# EDGAR Filing Document

**Accession Number:** 0001140869
**File Stem:** 0001193125-26-211663
**Filing Date:** 2026-5
**Character Count:** 293087
**Document Hash:** fbfe2910708a866f9db37a8eaff92afc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-211663.hdr.sgml**: 20260507

**ACCESSION NUMBER**: 0001193125-26-211663

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260507

**DATE AS OF CHANGE**: 20260507

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10407
- **FILM NUMBER:** 26952601

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-04-30

**Registrant Full Name:** Master Portfolio Trust

**CIK Number of Registrant:** 0001140869

**LEI of Registrant:** 549300I1QJ6KR2C8FZ09

**Name of Series:** Liquid Reserve Portfolio

**LEI of Series:** 549300YFP8WIZM5ZX343

**EDGAR Series Identifier:** S000018041

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Prime

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

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

- **WAM:** 19 days

- **WAL:** 20 days

- **Total Value of Portfolio Securities:** $9150215984.21

- **Amortized Cost of Portfolio Securities:** $5038000000.00

- **Cash:** $350073112.21

- **Total Other Assets:** $5003116.30

- **Total Liabilities:** $75192916.10

- **Net Assets of Series:** $9430099296.62

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

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-04-01 | $6901774078.07            | $8254442957.76             | 61.0800%                  | 73.0500%                   |
| 2026-04-02 | $6668424114.04            | $8237100370.85             | 59.0900%                  | 72.9900%                   |
| 2026-04-03 | $0.00                     | $0.00                      | 0.0000%                   | 0.0000%                    |
| 2026-04-06 | $6505041990.66            | $8314667961.71             | 57.5100%                  | 73.5100%                   |
| 2026-04-07 | $6885751704.72            | $8320511858.43             | 60.8400%                  | 73.5200%                   |
| 2026-04-08 | $7062494071.93            | $8312121329.43             | 62.4500%                  | 73.5000%                   |
| 2026-04-09 | $5643150963.55            | $7498975008.48             | 53.6800%                  | 71.3400%                   |
| 2026-04-10 | $5917331868.90            | $7703274344.09             | 55.4900%                  | 72.2400%                   |
| 2026-04-13 | $5763902468.45            | $7650008845.28             | 54.8400%                  | 72.7900%                   |
| 2026-04-14 | $6066224372.09            | $7603316871.46             | 57.7000%                  | 72.3300%                   |
| 2026-04-15 | $6239994538.64            | $7670676701.64             | 59.4600%                  | 73.0900%                   |
| 2026-04-16 | $4381612357.34            | $5735688884.78             | 50.9100%                  | 66.6500%                   |
| 2026-04-17 | $4392422635.04            | $5691511546.60             | 51.8300%                  | 67.1600%                   |
| 2026-04-20 | $6459788078.48            | $7757995314.13             | 61.0100%                  | 73.2700%                   |
| 2026-04-21 | $6679836015.67            | $7528081978.22             | 63.4500%                  | 71.5100%                   |
| 2026-04-22 | $6466331254.33            | $7611218197.33             | 61.3800%                  | 72.2400%                   |
| 2026-04-23 | $5326708090.84            | $6351623565.84             | 56.5400%                  | 67.4200%                   |
| 2026-04-24 | $5280594374.23            | $6303769208.98             | 56.0100%                  | 66.8700%                   |
| 2026-04-27 | $5336437769.91            | $6607268289.39             | 55.9800%                  | 69.3100%                   |
| 2026-04-28 | $5632833513.81            | $6553601211.42             | 59.7200%                  | 69.4800%                   |
| 2026-04-29 | $5147303025.63            | $6393131270.15             | 54.5700%                  | 67.7800%                   |
| 2026-04-30 | $4911352830.61            | $6352953913.29             | 51.6700%                  | 66.8400%                   |

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

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

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

### Class: A

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $9430099296.62

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 835474.54

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

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

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

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

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

## Part C: Schedule of Portfolio Securities

### Security 1: ABN AMRO FUNDING USA LLC

- **C.1 - Title:** ABN AMRO FUNDING USA LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 00084CHK1, C.4 - ISIN: US00084CHK18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $74104140.00
- **C.18.a - Value (excl. sponsor support):** $74104140.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: ALBERTA PROVINCE

- **C.1 - Title:** ALBERTA PROVINCE
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01306NFA1, C.4 - ISIN: US01306NFA19, C.3 - LEI: LQPXMHHNJKIPJYE53543
- **C.18 - Value (incl. sponsor support):** $24895402.50
- **C.18.a - Value (excl. sponsor support):** $24895402.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **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 3: AUSTRALIA & NEW ZEALAND BANKING GROUP LTD

- **C.1 - Title:** AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CJ49, C.4 - ISIN: US05253CJ494, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $49328490.00
- **C.18.a - Value (excl. sponsor support):** $49328490.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-09-04
- **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 4: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WXZ2, C.4 - ISIN: US06051WXZ21, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $50000850.00
- **C.18.a - Value (excl. sponsor support):** $50000850.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **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 5: BANK OF NEW ZEALAND

- **C.1 - Title:** BANK OF NEW ZEALAND
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06406QE13, C.4 - ISIN: US06406QE134, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $48295073.40
- **C.18.a - Value (excl. sponsor support):** $48295073.40
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 6: BANK OF NEW ZEALAND

- **C.1 - Title:** BANK OF NEW ZEALAND
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06406QGT0, C.4 - ISIN: US06406QGT04, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49535635.00
- **C.18.a - Value (excl. sponsor support):** $49535635.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BARCLAYS CAPITAL INC

- **C.1 - Title:** BARCLAYS CAPITAL INC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06743VHD5, C.4 - ISIN: US06743VHD55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49429835.00
- **C.18.a - Value (excl. sponsor support):** $49429835.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: BARCLAYS BANK UK PLC

- **C.1 - Title:** BARCLAYS BANK UK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06744RE12, C.4 - ISIN: US06744RE128, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $99989760.00
- **C.18.a - Value (excl. sponsor support):** $99989760.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: BARCLAYS BANK UK PLC

- **C.1 - Title:** BARCLAYS BANK UK PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06744RE79, C.4 - ISIN: US06744RE797, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $57958530.00
- **C.18.a - Value (excl. sponsor support):** $57958530.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: BARCLAYS BANK PLC NY

- **C.1 - Title:** BARCLAYS BANK PLC NY 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GHV6, C.4 - ISIN: US06745GHV68, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50011650.00
- **C.18.a - Value (excl. sponsor support):** $50011650.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BF56, C.4 - ISIN: US07644BF567, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $49809800.00
- **C.18.a - Value (excl. sponsor support):** $49809800.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HE12, C.4 - ISIN: US12710HE122, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $49994885.00
- **C.18.a - Value (excl. sponsor support):** $49994885.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **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.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: CAISSE DES DEPOTS ET CONSIGNATIONS

- **C.1 - Title:** CAISSE DES DEPOTS ET CONSIGNATIONS
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12800BET5, C.4 - ISIN: US12800BET52, C.3 - LEI: 969500Q2PFTTP0Y5QL44
- **C.18 - Value (incl. sponsor support):** $99719340.00
- **C.18.a - Value (excl. sponsor support):** $99719340.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CATERPILLAR FINANCIAL SERVICES CORP

- **C.1 - Title:** CATERPILLAR FINANCIAL SERVICES CORP
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 14912EE52, C.4 - ISIN: US14912EE525, C.3 - LEI: EDBQKYOPJUCJKLOJDE72
- **C.18 - Value (incl. sponsor support):** $99949480.00
- **C.18.a - Value (excl. sponsor support):** $99949480.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 15: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963UEV4, C.4 - ISIN: US15963UEV44, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $49847170.00
- **C.18.a - Value (excl. sponsor support):** $49847170.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-29
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: CITIGROUP GLOBAL MARKETS HOLDINGS INC/UNITED STATES

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS HOLDINGS INC/UNITED STATES
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 17291PAJ5, C.3 - LEI: 82VOJDD5PTRDMVVMGV31
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **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 17: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 17291YJB4, C.4 - ISIN: US17291YJB48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $103491381.00
- **C.18.a - Value (excl. sponsor support):** $103491381.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-09-11
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **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 18: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 17327BEF8, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99844960.00
- **C.18.a - Value (excl. sponsor support):** $99844960.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 19: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK NY

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK NY 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536XBR4, C.4 - ISIN: US22536XBR44, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49994990.00
- **C.18.a - Value (excl. sponsor support):** $49994990.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305EEE9, C.4 - ISIN: US23305EEE95, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $99506294.74
- **C.18.a - Value (excl. sponsor support):** $99506294.74
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: EXXON MOBIL CORP

- **C.1 - Title:** EXXON MOBIL CORP
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30229BE60, C.4 - ISIN: US30229BE603, C.3 - LEI: J3WHBG0MTS7O8ZVMDC91
- **C.18 - Value (incl. sponsor support):** $49969820.00
- **C.18.a - Value (excl. sponsor support):** $49969820.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 22: Fairway Finance Company LLC

- **C.1 - Title:** Fairway Finance Company LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30601WEB1, C.4 - ISIN: US30601WEB19, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49943415.00
- **C.18.a - Value (excl. sponsor support):** $49943415.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: GOLDMAN SACHS INTERNATIONAL

- **C.1 - Title:** GOLDMAN SACHS INTERNATIONAL
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38150UFH9, C.4 - ISIN: US38150UFH95, C.3 - LEI: W22LROWP2IHZNBB6K528
- **C.18 - Value (incl. sponsor support):** $29847840.00
- **C.18.a - Value (excl. sponsor support):** $29847840.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-06-17
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **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 24: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MFG4, C.4 - ISIN: US38346MFG42, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $49750835.00
- **C.18.a - Value (excl. sponsor support):** $49750835.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: GREAT BEAR FUNDING LLC

- **C.1 - Title:** GREAT BEAR FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014JES5, C.4 - ISIN: US39014JES50, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $74795370.00
- **C.18.a - Value (excl. sponsor support):** $74795370.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PMC6, C.4 - ISIN: US40054PMC67, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $99998410.00
- **C.18.a - Value (excl. sponsor support):** $99998410.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-10-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: THE HOME DEPOT INC

- **C.1 - Title:** THE HOME DEPOT INC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 43707ME86, C.4 - ISIN: US43707ME865, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99919070.00
- **C.18.a - Value (excl. sponsor support):** $99919070.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-08
- **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 28: THE HOME DEPOT INC

- **C.1 - Title:** THE HOME DEPOT INC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 43707MED5, C.4 - ISIN: US43707MED56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99868180.00
- **C.18.a - Value (excl. sponsor support):** $99868180.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-13
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685RHR1, C.4 - ISIN: US45685RHR12, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $98723400.00
- **C.18.a - Value (excl. sponsor support):** $98723400.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-08-25
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: KBC BANK NV NY

- **C.1 - Title:** KBC BANK NV NY 3.760000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 4823TDU74, C.4 - ISIN: US4823TDU743, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $74194234.66
- **C.18.a - Value (excl. sponsor support):** $74194234.66
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: KBC BANK N.V.

- **C.1 - Title:** KBC BANK N.V. 3.630000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 4823TDZ20, C.4 - ISIN: US4823TDZ205, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149999565.00
- **C.18.a - Value (excl. sponsor support):** $149999565.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: ELI LILLY & CO

- **C.1 - Title:** ELI LILLY & CO
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53245QE44, C.4 - ISIN: US53245QE443, C.3 - LEI: FRDRIPF3EKNDJ2CQJL29
- **C.18 - Value (incl. sponsor support):** $149939565.00
- **C.18.a - Value (excl. sponsor support):** $149939565.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Fitch, Inc.: NA; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: LMA SA/LMA AMERICAS LLC

- **C.1 - Title:** LMA SA/LMA AMERICAS LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RE46, C.4 - ISIN: US53944RE464, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $99958710.00
- **C.18.a - Value (excl. sponsor support):** $99958710.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: LMA-AMERICAS LLC

- **C.1 - Title:** LMA-AMERICAS LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RE79, C.4 - ISIN: US53944RE795, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $11191899.04
- **C.18.a - Value (excl. sponsor support):** $11191899.04
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 35: LMA SA/LMA AMERICAS LLC

- **C.1 - Title:** LMA SA/LMA AMERICAS LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RFP8, C.4 - ISIN: US53944RFP82, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $44093080.45
- **C.18.a - Value (excl. sponsor support):** $44093080.45
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: LONGSHIP FUNDING LLC

- **C.1 - Title:** LONGSHIP FUNDING LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 54316UEJ4, C.4 - ISIN: US54316UEJ43, C.3 - LEI: 549300HYL7N00LBQMI55
- **C.18 - Value (incl. sponsor support):** $49906285.00
- **C.18.a - Value (excl. sponsor support):** $49906285.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-18
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: MITSUBISHI UFJ TRUST AND BANKING CORP NEW YORK BRANCH NY

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP NEW YORK BRANCH NY 3.790000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FFQ2, C.4 - ISIN: US60683FFQ28, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $75003495.00
- **C.18.a - Value (excl. sponsor support):** $75003495.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **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 38: MIZUHO BANK LTD, SINGAPORE BRANCH

- **C.1 - Title:** MIZUHO BANK LTD, SINGAPORE BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689QF82, C.4 - ISIN: US60689QF820, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $74689785.00
- **C.18.a - Value (excl. sponsor support):** $74689785.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: MIZUHO BANK LTD/NY

- **C.1 - Title:** MIZUHO BANK LTD/NY 3.770000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701AAW3, C.4 - ISIN: US60701AAW36, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $74204771.06
- **C.18.a - Value (excl. sponsor support):** $74204771.06
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **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 40: MIZUHO BANK LTD/NEW YORK NY

- **C.1 - Title:** MIZUHO BANK LTD/NEW YORK NY 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T7K1, C.4 - ISIN: US60710T7K19, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $50003425.00
- **C.18.a - Value (excl. sponsor support):** $50003425.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: NATIONWIDE BUILDING SOCIETY

- **C.1 - Title:** NATIONWIDE BUILDING SOCIETY
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6385E1GM7, C.4 - ISIN: US6385E1GM78, C.3 - LEI: 549300XFX12G42QIKN82
- **C.18 - Value (incl. sponsor support):** $118946388.00
- **C.18.a - Value (excl. sponsor support):** $118946388.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: NESTLE CAPITAL CORP

- **C.1 - Title:** NESTLE CAPITAL CORP
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64105HE65, C.4 - ISIN: US64105HE650, C.3 - LEI: 549300VIRTXBZ81J0S95
- **C.18 - Value (incl. sponsor support):** $74955015.00
- **C.18.a - Value (excl. sponsor support):** $74955015.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 43: NESTLE FINANCE INTERNATIONAL LTD

- **C.1 - Title:** NESTLE FINANCE INTERNATIONAL LTD
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64106HEC1, C.4 - ISIN: US64106HEC16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49939355.00
- **C.18.a - Value (excl. sponsor support):** $49939355.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: NOVARTIS FINANCE CORP

- **C.1 - Title:** NOVARTIS FINANCE CORP
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6698M5EC9, C.4 - ISIN: US6698M5EC93, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $46742571.72
- **C.18.a - Value (excl. sponsor support):** $46742571.72
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: OVERSEA-CHINESE BANKING CORP LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORP LTD 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NMX0, C.4 - ISIN: US69033NMX02, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $59971836.00
- **C.18.a - Value (excl. sponsor support):** $59971836.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **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 46: OVERSEA-CHINESE BANKING CORP LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORP LTD
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034BEB2, C.4 - ISIN: US69034BEB27, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $99886950.00
- **C.18.a - Value (excl. sponsor support):** $99886950.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **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 47: OVERSEA-CHINESE BANKING CORP LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORP LTD
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034BF21, C.4 - ISIN: US69034BF210, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $49827300.00
- **C.18.a - Value (excl. sponsor support):** $49827300.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: STANDARD CHARTERED BANK

- **C.1 - Title:** STANDARD CHARTERED BANK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85324UGA5, C.4 - ISIN: US85324UGA51, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $54582335.50
- **C.18.a - Value (excl. sponsor support):** $54582335.50
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **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 49: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520MHB2, C.4 - ISIN: US85520MHB28, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $49448190.00
- **C.18.a - Value (excl. sponsor support):** $49448190.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-08-11
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **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 50: SUMITOMO MITSUI TRUST BANK LTD, SINGAPORE BRANCH

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD, SINGAPORE BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564XE59, C.4 - ISIN: US86564XE592, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $49974895.00
- **C.18.a - Value (excl. sponsor support):** $49974895.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: SUMITOMO MITSUI TRUST BANK LTD, SINGAPORE BRANCH

