0000% | $742060.00         | $774097.01         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $35296576.00       | $34920165.69       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $2048.00           | $2097.85           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 3.5000%  | 0.0000% | $26838951.00       | $24982682.75       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-01-20      | 5.5000%  | 0.0000% | $2195.00           | $2237.36           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $1006.00           | $1059.37           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-12-15      | 5.6500%  | 0.0000% | $523340.00         | $562485.11         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-12-20      | 5.5000%  | 0.0000% | $423310.00         | $433749.41         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $2000.00           | $1575.96           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 2.0000%  | 0.0000% | $1047.00           | $729.58            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $10183.00          | $8662.82           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-12-15      | 5.5000%  | 0.0000% | $895128.00         | $905956.56         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-07-20      | 4.9615%  | 0.0000% | $2274.00           | $1049.75           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.8615%  | 0.0000% | $1051.00           | $991.14            | Agency Collateralized Mortgage Obligation |

### Security 172: BANK OF AMERICA SECURITIES, INC.

- **C.1 - Title:** BANK OF AMERICA SECURITIES, INC. 3.670000%
- **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: LMRP10483765
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2041-02-15      | 2.1250%  | 0.0000% | $136640400.00      | $203621085.84      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-31      | 2.2500%  | 0.0000% | $376000.00         | $378988.82         | U.S. Treasuries (including strips) |

### Security 173: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC 3.680000%
- **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: LMRP10484225
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                              | 2052-07-01      | 5.0000%  | 0.0000% | $97484295.00       | $70972509.50       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $3543271.00        | $2188905.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $400000000.00      | $239751159.07      | Agency Collateralized Mortgage Obligation |

### Security 174: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC 3.670000%
- **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: LMRP10484235
- **C.18 - Value (incl. sponsor support):** $278913000.00
- **C.18.a - Value (excl. sponsor support):** $278913000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-03-31      | 3.6250%  | 0.0000% | $194893300.00      | $198467289.74      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-08-15      | 3.8750%  | 0.0000% | $85640000.00       | $86024055.18       | U.S. Treasuries (including strips) |

