# EDGAR Filing Document

**Accession Number:** 0001140869
**File Stem:** 0001193125-26-145257
**Filing Date:** 2026-4
**Character Count:** 490824
**Document Hash:** 746e95f69950986d26a24bc8608205a1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-145257.hdr.sgml**: 20260407

**ACCESSION NUMBER**: 0001193125-26-145257

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260407

**DATE AS OF CHANGE**: 20260407

**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:** 26844179

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

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

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

## Series and Classes Contracts Data

### Government Portfolio (Series ID: S000025611)

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-03-31

**Registrant Full Name:** Master Portfolio Trust

**CIK Number of Registrant:** 0001140869

**LEI of Registrant:** 549300I1QJ6KR2C8FZ09

**Name of Series:** Government Portfolio

**LEI of Series:** 5493001CSMCYHP65OO69

**EDGAR Series Identifier:** S000025611

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 39 days

- **WAL:** 103 days

- **Total Value of Portfolio Securities:** $30090361767.24

- **Amortized Cost of Portfolio Securities:** $30091827436.17

- **Cash:** $1980559411.10

- **Total Other Assets:** $73525241.96

- **Total Liabilities:** $293255575.45

- **Net Assets of Series:** $31852656513.78

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-03-02 | $21891211198.66           | $23343251867.27            | 66.5500%                  | 70.9600%                   |
| 2026-03-03 | $22142245245.55           | $23594405961.32            | 66.7900%                  | 71.1700%                   |
| 2026-03-04 | $21728213080.98           | $23159643844.69            | 66.1300%                  | 70.4800%                   |
| 2026-03-05 | $21830171515.56           | $23106722326.28            | 66.5400%                  | 70.4300%                   |
| 2026-03-06 | $21121806875.78           | $22350722035.26            | 65.9100%                  | 69.7500%                   |
| 2026-03-09 | $21835912684.96           | $23109333796.12            | 66.6600%                  | 70.5500%                   |
| 2026-03-10 | $20515808534.39           | $22115902480.21            | 64.5900%                  | 69.6300%                   |
| 2026-03-11 | $21353322102.24           | $22918538882.82            | 65.8300%                  | 70.6500%                   |
| 2026-03-12 | $21483511304.64           | $23538834164.46            | 66.2000%                  | 72.5400%                   |
| 2026-03-13 | $21974803195.42           | $24159911771.74            | 66.4900%                  | 73.1000%                   |
| 2026-03-16 | $22384863475.37           | $24490055334.97            | 67.3100%                  | 73.6400%                   |
| 2026-03-17 | $21640337328.84           | $24026217107.32            | 65.5400%                  | 72.7700%                   |
| 2026-03-18 | $22738014537.42           | $24623999560.55            | 68.0500%                  | 73.6900%                   |
| 2026-03-19 | $21408683403.70           | $23190774485.00            | 65.2500%                  | 70.6800%                   |
| 2026-03-20 | $20748611032.06           | $21927510664.86            | 65.9600%                  | 69.7100%                   |
| 2026-03-23 | $22090795167.86           | $22864172382.52            | 68.5900%                  | 70.9900%                   |
| 2026-03-24 | $20406379381.84           | $20825924175.09            | 67.6400%                  | 69.0300%                   |
| 2026-03-25 | $19632112760.13           | $20051701055.35            | 66.7900%                  | 68.2200%                   |
| 2026-03-26 | $18938121491.56           | $19455153288.78            | 66.3300%                  | 68.1400%                   |
| 2026-03-27 | $19269313020.98           | $19786475324.14            | 66.7000%                  | 68.4900%                   |
| 2026-03-30 | $20478295722.26           | $21002331565.91            | 68.0400%                  | 69.7800%                   |
| 2026-03-31 | $22421452908.49           | $23065352790.22            | 69.7500%                  | 71.7500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-03-02 | 0.0000%             |
| 2026-03-03 | 0.0000%             |
| 2026-03-04 | 0.0000%             |
| 2026-03-05 | 0.0000%             |
| 2026-03-06 | 0.0000%             |
| 2026-03-09 | 0.0000%             |
| 2026-03-10 | 0.0000%             |
| 2026-03-11 | 0.0000%             |
| 2026-03-12 | 0.0000%             |
| 2026-03-13 | 0.0000%             |
| 2026-03-16 | 0.0000%             |
| 2026-03-17 | 0.0000%             |
| 2026-03-18 | 0.0000%             |
| 2026-03-19 | 0.0000%             |
| 2026-03-20 | 0.0000%             |
| 2026-03-23 | 0.0000%             |
| 2026-03-24 | 0.0000%             |
| 2026-03-25 | 0.0000%             |
| 2026-03-26 | 0.0000%             |
| 2026-03-27 | 0.0000%             |
| 2026-03-30 | 0.0000%             |
| 2026-03-31 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-03-02 | 0.0000                      |
|  |  |
| 2026-03-03 | 0.0000                      |
|  |  |
| 2026-03-04 | 0.0000                      |
|  |  |
| 2026-03-05 | 0.0000                      |
|  |  |
| 2026-03-06 | 0.0000                      |
|  |  |
| 2026-03-09 | 0.0000                      |
|  |  |
| 2026-03-10 | 0.0000                      |
|  |  |
| 2026-03-11 | 0.0000                      |
|  |  |
| 2026-03-12 | 0.0000                      |
|  |  |
| 2026-03-13 | 0.0000                      |
|  |  |
| 2026-03-16 | 0.0000                      |
|  |  |
| 2026-03-17 | 0.0000                      |
|  |  |
| 2026-03-18 | 0.0000                      |
|  |  |
| 2026-03-19 | 0.0000                      |
|  |  |
| 2026-03-20 | 0.0000                      |
|  |  |
| 2026-03-23 | 0.0000                      |
|  |  |
| 2026-03-24 | 0.0000                      |
|  |  |
| 2026-03-25 | 0.0000                      |
|  |  |
| 2026-03-26 | 0.0000                      |
|  |  |
| 2026-03-27 | 0.0000                      |
|  |  |
| 2026-03-30 | 0.0000                      |
|  |  |
| 2026-03-31 | 0.0000                      |
|  |  |

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

### Class: A

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $31852656513.78

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 2669719.18

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 0.0000          |
|  |  |
| 2026-03-03 | 0.0000          |
|  |  |
| 2026-03-04 | 0.0000          |
|  |  |
| 2026-03-05 | 0.0000          |
|  |  |
| 2026-03-06 | 0.0000          |
|  |  |
| 2026-03-09 | 0.0000          |
|  |  |
| 2026-03-10 | 0.0000          |
|  |  |
| 2026-03-11 | 0.0000          |
|  |  |
| 2026-03-12 | 0.0000          |
|  |  |
| 2026-03-13 | 0.0000          |
|  |  |
| 2026-03-16 | 0.0000          |
|  |  |
| 2026-03-17 | 0.0000          |
|  |  |
| 2026-03-18 | 0.0000          |
|  |  |
| 2026-03-19 | 0.0000          |
|  |  |
| 2026-03-20 | 0.0000          |
|  |  |
| 2026-03-23 | 0.0000          |
|  |  |
| 2026-03-24 | 0.0000          |
|  |  |
| 2026-03-25 | 0.0000          |
|  |  |
| 2026-03-26 | 0.0000          |
|  |  |
| 2026-03-27 | 0.0000          |
|  |  |
| 2026-03-30 | 0.0000          |
|  |  |
| 2026-03-31 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $0.00                     | $0.00                   |
| 2026-03-03 | $0.00                     | $0.00                   |
| 2026-03-04 | $0.00                     | $0.00                   |
| 2026-03-05 | $0.00                     | $0.00                   |
| 2026-03-06 | $0.00                     | $0.00                   |
| 2026-03-09 | $0.00                     | $0.00                   |
| 2026-03-10 | $0.00                     | $0.00                   |
| 2026-03-11 | $0.00                     | $0.00                   |
| 2026-03-12 | $0.00                     | $0.00                   |
| 2026-03-13 | $0.00                     | $0.00                   |
| 2026-03-16 | $0.00                     | $0.00                   |
| 2026-03-17 | $0.00                     | $0.00                   |
| 2026-03-18 | $0.00                     | $0.00                   |
| 2026-03-19 | $0.00                     | $0.00                   |
| 2026-03-20 | $0.00                     | $0.00                   |
| 2026-03-23 | $0.00                     | $0.00                   |
| 2026-03-24 | $0.00                     | $0.00                   |
| 2026-03-25 | $0.00                     | $0.00                   |
| 2026-03-26 | $0.00                     | $0.00                   |
| 2026-03-27 | $0.00                     | $0.00                   |
| 2026-03-30 | $0.00                     | $0.00                   |
| 2026-03-31 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 0.0000%           |
| 2026-03-03 | 0.0000%           |
| 2026-03-04 | 0.0000%           |
| 2026-03-05 | 0.0000%           |
| 2026-03-06 | 0.0000%           |
| 2026-03-09 | 0.0000%           |
| 2026-03-10 | 0.0000%           |
| 2026-03-11 | 0.0000%           |
| 2026-03-12 | 0.0000%           |
| 2026-03-13 | 0.0000%           |
| 2026-03-16 | 0.0000%           |
| 2026-03-17 | 0.0000%           |
| 2026-03-18 | 0.0000%           |
| 2026-03-19 | 0.0000%           |
| 2026-03-20 | 0.0000%           |
| 2026-03-23 | 0.0000%           |
| 2026-03-24 | 0.0000%           |
| 2026-03-25 | 0.0000%           |
| 2026-03-26 | 0.0000%           |
| 2026-03-27 | 0.0000%           |
| 2026-03-30 | 0.0000%           |
| 2026-03-31 | 0.0000%           |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AQHS5, C.4 - ISIN: US3130AQHS55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $68027392.46
- **C.18.a - Value (excl. sponsor support):** $68027392.46
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2027-01-28
- **C.12 - Maturity Date (WAL):** 2027-01-28
- **C.13 - Final Legal Maturity Date:** 2027-01-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B12Y2, C.4 - ISIN: US3130B12Y28, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50001188.00
- **C.18.a - Value (excl. sponsor support):** $50001188.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $81001387.53
- **C.18.a - Value (excl. sponsor support):** $81001387.53
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2PY5, C.4 - ISIN: US3130B2PY55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $75008748.00
- **C.18.a - Value (excl. sponsor support):** $75008748.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 5: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B33C5, C.4 - ISIN: US3130B33C52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6830088.31
- **C.18.a - Value (excl. sponsor support):** $6830088.31
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 6: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4PP0, C.4 - ISIN: US3130B4PP05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100010888.00
- **C.18.a - Value (excl. sponsor support):** $100010888.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5R26, C.4 - ISIN: US3130B5R263, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2601241.47
- **C.18.a - Value (excl. sponsor support):** $2601241.47
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2701202.01
- **C.18.a - Value (excl. sponsor support):** $2701202.01
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5XA1, C.4 - ISIN: US3130B5XA19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150021087.00
- **C.18.a - Value (excl. sponsor support):** $150021087.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6BF2, C.4 - ISIN: US3130B6BF27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $164729336.48
- **C.18.a - Value (excl. sponsor support):** $164729336.48
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SD9, C.4 - ISIN: US3130B6SD95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2000331.86
- **C.18.a - Value (excl. sponsor support):** $2000331.86
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7MS0, C.4 - ISIN: US3130B7MS02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200061472.00
- **C.18.a - Value (excl. sponsor support):** $200061472.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7P99, C.4 - ISIN: US3130B7P990, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100005460.00
- **C.18.a - Value (excl. sponsor support):** $100005460.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-08
- **C.13 - Final Legal Maturity Date:** 2026-12-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8HV7, C.4 - ISIN: US3130B8HV78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99995509.00
- **C.18.a - Value (excl. sponsor support):** $99995509.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-05-10
- **C.13 - Final Legal Maturity Date:** 2027-05-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313C63, C.4 - ISIN: US313313C630, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34503690.20
- **C.18.a - Value (excl. sponsor support):** $34503690.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313VN5, C.4 - ISIN: US313313VN56, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $84881330.65
- **C.18.a - Value (excl. sponsor support):** $84881330.65
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 17: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313VU9, C.4 - ISIN: US313313VU99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34930194.60
- **C.18.a - Value (excl. sponsor support):** $34930194.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-20
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 18: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313WL8, C.4 - ISIN: US313313WL81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44488813.50
- **C.18.a - Value (excl. sponsor support):** $44488813.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: FEDERAL FARM CREDIT DISCOUNT NOTES