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD, SINGAPORE BRANCH
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564XG16, C.4 - ISIN: US86564XG167, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $74509147.50
- **C.18.a - Value (excl. sponsor support):** $74509147.50
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **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 52: SUMITOMO MITSUI TRUST BANK LTD, SINGAPORE BRANCH

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD, SINGAPORE BRANCH 3.810000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GYV6, C.4 - ISIN: US86565GYV66, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $74957865.00
- **C.18.a - Value (excl. sponsor support):** $74957865.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-09-21
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: TORONTO DOMINION BANK

- **C.1 - Title:** TORONTO DOMINION BANK
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119BET9, C.4 - ISIN: US89119BET98, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $99718880.00
- **C.18.a - Value (excl. sponsor support):** $99718880.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FE76, C.4 - ISIN: US89152FE764, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $49963640.00
- **C.18.a - Value (excl. sponsor support):** $49963640.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **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.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 55: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FEM3, C.4 - ISIN: US89152FEM32, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $99781450.00
- **C.18.a - Value (excl. sponsor support):** $99781450.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **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.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FFB6, C.4 - ISIN: US89152FFB67, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $99558300.00
- **C.18.a - Value (excl. sponsor support):** $99558300.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 3.868110%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RKJ5, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $50003080.00
- **C.18.a - Value (excl. sponsor support):** $50003080.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: WALMART INC

- **C.1 - Title:** WALMART INC
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93114FE42, C.4 - ISIN: US93114FE420, C.3 - LEI: Y87794H0US1R65VBXU25
- **C.18 - Value (incl. sponsor support):** $147739963.64
- **C.18.a - Value (excl. sponsor support):** $147739963.64
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 59: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK NY

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK NY 3.600000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47492293
- **C.18 - Value (incl. sponsor support):** $65000000.00
- **C.18.a - Value (excl. sponsor support):** $65000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 60: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 3.630000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: LMNI47493233
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 3.1800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 61: ABN AMRO BANK NV

- **C.1 - Title:** ABN AMRO BANK NV 3.650000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47494183
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 1.8600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 62: MIZUHO BANK LTD/NY

- **C.1 - Title:** MIZUHO BANK LTD/NY 3.640000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: RB0PEZSDGCO3JS6CEU02, C.5 - Other ID: LMNI47494323
- **C.18 - Value (incl. sponsor support):** $198000000.00
- **C.18.a - Value (excl. sponsor support):** $198000000.00
- **C.19 - Percentage of Net Assets:** 2.1000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 63: ROYAL BANK CANADA TORONTO

- **C.1 - Title:** ROYAL BANK CANADA TORONTO 3.630000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47494333
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **C.19 - Percentage of Net Assets:** 3.4500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 64: BANCO SANTANDER SA/NY

- **C.1 - Title:** BANCO SANTANDER SA/NY 3.630000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: LMNI47495193
- **C.18 - Value (incl. sponsor support):** $275000000.00
- **C.18.a - Value (excl. sponsor support):** $275000000.00
- **C.19 - Percentage of Net Assets:** 2.9200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 65: DNB NOR BANK

- **C.1 - Title:** DNB NOR BANK 3.620000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47495213
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 4.2400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 66: NATIONAL BANK OF CANADA MONTREAL

- **C.1 - Title:** NATIONAL BANK OF CANADA MONTREAL 3.630000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMNI47495233
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 3.840000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: LMRP10521063
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 2.1200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ENTERPRISE PRODUCTS OPER                         | 2067-06-01      | 6.7065%  | 0.0000% | $781000.00         | $780368.31         | Corporate Debt Securities |
| ENTERPRISE PRODUCTS OPER                         | 2042-08-15      | 4.8500%  | 0.0000% | $595000.00         | $550020.48         | Corporate Debt Securities |
| BURLINGTN NORTH SANTA FE                         | 2044-04-01      | 4.9000%  | 0.0000% | $1064000.00        | $982909.60         | Corporate Debt Securities |
| KINROSS GOLD CORP                                | 2041-09-01      | 6.8750%  | 0.0000% | $296000.00         | $321573.62         | Corporate Debt Securities |
| BANK OF AMERICA CORP                             | 2027-11-25      | 4.1830%  | 0.0000% | $1012000.00        | $1027210.50        | Corporate Debt Securities |
| CITIGROUP GLOBAL MARKETS                         | 2062-05-19      | 3.3148%  | 0.0000% | $1156000.00        | $1140305.54        | Corporate Debt Securities |
| PNC FINANCIAL SERVICES                           | 2079-12-31      | 3.4000%  | 0.0000% | $5437000.00        | $5393286.52        | Corporate Debt Securities |
| PROCTER & GAMBLE CO/THE                          | 2057-11-09      | 3.6215%  | 0.0000% | $3686000.00        | $3698229.33        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC                          | 2045-11-19      | 5.5610%  | 0.0000% | $405000.00         | $399528.46         | Corporate Debt Securities |
| CITIGROUP GLOBAL MARKETS                         | 2058-04-30      | 4.2050%  | 0.0000% | $1000.00           | $982.50            | Corporate Debt Securities |
| FLEX LTD                                         | 2032-01-15      | 5.2500%  | 0.0000% | $5494000.00        | $5602740.00        | Corporate Debt Securities |
| HSBC HOLDINGS PLC                                | 2079-12-31      | 6.0000%  | 0.0000% | $10634000.00       | $10980384.83       | Corporate Debt Securities |
| INTEL CORP                                       | 2050-03-25      | 4.7500%  | 0.0000% | $30361000.00       | $25106666.30       | Corporate Debt Securities |
| COLGATE-PALMOLIVE CO                             | 2048-05-15      | 3.6141%  | 0.0000% | $3096000.00        | $3104112.83        | Corporate Debt Securities |
| HP ENTERPRISE CO                                 | 2031-10-15      | 4.8500%  | 0.0000% | $775000.00         | $768916.90         | Corporate Debt Securities |
| PACIFIC GAS & ELECTRIC                           | 2054-10-01      | 5.9000%  | 0.0000% | $1435000.00        | $1350439.44        | Corporate Debt Securities |
| UPS OF AMERICA INC                               | 2049-10-26      | 4.5102%  | 0.0000% | $1229000.00        | $1222214.39        | Corporate Debt Securities |
| AMERICAN TOWER CORP                              | 2033-03-15      | 5.6500%  | 0.0000% | $542000.00         | $564868.34         | Corporate Debt Securities |
| UNITED PARCEL SERVICE                            | 2064-12-15      | 3.6356%  | 0.0000% | $232000.00         | $230298.40         | Corporate Debt Securities |
| PUBLIC SERVICE COLORADO                          | 2053-04-01      | 5.2500%  | 0.0000% | $857000.00         | $779740.74         | Corporate Debt Securities |
| NORDEA BANK ABP                                  | 2500-12-31      | 6.7500%  | 0.0000% | $1400000.00        | $1471463.00        | Corporate Debt Securities |
| PROCTER & GAMBLE CO/THE                          | 2049-10-26      | 3.5782%  | 0.0000% | $853000.00         | $847231.65         | Corporate Debt Securities |
| WACHOVIA BANK NA                                 | 2040-03-27      | 3.7224%  | 0.0000% | $989000.00         | $983991.34         | Corporate Debt Securities |
| ALTRIA GROUP INC                                 | 2059-02-14      | 6.2000%  | 0.0000% | $1616000.00        | $1613267.16        | Corporate Debt Securities |
| META PLATFORMS INC                               | 2065-11-15      | 5.7500%  | 0.0000% | $5089000.00        | $4818625.67        | Corporate Debt Securities |
| FLORIDA POWER & LIGHT CO                         | 2068-11-14      | 3.6141%  | 0.0000% | $11261000.00       | $11123497.09       | Corporate Debt Securities |
| PINNACLE BANK TN                                 | 2036-01-15      | 5.9570%  | 0.0000% | $10854000.00       | $11024207.91       | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC                          | 2047-01-21      | 5.5410%  | 0.0000% | $1564000.00        | $1519375.56        | Corporate Debt Securities |
| 3M COMPANY                                       | 2047-10-15      | 3.6250%  | 0.0000% | $13986000.00       | $10164750.91       | Corporate Debt Securities |
| VERIZON COMMUNICATIONS                           | 2065-11-30      | 6.0000%  | 0.0000% | $842000.00         | $835028.24         | Corporate Debt Securities |
| CITIGROUP GLOBAL MARKETS                         | 2066-01-29      | 3.7566%  | 0.0000% | $2000.00           | $1986.27           | Corporate Debt Securities |
| DELAWARE ST TRANSPRTN AUTH TRANSPRTN SYS REVENUE | 2036-07-01      | 5.0000%  | 0.0000% | $1000.00           | $1123.01           | Other Instrument          |
| WELLS FARGO & COMPANY                            | 2047-01-23      | 5.4330%  | 0.0000% | $1214000.00        | $1169566.28        | Corporate Debt Securities |
| ALTRIA GROUP INC                                 | 2033-11-01      | 6.8750%  | 0.0000% | $8737000.00        | $9981708.21        | Corporate Debt Securities |
| AMAZON.COM INC                                   | 2076-03-13      | 6.0500%  | 0.0000% | $1462000.00        | $1451617.77        | Corporate Debt Securities |
| ARROW ELECTRONICS INC                            | 2032-02-15      | 2.9500%  | 0.0000% | $684000.00         | $610173.03         | Corporate Debt Securities |
| BANCO SANTANDER SA                               | 2033-08-08      | 6.9210%  | 0.0000% | $4000000.00        | $4389218.00        | Corporate Debt Securities |
| BANK OF AMERICA CORP                             | 2028-07-22      | 4.9480%  | 0.0000% | $1128000.00        | $1149499.18        | Corporate Debt Securities |
| BANK OF AMERICA CORP                             | 2037-04-23      | 5.4890%  | 0.0000% | $901000.00         | $894528.39         | Corporate Debt Securities |
| CVS HEALTH CORP                                  | 2031-06-01      | 5.5500%  | 0.0000% | $206000.00         | $217078.85         | Corporate Debt Securities |
| CITIGROUP GLOBAL MARKETS                         | 2065-08-01      | 3.7689%  | 0.0000% | $1000.00           | $997.85            | Corporate Debt Securities |
| CITIGROUP GLOBAL MARKETS                         | 2062-12-02      | 3.5616%  | 0.0000% | $2454000.00        | $2433881.35        | Corporate Debt Securities |
| COLGATE-PALMOLIVE CO                             | 2041-12-21      | 3.6490%  | 0.0000% | $1000.00           | $998.02            | Corporate Debt Securities |
| CONSTELLATION EN GEN LLC                         | 2053-10-01      | 6.5000%  | 0.0000% | $231000.00         | $246901.14         | Corporate Debt Securities |
| CONSUMERS ENERGY CO                              | 2069-09-15      | 4.5537%  | 0.0000% | $1000.00           | $994.11            | Corporate Debt Securities |
| CONSUMERS ENERGY CO                              | 2070-05-20      | 4.5537%  | 0.0000% | $1000.00           | $990.74            | Corporate Debt Securities |
| DOW CHEMICAL CO/THE                              | 2054-02-15      | 5.6000%  | 0.0000% | $1043000.00        | $920266.71         | Corporate Debt Securities |
| FEDEX CORP                                       | 2047-01-15      | 4.4000%  | 0.0000% | $6081000.00        | $4967528.36        | Corporate Debt Securities |
| FEDEX CORP                                       | 2048-10-17      | 4.9500%  | 0.0000% | $6916000.00        | $5950924.07        | Corporate Debt Securities |
| FEDEX CORP                                       | 2050-05-15      | 5.2500%  | 0.0000% | $912000.00         | $852612.84         | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC                            | 2033-01-25      | 5.9000%  | 0.0000% | $507000.00         | $534327.02         | Corporate Debt Securities |
| HUMANA INC                                       | 2054-04-15      | 5.7500%  | 0.0000% | $2478000.00        | $2245701.96        | Corporate Debt Securities |
| HUMANA INC                                       | 2055-05-01      | 6.0000%  | 0.0000% | $1551000.00        | $1494936.52        | Corporate Debt Securities |
| HUMANA INC                                       | 2035-05-01      | 5.5500%  | 0.0000% | $4231000.00        | $4309044.32        | Corporate Debt Securities |
| MIDCAP FINANCIAL ISSR TR                         | 2033-01-15      | 5.9231%  | 0.0000% | $1029000.00        | $1037611.66        | Corporate Debt Securities |
| MORGAN STANLEY                                   | 2030-04-10      | 4.6276%  | 0.0000% | $1000.00           | $1002.52           | Corporate Debt Securities |
| OHIO POWER COMPANY                               | 2051-10-01      | 2.9000%  | 0.0000% | $839000.00         | $504680.41         | Corporate Debt Securities |
| PACIFIC GAS & ELECTRIC                           | 2036-05-01      | 5.2000%  | 0.0000% | $2280000.00        | $2240923.33        | Corporate Debt Securities |
| PACIFICORP                                       | 2036-04-15      | 5.8000%  | 0.0000% | $6370000.00        | $6562430.62        | Corporate Debt Securities |
| PROCTER & GAMBLE CO/THE                          | 2058-09-15      | 3.6356%  | 0.0000% | $5840000.00        | $5783150.60        | Corporate Debt Securities |
| CHARLES SCHWAB CORP                              | 2500-12-31      | 6.1000%  | 0.0000% | $20194000.00       | $20248635.99       | Corporate Debt Securities |
| THERMO FISHER SCIENTIFIC                         | 2046-02-12      | 5.5460%  | 0.0000% | $5314000.00        | $5270458.86        | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                           | 2064-07-15      | 5.7500%  | 0.0000% | $7511000.00        | $7307383.05        | Corporate Debt Securities |
| VENTAS REALTY LP                                 | 2031-09-01      | 2.5000%  | 0.0000% | $843000.00         | $753403.62         | Corporate Debt Securities |
| VENTAS REALTY LP                                 | 2035-01-15      | 5.0000%  | 0.0000% | $304000.00         | $303231.89         | Corporate Debt Securities |
| WALMART INC                                      | 2036-04-30      | 4.7500%  | 0.0000% | $8515000.00        | $8448157.25        | Corporate Debt Securities |

### Security 68: SOCIETE GENERALE, NEW YORK BRANCH

- **C.1 - Title:** SOCIETE GENERALE, NEW YORK BRANCH 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900J6B390XMPVLV82, C.5 - Other ID: LMRP10567813
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 2.1200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2045-11-15      | 4.6250%  | 0.0000% | $208937500.00      | $204000006.74      | U.S. Treasuries (including strips) |

### Security 69: FIXED INCOME CLEARING CORP - NORTHERN TRUST

- **C.1 - Title:** FIXED INCOME CLEARING CORP - NORTHERN TRUST 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: LMRP10567833
- **C.18 - Value (incl. sponsor support):** $1150000000.00
- **C.18.a - Value (excl. sponsor support):** $1150000000.00
- **C.19 - Percentage of Net Assets:** 12.1900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2030-05-15      | 0.6250%  | 0.0000% | $50000000.00       | $43893297.92       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 0.6250%  | 0.0000% | $50000000.00       | $43893297.92       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 0.6250%  | 0.0000% | $50000000.00       | $43893297.92       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 0.6250%  | 0.0000% | $50000000.00       | $43893297.92       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 0.6250%  | 0.0000% | $50000000.00       | $43893297.92       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 0.6250%  | 0.0000% | $12142800.00       | $10659750.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331517.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331517.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331517.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $50000000.00       | $50331517.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $2841400.00        | $2860239.52        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $50000000.00       | $49062496.61       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $50000000.00       | $49062496.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $50000000.00       | $49062496.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $50000000.00       | $49062496.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $50000000.00       | $49062496.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $50000000.00       | $49062496.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $50000000.00       | $49062496.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $50000000.00       | $49062496.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $50000000.00       | $49062496.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $50000000.00       | $49062496.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $50000000.00       | $49062496.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49749996.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49749996.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49749996.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $50000000.00       | $49749996.52       | U.S. Treasuries (including strips) |