### Security 175: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: LMRP10484245
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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   | 2037-01-01      | 5.8550%  | 0.0000% | $38973504.00       | $225432.59         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 4.0000%  | 0.0000% | $21000.00          | $15905.01          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 3.5000%  | 0.0000% | $17000.00          | $13096.87          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-12-01      | 6.5000%  | 0.0000% | $343710.00         | $130195.52         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-06-01      | 4.5000%  | 0.0000% | $464733.00         | $30782.72          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-03-01      | 1.5000%  | 0.0000% | $1625424.00        | $979457.69         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2030-11-01      | 9.0000%  | 0.0000% | $58981560.00       | $7117.77           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 4.5000%  | 0.0000% | $80000.00          | $73269.44          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 5.0000%  | 0.0000% | $192536576.00      | $175060292.14      | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.5000%  | 0.0000% | $100000.00         | $75266.27          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $15527936.00       | $14336869.94       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-01-01      | 4.5000%  | 0.0000% | $1077672.00        | $1066956.19        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-06-01      | 6.4070%  | 0.0000% | $25037120.00       | $220511.94         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-03-01      | 6.2330%  | 0.0000% | $1334970.00        | $15373.02          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2037-04-01      | 6.7780%  | 0.0000% | $48003200.00       | $483071.72         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-12-01      | 5.5000%  | 0.0000% | $2000000.00        | $10950.38          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-09-01      | 4.0000%  | 0.0000% | $17000000.00       | $434120.30         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-01-01      | 2.5000%  | 0.0000% | $55500.00          | $10356.83          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2043-04-01      | 3.0000%  | 0.0000% | $69000.00          | $10116.51          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2044-03-01      | 4.5000%  | 0.0000% | $2200000.00        | $312747.85         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2038-07-01      | 3.5000%  | 0.0000% | $14000.00          | $9472.36           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-02-01      | 4.5000%  | 0.0000% | $23222816.00       | $23388464.35       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-12-01      | 2.0000%  | 0.0000% | $13745520.00       | $8636161.56        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-04-01      | 1.5000%  | 0.0000% | $1082932.00        | $751291.05         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-06-01      | 5.0000%  | 0.0000% | $1116312.00        | $646305.50         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-08-01      | 2.5000%  | 0.0000% | $853000.00         | $514230.49         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-12-01      | 2.5000%  | 0.0000% | $413402.00         | $281301.62         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-01-01      | 3.0000%  | 0.0000% | $498148.00         | $403914.82         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 4.0000%  | 0.0000% | $9182.00           | $8353.82           | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-10-01      | 2.5000%  | 0.0000% | $1024744.00        | $356292.41         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2046-07-01      | 3.5000%  | 0.0000% | $7789800.00        | $5716703.76        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2047-04-01      | 4.0000%  | 0.0000% | $11623056.00       | $10717952.06       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-04-01      | 6.5000%  | 0.0000% | $1666108.00        | $1364815.74        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2040-10-01      | 5.5000%  | 0.0000% | $1003898.00        | $1022562.84        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 5.5000%  | 0.0000% | $13432960.00       | $12063289.55       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-02-01      | 5.0000%  | 0.0000% | $7533319.00        | $7650954.42        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 6.5000%  | 0.0000% | $1329004.00        | $1324777.94        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-02-01      | 4.3500%  | 0.0000% | $83955300.00       | $85475450.66       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-01-01      | 5.2420%  | 0.0000% | $10147408.00       | $10350100.74       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-02-01      | 5.5000%  | 0.0000% | $13337392.00       | $13735102.74       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-01-01      | 6.0000%  | 0.0000% | $2146144.00        | $2230575.68        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 4.5000%  | 0.0000% | $410781.00         | $401853.65         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 5.0000%  | 0.0000% | $6437248.00        | $6471877.43        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 7.0000%  | 0.0000% | $5018656.00        | $4738591.57        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-11-01      | 4.5000%  | 0.0000% | $4490904.00        | $4437555.64        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2032-07-01      | 4.0000%  | 0.0000% | $36373100.00       | $36197195.65       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-12-01      | 6.5000%  | 0.0000% | $2133472.00        | $925490.24         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-03-01      | 6.5000%  | 0.0000% | $3870000.00        | $2415264.22        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.5000%  | 0.0000% | $8310688.00        | $7520847.51        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-01-01      | 6.0000%  | 0.0000% | $1290944.00        | $1346779.82        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-01-01      | 5.5000%  | 0.0000% | $2176920.00        | $2245448.51        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-02-01      | 5.0000%  | 0.0000% | $1455100.00        | $1474900.89        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-03-01      | 5.0000%  | 0.0000% | $11453984.00       | $11569452.88       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-03-01      | 4.5000%  | 0.0000% | $9700208.00        | $9631773.03        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-03-01      | 5.5000%  | 0.0000% | $2216500.00        | $2274954.03        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-03-01      | 5.0000%  | 0.0000% | $23886976.00       | $24127783.26       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-03-01      | 5.0000%  | 0.0000% | $35393200.00       | $35886868.28       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-02-01      | 5.0000%  | 0.0000% | $2090696.00        | $2115707.23        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-03-01      | 5.5000%  | 0.0000% | $5416480.00        | $5549228.30        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-03-01      | 5.5000%  | 0.0000% | $13193088.00       | $13459340.64       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-03-01      | 5.0000%  | 0.0000% | $4014832.00        | $4053591.63        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-03-01      | 5.0000%  | 0.0000% | $4115336.00        | $4167103.27        | Agency Mortgage-Backed Securities |

### Security 176: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21N/A, C.5 - Other ID: LMRP10484255
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2046-11-15      | 2.8750%  | 0.0000% | $100.00            | $76.99             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2047-02-15      | 0.8750%  | 0.0000% | $42573900.00       | $42736382.63       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-02-15      | 1.8750%  | 0.0000% | $159945600.00      | $114867899.14      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $96807000.00       | $98631409.21       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-08-15      | 4.1250%  | 0.0000% | $200.00            | $182.73            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 4.2500%  | 0.0000% | $97760900.00       | $100764055.44      | U.S. Treasuries (including strips) |

### Security 177: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE1, C.5 - Other ID: LMRP10484265
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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    | 2032-01-01      | 2.0000%  | 0.0000% | $80287398.00       | $14140048.51       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-05-01      | 2.0000%  | 0.0000% | $24041496.00       | $14059859.52       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-01-01      | 5.5000%  | 0.0000% | $14052715.00       | $12744075.48       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-05-01      | 2.5000%  | 0.0000% | $23708250.00       | $14149651.58       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2031-11-01      | 2.5000%  | 0.0000% | $93587115.00       | $12854479.28       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-01-01      | 1.5000%  | 0.0000% | $24885439.00       | $11222451.91       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 5.0000%  | 0.0000% | $14639993.00       | $13989022.69       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-03-01      | 4.5000%  | 0.0000% | $72199060.00       | $13541256.69       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 6.0000%  | 0.0000% | $19000854.00       | $14122795.03       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-07-01      | 3.5000%  | 0.0000% | $12545242.00       | $11172012.20       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 6.0000%  | 0.0000% | $16138131.00       | $14071069.99       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 6.0000%  | 0.0000% | $16000000.00       | $13494179.48       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 2.5000%  | 0.0000% | $15731432.00       | $13820476.04       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 2.5000%  | 0.0000% | $15164288.00       | $13383948.36       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 2.5000%  | 0.0000% | $15499862.00       | $13585699.66       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 4.5000%  | 0.0000% | $14399040.00       | $14248435.95       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.0000%  | 0.0000% | $14468347.00       | $13320113.53       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-07-01      | 2.5000%  | 0.0000% | $15523245.00       | $13493246.55       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-03-01      | 5.0000%  | 0.0000% | $13437589.00       | $13587177.73       | Agency Mortgage-Backed Securities |