- **C.1 - Title:** FEDERAL FARM CREDIT DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313WS3, C.4 - ISIN: US313313WS35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79663066.40
- **C.18.a - Value (excl. sponsor support):** $79663066.40
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-12
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A22, C.4 - ISIN: US313385A228, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $16345126.60
- **C.18.a - Value (excl. sponsor support):** $16345126.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VJ2, C.4 - ISIN: US313385VJ22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $175509803.40
- **C.18.a - Value (excl. sponsor support):** $175509803.40
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK DISCOUNT NOTES
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WV4, C.4 - ISIN: US313385WV41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $120181223.93
- **C.18.a - Value (excl. sponsor support):** $120181223.93
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EMMT6, C.4 - ISIN: US3133EMMT62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6740145.33
- **C.18.a - Value (excl. sponsor support):** $6740145.33
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2027-01-13
- **C.12 - Maturity Date (WAL):** 2027-01-13
- **C.13 - Final Legal Maturity Date:** 2027-01-13
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3C3, C.4 - ISIN: US3133ER3C35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $72678194.79
- **C.18.a - Value (excl. sponsor support):** $72678194.79
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4Z1, C.4 - ISIN: US3133ER4Z11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44999118.45
- **C.18.a - Value (excl. sponsor support):** $44999118.45
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $110036973.20
- **C.18.a - Value (excl. sponsor support):** $110036973.20
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7B1, C.4 - ISIN: US3133ER7B16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $32770207.76
- **C.18.a - Value (excl. sponsor support):** $32770207.76
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBQ3, C.4 - ISIN: US3133ERBQ30, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $93901654.44
- **C.18.a - Value (excl. sponsor support):** $93901654.44
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERC74, C.4 - ISIN: US3133ERC748, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2330617.99
- **C.18.a - Value (excl. sponsor support):** $2330617.99
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EREL1, C.4 - ISIN: US3133EREL16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $369904601.10
- **C.18.a - Value (excl. sponsor support):** $369904601.10
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFG1, C.4 - ISIN: US3133ERFG12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $78783016.49
- **C.18.a - Value (excl. sponsor support):** $78783016.49
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFN6, C.4 - ISIN: US3133ERFN62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25005717.64
- **C.18.a - Value (excl. sponsor support):** $25005717.64
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH38, C.4 - ISIN: US3133ERH382, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4231008.81
- **C.18.a - Value (excl. sponsor support):** $4231008.81
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHB0, C.4 - ISIN: US3133ERHB07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $31662149.13
- **C.18.a - Value (excl. sponsor support):** $31662149.13
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15002090.85
- **C.18.a - Value (excl. sponsor support):** $15002090.85
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKY6, C.4 - ISIN: US3133ERKY62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24997906.00
- **C.18.a - Value (excl. sponsor support):** $24997906.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPE5, C.4 - ISIN: US3133ERPE53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9280734.51
- **C.18.a - Value (excl. sponsor support):** $9280734.51
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3148393.11
- **C.18.a - Value (excl. sponsor support):** $3148393.11
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS36, C.4 - ISIN: US3133ERS363, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50002832.00
- **C.18.a - Value (excl. sponsor support):** $50002832.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT76, C.4 - ISIN: US3133ERT767, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $120006321.60
- **C.18.a - Value (excl. sponsor support):** $120006321.60
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERW80, C.4 - ISIN: US3133ERW803, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $17791503.08
- **C.18.a - Value (excl. sponsor support):** $17791503.08
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWA5, C.4 - ISIN: US3133ERWA58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7801948.67
- **C.18.a - Value (excl. sponsor support):** $7801948.67
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2500913.85
- **C.18.a - Value (excl. sponsor support):** $2500913.85
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERX55, C.4 - ISIN: US3133ERX553, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $59689520.96
- **C.18.a - Value (excl. sponsor support):** $59689520.96
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXN6, C.4 - ISIN: US3133ERXN60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $88029421.92
- **C.18.a - Value (excl. sponsor support):** $88029421.92
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYC9, C.4 - ISIN: US3133ERYC96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6351859.05
- **C.18.a - Value (excl. sponsor support):** $6351859.05
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7002149.84
- **C.18.a - Value (excl. sponsor support):** $7002149.84
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET7J0, C.4 - ISIN: US3133ET7J06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $249998432.50
- **C.18.a - Value (excl. sponsor support):** $249998432.50
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-07-08
- **C.13 - Final Legal Maturity Date:** 2027-07-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAB3, C.4 - ISIN: US3133ETAB36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69999157.20
- **C.18.a - Value (excl. sponsor support):** $69999157.20
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAN7, C.4 - ISIN: US3133ETAN73, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75449852.15
- **C.18.a - Value (excl. sponsor support):** $75449852.15
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $8401170.29
- **C.18.a - Value (excl. sponsor support):** $8401170.29
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCG0, C.4 - ISIN: US3133ETCG05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50000720.50
- **C.18.a - Value (excl. sponsor support):** $50000720.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDK0, C.4 - ISIN: US3133ETDK08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30002763.30
- **C.18.a - Value (excl. sponsor support):** $30002763.30
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETET0, C.4 - ISIN: US3133ETET08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90018869.40
- **C.18.a - Value (excl. sponsor support):** $90018869.40
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFZ5, C.4 - ISIN: US3133ETFZ58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35000419.65
- **C.18.a - Value (excl. sponsor support):** $35000419.65
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGD3, C.4 - ISIN: US3133ETGD38, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70003857.70
- **C.18.a - Value (excl. sponsor support):** $70003857.70
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJB4, C.4 - ISIN: US3133ETJB45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $149677070.76
- **C.18.a - Value (excl. sponsor support):** $149677070.76
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKJ5, C.4 - ISIN: US3133ETKJ51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24999570.25
- **C.18.a - Value (excl. sponsor support):** $24999570.25
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKP1, C.4 - ISIN: US3133ETKP12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100050756.00
- **C.18.a - Value (excl. sponsor support):** $100050756.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLC9, C.4 - ISIN: US3133ETLC99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $199998338.00
- **C.18.a - Value (excl. sponsor support):** $199998338.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-11
- **C.13 - Final Legal Maturity Date:** 2027-01-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLJ4, C.4 - ISIN: US3133ETLJ43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80008310.40
- **C.18.a - Value (excl. sponsor support):** $80008310.40
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLU9, C.4 - ISIN: US3133ETLU97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33191358.70
- **C.18.a - Value (excl. sponsor support):** $33191358.70
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMF1, C.4 - ISIN: US3133ETMF12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $116010376.20
- **C.18.a - Value (excl. sponsor support):** $116010376.20
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-23
- **C.13 - Final Legal Maturity Date:** 2027-03-23
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRU3, C.4 - ISIN: US3133ETRU34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999603.90
- **C.18.a - Value (excl. sponsor support):** $9999603.90
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSH1, C.4 - ISIN: US3133ETSH14, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $165046303.95
- **C.18.a - Value (excl. sponsor support):** $165046303.95
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-08
- **C.13 - Final Legal Maturity Date:** 2026-12-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSZ1, C.4 - ISIN: US3133ETSZ12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44998275.60
- **C.18.a - Value (excl. sponsor support):** $44998275.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT56, C.4 - ISIN: US3133ETT565, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2901570.64
- **C.18.a - Value (excl. sponsor support):** $2901570.64
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-11-12
- **C.13 - Final Legal Maturity Date:** 2027-11-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTL1, C.4 - ISIN: US3133ETTL17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64998447.15
- **C.18.a - Value (excl. sponsor support):** $64998447.15
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUH8, C.4 - ISIN: US3133ETUH85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55002933.70
- **C.18.a - Value (excl. sponsor support):** $55002933.70
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUJ4, C.4 - ISIN: US3133ETUJ42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $130006273.80
- **C.18.a - Value (excl. sponsor support):** $130006273.80
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-22
- **C.13 - Final Legal Maturity Date:** 2026-12-22
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVR5, C.4 - ISIN: US3133ETVR58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $155060885.55
- **C.18.a - Value (excl. sponsor support):** $155060885.55
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWJ2, C.4 - ISIN: US3133ETWJ24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69997020.10
- **C.18.a - Value (excl. sponsor support):** $69997020.10
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWL7, C.4 - ISIN: US3133ETWL79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75001800.75
- **C.18.a - Value (excl. sponsor support):** $75001800.75
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWY9, C.4 - ISIN: US3133ETWY90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $13000629.07
- **C.18.a - Value (excl. sponsor support):** $13000629.07
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXD4, C.4 - ISIN: US3133ETXD45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65013421.20
- **C.18.a - Value (excl. sponsor support):** $65013421.20
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-12
- **C.13 - Final Legal Maturity Date:** 2027-01-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFK1, C.4 - ISIN: US3133EWFK19, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34999378.05
- **C.18.a - Value (excl. sponsor support):** $34999378.05
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-06-03
- **C.13 - Final Legal Maturity Date:** 2027-06-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGQ7, C.4 - ISIN: US3133EWGQ79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34999748.35
- **C.18.a - Value (excl. sponsor support):** $34999748.35
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-11
- **C.13 - Final Legal Maturity Date:** 2028-01-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHR4, C.4 - ISIN: US3133EWHR44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89999111.70
- **C.18.a - Value (excl. sponsor support):** $89999111.70
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-19
- **C.13 - Final Legal Maturity Date:** 2027-03-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHZ6, C.4 - ISIN: US3133EWHZ69, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $229299270.83
- **C.18.a - Value (excl. sponsor support):** $229299270.83
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJH4, C.4 - ISIN: US3133EWJH44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $129999539.80
- **C.18.a - Value (excl. sponsor support):** $129999539.80
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-11-26
- **C.13 - Final Legal Maturity Date:** 2027-11-26
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAPV9, C.4 - ISIN: US3134HAPV99, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $97400231.81
- **C.18.a - Value (excl. sponsor support):** $97400231.81
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $75053791.39
- **C.18.a - Value (excl. sponsor support):** $75053791.39
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $73006337.13
- **C.18.a - Value (excl. sponsor support):** $73006337.13
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $339074845.29
- **C.18.a - Value (excl. sponsor support):** $339074845.29
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBMJ7, C.4 - ISIN: US3134HBMJ71, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $153036083.52
- **C.18.a - Value (excl. sponsor support):** $153036083.52
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $125142138.75
- **C.18.a - Value (excl. sponsor support):** $125142138.75
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $227840580.03
- **C.18.a - Value (excl. sponsor support):** $227840580.03
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: FEDERAL HOME LOAN MORTGAGE CORP