### Security 70: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 3.640000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: LMRP10567843
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 3.1800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIPS                                   | 2029-02-15      | 0.0000%  | 0.0000% | $81.91             | $73.30             | U.S. Treasuries (including strips) |
| Freddie Mac                              | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $142.26            | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                          | 2042-05-15      | 3.2500%  | 0.0000% | $175364000.00      | $146055996.00      | U.S. Treasuries (including strips) |
| INTL BK RECON & DEVELOP                  | 2028-09-13      | 1.1250%  | 0.0000% | $1393000.00        | $1306172.57        | Corporate Debt Securities          |
| Government National Mortgage Association | 2053-03-20      | 5.0000%  | 0.0000% | $23461632.00       | $17215644.57       | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                          | 2034-02-15      | 4.0000%  | 0.0000% | $100.00            | $98.86             | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2029-02-28      | 4.2500%  | 0.0000% | $20124000.00       | $20420725.10       | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2026-10-31      | 4.1250%  | 0.0000% | $1000.00           | $1001.60           | U.S. Treasuries (including strips) |
| Fannie Mae                               | 2054-09-01      | 5.5000%  | 0.0000% | $68653824.00       | $51952734.66       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-12-20      | 3.0000%  | 0.0000% | $1022.00           | $166.79            | Agency Mortgage-Backed Securities  |
| ASIAN DEVELOPMENT BANK                   | 2029-09-19      | 1.7500%  | 0.0000% | $36000.00          | $33523.67          | Corporate Debt Securities          |
| Freddie Mac                              | 2055-01-01      | 5.5000%  | 0.0000% | $51260288.00       | $43231884.09       | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2055-03-01      | 5.5000%  | 0.0000% | $1090.00           | $1008.47           | Agency Mortgage-Backed Securities  |
| Freddie Mac                              | 2056-04-01      | 5.0000%  | 0.0000% | $100639.00         | $99605.11          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $619.23            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $4671944.00        | $4000271.37        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $880.99            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1073.47           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $10026479.00       | $10701269.79       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $18529792.00       | $10491807.53       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-07-15      | 5.5000%  | 0.0000% | $1023.00           | $88.49             | Agency Mortgage-Backed Securities  |
| INTER-AMERICAN DEVEL BK                  | 2031-01-13      | 1.1250%  | 0.0000% | $56000.00          | $49160.93          | Corporate Debt Securities          |
| INTL BK RECON & DEVELOP                  | 2035-08-27      | 4.3750%  | 0.0000% | $62000.00          | $62322.17          | Corporate Debt Securities          |
| INTL BK RECON & DEVELOP                  | 2027-11-22      | 2.5000%  | 0.0000% | $91000.00          | $89982.82          | Corporate Debt Securities          |
| INTL BK RECON & DEVELOP                  | 2030-03-20      | 4.1250%  | 0.0000% | $96000.00          | $96738.56          | Corporate Debt Securities          |
| INTL BK RECON & DEVELOP                  | 2028-05-05      | 3.6250%  | 0.0000% | $121000.00         | $122350.54         | Corporate Debt Securities          |
| US TREASURY N/B                          | 2031-03-31      | 3.8750%  | 0.0000% | $65000.00          | $64657.85          | U.S. Treasuries (including strips) |

### Security 71: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC 3.710000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: LMRP10568583
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| FORTESCUE TREASURY PTY L | 2031-04-01      | 4.3750%  | 0.0000% | $11894000.00       | $11416982.87       | Corporate Debt Securities |
| CARS.COM INC             | 2028-11-01      | 6.3750%  | 0.0000% | $18100000.00       | $18356982.29       | Corporate Debt Securities |
| NEXSTAR MEDIA INC        | 2028-11-01      | 4.7500%  | 0.0000% | $24450000.00       | $24606187.96       | Corporate Debt Securities |
| SEAGATE DATA STOR        | 2034-12-01      | 5.7500%  | 0.0000% | $19835000.00       | $20589892.55       | Corporate Debt Securities |
| TRAVEL + LEISURE CO      | 2033-09-01      | 6.1250%  | 0.0000% | $18493000.00       | $18470590.08       | Corporate Debt Securities |
| CHARTER COMM OPT LLC/CAP | 2035-10-23      | 6.3840%  | 0.0000% | $17833000.00       | $18046663.12       | Corporate Debt Securities |
| INFINITY NATURAL RESOURC | 2031-04-01      | 7.6250%  | 0.0000% | $17500000.00       | $17943488.89       | Corporate Debt Securities |
| CHORD ENERGY CORP        | 2033-03-15      | 6.7500%  | 0.0000% | $20503000.00       | $21495088.91       | Corporate Debt Securities |
| SIRIUS XM RADIO LLC      | 2027-08-01      | 5.0000%  | 0.0000% | $16935000.00       | $17074393.87       | Corporate Debt Securities |

### Security 72: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: LMRP10569653
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2035-01-01      | 5.5000%  | 0.0000% | $5572112.00        | $42497.68          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-06-01      | 5.0000%  | 0.0000% | $75500.00          | $645.08            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-12-01      | 4.0000%  | 0.0000% | $250000.00         | $10566.09          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2027-06-01      | 3.0000%  | 0.0000% | $108110.00         | $1171.08           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-06-01      | 3.0000%  | 0.0000% | $538000.00         | $100901.02         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-09-01      | 5.0000%  | 0.0000% | $351000.00         | $60790.33          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-04-01      | 4.0000%  | 0.0000% | $37000.00          | $5718.90           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-07-01      | 4.5000%  | 0.0000% | $600000.00         | $87005.40          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-08-01      | 4.0000%  | 0.0000% | $71000.00          | $16236.72          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-03-01      | 2.0000%  | 0.0000% | $353807.00         | $191977.69         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-05-01      | 3.0000%  | 0.0000% | $5231000.00        | $2242153.85        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 2.5000%  | 0.0000% | $13843344.00       | $8350016.15        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 3.0000%  | 0.0000% | $1221736.00        | $748371.39         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-08-01      | 3.0000%  | 0.0000% | $10594767.00       | $1105851.61        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-10-01      | 2.5000%  | 0.0000% | $277241.00         | $60697.44          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 2.0000%  | 0.0000% | $584000.00         | $370236.09         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-05-01      | 2.5000%  | 0.0000% | $10000.00          | $5308.60           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-06-01      | 5.0000%  | 0.0000% | $493179.00         | $81964.75          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 4.5000%  | 0.0000% | $449707.00         | $332218.65         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-11-01      | 5.5000%  | 0.0000% | $17000.00          | $8652.44           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-01-01      | 3.5000%  | 0.0000% | $10000.00          | $6042.55           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-12-01      | 4.5000%  | 0.0000% | $150000.00         | $127218.44         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-01-01      | 5.0000%  | 0.0000% | $5104616.00        | $4393214.65        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-03-01      | 6.0000%  | 0.0000% | $1208360.00        | $720644.19         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-06-01      | 4.5000%  | 0.0000% | $610000.00         | $81586.79          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-10-01      | 5.5000%  | 0.0000% | $400000.00         | $2539.44           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-05-01      | 4.5000%  | 0.0000% | $572000.00         | $49959.64          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-08-01      | 3.0000%  | 0.0000% | $1319996.00        | $426936.43         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.0000%  | 0.0000% | $9722608.00        | $7761814.80        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.0000%  | 0.0000% | $66000.00          | $42665.32          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-08-01      | 4.5000%  | 0.0000% | $235000.00         | $23295.57          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-06-01      | 4.0000%  | 0.0000% | $200000.00         | $20409.50          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 4.5000%  | 0.0000% | $2777396.00        | $2176039.66        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 6.0000%  | 0.0000% | $1765916.00        | $1279604.98        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-06-01      | 4.5000%  | 0.0000% | $70000.00          | $11163.88          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2026-09-01      | 4.0000%  | 0.0000% | $1114080.00        | $210.93            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-07-01      | 5.5000%  | 0.0000% | $729999.00         | $652567.54         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-11-01      | 2.5000%  | 0.0000% | $33736512.00       | $28403135.16       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-02-01      | 6.0000%  | 0.0000% | $13647168.00       | $14137267.18       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2036-05-01      | 1.5000%  | 0.0000% | $753711.00         | $367109.34         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-04-01      | 3.5000%  | 0.0000% | $1000.00           | $766.17            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-11-01      | 3.5000%  | 0.0000% | $90000.00          | $2283.76           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-08-01      | 4.0000%  | 0.0000% | $29000.00          | $2840.67           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-02-01      | 6.0000%  | 0.0000% | $39873.00          | $1650.23           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 2.5000%  | 0.0000% | $42600576.00       | $24166271.37       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 4.5000%  | 0.0000% | $9191.00           | $6539.47           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 5.5000%  | 0.0000% | $80000.00          | $67177.61          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-08-01      | 5.0000%  | 0.0000% | $60000.00          | $6046.55           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-10-01      | 3.0000%  | 0.0000% | $337000.00         | $111308.08         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 5.5000%  | 0.0000% | $299973.00         | $219824.85         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-03-01      | 5.5000%  | 0.0000% | $281804.00         | $226235.15         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-11-01      | 3.0000%  | 0.0000% | $105000.00         | $57825.18          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-03-01      | 3.0000%  | 0.0000% | $190000.00         | $111996.30         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-04-01      | 3.0000%  | 0.0000% | $650000.00         | $321459.42         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 3.0000%  | 0.0000% | $9000.00           | $6523.99           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-05-01      | 6.0000%  | 0.0000% | $2090000.00        | $16668.40          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-01-01      | 2.0000%  | 0.0000% | $3500000.00        | $92631.49          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-12-01      | 3.5000%  | 0.0000% | $1000.00           | $822.53            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 6.0000%  | 0.0000% | $2301664.00        | $2074722.25        | Agency Mortgage-Backed Securities |

### Security 73: BANK OF AMERICA SECURITIES, INC.

- **C.1 - Title:** BANK OF AMERICA SECURITIES, INC. 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300RHSE13N47D3B98, C.5 - Other ID: LMRP10569693
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIPS          | 2040-11-15      | 0.0000%  | 0.0000% | $45748413.90       | $22212181.65       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2044-11-15      | 0.0000%  | 0.0000% | $3217400.00        | $1254087.82        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2041-11-15      | 0.0000%  | 0.0000% | $67000.00          | $31141.67          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-10-31      | 4.8750%  | 0.0000% | $7501000.00        | $7752733.56        | U.S. Treasuries (including strips) |
| STRIPS          | 2054-08-15      | 0.0000%  | 0.0000% | $83565436.65       | $19749855.30       | U.S. Treasuries (including strips) |

### Security 74: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: LMRP10570303
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2051-07-01      | 2.0000%  | 0.0000% | $18704579.00       | $9370822.80        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 6.0000%  | 0.0000% | $230738.00         | $191307.35         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-02-01      | 5.5000%  | 0.0000% | $1329879.00        | $1356077.04        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-04-01      | 5.0000%  | 0.0000% | $25802624.00       | $26066424.30       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-05-01      | 5.5000%  | 0.0000% | $30924160.00       | $31368959.37       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-05-01      | 5.5000%  | 0.0000% | $33198592.00       | $33656751.01       | Agency Mortgage-Backed Securities |