### Security 178: BANK OF AMERICA SECURITIES, INC.

- **C.1 - Title:** BANK OF AMERICA SECURITIES, INC. 3.680000%
- **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: LMRP10484275
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                              | 2027-05-01      | 3.5000%  | 0.0000% | $1607420.00        | $8811.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-11-20      | 3.0000%  | 0.0000% | $2000000.00        | $71169.59          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2043-01-01      | 4.0000%  | 0.0000% | $610000.00         | $61615.51          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-20      | 3.5000%  | 0.0000% | $5000.00           | $602.49            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-10-20      | 3.5000%  | 0.0000% | $400000.00         | $43096.91          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2049-10-01      | 2.5000%  | 0.0000% | $500000.00         | $97072.61          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2049-03-01      | 4.5000%  | 0.0000% | $99798144.00       | $6997575.20        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2047-11-01      | 4.0000%  | 0.0000% | $1042.00           | $297.95            | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-12-01      | 5.5000%  | 0.0000% | $1415994.00        | $1069793.89        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-11-01      | 4.5000%  | 0.0000% | $19482000.00       | $15469046.27       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2045-06-01      | 4.5000%  | 0.0000% | $7889630.00        | $849435.31         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2033-04-01      | 4.3850%  | 0.0000% | $442000.00         | $450025.37         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-11-01      | 4.5000%  | 0.0000% | $141000.00         | $111146.75         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-05-01      | 3.5000%  | 0.0000% | $1751066.00        | $1305190.11        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-07-01      | 3.5000%  | 0.0000% | $75000.00          | $55009.88          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-01-01      | 6.0000%  | 0.0000% | $572185.00         | $398086.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 5.0000%  | 0.0000% | $2000.00           | $758.34            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 3.5000%  | 0.0000% | $9991310.00        | $6874036.90        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2038-09-01      | 3.9700%  | 0.0000% | $483000.00         | $415297.32         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-04-01      | 3.5000%  | 0.0000% | $13303000.00       | $9597658.16        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-04-01      | 1.5000%  | 0.0000% | $1465330.00        | $1003836.56        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2044-04-01      | 3.5000%  | 0.0000% | $586631.00         | $116567.16         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-09-01      | 6.0000%  | 0.0000% | $34168360.00       | $24034570.52       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-07-01      | 5.5000%  | 0.0000% | $747000.00         | $602855.18         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2051-11-01      | 3.5000%  | 0.0000% | $335000.00         | $229212.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-12-20      | 4.0000%  | 0.0000% | $604158.00         | $25773.21          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2052-07-01      | 3.5000%  | 0.0000% | $758000.00         | $581040.23         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-03-01      | 4.0000%  | 0.0000% | $528542.00         | $437545.63         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2030-11-01      | 3.5000%  | 0.0000% | $755975.00         | $17025.95          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2032-05-01      | 3.5000%  | 0.0000% | $215000.00         | $14314.19          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2041-04-01      | 5.0000%  | 0.0000% | $10080144.00       | $379147.88         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2038-08-01      | 5.5000%  | 0.0000% | $780000.00         | $13715.71          | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2046-06-01      | 3.5000%  | 0.0000% | $16889216.00       | $10300511.12       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2035-09-01      | 4.4500%  | 0.0000% | $34325000.00       | $34696873.24       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-02-01      | 5.5000%  | 0.0000% | $300000.00         | $229427.12         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2036-12-01      | 1.5000%  | 0.0000% | $1708444.00        | $976810.43         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2033-04-01      | 3.7200%  | 0.0000% | $716425.00         | $672291.97         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2030-08-01      | 3.0000%  | 0.0000% | $3300000.00        | $361223.33         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2034-02-01      | 5.9500%  | 0.0000% | $894990.00         | $3677.86           | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-11-01      | 5.0000%  | 0.0000% | $7520390.00        | $7590821.77        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2048-07-01      | 4.0000%  | 0.0000% | $2718064.00        | $885300.22         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2030-12-01      | 3.8000%  | 0.0000% | $29365856.00       | $28457118.97       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2048-08-01      | 4.0000%  | 0.0000% | $44447552.00       | $14675460.67       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-05-01      | 6.0000%  | 0.0000% | $20252416.00       | $13915391.02       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2031-11-01      | 4.7051%  | 0.0000% | $3900000.00        | $4037026.72        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2056-01-01      | 6.0000%  | 0.0000% | $2530572.00        | $2662637.68        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-08-01      | 4.5000%  | 0.0000% | $8351568.00        | $6128929.48        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-09-01      | 4.0000%  | 0.0000% | $554586.00         | $506094.54         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-05-01      | 6.5000%  | 0.0000% | $150000.00         | $90672.48          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2033-01-01      | 4.0400%  | 0.0000% | $53873200.00       | $53802883.51       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-07-01      | 3.5000%  | 0.0000% | $485000.00         | $375964.86         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-12-01      | 2.5000%  | 0.0000% | $225643.00         | $180512.92         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2056-02-01      | 5.0000%  | 0.0000% | $30758160.00       | $31054149.19       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-06-01      | 3.5000%  | 0.0000% | $67438.00          | $57956.30          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2056-01-01      | 5.5000%  | 0.0000% | $21964672.00       | $22452270.63       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2035-09-01      | 3.0000%  | 0.0000% | $4000000.00        | $1055826.41        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2053-04-01      | 3.5000%  | 0.0000% | $850080.00         | $669923.10         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2054-07-01      | 7.5000%  | 0.0000% | $26050000.00       | $17258263.41       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-03-01      | 5.5000%  | 0.0000% | $20003968.00       | $19524420.18       | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2056-02-01      | 5.5000%  | 0.0000% | $575548.00         | $585026.67         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2040-08-01      | 4.5000%  | 0.0000% | $178969.00         | $6047.50           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-04-01      | 5.5000%  | 0.0000% | $1061770.00        | $1068228.83        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-08-01      | 3.5000%  | 0.0000% | $1225336.00        | $1067459.76        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2053-10-01      | 3.0000%  | 0.0000% | $6913520.00        | $5958251.26        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-09-01      | 5.5000%  | 0.0000% | $26370560.00       | $26069645.36       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2056-02-01      | 5.0000%  | 0.0000% | $108857000.00      | $110745681.03      | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2055-07-01      | 5.5000%  | 0.0000% | $13907456.00       | $12993111.05       | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2056-01-01      | 5.0000%  | 0.0000% | $238688.00         | $238800.21         | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2056-01-01      | 6.0000%  | 0.0000% | $1090472.00        | $1141832.34        | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2056-02-01      | 4.5000%  | 0.0000% | $2946596.00        | $2936960.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-20      | 3.0000%  | 0.0000% | $104018.00         | $13832.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 4.5000%  | 0.0000% | $7197.00           | $3018.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 6.5000%  | 0.0000% | $3652700.00        | $647676.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $13884.00          | $5708.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $73356.00          | $76764.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $116981.00         | $123834.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1166576.00        | $1224426.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2056-01-20      | 6.0000%  | 0.0000% | $1053464.00        | $1103141.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-02-20      | 5.5000%  | 0.0000% | $35752.00          | $36783.02          | Agency Mortgage-Backed Securities |