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $537358200.03
- **C.18.a - Value (excl. sponsor support):** $537358200.03
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $75015943.50
- **C.18.a - Value (excl. sponsor support):** $75015943.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $217068844.63
- **C.18.a - Value (excl. sponsor support):** $217068844.63
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $87489630.57
- **C.18.a - Value (excl. sponsor support):** $87489630.57
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $68924850.85
- **C.18.a - Value (excl. sponsor support):** $68924850.85
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.890000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07M9, C.4 - ISIN: US3135G07M94, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $61172892.30
- **C.18.a - Value (excl. sponsor support):** $61172892.30
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $306866860.95
- **C.18.a - Value (excl. sponsor support):** $306866860.95
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $184405356.75
- **C.18.a - Value (excl. sponsor support):** $184405356.75
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $91998234.52
- **C.18.a - Value (excl. sponsor support):** $91998234.52
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $169743158.90
- **C.18.a - Value (excl. sponsor support):** $169743158.90
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199130334.00
- **C.18.a - Value (excl. sponsor support):** $199130334.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199839534.00
- **C.18.a - Value (excl. sponsor support):** $199839534.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 912797SN8
- **C.18 - Value (incl. sponsor support):** $99707610.00
- **C.18.a - Value (excl. sponsor support):** $99707610.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $54683251.70
- **C.18.a - Value (excl. sponsor support):** $54683251.70
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TG2, C.4 - ISIN: US912797TG20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $299819250.00
- **C.18.a - Value (excl. sponsor support):** $299819250.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TH0, C.4 - ISIN: US912797TH03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199737834.00
- **C.18.a - Value (excl. sponsor support):** $199737834.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TJ6, C.4 - ISIN: US912797TJ68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $299395332.00
- **C.18.a - Value (excl. sponsor support):** $299395332.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TK3, C.4 - ISIN: US912797TK32, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 912797TK3
- **C.18 - Value (incl. sponsor support):** $149591568.00
- **C.18.a - Value (excl. sponsor support):** $149591568.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TR8, C.4 - ISIN: US912797TR84, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199173602.00
- **C.18.a - Value (excl. sponsor support):** $199173602.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-12
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TS6, C.4 - ISIN: US912797TS67, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199032000.00
- **C.18.a - Value (excl. sponsor support):** $199032000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: UNITED STATES TREASURY BILL

- **C.1 - Title:** UNITED STATES TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TT4, C.4 - ISIN: US912797TT41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $174025482.75
- **C.18.a - Value (excl. sponsor support):** $174025482.75
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** Fitch, Inc.: F1+u; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y95, C.4 - ISIN: US912828Y958, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $317473447.50
- **C.18.a - Value (excl. sponsor support):** $317473447.50
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YU8, C.4 - ISIN: US912828YU85, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 912828YU8
- **C.18 - Value (incl. sponsor support):** $90725656.48
- **C.18.a - Value (excl. sponsor support):** $90725656.48
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YX2, C.4 - ISIN: US912828YX25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $88372895.68
- **C.18.a - Value (excl. sponsor support):** $88372895.68
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZB9, C.4 - ISIN: US912828ZB95, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 912828ZB9
- **C.18 - Value (incl. sponsor support):** $59574482.46
- **C.18.a - Value (excl. sponsor support):** $59574482.46
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZE3, C.4 - ISIN: US912828ZE35, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 912828ZE3
- **C.18 - Value (incl. sponsor support):** $97002930.00
- **C.18.a - Value (excl. sponsor support):** $97002930.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $381286671.00
- **C.18.a - Value (excl. sponsor support):** $381286671.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $271065538.38
- **C.18.a - Value (excl. sponsor support):** $271065538.38
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $95802656.25
- **C.18.a - Value (excl. sponsor support):** $95802656.25
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4, C.4 - ISIN: US91282CDK45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $92118127.62
- **C.18.a - Value (excl. sponsor support):** $92118127.62
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CDQ1
- **C.18 - Value (incl. sponsor support):** $149696621.48
- **C.18.a - Value (excl. sponsor support):** $149696621.48
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEC1, C.4 - ISIN: US91282CEC10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $196640624.00
- **C.18.a - Value (excl. sponsor support):** $196640624.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 2.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEF4, C.4 - ISIN: US91282CEF41, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CEF4
- **C.18 - Value (incl. sponsor support):** $359337582.50
- **C.18.a - Value (excl. sponsor support):** $359337582.50
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 2.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEN7, C.4 - ISIN: US91282CEN74, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CEN7
- **C.18 - Value (incl. sponsor support):** $92685119.37
- **C.18.a - Value (excl. sponsor support):** $92685119.37
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHM6, C.4 - ISIN: US91282CHM64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $145304273.80
- **C.18.a - Value (excl. sponsor support):** $145304273.80
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJT9, C.4 - ISIN: US91282CJT99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $432852189.12
- **C.18.a - Value (excl. sponsor support):** $432852189.12
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKE0, C.4 - ISIN: US91282CKE02, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CKE0
- **C.18 - Value (incl. sponsor support):** $91439358.92
- **C.18.a - Value (excl. sponsor support):** $91439358.92
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2027-03-15
- **C.12 - Maturity Date (WAL):** 2027-03-15
- **C.13 - Final Legal Maturity Date:** 2027-03-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKJ9, C.4 - ISIN: US91282CKJ98, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CKJ9
- **C.18 - Value (incl. sponsor support):** $103985686.37
- **C.18.a - Value (excl. sponsor support):** $103985686.37
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $212186579.08
- **C.18.a - Value (excl. sponsor support):** $212186579.08
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $317683531.25
- **C.18.a - Value (excl. sponsor support):** $317683531.25
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 128: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $357250321.99
- **C.18.a - Value (excl. sponsor support):** $357250321.99
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99984219.00
- **C.18.a - Value (excl. sponsor support):** $99984219.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199726562.00
- **C.18.a - Value (excl. sponsor support):** $199726562.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 131: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $192809941.47
- **C.18.a - Value (excl. sponsor support):** $192809941.47
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 132: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CME8
- **C.18 - Value (incl. sponsor support):** $152232134.78
- **C.18.a - Value (excl. sponsor support):** $152232134.78
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CMH1
- **C.18 - Value (incl. sponsor support):** $95042392.82
- **C.18.a - Value (excl. sponsor support):** $95042392.82
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 134: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CMP3
- **C.18 - Value (incl. sponsor support):** $62202468.44
- **C.18.a - Value (excl. sponsor support):** $62202468.44
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 135: UNITED STATES TREASURY NOTE/BOND