### Security 75: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: LMRP10570313
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2040-07-01      | 4.0000%  | 0.0000% | $1000.00           | $38.65             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-05-01      | 6.0000%  | 0.0000% | $1017.00           | $5.89              | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-08-01      | 5.0000%  | 0.0000% | $1000.00           | $14.03             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-09-01      | 4.0000%  | 0.0000% | $1017.00           | $25.11             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-12-01      | 4.0000%  | 0.0000% | $1000.00           | $44.56             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-07-01      | 5.0000%  | 0.0000% | $3698940.00        | $45901.35          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-07-01      | 4.5000%  | 0.0000% | $1000.00           | $66.41             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-06-01      | 4.5000%  | 0.0000% | $1010.00           | $26.69             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-11-01      | 5.0000%  | 0.0000% | $1942.00           | $21.95             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2032-06-01      | 4.0000%  | 0.0000% | $2800000.00        | $155164.78         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2042-06-01      | 3.5000%  | 0.0000% | $31680128.00       | $4032101.84        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-11-01      | 3.0000%  | 0.0000% | $1000.00           | $82.06             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-08-01      | 3.5000%  | 0.0000% | $2043.00           | $230.61            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-06-01      | 4.0000%  | 0.0000% | $1000.00           | $78.93             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-03-01      | 3.5000%  | 0.0000% | $2023.00           | $312.39            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-08-01      | 4.0000%  | 0.0000% | $1000.00           | $28.41             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-02-01      | 3.5000%  | 0.0000% | $2048.00           | $278.32            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-01-01      | 7.0000%  | 0.0000% | $1024.00           | $27.13             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-02-01      | 4.0000%  | 0.0000% | $1024.00           | $133.41            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-07-01      | 3.5000%  | 0.0000% | $1000.00           | $61.00             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-02-01      | 2.5000%  | 0.0000% | $1000.00           | $190.86            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-10-01      | 6.0000%  | 0.0000% | $1000.00           | $16.68             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-12-01      | 3.5000%  | 0.0000% | $1000.00           | $68.92             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-05-01      | 3.0000%  | 0.0000% | $1000.00           | $72.44             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-12-01      | 3.5000%  | 0.0000% | $1000.00           | $84.17             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-03-01      | 3.5000%  | 0.0000% | $1024.00           | $188.59            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-01-01      | 3.5000%  | 0.0000% | $1000.00           | $104.02            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-04-01      | 2.0000%  | 0.0000% | $1000.00           | $113.42            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-10-01      | 3.0000%  | 0.0000% | $1000.00           | $146.88            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $219.59            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-03-01      | 3.5000%  | 0.0000% | $1121.00           | $147.56            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $97.26             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-05-01      | 3.5000%  | 0.0000% | $1000.00           | $130.02            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $99.32             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-07-01      | 6.5000%  | 0.0000% | $1000.00           | $8.13              | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-01-01      | 3.5000%  | 0.0000% | $1064.00           | $139.88            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-01-01      | 2.5000%  | 0.0000% | $1000.00           | $106.81            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-05-01      | 3.5000%  | 0.0000% | $1000.00           | $109.94            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-02-01      | 3.0000%  | 0.0000% | $1000.00           | $109.78            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-06-01      | 4.5000%  | 0.0000% | $1008.00           | $297.57            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-04-01      | 3.5000%  | 0.0000% | $1000.00           | $121.65            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-04-01      | 3.5000%  | 0.0000% | $1000.00           | $38.43             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-12-01      | 4.0000%  | 0.0000% | $1000.00           | $39.39             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-06-01      | 4.5000%  | 0.0000% | $2079.00           | $492.82            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2057-02-01      | 3.5000%  | 0.0000% | $1023.00           | $285.71            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $123.21            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $168.51            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $129.03            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-11-01      | 2.5000%  | 0.0000% | $1002.00           | $193.53            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-01-01      | 2.5000%  | 0.0000% | $1000.00           | $166.24            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-06-01      | 3.0000%  | 0.0000% | $1009.00           | $256.15            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-07-01      | 2.0000%  | 0.0000% | $1000.00           | $302.37            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $270.97            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $388.53            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $491.35            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-06-01      | 2.0000%  | 0.0000% | $1000.00           | $412.11            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-07-01      | 3.0000%  | 0.0000% | $1560.00           | $140.10            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-11-01      | 2.5000%  | 0.0000% | $1000.00           | $144.39            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-11-01      | 8.0000%  | 0.0000% | $1001.00           | $4.97              | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-10-01      | 4.0000%  | 0.0000% | $1000.00           | $176.31            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-02-01      | 4.5000%  | 0.0000% | $1000.00           | $96.96             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-04-01      | 2.5000%  | 0.0000% | $1000.00           | $423.07            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-09-01      | 4.5000%  | 0.0000% | $1024.00           | $222.23            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-08-01      | 4.0000%  | 0.0000% | $4000.00           | $914.74            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $512.21            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-04-01      | 2.0000%  | 0.0000% | $1000.00           | $466.17            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $542.61            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $281.30            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-06-01      | 4.0000%  | 0.0000% | $1000.00           | $104.82            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-12-01      | 2.5000%  | 0.0000% | $1000.00           | $168.02            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $569.28            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $532.47            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-09-01      | 2.0000%  | 0.0000% | $1000.00           | $598.32            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-09-01      | 4.0000%  | 0.0000% | $1000.00           | $34.50             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $541.17            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 2.0000%  | 0.0000% | $1024.00           | $618.17            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-08-01      | 3.0000%  | 0.0000% | $1028.00           | $708.51            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 2.0000%  | 0.0000% | $1001.00           | $613.01            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $573.62            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-01-01      | 3.0000%  | 0.0000% | $2000.00           | $931.34            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $322.52            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-01-01      | 3.5000%  | 0.0000% | $1024.00           | $325.62            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $595.42            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-05-01      | 4.0000%  | 0.0000% | $1000.00           | $186.26            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-08-01      | 2.5000%  | 0.0000% | $1000.00           | $301.47            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $622.53            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-12-01      | 7.0000%  | 0.0000% | $2032.00           | $52.91             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $623.99            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $646.51            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-08-01      | 4.5000%  | 0.0000% | $8058704.00        | $2219376.28        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $614.13            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $653.74            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 2.5000%  | 0.0000% | $1008.00           | $593.88            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-12-01      | 1.5000%  | 0.0000% | $1035.00           | $540.62            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-09-01      | 4.5000%  | 0.0000% | $4439952.00        | $819828.90         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $528.91            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $661.70            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-01-01      | 6.5000%  | 0.0000% | $1000.00           | $44.83             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 4.5000%  | 0.0000% | $990024.00         | $725712.40         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $732.77            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2035-11-01      | 5.5000%  | 0.0000% | $26378496.00       | $960005.40         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $617.78            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-06-01      | 4.5000%  | 0.0000% | $1024.00           | $206.75            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $757.94            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-09-01      | 2.0000%  | 0.0000% | $1001.00           | $465.27            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $680.90            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 4.0000%  | 0.0000% | $1024.00           | $726.45            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $478.16            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-02-01      | 2.5000%  | 0.0000% | $1000.00           | $566.81            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $616.30            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $709.17            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $633.97            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 5.0000%  | 0.0000% | $3732912.00        | $2339404.37        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2057-06-01      | 4.0000%  | 0.0000% | $1066.00           | $278.98            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-03-01      | 4.5000%  | 0.0000% | $1024.00           | $252.24            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-06-01      | 2.0000%  | 0.0000% | $1000.00           | $530.56            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $603.19            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-02-01      | 3.0000%  | 0.0000% | $1000.00           | $278.21            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $623.01            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $699.97            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $143.02            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 3.0000%  | 0.0000% | $1000.00           | $385.53            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $635.62            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $656.46            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.5000%  | 0.0000% | $7053928.00        | $5132945.95        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $483.98            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $538.12            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-09-01      | 3.5000%  | 0.0000% | $1000.00           | $392.95            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 3.5000%  | 0.0000% | $1001.00           | $728.28            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 5.0000%  | 0.0000% | $9674112.00        | $8294057.20        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-01-01      | 4.5000%  | 0.0000% | $1008.00           | $175.44            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-10-01      | 5.0000%  | 0.0000% | $1000.00           | $292.51            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-09-01      | 5.0000%  | 0.0000% | $1000.00           | $409.18            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $527.16            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $565.35            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $633.16            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $613.47            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $706.22            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 3.5000%  | 0.0000% | $1000.00           | $742.37            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 3.5000%  | 0.0000% | $1000.00           | $743.71            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $689.08            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $710.71            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-06-01      | 6.0000%  | 0.0000% | $1040.00           | $13.53             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-12-01      | 6.5000%  | 0.0000% | $1000.00           | $12.43             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-06-01      | 3.5000%  | 0.0000% | $1024.00           | $668.32            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $726.23            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 5.0000%  | 0.0000% | $1120.00           | $888.94            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-05-01      | 2.5000%  | 0.0000% | $1000.00           | $384.91            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $738.67            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 6.0000%  | 0.0000% | $1024.00           | $834.62            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $845.57            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $603.69            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-10-01      | 3.5000%  | 0.0000% | $1000.00           | $329.84            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $703.86            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $787.28            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $636.21            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $633.58            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 5.5000%  | 0.0000% | $1008.00           | $717.71            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $901.21            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $635.01            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $897.54            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-03-01      | 4.0000%  | 0.0000% | $1120.00           | $153.46            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $717.22            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $409.57            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-07-01      | 5.0000%  | 0.0000% | $10874000.00       | $8608307.91        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $749.61            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $591.65            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $810.14            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $583.78            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $725.05            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $437.96            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $625.98            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $217.30            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-04-01      | 6.0000%  | 0.0000% | $1039.00           | $640.66            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $522.66            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $741.20            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-11-01      | 2.0000%  | 0.0000% | $1000.00           | $531.97            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $673.72            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-02-01      | 4.0000%  | 0.0000% | $1024.00           | $289.38            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 4.5000%  | 0.0000% | $1024.00           | $677.00            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $617.49            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $581.50            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 4.0000%  | 0.0000% | $1000.00           | $720.28            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 5.5000%  | 0.0000% | $1008.00           | $750.05            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $677.19            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 7.0000%  | 0.0000% | $2000.00           | $507.22            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $713.82            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-09-01      | 5.5000%  | 0.0000% | $1000.00           | $495.75            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-10-01      | 4.0000%  | 0.0000% | $1000.00           | $391.91            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-07-01      | 2.5000%  | 0.0000% | $399977.00         | $157837.02         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-05-01      | 2.0000%  | 0.0000% | $5651.00           | $226.06            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $547.08            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $118.68            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $698.17            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 5.0000%  | 0.0000% | $1000.00           | $747.23            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-04-01      | 4.0000%  | 0.0000% | $1000.00           | $166.50            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $710.94            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $877.71            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $161.55            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $515.43            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $659.50            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $739.04            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 4.5000%  | 0.0000% | $1024.00           | $831.58            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $594.22            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $357.04            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.5000%  | 0.0000% | $1024.00           | $739.09            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-08-01      | 6.5000%  | 0.0000% | $1024.00           | $783.84            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $747.56            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $698.37            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $782.54            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $696.56            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-08-01      | 6.5000%  | 0.0000% | $1000.00           | $711.60            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-05-01      | 2.5000%  | 0.0000% | $1024.00           | $442.57            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $842.55            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 6.5000%  | 0.0000% | $2914904.00        | $1797189.41        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $712.05            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $885.96            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-07-01      | 3.5000%  | 0.0000% | $1222.00           | $589.67            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $695.96            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $773.36            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $753.31            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-06-01      | 1.5000%  | 0.0000% | $1000.00           | $577.75            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $881.02            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $872.97            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 5.0000%  | 0.0000% | $1004.00           | $858.12            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $531.98            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-06-01      | 5.5000%  | 0.0000% | $1000.00           | $230.72            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $696.19            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $752.40            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 5.0000%  | 0.0000% | $1024.00           | $933.89            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-10-01      | 3.0000%  | 0.0000% | $2000.00           | $245.88            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 4.0000%  | 0.0000% | $1000.00           | $795.36            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $801.39            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 5.5000%  | 0.0000% | $1005.00           | $920.77            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2041-07-01      | 5.0000%  | 0.0000% | $5445984.00        | $180310.46         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-10-01      | 5.0000%  | 0.0000% | $2175956.00        | $1803363.03        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2061-07-01      | 3.0000%  | 0.0000% | $1024.00           | $532.98            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $168.25            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 6.5000%  | 0.0000% | $1024.00           | $756.09            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $217.96            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-08-01      | 2.5000%  | 0.0000% | $1000.00           | $337.56            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $733.66            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $899.99            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 4.0000%  | 0.0000% | $1013.00           | $792.47            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $840.29            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $807.07            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $954.31            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2034-04-01      | 4.5000%  | 0.0000% | $17276900.00       | $17245887.96       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2062-10-01      | 2.5000%  | 0.0000% | $1120.00           | $856.07            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $545.12            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $943.53            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-11-01      | 5.5000%  | 0.0000% | $1010.00           | $947.33            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $886.67            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $946.94            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $940.30            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $883.77            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $797.07            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-06-01      | 4.0000%  | 0.0000% | $1024.00           | $94.80             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $924.28            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $900.17            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $764.03            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $976.84            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-11-01      | 5.5000%  | 0.0000% | $1000.00           | $978.42            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $974.59            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $991.16            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 4.5000%  | 0.0000% | $22961600.00       | $15442347.01       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $744.67            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $878.27            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $915.14            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $881.21            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-04-01      | 4.5000%  | 0.0000% | $1024.00           | $986.90            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-04-01      | 5.0000%  | 0.0000% | $1008.00           | $993.85            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $987.60            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $692.41            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $904.08            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2042-03-01      | 3.5000%  | 0.0000% | $136215040.00      | $10301388.19       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-02-01      | 6.0000%  | 0.0000% | $1000.00           | $67.40             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $512.81            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 6.5000%  | 0.0000% | $1008.00           | $705.12            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $599.69            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $931.79            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $833.20            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $792.37            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $969.89            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $594.43            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $923.32            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $365.25            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $660.00            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $952.85            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $754.86            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-08-01      | 6.5000%  | 0.0000% | $1054.00           | $856.59            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $644.42            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $755.14            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 6.5000%  | 0.0000% | $1001.00           | $665.16            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $949.41            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 7.0000%  | 0.0000% | $1000.00           | $916.97            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 4.5000%  | 0.0000% | $1003.00           | $861.65            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $715.77            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $810.43            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $762.82            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $905.12            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $737.63            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $941.97            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $807.77            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $807.61            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $779.45            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $811.20            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 5.5000%  | 0.0000% | $1003.00           | $805.43            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $833.15            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $735.23            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $898.43            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $900.41            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $865.89            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $840.41            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $900.91            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $1007.00           | $826.38            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 4.5000%  | 0.0000% | $1000.00           | $789.66            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $912.86            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $825.91            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $606.89            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $990.05            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 6.5000%  | 0.0000% | $1246022.00        | $1040035.73        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $908.92            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $197.26            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $127.30            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $289.32            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $101.67            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-08-01      | 2.5000%  | 0.0000% | $1000.00           | $353.69            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 4.5000%  | 0.0000% | $1008.00           | $783.62            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-07-01      | 3.5000%  | 0.0000% | $2990.00           | $952.07            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $182.36            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $192.60            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-12-01      | 4.0000%  | 0.0000% | $1000.00           | $218.58            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-12-01      | 3.0000%  | 0.0000% | $1000.00           | $83.03             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $255.27            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-01-01      | 2.0000%  | 0.0000% | $1000.00           | $103.00            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-06-01      | 2.5000%  | 0.0000% | $1000.00           | $158.84            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-08-01      | 4.5000%  | 0.0000% | $1047.00           | $213.34            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-02-01      | 3.5000%  | 0.0000% | $1000.00           | $223.21            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-11-01      | 3.5000%  | 0.0000% | $1000.00           | $180.77            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-09-01      | 4.0000%  | 0.0000% | $1000.00           | $157.77            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-02-01      | 4.5000%  | 0.0000% | $1011.00           | $62.86             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-06-01      | 3.5000%  | 0.0000% | $414999.00         | $42798.47          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-11-01      | 3.0000%  | 0.0000% | $1280.00           | $434.85            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-05-01      | 5.0000%  | 0.0000% | $1000.00           | $272.90            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-08-01      | 2.0000%  | 0.0000% | $1024.00           | $431.15            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $361.18            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $309.33            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $495.53            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $425.54            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $560.97            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-06-01      | 2.0000%  | 0.0000% | $1008.00           | $550.75            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 2.5000%  | 0.0000% | $1000.00           | $464.98            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 5.0000%  | 0.0000% | $1000.00           | $767.79            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 2.0000%  | 0.0000% | $1024.00           | $616.64            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $749.77            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $755.71            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $826.68            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $792.96            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $869.73            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $720.94            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $614.73            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $691.60            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $630.47            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-06-01      | 5.5000%  | 0.0000% | $1000.00           | $889.75            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.5000%  | 0.0000% | $1024.00           | $734.66            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 4.5000%  | 0.0000% | $1000.00           | $911.39            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-05-01      | 1.5000%  | 0.0000% | $1000.00           | $562.84            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $965.65            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $640.52            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 7.0000%  | 0.0000% | $1000.00           | $787.10            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $527.58            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 6.0000%  | 0.0000% | $1000.00           | $661.37            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $726.86            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $642.93            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $705.40            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $871.73            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.5000%  | 0.0000% | $1008.00           | $806.15            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $835.06            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $805.59            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $968.64            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $576.07            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $758.72            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 5.0000%  | 0.0000% | $1024.00           | $794.79            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $772.39            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $633.92            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $754.61            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $804.58            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $838.63            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 6.5000%  | 0.0000% | $1011.00           | $684.35            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-09-01      | 3.5000%  | 0.0000% | $1024.00           | $197.12            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-09-01      | 4.0000%  | 0.0000% | $1044.00           | $240.28            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $153.37            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-05-01      | 4.0000%  | 0.0000% | $1024.00           | $174.16            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-03-01      | 4.0000%  | 0.0000% | $1000.00           | $173.09            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-10-01      | 3.0000%  | 0.0000% | $1024.00           | $179.10            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $189.94            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-07-01      | 3.5000%  | 0.0000% | $1024.00           | $213.27            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $253.29            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-04-01      | 3.0000%  | 0.0000% | $1000.00           | $283.76            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $462.59            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $440.97            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $400.87            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $466.37            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $590.51            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $565.79            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $491.51            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $678.37            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $626.00            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $608.00            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $798.15            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 4.5000%  | 0.0000% | $1003.00           | $637.66            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $660.66            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $700.26            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $711.12            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 6.5000%  | 0.0000% | $1024.00           | $527.59            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $659.13            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 5.0000%  | 0.0000% | $1024.00           | $807.47            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 5.5000%  | 0.0000% | $1040.00           | $828.32            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $746.81            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 4.5000%  | 0.0000% | $1003.00           | $752.30            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $816.24            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $821.86            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $802.25            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $753.76            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $765.49            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-10-01      | 5.5000%  | 0.0000% | $1024.00           | $829.92            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-01-01      | 6.0000%  | 0.0000% | $1024.00           | $838.21            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-01-01      | 6.5000%  | 0.0000% | $1023.00           | $502.42            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $764.53            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-01-01      | 5.5000%  | 0.0000% | $1000.00           | $845.12            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-04-01      | 5.5000%  | 0.0000% | $1008.00           | $890.60            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $657.41            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $810.19            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $914.65            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $917.64            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $944.05            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $947.66            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $866.39            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $830.70            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $620.52            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $922.09            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $874.47            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $920.00            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $859.78            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 5.5000%  | 0.0000% | $1040.00           | $910.32            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $965.65            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $940.85            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $917.41            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 5.0000%  | 0.0000% | $1024.00           | $923.99            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $986.79            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $978.69            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $988.39            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $986.74            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $990.09            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-01-01      | 5.0000%  | 0.0000% | $1001.00           | $989.38            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $975.22            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $963.81            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $963.15            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $972.05            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $994.11            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $995.00            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $999.30            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $988.85            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-02-01      | 5.0000%  | 0.0000% | $1008.00           | $998.71            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-03-01      | 4.5000%  | 0.0000% | $1000.00           | $966.61            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $998.26            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-03-01      | 5.0000%  | 0.0000% | $1004.00           | $955.22            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-03-01      | 5.0000%  | 0.0000% | $1004.00           | $996.95            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $991.76            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-04-01      | 4.5000%  | 0.0000% | $1000.00           | $965.69            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $995.45            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $998.78            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-04-01      | 5.0000%  | 0.0000% | $1008.00           | $998.76            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $996.00            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $989.19            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $995.54            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $969.72            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $999.58            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $999.39            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $995.33            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $994.18            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-05-01      | 4.5000%  | 0.0000% | $1000.00           | $966.49            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $998.78            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-05-01      | 5.0000%  | 0.0000% | $1008.00           | $999.93            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $992.98            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $999.89            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $994.18            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $993.23            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $992.18            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $991.43            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-05-01      | 5.0000%  | 0.0000% | $1000.00           | $995.28            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 4.5000%  | 0.0000% | $1024.00           | $906.07            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 5.5000%  | 0.0000% | $1024.00           | $933.80            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $911.91            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $823.42            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $944.26            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 4.5000%  | 0.0000% | $1040.00           | $944.09            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 7.0000%  | 0.0000% | $1008.00           | $737.99            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 5.5000%  | 0.0000% | $1042.00           | $793.03            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 3.0000%  | 0.0000% | $10000.00          | $8159.16           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $877.79            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $868.73            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $838.04            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 6.5000%  | 0.0000% | $1040.00           | $842.14            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $812.90            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $879.98            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $1026.00           | $907.72            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $873.79            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $861.48            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $856.12            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $915.60            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $931.50            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $932.42            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 5.0000%  | 0.0000% | $1008.00           | $960.06            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $756.09            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.5000%  | 0.0000% | $1016.00           | $827.91            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $860.11            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 5.5000%  | 0.0000% | $1003.00           | $966.56            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $969.41            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 4.0000%  | 0.0000% | $1000.00           | $927.48            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 4.0000%  | 0.0000% | $1024.00           | $916.04            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 5.0000%  | 0.0000% | $1024.00           | $964.79            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $904.22            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $872.39            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $872.78            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-06-01      | 6.0000%  | 0.0000% | $1000.00           | $759.93            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $963.04            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $932.87            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $956.00            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 6.0000%  | 0.0000% | $1033.00           | $951.08            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 3.5000%  | 0.0000% | $1008.00           | $905.91            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-01-01      | 3.5000%  | 0.0000% | $1024.00           | $929.17            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-12-01      | 4.5000%  | 0.0000% | $1024.00           | $984.45            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 4.0000%  | 0.0000% | $1060.00           | $966.07            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-01-01      | 3.5000%  | 0.0000% | $1008.00           | $902.84            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.5000%  | 0.0000% | $1006.00           | $981.51            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $797.05            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-01-01      | 2.0000%  | 0.0000% | $1000.00           | $792.91            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 3.0000%  | 0.0000% | $1000.00           | $868.49            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-02-01      | 6.0000%  | 0.0000% | $1024.00           | $955.48            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-01-01      | 2.5000%  | 0.0000% | $1024.00           | $854.53            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-03-01      | 6.5000%  | 0.0000% | $1024.00           | $984.16            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-08-01      | 2.5000%  | 0.0000% | $1008.00           | $925.50            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-08-01      | 3.0000%  | 0.0000% | $1024.00           | $906.38            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-12-01      | 3.0000%  | 0.0000% | $1000.00           | $904.06            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-05-01      | 3.5000%  | 0.0000% | $1000.00           | $952.48            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 2.5000%  | 0.0000% | $1024.00           | $862.80            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-02-01      | 3.5000%  | 0.0000% | $1024.00           | $953.88            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-10-01      | 6.5000%  | 0.0000% | $1000.00           | $325.04            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $237.92            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $290.14            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-09-01      | 5.0000%  | 0.0000% | $1000.00           | $172.62            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-05-01      | 6.0000%  | 0.0000% | $1000.00           | $332.74            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-06-01      | 6.5000%  | 0.0000% | $1000.00           | $272.73            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-09-01      | 4.5000%  | 0.0000% | $1000.00           | $242.03            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-08-01      | 4.0000%  | 0.0000% | $1024.00           | $279.86            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-08-01      | 3.0000%  | 0.0000% | $1000.00           | $395.39            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-07-01      | 2.5000%  | 0.0000% | $1000.00           | $375.39            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $481.04            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $505.55            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $409.14            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-06-01      | 4.0000%  | 0.0000% | $1000.00           | $349.28            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-02-01      | 3.0000%  | 0.0000% | $1000.00           | $423.00            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $540.86            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-12-01      | 1.5000%  | 0.0000% | $1000.00           | $406.34            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-05-01      | 4.5000%  | 0.0000% | $1000.00           | $222.80            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-07-01      | 4.5000%  | 0.0000% | $2003.00           | $379.63            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-01-01      | 4.5000%  | 0.0000% | $1000.00           | $223.47            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-11-01      | 5.5000%  | 0.0000% | $1000.00           | $318.61            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-09-01      | 4.5000%  | 0.0000% | $1000.00           | $343.52            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-04-01      | 2.0000%  | 0.0000% | $1000.00           | $410.23            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-05-01      | 5.5000%  | 0.0000% | $1000.00           | $408.60            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-03-01      | 4.7500%  | 0.0000% | $1000.00           | $256.14            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-10-01      | 2.5000%  | 0.0000% | $1000.00           | $304.08            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-05-01      | 2.5000%  | 0.0000% | $1000.00           | $358.48            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $506.47            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-06-01      | 2.0000%  | 0.0000% | $785994.00         | $378633.34         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-10-01      | 4.0000%  | 0.0000% | $2064.00           | $909.44            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $490.79            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-07-01      | 4.0000%  | 0.0000% | $1000.00           | $238.41            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $610.63            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $615.55            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $626.02            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-02-01      | 4.0000%  | 0.0000% | $1000.00           | $557.18            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-12-01      | 1.5000%  | 0.0000% | $1000.00           | $526.57            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-10-01      | 4.0000%  | 0.0000% | $1000.00           | $532.95            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $596.23            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-01-01      | 2.5000%  | 0.0000% | $1000.00           | $527.80            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $571.40            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $615.64            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $603.05            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-01-01      | 5.0000%  | 0.0000% | $1000.00           | $535.00            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $692.24            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-05-01      | 2.0000%  | 0.0000% | $1000.00           | $462.58            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $601.17            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $657.60            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-10-01      | 5.5000%  | 0.0000% | $1007.00           | $717.99            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 3.5000%  | 0.0000% | $1024.00           | $693.15            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $827.05            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $765.37            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $660.96            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $700.48            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.0000%  | 0.0000% | $1010.00           | $913.74            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-03-01      | 3.0000%  | 0.0000% | $1000.00           | $730.95            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $766.33            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $798.67            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2047-12-01      | 3.0000%  | 0.0000% | $1000.00           | $675.74            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-04-01      | 5.5000%  | 0.0000% | $1008.00           | $749.36            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 5.5000%  | 0.0000% | $1040.00           | $757.91            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $692.31            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $739.48            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $666.28            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $745.57            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 4.0000%  | 0.0000% | $1010.00           | $773.95            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $840.74            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $757.20            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-01      | 3.0000%  | 0.0000% | $1000.00           | $705.89            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $718.10            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $560.51            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $728.38            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-12-01      | 3.5000%  | 0.0000% | $1000.00           | $639.03            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-12-01      | 1.5000%  | 0.0000% | $1536.00           | $993.80            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $800.84            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-08-01      | 4.0000%  | 0.0000% | $1000.00           | $766.42            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-01-01      | 5.0000%  | 0.0000% | $1000.00           | $819.30            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-03-01      | 2.0000%  | 0.0000% | $1000.00           | $688.77            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-01-01      | 4.0000%  | 0.0000% | $1000.00           | $666.43            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-12-01      | 6.0000%  | 0.0000% | $1024.00           | $809.26            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-12-01      | 5.5000%  | 0.0000% | $1080.00           | $841.11            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $798.78            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-07-01      | 1.5000%  | 0.0000% | $1000.00           | $590.96            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-03-01      | 5.0000%  | 0.0000% | $1003.00           | $847.49            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 6.0000%  | 0.0000% | $1002.00           | $784.30            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-02-01      | 7.0000%  | 0.0000% | $1000.00           | $836.68            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $836.92            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $910.76            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $782.26            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-05-01      | 3.5000%  | 0.0000% | $1000.00           | $499.05            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $716.14            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $863.48            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-08-01      | 3.5000%  | 0.0000% | $1024.00           | $810.15            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-09-01      | 3.5000%  | 0.0000% | $22042496.00       | $17663570.55       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $757.47            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-08-01      | 6.0000%  | 0.0000% | $1008.00           | $657.58            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-08-01      | 6.0000%  | 0.0000% | $1002.00           | $762.29            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $892.21            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 4.0000%  | 0.0000% | $1008.00           | $825.60            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $881.04            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-09-01      | 6.0000%  | 0.0000% | $1008.00           | $970.54            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-09-01      | 4.5000%  | 0.0000% | $1000.00           | $729.49            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $888.49            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-11-01      | 5.5000%  | 0.0000% | $1005.00           | $896.61            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-10-25      | 2.5000%  | 0.0000% | $1000.00           | $699.81            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $1026.00           | $965.50            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 5.5000%  | 0.0000% | $1001.00           | $982.46            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.5000%  | 0.0000% | $1010.00           | $972.37            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 5.0000%  | 0.0000% | $1024.00           | $973.04            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $966.25            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $959.12            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $907.98            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-06-01      | 5.0000%  | 0.0000% | $1030.00           | $943.91            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $995.85            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $862.00            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $994.77            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1015.09           | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $957.60            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $965.53            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 5.0000%  | 0.0000% | $1024.00           | $991.87            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $923.64            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $952.89            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $969.17            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $983.79            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $979.01            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $999.43            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $988.75            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-01-01      | 5.0000%  | 0.0000% | $1008.00           | $998.46            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $991.20            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $714.70            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $760.43            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2033-04-01      | 8.0000%  | 0.0000% | $1020.00           | $23.09             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-12-01      | 3.5000%  | 0.0000% | $1000.00           | $76.84             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-03-01      | 6.0000%  | 0.0000% | $1004.00           | $20.67             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-12-01      | 5.9000%  | 0.0000% | $1000.00           | $27.63             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2038-02-01      | 6.2500%  | 0.0000% | $1000.00           | $119.38            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-04-01      | 3.5000%  | 0.0000% | $1000.00           | $58.27             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-02-01      | 3.0000%  | 0.0000% | $2000.00           | $410.24            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2028-04-01      | 3.0000%  | 0.0000% | $1000.00           | $20.41             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-05-01      | 3.0000%  | 0.0000% | $1000.00           | $261.36            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2043-05-01      | 3.5000%  | 0.0000% | $1001.00           | $152.65            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2031-05-01      | 2.5000%  | 0.0000% | $1000.00           | $92.35             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-07-01      | 4.0000%  | 0.0000% | $1000.00           | $89.12             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-09-01      | 4.0000%  | 0.0000% | $1000.00           | $144.54            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2045-03-01      | 3.5000%  | 0.0000% | $1000.00           | $39.95             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-12-01      | 3.5000%  | 0.0000% | $1000.00           | $524.15            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-11-01      | 2.0000%  | 0.0000% | $1000.00           | $217.77            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-11-01      | 3.0000%  | 0.0000% | $1000.00           | $79.78             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-06-01      | 3.5000%  | 0.0000% | $1431394.00        | $169349.90         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2050-01-01      | 3.5000%  | 0.0000% | $1001.00           | $359.21            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2036-03-01      | 2.0000%  | 0.0000% | $1000.00           | $458.12            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-02-01      | 4.5000%  | 0.0000% | $1000.00           | $707.82            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-04-01      | 5.0000%  | 0.0000% | $1000.00           | $703.86            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2044-05-01      | 5.5000%  | 0.0000% | $1000.00           | $629.82            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-12-01      | 3.0000%  | 0.0000% | $1000.00           | $747.38            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $454.01            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2034-10-01      | 5.0000%  | 0.0000% | $1000.00           | $580.63            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $896.50            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-02-01      | 6.5000%  | 0.0000% | $1387.00           | $840.33            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-06-01      | 4.5000%  | 0.0000% | $1000.00           | $755.56            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-07-01      | 5.0000%  | 0.0000% | $1000.00           | $789.25            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2035-07-01      | 4.5000%  | 0.0000% | $1000.00           | $731.25            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $790.98            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-08-01      | 4.5000%  | 0.0000% | $1000.00           | $907.07            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $814.44            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $871.53            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-10-01      | 5.0000%  | 0.0000% | $1000.00           | $867.42            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2040-10-01      | 3.0000%  | 0.0000% | $1000.00           | $923.22            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2046-01-01      | 5.0000%  | 0.0000% | $1008.00           | $985.14            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-02-01      | 4.5000%  | 0.0000% | $1000.00           | $962.35            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-04-01      | 4.0000%  | 0.0000% | $1001.00           | $970.94            | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2032-10-01      | 8.5000%  | 0.0000% | $1000.00           | $33.68             | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-09-01      | 4.0000%  | 0.0000% | $1000.00           | $26.68             | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $874.11            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $944.73            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $794.73            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 6.5000%  | 0.0000% | $1036.00           | $775.67            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 6.0000%  | 0.0000% | $1023.00           | $849.48            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $902.62            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $619.73            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $983.78            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $875.21            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $913.36            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $925.25            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $975.97            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 5.5000%  | 0.0000% | $1008.00           | $970.69            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $948.19            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $867.35            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $843.99            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $600.00            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 6.0000%  | 0.0000% | $1012.00           | $755.16            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $614.57            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $924.13            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $989.85            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $845.93            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $1008.00           | $988.93            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $916.96            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $933.73            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $922.62            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $843.67            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $940.16            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $940.36            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $967.75            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $868.35            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 7.0000%  | 0.0000% | $1001.00           | $928.42            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.5000%  | 0.0000% | $1008.00           | $682.49            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $859.42            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $677.78            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $975.20            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 5.5000%  | 0.0000% | $1039.00           | $977.92            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $824.73            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $880.01            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $957.54            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.5000%  | 0.0000% | $2508990.00        | $1872670.87        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 6.5000%  | 0.0000% | $1001.00           | $802.22            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $917.22            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 5.0000%  | 0.0000% | $1024.00           | $994.85            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 5.5000%  | 0.0000% | $1005.00           | $992.20            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $966.97            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 5.5000%  | 0.0000% | $1006.00           | $999.49            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $989.69            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $948.84            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 5.0000%  | 0.0000% | $1008.00           | $970.64            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $903.64            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $918.63            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $990.96            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 5.0000%  | 0.0000% | $1008.00           | $984.30            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $951.07            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $986.62            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 5.5000%  | 0.0000% | $1002.00           | $882.64            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $925.92            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $989.41            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $961.76            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-12-01      | 5.0000%  | 0.0000% | $1008.00           | $992.05            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $910.02            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $889.33            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $751.07            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.0000%  | 0.0000% | $1024.00           | $904.34            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 5.5000%  | 0.0000% | $1007.00           | $862.89            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $873.95            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $689.18            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $799.91            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 4.5000%  | 0.0000% | $1000.00           | $864.90            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $774.88            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $921.76            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $777.08            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $899.75            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 5.0000%  | 0.0000% | $1008.00           | $993.22            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $963.06            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $868.60            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $827.14            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $843.58            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $849.52            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $1050.00           | $970.40            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $913.07            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $962.48            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2048-04-01      | 3.5000%  | 0.0000% | $1001.00           | $901.72            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $952.18            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-07-01      | 6.5000%  | 0.0000% | $1040.00           | $921.27            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $993.05            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-11-01      | 5.0000%  | 0.0000% | $1024.00           | $983.40            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $995.19            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $970.01            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-11-01      | 6.0000%  | 0.0000% | $1024.00           | $892.15            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $960.26            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-05-01      | 3.0000%  | 0.0000% | $1074.00           | $949.46            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-05-01      | 3.0000%  | 0.0000% | $1024.00           | $900.94            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-08-01      | 3.0000%  | 0.0000% | $1056.00           | $931.74            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $953.72            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $862.54            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-06-01      | 3.0000%  | 0.0000% | $1024.00           | $893.17            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-04-01      | 2.5000%  | 0.0000% | $1008.00           | $855.34            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $921.32            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $799.46            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $818.14            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-05-01      | 7.0000%  | 0.0000% | $1000.00           | $362.71            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $842.41            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $856.97            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $927.67            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $804.14            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-11-01      | 5.5000%  | 0.0000% | $1008.00           | $879.32            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 5.0000%  | 0.0000% | $1056.00           | $944.77            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $934.83            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $936.66            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 6.0000%  | 0.0000% | $1008.00           | $869.16            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-03-01      | 5.5000%  | 0.0000% | $1002.00           | $945.44            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $973.30            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 6.5000%  | 0.0000% | $1018.00           | $937.11            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-05-01      | 6.5000%  | 0.0000% | $1024.00           | $985.46            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $879.62            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $902.38            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $855.76            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 6.5000%  | 0.0000% | $1023.00           | $925.01            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $991.81            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-11-01      | 6.0000%  | 0.0000% | $1001.00           | $951.65            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-01-01      | 4.5000%  | 0.0000% | $1000.00           | $956.80            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $967.21            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $995.80            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $983.13            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $985.95            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $930.79            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $964.38            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-11-01      | 5.0000%  | 0.0000% | $1002.00           | $979.60            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $987.00            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $989.49            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-12-01      | 4.5000%  | 0.0000% | $1001.00           | $963.35            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $958.49            | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $985.69            | Agency Mortgage-Backed Securities |