### Security 179: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 3.600000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: LMRP10484295
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2028-07-15      | 0.7500%  | 0.0000% | $79036000.00       | $101999343.60      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-15      | 4.6250%  | 0.0000% | $1000.00           | $1023.23           | U.S. Treasuries (including strips) |

### Security 180: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 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: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: LMRP10484305
- **C.18 - Value (incl. sponsor support):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2043-06-01      | 3.5000%  | 0.0000% | $1024.00           | $171.51            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $266.12            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-07-01      | 4.0000%  | 0.0000% | $1088.00           | $358.94            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2049-04-01      | 4.5000%  | 0.0000% | $18294656.00       | $3145936.93        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-09-01      | 4.5000%  | 0.0000% | $10052096.00       | $1912579.13        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-04-01      | 6.6940%  | 0.0000% | $47600000.00       | $918228.24         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.5000%  | 0.0000% | $1024.00           | $784.09            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $702.19            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-09-01      | 4.0000%  | 0.0000% | $1024.00           | $231.23            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 6.5000%  | 0.0000% | $14074000.00       | $9876723.53        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 4.5000%  | 0.0000% | $1024.00           | $758.76            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 5.0000%  | 0.0000% | $6345288.00        | $4554258.99        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-07-01      | 5.0000%  | 0.0000% | $5445976.00        | $185071.41         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-08-01      | 4.5100%  | 0.0000% | $1000.00           | $1029.17           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 5.5000%  | 0.0000% | $1120.00           | $1139.71           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 3.0000%  | 0.0000% | $1024.00           | $918.33            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-07-01      | 3.5000%  | 0.0000% | $1024.00           | $455.23            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-09-01      | 4.5800%  | 0.0000% | $8850000.00        | $8831969.30        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 5.5000%  | 0.0000% | $6268160.00        | $6267416.05        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.29           | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** Master Portfolio Trust

**Date:** 2026-03-06

**By:** /s/Christopher Berarducci

**Name of Signing Officer:** Christopher Berarducci

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