- **C.1 - Title:** UNITED STATES TREASURY NOTE/BOND 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: 91282CMV0
- **C.18 - Value (incl. sponsor support):** $326230157.00
- **C.18.a - Value (excl. sponsor support):** $326230157.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 136: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: LMRP10458625
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae           | 2053-09-01      | 5.0000%  | 0.0000% | $64300000.00       | $52018871.35       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  | 0.0000% | $35100000.00       | $22911312.49       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5445 | 2054-08-01      | 6.0000%  | 0.0000% | $4000.00           | $2611.06           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE9359 | 2040-09-01      | 6.0000%  | 0.0000% | $1042774.00        | $1032066.95        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIDF0564 | 2041-01-01      | 4.0000%  | 0.0000% | $428799.00         | $417918.95         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDF2647 | 2040-11-01      | 5.5000%  | 0.0000% | $1061797.00        | $1062067.53        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1909 | 2055-10-01      | 5.5000%  | 0.0000% | $2738505.00        | $2769656.31        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICC1893 | 2040-11-01      | 4.5000%  | 0.0000% | $148683.00         | $145124.21         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC2165 | 2056-03-01      | 4.5000%  | 0.0000% | $40300000.00       | $38951058.15       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL888367 | 2037-03-01      | 7.0000%  | 0.0000% | $1681000.00        | $11134.65          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL888369 | 2037-03-01      | 7.0000%  | 0.0000% | $616000.00         | $4492.34           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL932473 | 2040-02-01      | 4.5000%  | 0.0000% | $25600000.00       | $534075.21         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL995024 | 2037-08-01      | 5.5000%  | 0.0000% | $9322135.00        | $122089.10         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2048-03-01      | 3.5000%  | 0.0000% | $1468000.00        | $185151.22         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3364 | 2033-05-01      | 3.5000%  | 0.0000% | $1254986.00        | $99567.48          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4032 | 2050-04-01      | 5.5000%  | 0.0000% | $1201687.00        | $189240.80         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2051-05-01      | 2.5000%  | 0.0000% | $41000.00          | $22037.92          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5328 | 2054-04-01      | 6.0000%  | 0.0000% | $23000.00          | $14944.35          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5382 | 2039-04-01      | 3.5000%  | 0.0000% | $654656.00         | $435350.80         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4606 | 2042-05-01      | 2.0000%  | 0.0000% | $3033646.00        | $1969383.50        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5830 | 2040-09-01      | 5.5000%  | 0.0000% | $28300000.00       | $24308774.78       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAD0361 | 2039-09-01      | 6.0000%  | 0.0000% | $2800000.00        | $42582.52          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAD5525 | 2040-06-01      | 5.0000%  | 0.0000% | $679988.00         | $33168.93          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL725773 | 2034-09-01      | 5.5000%  | 0.0000% | $1438000.00        | $10642.85          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL780539 | 2034-07-01      | 5.5000%  | 0.0000% | $900000.00         | $5946.38           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6448 | 2054-11-01      | 6.0000%  | 0.0000% | $100000.00         | $68008.91          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0374 | 2055-01-01      | 6.0000%  | 0.0000% | $3238537.00        | $3338985.17        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6085 | 2055-04-01      | 6.5000%  | 0.0000% | $660805.00         | $681700.25         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1799 | 2055-06-01      | 6.0000%  | 0.0000% | $1760679.00        | $1818173.79        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE1165 | 2055-06-01      | 6.5000%  | 0.0000% | $1478488.00        | $1513664.20        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDE2866 | 2040-06-01      | 4.5000%  | 0.0000% | $12332.00          | $11624.67          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE7534 | 2040-10-01      | 5.0000%  | 0.0000% | $1105646.00        | $1079557.99        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL5734 | 2029-09-01      | 3.5000%  | 0.0000% | $85000.00          | $4036.72           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAQ3381 | 2042-11-01      | 3.0000%  | 0.0000% | $200000.00         | $33815.98          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS4271 | 2045-01-01      | 4.5000%  | 0.0000% | $30000.00          | $4474.14           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6541 | 2046-01-01      | 3.5000%  | 0.0000% | $200000.00         | $41336.37          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS8380 | 2046-11-01      | 4.0000%  | 0.0000% | $243130.00         | $23403.10          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8583 | 2047-01-01      | 3.5000%  | 0.0000% | $65000000.00       | $8934273.65        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF7695 | 2055-12-01      | 6.0000%  | 0.0000% | $3373488.00        | $3488089.83        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH5748 | 2047-11-01      | 4.0000%  | 0.0000% | $289600.00         | $122136.94         | Agency Mortgage-Backed Securities |
| FNMS 03.000 RIBM5530 | 2034-01-01      | 3.0000%  | 0.0000% | $1000000.00        | $77426.95          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBP5878 | 2050-06-01      | 2.5000%  | 0.0000% | $806000.00         | $331309.76         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP9351 | 2050-06-01      | 3.5000%  | 0.0000% | $1048224.00        | $356082.01         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBT4430 | 2052-02-01      | 2.0000%  | 0.0000% | $1301142.00        | $698543.88         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTBV1785 | 2045-06-01      | 6.5000%  | 0.0000% | $1078231.00        | $697024.75         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA7051 | 2050-09-01      | 3.0000%  | 0.0000% | $279975.00         | $92488.82          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5383 | 2047-03-01      | 4.0000%  | 0.0000% | $405000.00         | $82414.76          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8126 | 2050-12-01      | 2.5000%  | 0.0000% | $610000.00         | $285546.69         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2283 | 2051-12-01      | 2.0000%  | 0.0000% | $550000.00         | $346727.97         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4552 | 2052-09-01      | 4.5000%  | 0.0000% | $2320300.00        | $1651372.54        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6258 | 2053-05-01      | 5.5000%  | 0.0000% | $47000000.00       | $35660253.97       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB5743 | 2038-02-01      | 4.5000%  | 0.0000% | $1718351.00        | $861805.30         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5908 | 2053-03-01      | 5.5000%  | 0.0000% | $354000.00         | $299101.69         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8352 | 2054-04-01      | 6.0000%  | 0.0000% | $660000.00         | $498520.61         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFA3245 | 2038-03-01      | 2.0000%  | 0.0000% | $6271710.00        | $5448107.49        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9973 | 2051-08-01      | 3.0000%  | 0.0000% | $20500000.00       | $12234334.78       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3520 | 2052-11-01      | 4.5000%  | 0.0000% | $100000.00         | $77525.29          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5275 | 2053-07-01      | 5.0000%  | 0.0000% | $250000.00         | $195847.93         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6174 | 2046-02-01      | 3.5000%  | 0.0000% | $3000000.00        | $2225955.03        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICC0173 | 2040-03-01      | 5.0000%  | 0.0000% | $1022142.00        | $718824.87         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0406 | 2055-05-01      | 6.0000%  | 0.0000% | $50000000.00       | $47729274.26       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC1266 | 2055-10-01      | 6.5000%  | 0.0000% | $26400000.00       | $27038916.21       | Agency Mortgage-Backed Securities |

### Security 137: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: LMRP10462785
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORP | 2026-10-16      | 3.7700%  | 0.0000% | $32000.00          | $32261.22          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORP | 2027-05-05      | 3.7250%  | 0.0000% | $2525000.00        | $2540518.23        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORP | 2027-09-22      | 3.7700%  | 0.0000% | $1409000.00        | $1411936.59        | Agency Debentures and Agency Strips |
| FMFR 00SO GB 28 K7              | 2028-05-23      | 3.8500%  | 0.0000% | $3552000.00        | $3572330.27        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORP | 2027-10-06      | 3.7700%  | 0.0000% | $938000.00         | $947301.05         | Agency Debentures and Agency Strips |
| FMFR 00SO GB 27 55              | 2027-10-14      | 3.7700%  | 0.0000% | $302000.00         | $304392.85         | Agency Debentures and Agency Strips |
| 3 7/8 FCSB 29 FB                | 2029-03-27      | 3.8750%  | 0.0000% | $38000000.00       | $38016368.00       | Agency Debentures and Agency Strips |
| FREDDIE MAC                     | 2031-03-15      | 6.7500%  | 0.0000% | $579000.00         | $651161.93         | Agency Mortgage-Backed Securities   |
| FREDDIE MAC                     | 2032-07-15      | 6.2500%  | 0.0000% | $1372000.00        | $1546359.86        | Agency Mortgage-Backed Securities   |
| 4.00 FMNT 27-29 40              | 2029-03-23      | 4.0000%  | 0.0000% | $7500000.00        | $7467291.67        | Agency Mortgage-Backed Securities   |
| 4.01 FMNT 26-30 S6              | 2030-12-04      | 4.0100%  | 0.0000% | $9535000.00        | $9517574.79        | Agency Mortgage-Backed Securities   |
| 4.125 FMNT 27-29 20             | 2029-03-30      | 4.1250%  | 0.0000% | $8500000.00        | $8493965.00        | Agency Mortgage-Backed Securities   |
| 4.00 FMNT 27-31 61              | 2031-03-26      | 4.0000%  | 0.0000% | $12800000.00       | $12700000.00       | Agency Mortgage-Backed Securities   |
| 3.625 FMNT 27-28 C0             | 2028-07-06      | 3.6250%  | 0.0000% | $170000.00         | $170221.00         | Agency Mortgage-Backed Securities   |
| 3.75 FMNT 26-29 X4              | 2029-01-09      | 3.7500%  | 0.0000% | $5900000.00        | $5904785.88        | Agency Mortgage-Backed Securities   |
| 3.85 FMNT 26-29 Y2              | 2029-10-09      | 3.8500%  | 0.0000% | $11600000.00       | $11698215.10       | Agency Mortgage-Backed Securities   |
| 3.55 FMNT 27-28 G0              | 2028-01-07      | 3.5500%  | 0.0000% | $8680000.00        | $8689748.12        | Agency Mortgage-Backed Securities   |
| 3.875 FMNT 26-29 J2             | 2029-06-29      | 3.8750%  | 0.0000% | $11800000.00       | $11788909.72       | Agency Mortgage-Backed Securities   |
| 4.00 FMNT 26-30 PK9             | 2030-06-28      | 4.0000%  | 0.0000% | $2364000.00        | $2363143.71        | Agency Mortgage-Backed Securities   |
| 3.875 FMNT 26-29 B6             | 2029-10-26      | 3.8750%  | 0.0000% | $8000000.00        | $7996706.67        | Agency Mortgage-Backed Securities   |
| 3.75 FMNT 27-29 U4              | 2029-02-05      | 3.7500%  | 0.0000% | $1710000.00        | $1706475.98        | Agency Mortgage-Backed Securities   |
| 3.80 FMNT 27-30 X5              | 2030-02-19      | 3.8000%  | 0.0000% | $440000.00         | $437281.83         | Agency Mortgage-Backed Securities   |
| 3.875 FMNT 26-29 D7             | 2029-09-11      | 3.8750%  | 0.0000% | $15000000.00       | $14932291.67       | Agency Mortgage-Backed Securities   |
| 3.65 FMNT 27-29 E5              | 2029-02-26      | 3.6500%  | 0.0000% | $3000000.00        | $2986825.83        | Agency Mortgage-Backed Securities   |
| 3.85 FMNT 27-30 F2              | 2030-03-11      | 3.8500%  | 0.0000% | $9500000.00        | $9424378.94        | Agency Mortgage-Backed Securities   |
| 3.65 FMNT 27-29 P0              | 2029-03-02      | 3.6500%  | 0.0000% | $1000000.00        | $991329.28         | Agency Mortgage-Backed Securities   |
| 3.625 FMNT 27-31 J3             | 2031-03-18      | 3.6250%  | 0.0000% | $6200000.00        | $6100359.97        | Agency Mortgage-Backed Securities   |
| 3.75 FMNT 27-29 C7              | 2029-03-12      | 3.7500%  | 0.0000% | $690000.00         | $683306.42         | Agency Mortgage-Backed Securities   |
| 4.05 FMNT 27-31 J2              | 2031-03-11      | 4.0500%  | 0.0000% | $9100000.00        | $9034571.00        | Agency Mortgage-Backed Securities   |
| 4.01 FMNT 27-31 X1              | 2031-03-19      | 4.0100%  | 0.0000% | $1000000.00        | $995719.67         | Agency Mortgage-Backed Securities   |
| 4.1 FMNT 27-31 G7               | 2031-03-17      | 4.1000%  | 0.0000% | $4170000.00        | $4145749.13        | Agency Mortgage-Backed Securities   |
| 4.00 FMNT GB27-3048             | 2030-10-09      | 4.0000%  | 0.0000% | $16700000.00       | $16818582.22       | Agency Mortgage-Backed Securities   |