### Security 76: FIXED INCOME CLEARING CORP / STATE STREET

- **C.1 - Title:** FIXED INCOME CLEARING CORP / STATE STREET 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: LMRP10570323
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 2.1200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-06-15      | 4.6250%  | 0.0000% | $198854900.00      | $204000131.30      | U.S. Treasuries (including strips) |

### Security 77: FIXED INCOME CLEARING CORP / BNY

- **C.1 - Title:** FIXED INCOME CLEARING CORP / BNY 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: LMRP10570333
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 3.1800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2032-01-15      | 0.1250%  | 0.0000% | $72657000.00       | $79374406.42       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-15      | 3.5000%  | 0.0000% | $228719700.00      | $226625639.91      | U.S. Treasuries (including strips) |

### Security 78: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.710000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: LMRP10570343
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| NEW YORK ST THRUWAY AUTH PERSONAL INCOME TAX REVENUE | 2059-03-15      | 5.0000%  | 0.0000% | $12765000.00       | $13194286.95       | Other Instrument          |
| ATHENE GLOBAL FUNDING                                | 2031-07-11      | 5.5260%  | 0.0000% | $200000.00         | $203854.30         | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FIN                               | 2051-01-15      | 2.5000%  | 0.0000% | $1237000.00        | $735175.90         | Corporate Debt Securities |
| WESTPAC NEW ZEALAND LTD                              | 2029-01-29      | 4.1270%  | 0.0000% | $2532000.00        | $2536714.94        | Corporate Debt Securities |
| ALPHABET INC                                         | 2056-02-15      | 5.6500%  | 0.0000% | $2000000.00        | $1984749.44        | Corporate Debt Securities |
| AMAZON.COM INC                                       | 2029-03-13      | 4.0000%  | 0.0000% | $1396000.00        | $1392792.30        | Corporate Debt Securities |
| AMAZON.COM INC                                       | 2036-03-13      | 4.8750%  | 0.0000% | $5220000.00        | $5169337.72        | Corporate Debt Securities |
| AMAZON.COM INC                                       | 2076-03-13      | 6.0500%  | 0.0000% | $1103000.00        | $1095167.17        | Corporate Debt Securities |
| BOYS TOWN VLG NE REVENUE                             | 2055-07-01      | 5.0000%  | 0.0000% | $12235000.00       | $12526179.41       | Other Instrument          |
| BUCKEYE OH TOBACCO SETTLEMENT FING AUTH              | 2039-06-01      | 4.0000%  | 0.0000% | $6755000.00        | $6796715.88        | Other Instrument          |
| COLGATE-PALMOLIVE CO                                 | 2042-08-22      | 3.6257%  | 0.0000% | $125000.00         | $124708.12         | Corporate Debt Securities |
| LOS ANGELES CA UNIF SCH DIST                         | 2040-07-01      | 4.0000%  | 0.0000% | $7500000.00        | $7562416.67        | Other Instrument          |
| PENNSYLVANIA ST                                      | 2029-04-01      | 5.0000%  | 0.0000% | $7900000.00        | $8545026.22        | Other Instrument          |
| PEPSICO INC                                          | 2030-05-01      | 1.6250%  | 0.0000% | $5000000.00        | $4543999.31        | Corporate Debt Securities |
| PORT OF GTR CINCINNATI DEV AUTH OH REVENUE           | 2063-12-01      | 5.0000%  | 0.0000% | $11900000.00       | $12209333.89       | Other Instrument          |
| WALMART INC                                          | 2033-04-30      | 4.4500%  | 0.0000% | $1829000.00        | $1819946.45        | Corporate Debt Securities |