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: LMRP10498945
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 5 BOND 45                        | 2045-05-15      | 5.0000%  | 0.0000% | $100.00            | $103.13            | U.S. Treasuries (including strips) |
| 5 BOND 45                        | 2045-05-15      | 5.0000%  | 0.0000% | $100.00            | $103.13            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2029-04-15      | 2.1250%  | 0.0000% | $352600.00         | $384409.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND | 2026-06-30      | 4.6250%  | 0.0000% | $600.00            | $608.26            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2034-11-15      | 4.2500%  | 0.0000% | $5444300.00        | $5526214.13        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2035-08-15      | 4.2500%  | 0.0000% | $10200.00          | $10210.83          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-08-31      | 3.6250%  | 0.0000% | $300.00            | $300.02            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32                  | 2032-09-30      | 3.8750%  | 0.0000% | $100.00            | $98.68             | U.S. Treasuries (including strips) |
| 1 1/8 TRIN AE 30                 | 2030-10-15      | 1.1250%  | 0.0000% | $200.00            | $200.42            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE S 32                  | 2032-11-30      | 3.7500%  | 0.0000% | $43100.00          | $42708.03          | U.S. Treasuries (including strips) |
| 4 NOTE G 33                      | 2033-01-31      | 4.0000%  | 0.0000% | $124000000.00      | $123809637.12      | U.S. Treasuries (including strips) |
| 3 5/8 TRIB 28                    | 2028-04-15      | 3.6250%  | 0.0000% | $3300.00           | $7090.16           | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39                    | 2039-08-15      | 4.5000%  | 0.0000% | $100.00            | $99.47             | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40                    | 2040-02-15      | 4.6250%  | 0.0000% | $13700000.00       | $13676771.22       | U.S. Treasuries (including strips) |
| 3 BOND 45                        | 2045-05-15      | 3.0000%  | 0.0000% | $100.00            | $77.14             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2045-08-15      | 2.8750%  | 0.0000% | $6300.00           | $4695.07           | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                    | 2047-08-15      | 2.7500%  | 0.0000% | $189900.00         | $134863.66         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2049-05-15      | 2.8750%  | 0.0000% | $900.00            | $648.81            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $132.86            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2053-02-15      | 1.5000%  | 0.0000% | $200.00            | $168.35            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2043-11-15      | 4.7500%  | 0.0000% | $100.00            | $100.52            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2054-02-15      | 4.2500%  | 0.0000% | $4175300.00        | $3759000.65        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2045-02-15      | 4.7500%  | 0.0000% | $800.00            | $790.10            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55                    | 2055-08-15      | 4.7500%  | 0.0000% | $275000.00         | $269450.63         | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55                    | 2055-11-15      | 4.6250%  | 0.0000% | $2000000.00        | $1944767.38        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-08-15      | 2.2500%  | 0.0000% | $4910500.00        | $4819973.98        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28                  | 2028-05-15      | 2.8750%  | 0.0000% | $7750800.00        | $7686794.71        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2029-07-15      | 0.2500%  | 0.0000% | $306700.00         | $379704.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND | 2026-11-30      | 1.6250%  | 0.0000% | $300.00            | $297.44            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28                  | 2028-03-31      | 1.2500%  | 0.0000% | $517900.00         | $492459.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND | 2026-06-30      | 0.8750%  | 0.0000% | $902800.00         | $898251.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND | 2027-03-31      | 2.5000%  | 0.0000% | $166200.00         | $164182.50         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2033-01-15      | 1.1250%  | 0.0000% | $13000000.00       | $13733027.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL      | 2026-06-11      | 0.0000%  | 0.0000% | $14700000.00       | $14600000.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL      | 2026-04-23      | 0.0000%  | 0.0000% | $8924000.00        | $8904215.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL      | 2026-04-21      | 0.0000%  | 0.0000% | $850400.00         | $848685.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL      | 2026-05-19      | 0.0000%  | 0.0000% | $2001200.00        | $1991512.19        | U.S. Treasuries (including strips) |

### Security 139: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 3.700000%
- **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: LMRP10499835
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.000 CLQZ7816 | 2055-11-01      | 5.0000%  | 0.0000% | $15300000.00       | $14560917.95       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1718 | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $829.18            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL4370 | 2048-09-01      | 3.0000%  | 0.0000% | $5889184.00        | $5294741.35        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL4394 | 2056-01-01      | 5.5000%  | 0.0000% | $4902990.00        | $4970795.08        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3942 | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1040.67           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ2859 | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $891.61            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7558 | 2052-06-01      | 4.5000%  | 0.0000% | $1024.00           | $695.80            | Agency Mortgage-Backed Securities |
| FREDDIE MAC          | 2052-08-01      | 4.5000%  | 0.0000% | $5000.00           | $3443.96           | Agency Mortgage-Backed Securities |
| FREDDIE MAC          | 2053-07-01      | 5.0000%  | 0.0000% | $1024.00           | $826.39            | Agency Mortgage-Backed Securities |
| FREDDIE MAC          | 2049-11-01      | 3.5000%  | 0.0000% | $27000000.00       | $6598607.81        | Agency Mortgage-Backed Securities |
| FREDDIE MAC          | 2052-08-01      | 5.0000%  | 0.0000% | $6617496.00        | $4152183.94        | Agency Mortgage-Backed Securities |
| FREDDIE MAC          | 2052-08-01      | 5.0000%  | 0.0000% | $7160712.00        | $4602901.00        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1753 | 2052-10-01      | 5.0000%  | 0.0000% | $658444.00         | $549611.21         | Agency Mortgage-Backed Securities |
| FREDDIE MAC          | 2052-11-01      | 5.5000%  | 0.0000% | $8347264.00        | $6249665.51        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ5051 | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $971.35            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ5536 | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.88           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ5610 | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1023.80           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF6319 | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1008.68           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0543 | 2048-08-01      | 4.5000%  | 0.0000% | $198000000.00      | $40152931.37       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3389 | 2053-07-01      | 6.0000%  | 0.0000% | $20400000.00       | $15574458.06       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4994 | 2053-07-01      | 5.5000%  | 0.0000% | $12600000.00       | $10145392.37       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7116 | 2054-11-01      | 6.0000%  | 0.0000% | $1040.00           | $848.32            | Agency Mortgage-Backed Securities |
| FNMS 04.000 REAA6420 | 2040-02-01      | 4.0000%  | 0.0000% | $1992990.00        | $41064.55          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA0587 | 2030-12-01      | 4.0000%  | 0.0000% | $1020.00           | $21.58             | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4238 | 2051-01-01      | 2.5000%  | 0.0000% | $256999.00         | $117276.41         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5697 | 2055-05-01      | 4.0000%  | 0.0000% | $9000.00           | $8123.52           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA6029 | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1011.55           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX6496 | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $752.94            | Agency Mortgage-Backed Securities |
| FREDDIE MAC          | 2055-04-01      | 6.0000%  | 0.0000% | $25300000.00       | $21202954.25       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY4866 | 2055-06-01      | 5.0000%  | 0.0000% | $2954988.00        | $2900418.37        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ1888 | 2055-09-01      | 6.0000%  | 0.0000% | $7110352.00        | $7150773.29        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD7514 | 2050-04-01      | 3.5000%  | 0.0000% | $486878.00         | $123894.65         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7553 | 2052-03-01      | 3.0000%  | 0.0000% | $96900000.00       | $61271276.92       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8382 | 2053-12-01      | 5.0000%  | 0.0000% | $1000.00           | $859.86            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q01656 G | 2041-06-01      | 5.0000%  | 0.0000% | $1008.00           | $50.05             | Agency Mortgage-Backed Securities |
| 03.000 FGPC G60989 G | 2046-12-01      | 3.0000%  | 0.0000% | $32998.00          | $7388.03           | Agency Mortgage-Backed Securities |
| 05.000 FGPC P50483 G | 2035-05-01      | 5.0000%  | 0.0000% | $2367688.00        | $25987.48          | Agency Mortgage-Backed Securities |
| 05.000 FGPC A97738 G | 2041-03-01      | 5.0000%  | 0.0000% | $1000.00           | $94.59             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0751 | 2055-06-01      | 6.0000%  | 0.0000% | $2016.00           | $1530.33           | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1012.62           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL0465 | 2041-06-01      | 4.5000%  | 0.0000% | $1024.00           | $111.90            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO8009 | 2042-07-01      | 3.5000%  | 0.0000% | $126000000.00      | $7641719.78        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAU7493 | 2043-09-01      | 4.5000%  | 0.0000% | $1008.00           | $147.75            | Agency Mortgage-Backed Securities |
| FNMS 04.000 R3BF0668 | 2050-04-01      | 4.0000%  | 0.0000% | $14700000.00       | $8533317.66        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN5283 | 2049-02-01      | 4.5000%  | 0.0000% | $38300000.00       | $9848455.17        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBN9007 | 2051-03-01      | 2.0000%  | 0.0000% | $1530000.00        | $824640.79         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV6374 | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $961.01            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ1736 | 2034-09-01      | 4.4000%  | 0.0000% | $14000000.00       | $13851201.34       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ1450 | 2034-07-01      | 4.6800%  | 0.0000% | $1000.00           | $1012.38           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4708 | 2030-08-01      | 4.5100%  | 0.0000% | $1000.00           | $1011.77           | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2047-12-01      | 4.0000%  | 0.0000% | $100000000.00      | $22277486.65       | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2048-08-01      | 4.5000%  | 0.0000% | $8058688.00        | $2229476.82        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5295 | 2052-12-01      | 5.5000%  | 0.0000% | $118000000.00      | $87594648.85       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4945 | 2052-10-01      | 4.5000%  | 0.0000% | $15000000.00       | $11444183.97       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9005 | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $890.33            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0318 | 2056-02-01      | 5.5000%  | 0.0000% | $9006.00           | $9080.35           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0289 | 2055-01-01      | 5.0000%  | 0.0000% | $2040.00           | $1830.98           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFA0583 | 2042-08-01      | 2.0000%  | 0.0000% | $1000.00           | $790.34            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4791 | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $991.91            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA5055 | 2053-05-01      | 4.5000%  | 0.0000% | $2016.00           | $1965.90           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0240 | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $587.64            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1843 | 2052-05-01      | 4.0000%  | 0.0000% | $173000000.00      | $116408128.58      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS3840 | 2053-01-01      | 6.0000%  | 0.0000% | $25500000.00       | $15173791.62       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6764 | 2054-01-01      | 6.5000%  | 0.0000% | $1024.00           | $758.84            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS6930 | 2052-04-01      | 2.5000%  | 0.0000% | $1120.00           | $802.34            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTFS9497 | 2044-10-01      | 5.5000%  | 0.0000% | $12000.00          | $10066.32          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0604 | 2055-06-01      | 6.5000%  | 0.0000% | $2024.00           | $1984.01           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1023 | 2055-09-01      | 5.5000%  | 0.0000% | $1280.00           | $1269.01           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1028 | 2055-09-01      | 6.0000%  | 0.0000% | $8037760.00        | $8071588.74        | Agency Mortgage-Backed Securities |

### Security 140: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: LMRP10520165
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 2.6700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 03.000 CIQN2819 | 2035-07-01      | 3.0000%  | 0.0000% | $49843.00          | $12343.61          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA3515 | 2050-09-01      | 2.5000%  | 0.0000% | $7614100.00        | $3563118.24        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQZ3106 | 2055-09-01      | 7.5000%  | 0.0000% | $547770.00         | $403258.48         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4315 | 2055-09-01      | 6.0000%  | 0.0000% | $1193694.00        | $1232301.03        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ5904 | 2055-10-01      | 6.0000%  | 0.0000% | $54400000.00       | $47934407.46       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ7437 | 2055-10-01      | 6.0000%  | 0.0000% | $1470956.00        | $1500283.86        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ8605 | 2055-11-01      | 5.0000%  | 0.0000% | $2928742.00        | $2892310.75        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9827 | 2055-11-01      | 5.5000%  | 0.0000% | $2972842.00        | $3031639.55        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0826 | 2055-02-01      | 5.0000%  | 0.0000% | $56600000.00       | $53825263.86       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL0835 | 2054-04-01      | 4.0000%  | 0.0000% | $70000.00          | $57873.75          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL0012 | 2052-07-01      | 3.5000%  | 0.0000% | $35690.00          | $30057.08          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL0013 | 2052-07-01      | 3.5000%  | 0.0000% | $8241258.00        | $7006237.61        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL1969 | 2052-07-01      | 4.5000%  | 0.0000% | $18300000.00       | $16563816.96       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL3242 | 2055-01-01      | 4.5000%  | 0.0000% | $24300000.00       | $22787905.25       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3638 | 2055-12-01      | 5.0000%  | 0.0000% | $20000000.00       | $19582003.55       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSL3935 | 2051-08-01      | 2.0000%  | 0.0000% | $163000000.00      | $131269566.82      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL4305 | 2053-05-01      | 5.0000%  | 0.0000% | $125000000.00      | $122515822.20      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ2924 | 2054-11-01      | 6.0000%  | 0.0000% | $47400000.00       | $33764528.59       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ3309 | 2055-01-01      | 6.5000%  | 0.0000% | $66700000.00       | $57796845.32       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ3343 | 2055-01-01      | 6.5000%  | 0.0000% | $26000000.00       | $24023126.76       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4166 | 2055-05-01      | 6.0000%  | 0.0000% | $4400000.00        | $3810523.18        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIRR0011 | 2040-07-01      | 6.0000%  | 0.0000% | $67752.00          | $48907.25          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIRR0071 | 2041-01-01      | 6.5000%  | 0.0000% | $3781804.00        | $3857942.77        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA0376 | 2055-12-01      | 6.0000%  | 0.0000% | $1558920.00        | $1605643.74        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0418 | 2055-12-01      | 5.5000%  | 0.0000% | $1155754.00        | $1177385.33        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0536 | 2055-11-01      | 5.5000%  | 0.0000% | $6572937.00        | $6616558.91        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2665 | 2056-01-01      | 6.0000%  | 0.0000% | $2985623.00        | $3055039.53        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2292 | 2055-12-01      | 6.0000%  | 0.0000% | $7379570.00        | $7486973.03        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLRA4524 | 2051-02-01      | 1.5000%  | 0.0000% | $750000.00         | $395290.45         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA6212 | 2051-10-01      | 4.0000%  | 0.0000% | $505942.00         | $244728.96         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA6694 | 2052-01-01      | 2.0000%  | 0.0000% | $400000.00         | $252426.16         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9070 | 2053-05-01      | 6.0000%  | 0.0000% | $2250000.00        | $1618730.40        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA9263 | 2053-06-01      | 5.0000%  | 0.0000% | $85000000.00       | $65273939.87       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9270 | 2053-06-01      | 5.5000%  | 0.0000% | $240800.00         | $183281.91         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC2071 | 2036-06-01      | 2.0000%  | 0.0000% | $13000.00          | $6109.54           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIRC3455 | 2040-01-01      | 6.5000%  | 0.0000% | $5168071.00        | $4078568.46        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQO0205 | 2037-05-01      | 2.5000%  | 0.0000% | $234009.00         | $146175.95         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO2067 | 2039-05-01      | 6.0000%  | 0.0000% | $1248792.00        | $1028236.38        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3157 | 2040-02-01      | 6.0000%  | 0.0000% | $1112279.00        | $806401.40         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4116 | 2040-08-01      | 5.5000%  | 0.0000% | $6504270.00        | $4286400.87        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4197 | 2040-10-01      | 5.5000%  | 0.0000% | $1012720.00        | $1013284.60        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4955 | 2041-02-01      | 4.5000%  | 0.0000% | $2042273.00        | $2025936.29        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8112 | 2036-07-01      | 2.5000%  | 0.0000% | $405520.00         | $184433.67         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8208 | 2038-01-01      | 5.5000%  | 0.0000% | $682947.00         | $344420.07         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD1749 | 2052-04-01      | 2.5000%  | 0.0000% | $1000000.00        | $662499.18         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC8366 | 2051-10-01      | 3.0000%  | 0.0000% | $5079049.00        | $3198707.94        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE6074 | 2052-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1521.98           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ6153 | 2056-03-01      | 6.5000%  | 0.0000% | $3167756.00        | $3372965.35        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0065 | 2055-11-01      | 6.0000%  | 0.0000% | $15400000.00       | $14470766.25       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI3643 | 2035-10-01      | 5.5000%  | 0.0000% | $100000.00         | $1301.10           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI3739 | 2035-06-01      | 5.5000%  | 0.0000% | $1400000.00        | $30426.21          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL4014 | 2042-08-01      | 3.5000%  | 0.0000% | $445882.00         | $51034.37          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL8097 | 2044-05-01      | 3.5000%  | 0.0000% | $202068.00         | $17537.66          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM0617 | 2045-12-01      | 3.5000%  | 0.0000% | $210000.00         | $34115.51          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM3060 | 2047-04-01      | 4.0000%  | 0.0000% | $937000.00         | $96159.61          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM3709 | 2047-07-01      | 3.5000%  | 0.0000% | $148000.00         | $16880.23          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM4824 | 2047-11-01      | 4.0000%  | 0.0000% | $3317000.00        | $460828.51         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZA0973 | 2036-06-01      | 7.0000%  | 0.0000% | $42000.00          | $6151.26           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA6282 | 2049-01-01      | 4.0000%  | 0.0000% | $240094.00         | $18940.31          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZA5434 | 2048-05-01      | 3.5000%  | 0.0000% | $822735.00         | $118239.57         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4401 | 2039-11-01      | 4.5000%  | 0.0000% | $5907500.00        | $111550.07         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4596 | 2044-12-01      | 3.5000%  | 0.0000% | $9000.00           | $710.69            | Agency Mortgage-Backed Securities |
| FEPC 02.500 3XZT0977 | 2028-05-01      | 2.5000%  | 0.0000% | $1500000.00        | $42992.35          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CNSA0088 | 2032-01-01      | 1.5000%  | 0.0000% | $23800000.00       | $16622082.60       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0810 | 2037-06-01      | 2.5000%  | 0.0000% | $1100000.00        | $661603.87         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0931 | 2052-03-01      | 2.5000%  | 0.0000% | $720000.00         | $464155.88         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1132 | 2052-06-01      | 4.0000%  | 0.0000% | $1891075.00        | $1382601.11        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1900 | 2052-06-01      | 3.5000%  | 0.0000% | $69700.00          | $50517.32          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2348 | 2053-01-01      | 6.0000%  | 0.0000% | $2500000.00        | $1889808.83        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD2552 | 2048-04-01      | 4.0000%  | 0.0000% | $12900000.00       | $8781471.50        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3475 | 2053-08-01      | 5.5000%  | 0.0000% | $100000.00         | $81253.58          | Agency Mortgage-Backed Securities |
| FREDDIE MAC          | 2053-05-01      | 5.5000%  | 0.0000% | $800000.00         | $617066.28         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD5513 | 2053-02-01      | 4.5000%  | 0.0000% | $94000.00          | $76271.68          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7661 | 2055-07-01      | 5.5000%  | 0.0000% | $18000000.00       | $17780709.28       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY9253 | 2055-07-01      | 7.0000%  | 0.0000% | $1170894.00        | $1000868.45        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2540 | 2055-09-01      | 6.0000%  | 0.0000% | $1056474.00        | $1049902.67        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8003 | 2049-07-01      | 4.0000%  | 0.0000% | $108202.00         | $10703.30          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8005 | 2049-08-01      | 3.5000%  | 0.0000% | $600000.00         | $56226.93          | Agency Mortgage-Backed Securities |
| FREDDIE MAC          | 2049-10-01      | 3.0000%  | 0.0000% | $237000.00         | $34121.71          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7360 | 2054-10-01      | 6.0000%  | 0.0000% | $48332.00          | $40141.65          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8129 | 2051-02-01      | 2.5000%  | 0.0000% | $19300000.00       | $8829554.76        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8166 | 2051-09-01      | 2.0000%  | 0.0000% | $21200000.00       | $12826346.59       | Agency Mortgage-Backed Securities |
| FREDDIE MAC          | 2052-07-01      | 3.0000%  | 0.0000% | $961600.00         | $687583.90         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8200 | 2052-03-01      | 2.5000%  | 0.0000% | $358000.00         | $230068.35         | Agency Mortgage-Backed Securities |
| FREDDIE MAC          | 2052-10-01      | 5.5000%  | 0.0000% | $1023000.00        | $728698.25         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8296 | 2053-02-01      | 3.5000%  | 0.0000% | $2000.00           | $1570.09           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8347 | 2053-08-01      | 4.5000%  | 0.0000% | $27000000.00       | $22085520.37       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8382 | 2053-12-01      | 5.0000%  | 0.0000% | $46000.00          | $39553.38          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8525 | 2055-04-01      | 6.0000%  | 0.0000% | $343000.00         | $247582.64         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3917 | 2053-10-01      | 6.0000%  | 0.0000% | $100000.00         | $74790.07          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA1174 | 2049-07-01      | 4.5000%  | 0.0000% | $1944313.00        | $402707.46         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6362 | 2050-01-01      | 3.5000%  | 0.0000% | $8952013.00        | $3615700.04        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6455 | 2050-01-01      | 3.5000%  | 0.0000% | $720000.00         | $395168.12         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQA7974 | 2050-03-01      | 5.0000%  | 0.0000% | $5347259.00        | $957531.12         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA8072 | 2050-02-01      | 3.0000%  | 0.0000% | $115500.00         | $58943.64          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQC0885 | 2051-04-01      | 2.0000%  | 0.0000% | $100000.00         | $51174.92          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLQC2713 | 2051-04-01      | 1.5000%  | 0.0000% | $171426.00         | $81181.17          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC7086 | 2051-09-01      | 2.5000%  | 0.0000% | $1300000.00        | $774735.00         | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQH6503 | 2053-12-01      | 7.5000%  | 0.0000% | $988562.00         | $489036.89         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQH9763 | 2054-01-01      | 6.0000%  | 0.0000% | $1569075.00        | $576927.83         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA3539 | 2056-01-01      | 5.5000%  | 0.0000% | $1570400.00        | $1594865.21        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3104 | 2056-01-01      | 5.0000%  | 0.0000% | $2108372.00        | $2097551.06        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA7399 | 2056-03-01      | 5.5000%  | 0.0000% | $10200000.00       | $10246599.72       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA7427 | 2056-03-01      | 5.5000%  | 0.0000% | $5360475.00        | $5427156.79        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7433 | 2056-03-01      | 5.0000%  | 0.0000% | $4070375.00        | $4028606.85        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA7633 | 2056-02-01      | 6.5000%  | 0.0000% | $2742641.00        | $2911753.77        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7704 | 2056-03-01      | 5.0000%  | 0.0000% | $2014768.00        | $1989249.81        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA7764 | 2056-03-01      | 5.5000%  | 0.0000% | $18200000.00       | $18483468.33       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA7946 | 2056-03-01      | 5.0000%  | 0.0000% | $6247913.00        | $6172604.82        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA8121 | 2056-03-01      | 5.0000%  | 0.0000% | $10400000.00       | $10243401.55       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA8234 | 2056-03-01      | 5.0000%  | 0.0000% | $1155000.00        | $1143732.59        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLTA8304 | 2056-03-01      | 7.0000%  | 0.0000% | $1144123.00        | $1209904.73        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA8569 | 2056-03-01      | 5.0000%  | 0.0000% | $5323344.00        | $5288128.31        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA9846 | 2056-04-01      | 4.5000%  | 0.0000% | $5750051.00        | $5560540.82        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLTA9216 | 2056-02-01      | 7.0000%  | 0.0000% | $2151885.00        | $2295078.60        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA9924 | 2056-04-01      | 5.0000%  | 0.0000% | $1680121.00        | $1662774.87        | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** TD SECURITIES (USA) LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: LMRP10520175
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2021-194 FA | 2051-11-20      | 2.5000%  | 0.0000% | $262000000.00      | $160146547.61      | Agency Collateralized Mortgage Obligation |
| GNRA 2022-022 YF | 2052-02-20      | 3.0000%  | 0.0000% | $85200000.00       | $49852926.89       | Agency Collateralized Mortgage Obligation |