### Security 79: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 3.840000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: LMRP8205703
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| AETNA INC                                      | 2036-06-15      | 6.6250%  | 0.0000% | $38000.00          | $42009.52          | Corporate Debt Securities |
| AETNA INC                                      | 2036-06-15      | 6.6250%  | 0.0000% | $2000.00           | $2211.03           | Corporate Debt Securities |
| DELL INC                                       | 2038-04-15      | 6.5000%  | 0.0000% | $14000.00          | $15049.98          | Corporate Debt Securities |
| ALLY FINANCIAL INC                             | 2031-11-01      | 8.0000%  | 0.0000% | $60000.00          | $69147.47          | Corporate Debt Securities |
| AETNA INC                                      | 2037-12-15      | 6.7500%  | 0.0000% | $90000.00          | $100042.42         | Corporate Debt Securities |
| BOEING CO                                      | 2039-03-15      | 6.8750%  | 0.0000% | $42000.00          | $46799.92          | Corporate Debt Securities |
| BOEING CO                                      | 2039-03-15      | 6.8750%  | 0.0000% | $13000.00          | $14485.69          | Corporate Debt Securities |
| BOEING CO                                      | 2040-02-15      | 5.8750%  | 0.0000% | $344000.00         | $351990.98         | Corporate Debt Securities |
| BAXTER INTERNATIONAL INC                       | 2043-06-15      | 4.5000%  | 0.0000% | $200000.00         | $154187.00         | Corporate Debt Securities |
| LYB INTL FINANCE BV                            | 2043-07-15      | 5.2500%  | 0.0000% | $68000.00          | $60221.65          | Corporate Debt Securities |
| DOW CHEMICAL CO/THE                            | 2034-10-01      | 4.2500%  | 0.0000% | $156000.00         | $143341.16         | Corporate Debt Securities |
| CVS HEALTH CORP                                | 2035-07-20      | 4.8750%  | 0.0000% | $59000.00          | $57709.77          | Corporate Debt Securities |
| CVS HEALTH CORP                                | 2045-07-20      | 5.1250%  | 0.0000% | $759000.00         | $680691.02         | Corporate Debt Securities |
| ARROW ELECTRONICS INC                          | 2029-08-21      | 5.1500%  | 0.0000% | $50000.00          | $50948.54          | Corporate Debt Securities |
| BOEING CO                                      | 2050-05-01      | 5.8050%  | 0.0000% | $100000.00         | $100447.38         | Corporate Debt Securities |
| CROWN CASTLE INC                               | 2051-01-15      | 3.2500%  | 0.0000% | $100000.00         | $65484.92          | Corporate Debt Securities |
| CHARLES SCHWAB CORP                            | 2079-12-31      | 4.0000%  | 0.0000% | $1000.00           | $1000.62           | Corporate Debt Securities |
| AS MILEAGE PLAN IP LTD                         | 2031-10-20      | 5.3080%  | 0.0000% | $18000.00          | $17716.76          | Corporate Debt Securities |
| AMERICAN ASSETS TRUST LP                       | 2034-10-01      | 6.1500%  | 0.0000% | $714000.00         | $718329.82         | Corporate Debt Securities |
| BANK OF AMERICA CORP                           | 2079-12-31      | 6.1250%  | 0.0000% | $80000.00          | $80456.03          | Corporate Debt Securities |
| BOEING CO                                      | 2049-05-01      | 3.9000%  | 0.0000% | $80000.00          | $60119.33          | Corporate Debt Securities |
| BOEING CO                                      | 2049-05-01      | 3.9000%  | 0.0000% | $10000.00          | $7514.92           | Corporate Debt Securities |
| BOEING CO                                      | 2059-08-01      | 3.9500%  | 0.0000% | $5000.00           | $3525.58           | Corporate Debt Securities |
| BOEING CO                                      | 2040-05-01      | 5.7050%  | 0.0000% | $288000.00         | $298511.00         | Corporate Debt Securities |
| BOEING CO                                      | 2060-05-01      | 5.9300%  | 0.0000% | $292000.00         | $291540.18         | Corporate Debt Securities |
| CROWN CASTLE INC                               | 2031-07-15      | 2.5000%  | 0.0000% | $100000.00         | $89140.17          | Corporate Debt Securities |
| ENBRIDGE INC                                   | 2054-06-27      | 7.2000%  | 0.0000% | $122000.00         | $133333.80         | Corporate Debt Securities |
| GLOBAL PAYMENTS INC                            | 2049-08-15      | 4.1500%  | 0.0000% | $20000.00          | $14359.12          | Corporate Debt Securities |
| GLOBAL PAYMENTS INC                            | 2031-11-15      | 2.9000%  | 0.0000% | $75000.00          | $66825.12          | Corporate Debt Securities |
| GOLUB CAPITAL BDC                              | 2029-07-15      | 6.0000%  | 0.0000% | $900000.00         | $917082.00         | Corporate Debt Securities |
| HCA INC                                        | 2026-06-15      | 5.2500%  | 0.0000% | $1100000.00        | $1122503.25        | Corporate Debt Securities |
| HCA INC                                        | 2026-06-15      | 5.2500%  | 0.0000% | $88000.00          | $89800.26          | Corporate Debt Securities |
| HCA INC                                        | 2030-09-01      | 3.5000%  | 0.0000% | $436000.00         | $416591.94         | Corporate Debt Securities |
| HCA INC                                        | 2026-09-01      | 5.3750%  | 0.0000% | $111000.00         | $112072.15         | Corporate Debt Securities |
| HCA INC                                        | 2026-09-01      | 5.3750%  | 0.0000% | $454000.00         | $458385.20         | Corporate Debt Securities |
| HOST HOTELS & RESORTS LP                       | 2031-12-15      | 2.9000%  | 0.0000% | $2000.00           | $1807.45           | Corporate Debt Securities |
| JBS NV/USA FOODS/FOOD CO                       | 2052-12-01      | 6.5000%  | 0.0000% | $186000.00         | $191720.02         | Corporate Debt Securities |
| NRG ENERGY INC                                 | 2029-06-15      | 4.4500%  | 0.0000% | $23000.00          | $23036.28          | Corporate Debt Securities |
| PNC FINANCIAL SERVICES                         | 2079-12-31      | 6.2500%  | 0.0000% | $13000.00          | $13326.46          | Corporate Debt Securities |
| PNC FINANCIAL SERVICES                         | 2079-12-31      | 6.2500%  | 0.0000% | $70000.00          | $71757.88          | Corporate Debt Securities |
| QUANTA SERVICES INC                            | 2034-08-09      | 5.2500%  | 0.0000% | $1189000.00        | $1214162.21        | Corporate Debt Securities |
| QUANTA SERVICES INC                            | 2034-08-09      | 5.2500%  | 0.0000% | $100000.00         | $102116.25         | Corporate Debt Securities |
| CHARLES SCHWAB CORP                            | 2079-12-31      | 5.0000%  | 0.0000% | $297000.00         | $298560.57         | Corporate Debt Securities |
| CHARLES SCHWAB CORP                            | 2079-12-31      | 4.0000%  | 0.0000% | $10000.00          | $9358.86           | Corporate Debt Securities |
| SIXTH STREET SPECIALTY                         | 2029-03-01      | 6.1250%  | 0.0000% | $35000.00          | $35831.19          | Corporate Debt Securities |
| SOCIETE GENERALE                               | 2055-01-19      | 7.1320%  | 0.0000% | $362000.00         | $381399.30         | Corporate Debt Securities |
| SOUTHERN CO                                    | 2051-09-15      | 3.7500%  | 0.0000% | $9000.00           | $9004.66           | Corporate Debt Securities |
| STANLEY BLACK & DECKER I                       | 2048-11-15      | 4.8500%  | 0.0000% | $20000.00          | $17249.58          | Corporate Debt Securities |
| STANLEY BLACK & DECKER I                       | 2050-11-15      | 2.7500%  | 0.0000% | $300000.00         | $175699.25         | Corporate Debt Securities |
| STANLEY BLACK & DECKER I                       | 2050-11-15      | 2.7500%  | 0.0000% | $61000.00          | $35725.51          | Corporate Debt Securities |
| VALE OVERSEAS LIMITED                          | 2033-06-12      | 6.1250%  | 0.0000% | $2144000.00        | $2310930.05        | Corporate Debt Securities |
| WESTERN MIDSTREAM OPERAT                       | 2050-02-01      | 5.2500%  | 0.0000% | $38000.00          | $32659.45          | Corporate Debt Securities |
| AES CORP/THE                                   | 2031-01-15      | 2.4500%  | 0.0000% | $20000.00          | $17921.92          | Corporate Debt Securities |
| BLACKSTONE PRIVATE CRE                         | 2029-01-15      | 4.0000%  | 0.0000% | $15000.00          | $14436.85          | Corporate Debt Securities |
| BLOCK FINANCIAL LLC                            | 2030-08-15      | 3.8750%  | 0.0000% | $17000.00          | $16108.74          | Corporate Debt Securities |
| BOEING CO/THE                                  | 2054-05-01      | 6.8580%  | 0.0000% | $42000.00          | $48066.46          | Corporate Debt Securities |
| CDW LLC/CDW FINANCE                            | 2029-02-15      | 3.2500%  | 0.0000% | $200000.00         | $192180.17         | Corporate Debt Securities |
| CVS HEALTH CORP                                | 2030-04-01      | 3.7500%  | 0.0000% | $100000.00         | $97037.08          | Corporate Debt Securities |
| CVS HEALTH CORP                                | 2040-04-01      | 4.1250%  | 0.0000% | $240000.00         | $202255.90         | Corporate Debt Securities |
| CAMPBELLS COMPANY/THE                          | 2028-03-15      | 4.1500%  | 0.0000% | $281000.00         | $279299.25         | Corporate Debt Securities |
| CONCENTRIX CORP                                | 2033-08-02      | 6.8500%  | 0.0000% | $202000.00         | $188628.50         | Corporate Debt Securities |
| CROWN CASTLE INC                               | 2031-04-01      | 2.1000%  | 0.0000% | $950000.00         | $831983.08         | Corporate Debt Securities |
| GLOBAL PAYMENTS INC                            | 2029-08-15      | 3.2000%  | 0.0000% | $6000.00           | $5698.78           | Corporate Debt Securities |
| HCA INC                                        | 2039-06-15      | 5.1250%  | 0.0000% | $247000.00         | $237697.67         | Corporate Debt Securities |
| PATTERSON-UTI ENERGY INC                       | 2033-10-01      | 7.1500%  | 0.0000% | $39000.00          | $42409.76          | Corporate Debt Securities |
| ROYALTY PHARMA PLC                             | 2034-09-02      | 5.4000%  | 0.0000% | $71000.00          | $72372.43          | Corporate Debt Securities |
| SEMPRA                                         | 2052-04-01      | 4.1250%  | 0.0000% | $32000.00          | $31605.21          | Corporate Debt Securities |
| SYNCHRONY FINANCIAL                            | 2031-10-28      | 2.8750%  | 0.0000% | $119000.00         | $104634.29         | Corporate Debt Securities |
| TRITON CONTAINER/TAL INT                       | 2032-03-15      | 3.2500%  | 0.0000% | $365000.00         | $327088.36         | Corporate Debt Securities |
| WESTERN MIDSTREAM OPERAT                       | 2048-03-01      | 5.3000%  | 0.0000% | $33000.00          | $28281.53          | Corporate Debt Securities |
| WESTERN MIDSTREAM OPERAT                       | 2048-03-01      | 5.3000%  | 0.0000% | $2000.00           | $1714.03           | Corporate Debt Securities |
| WESTERN MIDSTREAM OPERAT                       | 2034-11-15      | 5.4500%  | 0.0000% | $1017000.00        | $1035498.38        | Corporate Debt Securities |
| CVS HEALTH CORP                                | 2050-04-01      | 4.2500%  | 0.0000% | $100000.00         | $76597.36          | Corporate Debt Securities |
| KINROSS GOLD CORP                              | 2033-07-15      | 6.2500%  | 0.0000% | $1000.00           | $1085.41           | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS                        | 2030-05-15      | 8.7500%  | 0.0000% | $3000.00           | $3188.44           | Corporate Debt Securities |
| AMERICAN ASSETS TRUST LP                       | 2031-02-01      | 3.3750%  | 0.0000% | $50000.00          | $45805.69          | Corporate Debt Securities |
| BANK OF AMERICA CORP                           | 2500-12-31      | 6.2500%  | 0.0000% | $2000.00           | $2029.13           | Corporate Debt Securities |
| BANK OF AMERICA CORP                           | 2500-12-31      | 6.2500%  | 0.0000% | $19000.00          | $19276.72          | Corporate Debt Securities |
| CARNIVAL CORP                                  | 2029-08-15      | 7.0000%  | 0.0000% | $440000.00         | $462956.27         | Corporate Debt Securities |
| FLOWERS FOODS INC                              | 2055-03-15      | 6.2000%  | 0.0000% | $859000.00         | $730777.07         | Corporate Debt Securities |
| FLOWERS FOODS INC                              | 2055-03-15      | 6.2000%  | 0.0000% | $306000.00         | $260323.38         | Corporate Debt Securities |
| HF SINCLAIR CORP                               | 2035-01-15      | 6.2500%  | 0.0000% | $421000.00         | $443009.53         | Corporate Debt Securities |
| HF SINCLAIR CORP                               | 2035-01-15      | 6.2500%  | 0.0000% | $1000000.00        | $1052279.17        | Corporate Debt Securities |
| JACKSON FINANCIAL INC                          | 2051-11-23      | 4.0000%  | 0.0000% | $100000.00         | $68356.44          | Corporate Debt Securities |
| LPL HOLDINGS INC                               | 2035-03-15      | 5.6500%  | 0.0000% | $999000.00         | $1003867.63        | Corporate Debt Securities |
| LPL HOLDINGS INC                               | 2035-03-15      | 5.6500%  | 0.0000% | $1000000.00        | $1004872.50        | Corporate Debt Securities |
| APACHE CORP                                    | 2030-01-15      | 4.2500%  | 0.0000% | $2000.00           | $1977.43           | Corporate Debt Securities |
| APA CORP                                       | 2055-02-15      | 6.7500%  | 0.0000% | $29000.00          | $29928.36          | Corporate Debt Securities |
| APA CORP                                       | 2040-09-01      | 5.1000%  | 0.0000% | $700000.00         | $641338.83         | Corporate Debt Securities |
| APA CORP                                       | 2040-09-01      | 5.1000%  | 0.0000% | $400000.00         | $366479.33         | Corporate Debt Securities |
| BRIGHTHOUSE FINANCIAL IN                       | 2047-06-22      | 4.7000%  | 0.0000% | $5000.00           | $3536.96           | Corporate Debt Securities |
| BRIGHTHOUSE FINANCIAL IN                       | 2047-06-22      | 4.7000%  | 0.0000% | $64000.00          | $45273.03          | Corporate Debt Securities |
| BRIGHTHOUSE FINANCIAL IN                       | 2047-06-22      | 4.7000%  | 0.0000% | $7000.00           | $4951.74           | Corporate Debt Securities |
| DOW CHEMICAL CO/THE                            | 2031-01-15      | 4.8000%  | 0.0000% | $275000.00         | $275561.00         | Corporate Debt Securities |
| GLOBAL PAYMENTS INC                            | 2030-11-15      | 4.8750%  | 0.0000% | $230000.00         | $230664.51         | Corporate Debt Securities |
| GOLUB CAPITAL CAP FND                          | 2029-09-12      | 5.8000%  | 0.0000% | $23000.00          | $22940.74          | Corporate Debt Securities |
| GOLUB CAPITAL CAP FND                          | 2029-09-12      | 5.8000%  | 0.0000% | $63000.00          | $62837.67          | Corporate Debt Securities |
| HF SINCLAIR CORP                               | 2031-01-15      | 5.7500%  | 0.0000% | $192000.00         | $199436.32         | Corporate Debt Securities |
| SABRA HEALTH CARE LP                           | 2031-12-01      | 3.2000%  | 0.0000% | $182000.00         | $166569.03         | Corporate Debt Securities |
| SOLVENTUM CORP                                 | 2027-02-25      | 5.4500%  | 0.0000% | $5000.00           | $5081.85           | Corporate Debt Securities |
| VICI PROPERTIES LP                             | 2035-04-01      | 5.6250%  | 0.0000% | $990000.00         | $994624.54         | Corporate Debt Securities |
| VICI PROPERTIES LP                             | 2035-04-01      | 5.6250%  | 0.0000% | $78000.00          | $78364.36          | Corporate Debt Securities |
| WEC ENERGY GROUP INC                           | 2056-05-15      | 5.6250%  | 0.0000% | $295000.00         | $301751.81         | Corporate Debt Securities |
| APPLOVIN CORP                                  | 2031-12-01      | 5.3750%  | 0.0000% | $441000.00         | $454568.04         | Corporate Debt Securities |
| WESTERN MIDSTREAM OPERAT                       | 2030-04-01      | 7.2500%  | 0.0000% | $33000.00          | $34895.55          | Corporate Debt Securities |
| AVOLON HOLDINGS FNDG LTD                       | 2032-10-15      | 4.9500%  | 0.0000% | $413000.00         | $402531.48         | Corporate Debt Securities |
| BAXTER INTERNATIONAL INC                       | 2032-02-01      | 2.5390%  | 0.0000% | $12000.00          | $10223.24          | Corporate Debt Securities |
| BAXTER INTERNATIONAL INC                       | 2032-02-01      | 2.5390%  | 0.0000% | $4000.00           | $3407.75           | Corporate Debt Securities |
| LYB INT FINANCE III                            | 2030-10-01      | 2.2500%  | 0.0000% | $300000.00         | $268896.75         | Corporate Debt Securities |
| BGC GROUP INC                                  | 2030-04-02      | 6.1500%  | 0.0000% | $99000.00          | $101737.68         | Corporate Debt Securities |
| BANK OF AMERICA CORP                           | 2149-12-31      | 6.6250%  | 0.0000% | $137000.00         | $143652.51         | Corporate Debt Securities |
| BAXTER INTERNATIONAL INC                       | 2051-12-01      | 3.1320%  | 0.0000% | $125000.00         | $73739.12          | Corporate Debt Securities |
| BOEING CO                                      | 2048-03-01      | 3.6250%  | 0.0000% | $100000.00         | $70617.10          | Corporate Debt Securities |
| CVS HEALTH CORP                                | 2027-08-21      | 1.3000%  | 0.0000% | $62000.00          | $59664.56          | Corporate Debt Securities |
| KEURIG DR PEPPER INC                           | 2046-12-15      | 4.4200%  | 0.0000% | $96000.00          | $76924.32          | Corporate Debt Securities |
| TOLEDO HOSPITAL/THE                            | 2048-11-15      | 6.0150%  | 0.0000% | $86000.00          | $82940.01          | Corporate Debt Securities |
| TOLEDO HOSPITAL/THE                            | 2048-11-15      | 6.0150%  | 0.0000% | $1000.00           | $964.42            | Corporate Debt Securities |
| NORTH HAVEN PRIVATE INC                        | 2030-02-01      | 5.7500%  | 0.0000% | $80000.00          | $79051.62          | Corporate Debt Securities |
| AEP TEXAS INC                                  | 2052-05-15      | 5.2500%  | 0.0000% | $40000.00          | $36677.30          | Corporate Debt Securities |
| AEP TEXAS INC                                  | 2055-10-15      | 5.8500%  | 0.0000% | $70000.00          | $67409.12          | Corporate Debt Securities |
| AEP TEXAS INC                                  | 2036-04-15      | 5.2000%  | 0.0000% | $109000.00         | $107596.44         | Corporate Debt Securities |
| APA CORP                                       | 2035-02-15      | 6.1000%  | 0.0000% | $1000.00           | $1046.61           | Corporate Debt Securities |
| APA CORP                                       | 2043-04-15      | 4.7500%  | 0.0000% | $2000.00           | $1577.12           | Corporate Debt Securities |
| APPLOVIN CORP                                  | 2054-12-01      | 5.9500%  | 0.0000% | $564000.00         | $532210.92         | Corporate Debt Securities |
| ARES STRATEGIC INCOME FU                       | 2031-04-15      | 5.5500%  | 0.0000% | $100000.00         | $97029.25          | Corporate Debt Securities |
| AVIATION CAPITAL GROUP                         | 2028-04-15      | 6.2500%  | 0.0000% | $5000.00           | $5141.57           | Corporate Debt Securities |
| AVIATION CAPITAL GROUP                         | 2033-01-28      | 4.8750%  | 0.0000% | $2179000.00        | $2134833.49        | Corporate Debt Securities |
| BACARDI LTD                                    | 2026-07-15      | 2.7500%  | 0.0000% | $250000.00         | $251072.71         | Corporate Debt Securities |
| BAXTER INTERNATIONAL INC                       | 2031-04-01      | 1.7300%  | 0.0000% | $25000.00          | $21054.09          | Corporate Debt Securities |
| BAXTER INTERNATIONAL INC                       | 2031-04-01      | 1.7300%  | 0.0000% | $30000.00          | $25264.91          | Corporate Debt Securities |
| BAXTER INTERNATIONAL INC                       | 2031-04-01      | 1.7300%  | 0.0000% | $57000.00          | $48003.33          | Corporate Debt Securities |
| BAXTER INTERNATIONAL INC                       | 2031-04-01      | 1.7300%  | 0.0000% | $24000.00          | $20211.93          | Corporate Debt Securities |
| BAXTER INTERNATIONAL INC                       | 2035-12-15      | 5.6500%  | 0.0000% | $1543000.00        | $1544718.73        | Corporate Debt Securities |
| BIG RIVER STEEL/BRS FIN                        | 2029-01-31      | 6.6250%  | 0.0000% | $943000.00         | $959014.50         | Corporate Debt Securities |
| BLACKSTONE PRIVATE CRE                         | 2026-12-15      | 2.6250%  | 0.0000% | $90000.00          | $89526.04          | Corporate Debt Securities |
| BLACKSTONE PRIVATE CRE                         | 2027-09-26      | 4.9500%  | 0.0000% | $87000.00          | $86758.58          | Corporate Debt Securities |
| BLACKSTONE PRIVATE CRE                         | 2031-05-15      | 5.9500%  | 0.0000% | $154000.00         | $151139.58         | Corporate Debt Securities |
| BLOCK FINANCIAL LLC                            | 2032-09-15      | 5.3750%  | 0.0000% | $5797000.00        | $5676878.91        | Corporate Debt Securities |
| BLOCK FINANCIAL LLC                            | 2032-09-15      | 5.3750%  | 0.0000% | $808000.00         | $791257.23         | Corporate Debt Securities |
| BLUE OWL CREDIT INCOME                         | 2030-03-15      | 5.8000%  | 0.0000% | $34000.00          | $33271.04          | Corporate Debt Securities |