### Security 142: TD SECURITIES (USA) LLC

- **C.1 - Title:** TD SECURITIES (USA) LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: LMRP10520185
- **C.18 - Value (incl. sponsor support):** $48633000.00
- **C.18.a - Value (excl. sponsor support):** $48633000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-02-15      | 2.6250%  | 0.0000% | $51200000.00       | $49563227.34       | U.S. Treasuries (including strips) |

### Security 143: SOCIETE GENERALE, NEW YORK BRANCH

- **C.1 - Title:** SOCIETE GENERALE, NEW YORK BRANCH 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900J6B390XMPVLV82, C.5 - Other ID: LMRP10520195
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNRA RC103FM R09F103 | 2039-11-25      | 4.4764%  | 0.0000% | $16900000.00       | $174066.71         | Agency Collateralized Mortgage Obligation |
| GNRA 2007-14 FB      | 2037-03-20      | 3.9895%  | 0.0000% | $24500000.00       | $257539.25         | Agency Collateralized Mortgage Obligation |
| GNRA 2003-46 FB      | 2033-06-16      | 4.0070%  | 0.0000% | $50000000.00       | $193395.55         | Agency Collateralized Mortgage Obligation |
| GNRA 2003-12 FP      | 2033-02-20      | 4.0895%  | 0.0000% | $28700000.00       | $100077.23         | Agency Collateralized Mortgage Obligation |
| GNRA 2003-35 CF      | 2033-03-16      | 4.0870%  | 0.0000% | $43500000.00       | $41712.64          | Agency Collateralized Mortgage Obligation |
| GNRA 2004-032 FD     | 2027-12-16      | 3.9870%  | 0.0000% | $38000000.00       | $11238.35          | Agency Collateralized Mortgage Obligation |
| GNRA 2004-032 PF     | 2032-03-16      | 4.0370%  | 0.0000% | $20600000.00       | $89157.16          | Agency Collateralized Mortgage Obligation |
| GNRA 2004-032 FP     | 2033-04-16      | 4.0370%  | 0.0000% | $30800000.00       | $256223.46         | Agency Collateralized Mortgage Obligation |
| GNRA 2004-66 F       | 2034-08-16      | 4.0870%  | 0.0000% | $2400.00           | $49.24             | Agency Collateralized Mortgage Obligation |
| GNRA 2005-08 F       | 2035-01-20      | 3.9895%  | 0.0000% | $22000000.00       | $238359.60         | Agency Collateralized Mortgage Obligation |
| GNRA 2007-006 FA     | 2037-02-20      | 3.9395%  | 0.0000% | $30000000.00       | $308528.34         | Agency Collateralized Mortgage Obligation |
| GNRA 2007-027 FD     | 2037-05-20      | 4.0895%  | 0.0000% | $4977.00           | $62.71             | Agency Collateralized Mortgage Obligation |
| GNRA 2007-020 FA     | 2037-04-20      | 4.0895%  | 0.0000% | $21600000.00       | $187124.01         | Agency Collateralized Mortgage Obligation |
| FGRA 3479BF 08/15/38 | 2038-08-15      | 4.7867%  | 0.0000% | $21300000.00       | $178114.87         | Agency Collateralized Mortgage Obligation |
| GNII SF MB0025 M     | 2054-11-20      | 5.0000%  | 0.0000% | $262000000.00      | $237996156.81      | Agency Mortgage-Backed Securities         |
| GNII SF MB0996 M     | 2056-02-20      | 5.0000%  | 0.0000% | $66800000.00       | $66378478.78       | Agency Mortgage-Backed Securities         |