| BLUE OWL TECHNOLOGY FINA                       | 2031-01-23      | 6.1250%  | 0.0000% | $142000.00         | $138801.23         | Corporate Debt Securities |
| BROWN & BROWN INC                              | 2029-03-15      | 4.5000%  | 0.0000% | $164000.00         | $163953.26         | Corporate Debt Securities |
| BRUNSWICK CORP                                 | 2052-04-01      | 5.1000%  | 0.0000% | $52000.00          | $39280.71          | Corporate Debt Securities |
| CDW LLC/CDW FINANCE                            | 2026-12-01      | 2.6700%  | 0.0000% | $1525000.00        | $1526511.02        | Corporate Debt Securities |
| CDW LLC/CDW FINANCE                            | 2034-08-22      | 5.5500%  | 0.0000% | $9000.00           | $9020.64           | Corporate Debt Securities |
| CVS HEALTH CORP                                | 2048-03-25      | 5.0500%  | 0.0000% | $55000.00          | $47578.28          | Corporate Debt Securities |
| CVS HEALTH CORP                                | 2033-06-01      | 5.3000%  | 0.0000% | $176000.00         | $181942.84         | Corporate Debt Securities |
| CVS HEALTH CORP                                | 2044-06-01      | 6.0000%  | 0.0000% | $2000.00           | $2022.35           | Corporate Debt Securities |
| CVS HEALTH CORP                                | 2044-06-01      | 6.0000%  | 0.0000% | $16000.00          | $16178.77          | Corporate Debt Securities |
| CAMPBELLS COMPANY/THE                          | 2030-04-24      | 2.3750%  | 0.0000% | $199000.00         | $178971.81         | Corporate Debt Securities |
| CIMIC FINANCE LTD                              | 2036-04-22      | 6.0000%  | 0.0000% | $5450000.00        | $5376497.67        | Corporate Debt Securities |
| PERMIAN RESOURC OPTG LLC                       | 2029-07-01      | 5.8750%  | 0.0000% | $200000.00         | $204008.03         | Corporate Debt Securities |
| CONCENTRIX CORP                                | 2028-08-02      | 6.6000%  | 0.0000% | $1066000.00        | $1073231.03        | Corporate Debt Securities |
| CONCENTRIX CORP                                | 2029-03-01      | 6.5000%  | 0.0000% | $496000.00         | $489748.75         | Corporate Debt Securities |
| CONCENTRIX CORP                                | 2029-03-01      | 6.5000%  | 0.0000% | $104000.00         | $102689.25         | Corporate Debt Securities |
| COPT DEFENSE PROP LP                           | 2031-04-15      | 2.7500%  | 0.0000% | $19000.00          | $17217.72          | Corporate Debt Securities |
| CROWN CASTLE INC                               | 2027-03-01      | 4.0000%  | 0.0000% | $195000.00         | $195517.83         | Corporate Debt Securities |
| CROWN CASTLE INC                               | 2028-01-11      | 5.0000%  | 0.0000% | $14000.00          | $14302.52          | Corporate Debt Securities |
| CROWN CASTLE INC                               | 2028-09-01      | 4.8000%  | 0.0000% | $45000.00          | $45509.70          | Corporate Debt Securities |
| CROWN CASTLE INC                               | 2028-09-01      | 4.8000%  | 0.0000% | $28000.00          | $28317.15          | Corporate Debt Securities |
| CROWN CASTLE INC                               | 2033-05-01      | 5.1000%  | 0.0000% | $124000.00         | $126022.23         | Corporate Debt Securities |
| CROWN CASTLE INC                               | 2034-03-01      | 5.8000%  | 0.0000% | $1000000.00        | $1037175.56        | Corporate Debt Securities |
| DOLLAR GENERAL CORP                            | 2050-04-03      | 4.1250%  | 0.0000% | $10000.00          | $7581.94           | Corporate Debt Securities |
| DOLLAR GENERAL CORP                            | 2033-07-05      | 5.4500%  | 0.0000% | $58000.00          | $60087.40          | Corporate Debt Securities |
| DOLLAR GENERAL CORP                            | 2033-07-05      | 5.4500%  | 0.0000% | $89000.00          | $92203.09          | Corporate Debt Securities |
| DOMINION ENERGY INC                            | 2056-02-15      | 6.2000%  | 0.0000% | $66000.00          | $66979.22          | Corporate Debt Securities |
| DOW CHEMICAL CO/THE                            | 2033-03-15      | 6.3000%  | 0.0000% | $37000.00          | $39266.06          | Corporate Debt Securities |
| DOW CHEMICAL CO/THE                            | 2033-03-15      | 6.3000%  | 0.0000% | $203000.00         | $215432.74         | Corporate Debt Securities |
| DOW CHEMICAL CO/THE                            | 2033-03-15      | 6.3000%  | 0.0000% | $34000.00          | $36082.33          | Corporate Debt Securities |
| DOW CHEMICAL CO/THE                            | 2054-02-15      | 5.6000%  | 0.0000% | $100000.00         | $88232.67          | Corporate Debt Securities |
| DOW CHEMICAL CO/THE                            | 2055-03-15      | 5.9500%  | 0.0000% | $4712000.00        | $4341813.50        | Corporate Debt Securities |
| DOW CHEMICAL CO/THE                            | 2055-03-15      | 5.9500%  | 0.0000% | $36000.00          | $33171.75          | Corporate Debt Securities |
| EQT CORP                                       | 2029-04-01      | 6.3750%  | 0.0000% | $52000.00          | $53387.12          | Corporate Debt Securities |
| PERMIAN RESOURC OPTG LLC                       | 2031-07-15      | 9.8750%  | 0.0000% | $21000.00          | $22825.99          | Corporate Debt Securities |
| ENTEL CHILE SA                                 | 2032-09-14      | 3.0500%  | 0.0000% | $7081000.00        | $6350858.42        | Corporate Debt Securities |
| FEDEX FREIGHT HOLDING CO                       | 2029-03-15      | 4.3000%  | 0.0000% | $50000.00          | $49841.64          | Corporate Debt Securities |
| FEDEX FREIGHT HOLDING CO                       | 2031-03-15      | 4.6500%  | 0.0000% | $930000.00         | $925758.42         | Corporate Debt Securities |
| FEDEX FREIGHT HOLDING CO                       | 2033-03-15      | 4.9500%  | 0.0000% | $4000.00           | $3964.51           | Corporate Debt Securities |
| FIRST AMERICAN FINANCIAL                       | 2034-09-30      | 5.4500%  | 0.0000% | $443000.00         | $437525.26         | Corporate Debt Securities |
| FLOWSERVE CORPORATION                          | 2030-10-01      | 3.5000%  | 0.0000% | $73000.00          | $69099.57          | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS                        | 2029-05-01      | 6.7500%  | 0.0000% | $3868000.00        | $3992984.75        | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS                        | 2029-05-01      | 6.7500%  | 0.0000% | $59000.00          | $60906.44          | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS                        | 2029-11-01      | 5.8750%  | 0.0000% | $5158.00           | $5336.79           | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS                        | 2029-11-01      | 5.8750%  | 0.0000% | $276294.00         | $285870.85         | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS                        | 2029-11-01      | 5.8750%  | 0.0000% | $101155.00         | $104661.21         | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS                        | 2029-11-01      | 5.8750%  | 0.0000% | $5365.00           | $5550.96           | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS                        | 2030-01-15      | 6.0000%  | 0.0000% | $600000.00         | $613800.00         | Corporate Debt Securities |
| GXO LOGISTICS INC                              | 2034-05-06      | 6.5000%  | 0.0000% | $4000.00           | $4347.59           | Corporate Debt Securities |
| GENUINE PARTS CO                               | 2033-11-01      | 6.8750%  | 0.0000% | $889000.00         | $993016.58         | Corporate Debt Securities |
| GLOBAL PAYMENTS INC                            | 2032-11-15      | 5.2000%  | 0.0000% | $522000.00         | $520234.48         | Corporate Debt Securities |
| GLOBAL PAYMENTS INC                            | 2032-11-15      | 5.2000%  | 0.0000% | $35000.00          | $34881.62          | Corporate Debt Securities |
| GLOBAL PAYMENTS INC                            | 2033-03-15      | 5.4000%  | 0.0000% | $1043000.00        | $1024935.24        | Corporate Debt Securities |
| GLOBAL PAYMENTS INC                            | 2033-03-15      | 5.4000%  | 0.0000% | $1040000.00        | $1021987.20        | Corporate Debt Securities |
| HCA INC                                        | 2033-06-01      | 5.5000%  | 0.0000% | $5000.00           | $5220.27           | Corporate Debt Securities |
| HCA INC                                        | 2033-06-01      | 5.5000%  | 0.0000% | $134000.00         | $139903.22         | Corporate Debt Securities |
| HCA INC                                        | 2028-03-01      | 5.0000%  | 0.0000% | $536000.00         | $544621.26         | Corporate Debt Securities |
| HCA INC                                        | 2032-03-01      | 5.5000%  | 0.0000% | $99000.00          | $102109.98         | Corporate Debt Securities |
| HCA INC                                        | 2032-11-15      | 4.6000%  | 0.0000% | $355000.00         | $353874.65         | Corporate Debt Securities |
| HCA INC                                        | 2033-05-15      | 5.0000%  | 0.0000% | $1178000.00        | $1166844.34        | Corporate Debt Securities |
| HPS CORPORATE LENDING FU                       | 2029-09-30      | 6.2500%  | 0.0000% | $245000.00         | $247983.69         | Corporate Debt Securities |
| HPS CORPORATE LENDING FU                       | 2029-04-02      | 5.1500%  | 0.0000% | $163000.00         | $160047.35         | Corporate Debt Securities |
| HPS CORPORATE LENDING FU                       | 2029-04-02      | 5.1500%  | 0.0000% | $30000.00          | $29456.57          | Corporate Debt Securities |
| HPS CORPORATE LENDING FU                       | 2031-04-02      | 5.6500%  | 0.0000% | $300000.00         | $293083.33         | Corporate Debt Securities |
| HPS CORPORATE LENDING FU                       | 2031-04-02      | 5.6500%  | 0.0000% | $100000.00         | $97694.44          | Corporate Debt Securities |
| HPS CORPORATE LENDING FU                       | 2027-06-05      | 5.3000%  | 0.0000% | $198000.00         | $201232.79         | Corporate Debt Securities |
| HPS CORPORATE LENDING FU                       | 2030-11-15      | 5.4500%  | 0.0000% | $202000.00         | $202395.53         | Corporate Debt Securities |
| HERCULES CAPITAL INC                           | 2027-01-20      | 3.3750%  | 0.0000% | $7000.00           | $6968.18           | Corporate Debt Securities |
| HOST HOTELS & RESORTS LP                       | 2032-06-15      | 5.7000%  | 0.0000% | $100000.00         | $104863.50         | Corporate Debt Securities |
| HUMANA INC                                     | 2032-02-03      | 2.1500%  | 0.0000% | $4772000.00        | $4137542.72        | Corporate Debt Securities |
| HUMANA INC                                     | 2029-03-23      | 3.7000%  | 0.0000% | $2000.00           | $1953.35           | Corporate Debt Securities |
| HUMANA INC                                     | 2028-03-01      | 5.7500%  | 0.0000% | $50000.00          | $51376.18          | Corporate Debt Securities |
| HUMANA INC                                     | 2053-03-15      | 5.5000%  | 0.0000% | $105000.00         | $92401.58          | Corporate Debt Securities |
| HUMANA INC                                     | 2053-03-15      | 5.5000%  | 0.0000% | $1744000.00        | $1534746.16        | Corporate Debt Securities |
| HUMANA INC                                     | 2034-03-15      | 5.9500%  | 0.0000% | $181000.00         | $186619.60         | Corporate Debt Securities |
| INTESA SANPAOLO SPA                            | 2032-06-01      | 4.1980%  | 0.0000% | $1156000.00        | $1108702.32        | Corporate Debt Securities |
| JABIL INC                                      | 2030-01-15      | 3.6000%  | 0.0000% | $65000.00          | $62940.80          | Corporate Debt Securities |
| JABIL INC                                      | 2031-01-15      | 3.0000%  | 0.0000% | $230000.00         | $213791.90         | Corporate Debt Securities |
| JPMORGAN CHASE & CO                            | 2031-10-22      | 4.2550%  | 0.0000% | $5000.00           | $4914.83           | Corporate Debt Securities |
| JPMORGAN CHASE & CO                            | 2030-04-23      | 4.4080%  | 0.0000% | $102000.00         | $101532.55         | Corporate Debt Securities |
| JABIL INC                                      | 2029-02-01      | 4.2000%  | 0.0000% | $65000.00          | $64911.38          | Corporate Debt Securities |
| JACKSON FINANCIAL INC                          | 2032-06-08      | 5.6700%  | 0.0000% | $75000.00          | $77316.38          | Corporate Debt Securities |
| JBS NV/USA FOODS/FOOD CO                       | 2066-04-15      | 6.3750%  | 0.0000% | $5000.00           | $4837.58           | Corporate Debt Securities |
| KEURIG DR PEPPER INC                           | 2032-04-15      | 4.0500%  | 0.0000% | $263000.00         | $249210.25         | Corporate Debt Securities |
| KEURIG DR PEPPER INC                           | 2032-04-15      | 4.0500%  | 0.0000% | $2000.00           | $1895.14           | Corporate Debt Securities |
| KEURIG DR PEPPER INC                           | 2034-03-15      | 5.3000%  | 0.0000% | $460000.00         | $460729.10         | Corporate Debt Securities |
| KEURIG DR PEPPER INC                           | 2034-03-15      | 5.3000%  | 0.0000% | $86000.00          | $86136.31          | Corporate Debt Securities |
| KEURIG DR PEPPER INC                           | 2027-03-15      | 5.1000%  | 0.0000% | $1003000.00        | $1014369.00        | Corporate Debt Securities |
| KILROY REALTY LP                               | 2033-11-15      | 2.6500%  | 0.0000% | $81000.00          | $65820.26          | Corporate Debt Securities |
| KILROY REALTY LP                               | 2035-10-15      | 5.8750%  | 0.0000% | $350000.00         | $340559.77         | Corporate Debt Securities |
| KYNDRYL HOLDINGS INC                           | 2034-02-20      | 6.3500%  | 0.0000% | $498000.00         | $484248.84         | Corporate Debt Securities |
| LPL HOLDINGS INC                               | 2035-06-15      | 5.7500%  | 0.0000% | $223000.00         | $228713.82         | Corporate Debt Securities |
| LYB INTERNATIONAL FINANC                       | 2027-03-02      | 3.5000%  | 0.0000% | $525000.00         | $523676.42         | Corporate Debt Securities |
| MAPLE PARENT HLDS CO                           | 2029-03-26      | 4.7500%  | 0.0000% | $3615000.00        | $3624999.49        | Corporate Debt Securities |
| MAPLE PARENT HLDS CO                           | 2031-03-26      | 5.0500%  | 0.0000% | $7267000.00        | $7294465.22        | Corporate Debt Securities |
| MAPLE PARENT HLDS CO                           | 2031-03-26      | 5.0500%  | 0.0000% | $843000.00         | $846186.07         | Corporate Debt Securities |
| MAPLE PARENT HLDS CO                           | 2056-03-26      | 6.6250%  | 0.0000% | $290000.00         | $295662.81         | Corporate Debt Securities |
| MAREX GROUP PLC                                | 2028-05-08      | 5.8290%  | 0.0000% | $30000.00          | $31093.49          | Corporate Debt Securities |
| MAREX GROUP PLC                                | 2031-04-21      | 5.6800%  | 0.0000% | $800000.00         | $798824.00         | Corporate Debt Securities |
| MERCK & CO INC                                 | 2035-12-04      | 4.7500%  | 0.0000% | $4657000.00        | $4642860.83        | Corporate Debt Securities |
| MICROSOFT CORP                                 | 2027-02-06      | 3.3000%  | 0.0000% | $1000000.00        | $1002880.00        | Corporate Debt Securities |
| MORGAN STANLEY                                 | 2037-04-10      | 5.2960%  | 0.0000% | $2200000.00        | $2188543.38        | Corporate Debt Securities |
| MORGAN STANLEY                                 | 2037-04-10      | 5.2960%  | 0.0000% | $529000.00         | $526245.20         | Corporate Debt Securities |
| MORGAN STANLEY DIRECT                          | 2030-05-19      | 6.0000%  | 0.0000% | $130000.00         | $133275.13         | Corporate Debt Securities |
| NRG ENERGY INC                                 | 2031-04-28      | 4.9550%  | 0.0000% | $210000.00         | $208396.71         | Corporate Debt Securities |
| NOMURA HOLDINGS INC                            | 2036-06-10      | 5.0430%  | 0.0000% | $1399000.00        | $1391307.83        | Corporate Debt Securities |
| OAKTREE STRATEGIC CREDIT                       | 2030-07-15      | 6.1900%  | 0.0000% | $451000.00         | $455146.57         | Corporate Debt Securities |
| OAKTREE STRATEGIC CREDIT                       | 2030-07-15      | 6.1900%  | 0.0000% | $30000.00          | $30275.82          | Corporate Debt Securities |
| OAKTREE STRATEGIC CREDIT                       | 2030-07-15      | 6.1900%  | 0.0000% | $2000.00           | $2018.39           | Corporate Debt Securities |
| PERMIAN RESOURC OPTG LLC                       | 2033-02-01      | 6.2500%  | 0.0000% | $357000.00         | $371159.12         | Corporate Debt Securities |
| CHARLES SCHWAB CORP                            | 2500-12-31      | 6.1000%  | 0.0000% | $15000.00          | $15040.58          | Corporate Debt Securities |
| SOUTH BOW USA INFRA HLDS                       | 2034-10-01      | 5.5840%  | 0.0000% | $1462000.00        | $1461529.56        | Corporate Debt Securities |
| SOUTH BOW USA INFRA HLDS                       | 2054-10-01      | 6.1760%  | 0.0000% | $1422000.00        | $1353011.83        | Corporate Debt Securities |
| EXPAND ENERGY CORP                             | 2029-02-01      | 5.3750%  | 0.0000% | $160000.00         | $161830.11         | Corporate Debt Securities |
| STELLANTIS FIN US INC                          | 2035-03-18      | 6.4500%  | 0.0000% | $2137000.00        | $2150815.70        | Corporate Debt Securities |
| STELLANTIS FINANCIAL SER                       | 2030-09-15      | 5.4000%  | 0.0000% | $1729000.00        | $1718228.33        | Corporate Debt Securities |
| SUZANO NETHERLANDS BV                          | 2036-01-15      | 5.5000%  | 0.0000% | $1000.00           | $993.81            | Corporate Debt Securities |
| SYNCHRONY FINANCIAL                            | 2032-02-25      | 4.9470%  | 0.0000% | $24000.00          | $23623.73          | Corporate Debt Securities |
| TELEFONICA EMISIONES SAU                       | 2027-03-08      | 4.1030%  | 0.0000% | $200000.00         | $200511.31         | Corporate Debt Securities |
| TIMKEN CO                                      | 2032-04-01      | 4.1250%  | 0.0000% | $281000.00         | $266815.94         | Corporate Debt Securities |
| TRANSCANADA PIPELINES                          | 2056-10-17      | 6.1250%  | 0.0000% | $41000.00          | $41270.26          | Corporate Debt Securities |
| TRANSCANADA PIPELINES                          | 2056-10-17      | 6.3750%  | 0.0000% | $2000000.00        | $2017344.17        | Corporate Debt Securities |
| UBS GROUP AG                                   | 2500-12-31      | 9.2500%  | 0.0000% | $200000.00         | $224917.94         | Corporate Debt Securities |
| UNIVERSAL HEALTH SVCS                          | 2034-10-15      | 5.0500%  | 0.0000% | $20000.00          | $19242.08          | Corporate Debt Securities |
| VIKING OCEAN CRUISES SHI                       | 2029-02-15      | 5.6250%  | 0.0000% | $66000.00          | $66697.54          | Corporate Debt Securities |
| WESTERN MIDSTREAM OPERAT                       | 2031-03-01      | 4.8000%  | 0.0000% | $55000.00          | $54951.42          | Corporate Debt Securities |
| AVOLON HLDGS FDG LTD           SR GLBL REGS 26 | 2026-05-01      | 4.3750%  | 0.0000% | $3000.00           | $3065.32           | Corporate Debt Securities |
| AVOLON HOLDINGS FNDG LTD                       | 2028-05-04      | 6.3750%  | 0.0000% | $200000.00         | $212099.33         | Corporate Debt Securities |
| UBS GROUP AG                                   | 2500-12-31      | 7.1250%  | 0.0000% | $6000000.00        | $6233660.00        | Corporate Debt Securities |
| SYNGENTA FINANCE NV                            | 2028-04-24      | 5.1820%  | 0.0000% | $281000.00         | $282085.69         | Corporate Debt Securities |
| ALFA DESARROLLO SPA                            | 2051-09-27      | 4.5500%  | 0.0000% | $903000.00         | $703502.58         | Corporate Debt Securities |
| CENCOSUD SA                                    | 2031-05-28      | 5.9500%  | 0.0000% | $1510000.00        | $1606749.06        | Corporate Debt Securities |
| MEXICO CITY ARPT TRUST                         | 2047-07-31      | 5.5000%  | 0.0000% | $200000.00         | $176750.00         | Corporate Debt Securities |
| TRUST 2401                                     | 2050-01-15      | 6.3900%  | 0.0000% | $714000.00         | $677505.68         | Corporate Debt Securities |
| APOLLO DEBT SOLUTIONS BD                       | 2028-12-08      | 5.2000%  | 0.0000% | $100000.00         | $100896.11         | Corporate Debt Securities |
| BIG RIVER STEEL/BRS FIN                        | 2029-01-31      | 6.6250%  | 0.0000% | $133000.00         | $135258.67         | Corporate Debt Securities |
| BOOZ ALLEN HAMILTON INC                        | 2028-09-01      | 3.8750%  | 0.0000% | $247000.00         | $242976.54         | Corporate Debt Securities |
| PERMIAN RESOURC OPTG LLC                       | 2029-07-01      | 5.8750%  | 0.0000% | $114000.00         | $116284.58         | Corporate Debt Securities |
| FRESENIUS MED CARE III                         | 2029-06-15      | 3.7500%  | 0.0000% | $350000.00         | $343546.88         | Corporate Debt Securities |
| WESTERN MIDSTREAM OPERAT                       | 2030-04-01      | 7.2500%  | 0.0000% | $407000.00         | $430378.42         | Corporate Debt Securities |
| MASTEC INC                                     | 2028-08-15      | 4.5000%  | 0.0000% | $125000.00         | $125121.88         | Corporate Debt Securities |
| STELLANTIS FIN US INC                          | 2032-09-12      | 6.3750%  | 0.0000% | $200000.00         | $203938.00         | Corporate Debt Securities |

### Security 80: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.840000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: LMRP9816333
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| AVANGRID INC                                  | 2026-05-01      | 0.0000%  | 0.0000% | $7648000.00        | $7646317.44        | Corporate Debt Securities |
| BROOKFIELD RENEWABLE PART                     | 2026-05-01      | 0.0000%  | 0.0000% | $15000000.00       | $14996700.00       | Corporate Debt Securities |
| BROOKFIELD RENEWABLE PART                     | 2026-05-06      | 0.0000%  | 0.0000% | $10000000.00       | $9992280.00        | Corporate Debt Securities |
| ENBRIDGE U S INC DISC COML PAP                | 2026-05-19      | 0.0000%  | 0.0000% | $5000000.00        | $4988800.00        | Corporate Debt Securities |
| EVERSOURCE ENERGY DISC COML PAPER 4/2 YRS 3&4 | 2026-05-01      | 0.0000%  | 0.0000% | $17450000.00       | $17362750.00       | Corporate Debt Securities |
| FIDELITY NATL INFO SVCS INC                   | 2026-05-05      | 0.0000%  | 0.0000% | $3700000.00        | $3697550.60        | Corporate Debt Securities |
| FISERV INC                                    | 2026-05-05      | 0.0000%  | 0.0000% | $18812892.00       | $18800381.43       | Corporate Debt Securities |
| HOLCIM FINANCE US LLC                         | 2026-05-04      | 0.0000%  | 0.0000% | $2006000.00        | $2004894.69        | Corporate Debt Securities |
| RELX INC                                      | 2026-05-01      | 0.0000%  | 0.0000% | $400000.00         | $399912.80         | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC                     | 2026-05-21      | 0.0000%  | 0.0000% | $11100000.00       | $11072105.70       | Corporate Debt Securities |
| RYDER SYS INC                                 | 2026-05-07      | 0.0000%  | 0.0000% | $9500000.00        | $9491611.50        | Corporate Debt Securities |
| VIDEOTRON LTEE                                | 2026-05-14      | 0.0000%  | 0.0000% | $4555000.00        | $4546696.24        | Corporate Debt Securities |

## N-MFP: Signatures

**Registrant:** Master Portfolio Trust

**Date:** 2026-05-07

**By:** /s/Christopher Berarducci

**Name of Signing Officer:** Christopher Berarducci

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