### Security 144: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: LMRP10520225
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.000 CNQS0276 | 2033-02-01      | 6.0000%  | 0.0000% | $1992762.00        | $881301.36         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ8917 | 2055-11-01      | 6.0000%  | 0.0000% | $24400000.00       | $23916659.23       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL0428 | 2054-08-01      | 6.5000%  | 0.0000% | $1069.00           | $962.68            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL0758 | 2052-05-01      | 3.0000%  | 0.0000% | $18500000.00       | $15042155.30       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL1151 | 2053-11-01      | 5.0000%  | 0.0000% | $300000.00         | $272326.54         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL1531 | 2054-02-01      | 5.0000%  | 0.0000% | $83000.00          | $75983.50          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSL2682 | 2052-04-01      | 2.5000%  | 0.0000% | $13900000.00       | $11327774.14       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL3848 | 2051-01-01      | 3.0000%  | 0.0000% | $4276224.00        | $3751766.55        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3825 | 2053-09-01      | 5.0000%  | 0.0000% | $3661708.00        | $3538502.12        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3829 | 2056-01-01      | 5.5000%  | 0.0000% | $564273.00         | $553589.03         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3833 | 2055-07-01      | 5.5000%  | 0.0000% | $2327160.00        | $2267028.65        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3835 | 2053-05-01      | 5.0000%  | 0.0000% | $3513060.00        | $3410840.01        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL4061 | 2055-01-01      | 6.0000%  | 0.0000% | $63800000.00       | $62402592.80       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL4764 | 2052-04-01      | 3.0000%  | 0.0000% | $24400000.00       | $21861016.20       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ0094 | 2053-10-01      | 6.0000%  | 0.0000% | $1509000.00        | $1131372.96        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ0313 | 2053-11-01      | 6.0000%  | 0.0000% | $13700000.00       | $12159379.03       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1422 | 2054-05-01      | 6.0000%  | 0.0000% | $426000.00         | $340014.90         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ2830 | 2054-11-01      | 6.5000%  | 0.0000% | $14700000.00       | $13268282.14       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ3046 | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $913.88            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ3251 | 2055-01-01      | 5.5000%  | 0.0000% | $3719084.00        | $3357376.49        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ4803 | 2055-09-01      | 6.5000%  | 0.0000% | $21300000.00       | $21511715.22       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRQ0076 | 2055-12-01      | 5.5000%  | 0.0000% | $244000.00         | $236539.88         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIRR0031 | 2040-10-01      | 4.5000%  | 0.0000% | $23000.00          | $21067.29          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA3194 | 2050-08-01      | 2.5000%  | 0.0000% | $10000.00          | $4388.82           | Agency Mortgage-Backed Securities |
| FREDDIE MAC          | 2050-12-01      | 2.5000%  | 0.0000% | $1525000.00        | $804389.18         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA5077 | 2051-05-01      | 2.5000%  | 0.0000% | $965392.00         | $546184.29         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8414 | 2053-01-01      | 5.5000%  | 0.0000% | $5000000.00        | $3316086.93        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA4673 | 2049-11-01      | 3.0000%  | 0.0000% | $56000.00          | $22314.49          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB1455 | 2039-05-01      | 5.5000%  | 0.0000% | $16000.00          | $11783.16          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8190 | 2037-11-01      | 4.5000%  | 0.0000% | $25000.00          | $13450.91          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8165 | 2037-05-01      | 3.5000%  | 0.0000% | $6000.00           | $3220.71           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8273 | 2038-12-01      | 5.5000%  | 0.0000% | $199000.00         | $92350.97          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8370 | 2040-03-01      | 4.5000%  | 0.0000% | $5000.00           | $4240.65           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTSC0830 | 2038-11-01      | 4.5000%  | 0.0000% | $1676188.00        | $1551086.19        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD0878 | 2050-07-01      | 4.0000%  | 0.0000% | $1716000.00        | $932149.66         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0519 | 2050-12-01      | 3.0000%  | 0.0000% | $83000.00          | $43037.93          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD1799 | 2052-11-01      | 5.5000%  | 0.0000% | $10000.00          | $7310.33           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC7270 | 2051-09-01      | 2.5000%  | 0.0000% | $23500000.00       | $13332728.64       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD6081 | 2052-02-01      | 3.0000%  | 0.0000% | $20500000.00       | $12134431.11       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQE2352 | 2052-05-01      | 2.5000%  | 0.0000% | $50000.00          | $32853.36          | Agency Mortgage-Backed Securities |
| FREDDIE MAC          | 2052-07-01      | 5.5000%  | 0.0000% | $18700000.00       | $11954385.47       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI4341 | 2036-04-01      | 5.5000%  | 0.0000% | $408720.00         | $5192.13           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI9078 | 2039-08-01      | 5.5000%  | 0.0000% | $254441.00         | $9725.26           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZK6181 | 2028-11-01      | 3.0000%  | 0.0000% | $1125000.00        | $33238.51          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZK7591 | 2028-11-01      | 2.5000%  | 0.0000% | $4500.00           | $198.02            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZL1743 | 2041-07-01      | 5.0000%  | 0.0000% | $154607.00         | $3520.36           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTZN3138 | 2039-02-01      | 5.0000%  | 0.0000% | $1467798.00        | $422603.81         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0577 | 2029-02-01      | 6.5000%  | 0.0000% | $98304.00          | $58.04             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTZA2201 | 2031-04-01      | 4.5000%  | 0.0000% | $610000.00         | $17274.89          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2349 | 2034-08-01      | 3.5000%  | 0.0000% | $355000.00         | $27290.57          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2397 | 2035-11-01      | 3.5000%  | 0.0000% | $74000.00          | $8402.32           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1168 | 2036-10-01      | 5.5000%  | 0.0000% | $1557820.00        | $7025.49           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2251 | 2038-02-01      | 5.5000%  | 0.0000% | $459999.00         | $2891.40           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2257 | 2036-06-01      | 5.5000%  | 0.0000% | $4203000.00        | $51234.51          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2309 | 2038-08-01      | 5.5000%  | 0.0000% | $6125768.00        | $30610.93          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2324 | 2035-02-01      | 5.5000%  | 0.0000% | $1498500.00        | $28387.66          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS3149 | 2040-08-01      | 5.5000%  | 0.0000% | $2847244.00        | $46325.93          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4627 | 2045-08-01      | 4.0000%  | 0.0000% | $45000.00          | $3699.04           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4697 | 2047-01-01      | 3.0000%  | 0.0000% | $92000.00          | $16548.12          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4728 | 2047-07-01      | 4.5000%  | 0.0000% | $32500.00          | $3589.81           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6362 | 2026-09-01      | 4.5000%  | 0.0000% | $262144.00         | $138.09            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS7240 | 2027-05-01      | 4.0000%  | 0.0000% | $32765.00          | $15.80             | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS7891 | 2032-10-01      | 3.0000%  | 0.0000% | $305000.00         | $51609.36          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8506 | 2028-11-01      | 2.5000%  | 0.0000% | $90000.00          | $3721.45           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8591 | 2030-12-01      | 3.0000%  | 0.0000% | $1590000.00        | $133822.97         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT0712 | 2048-10-01      | 4.0000%  | 0.0000% | $286000.00         | $19523.25          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZT1502 | 2048-11-01      | 3.5000%  | 0.0000% | $335500.00         | $86782.16          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0032 | 2032-09-01      | 3.5000%  | 0.0000% | $13000000.00       | $95820.93          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0179 | 2034-02-01      | 3.0000%  | 0.0000% | $29000.00          | $4131.00           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1357 | 2052-08-01      | 5.0000%  | 0.0000% | $1850000.00        | $1263175.42        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1618 | 2052-09-01      | 5.0000%  | 0.0000% | $425000.00         | $315059.28         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1641 | 2052-09-01      | 4.5000%  | 0.0000% | $658000.00         | $465183.03         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2688 | 2053-04-01      | 5.5000%  | 0.0000% | $70000.00          | $54279.28          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD1803 | 2052-09-01      | 5.5000%  | 0.0000% | $4151000.00        | $2772642.62        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2198 | 2053-01-01      | 6.0000%  | 0.0000% | $46000.00          | $28795.75          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2245 | 2052-12-01      | 5.5000%  | 0.0000% | $100000.00         | $74862.93          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3534 | 2053-08-01      | 5.5000%  | 0.0000% | $293000.00         | $232432.55         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2707 | 2053-04-01      | 5.0000%  | 0.0000% | $157206.00         | $117042.58         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2723 | 2053-03-01      | 5.5000%  | 0.0000% | $100000.00         | $84434.92          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2901 | 2053-05-01      | 5.0000%  | 0.0000% | $60000.00          | $53118.56          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3072 | 2053-05-01      | 6.0000%  | 0.0000% | $870000.00         | $653251.00         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3129 | 2052-10-01      | 5.0000%  | 0.0000% | $114000.00         | $93784.80          | Agency Mortgage-Backed Securities |
| FREDDIE MAC          | 2053-06-01      | 5.5000%  | 0.0000% | $300000.00         | $238832.27         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3249 | 2053-06-01      | 5.5000%  | 0.0000% | $330000.00         | $268702.60         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4705 | 2053-12-01      | 5.5000%  | 0.0000% | $745000.00         | $599103.35         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4976 | 2054-02-01      | 5.5000%  | 0.0000% | $604808.00         | $444045.48         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD5753 | 2052-07-01      | 3.5000%  | 0.0000% | $1592060.00        | $1300282.93        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5876 | 2054-05-01      | 6.0000%  | 0.0000% | $40000.00          | $35697.61          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6961 | 2053-11-01      | 5.0000%  | 0.0000% | $358000.00         | $303259.17         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8055 | 2050-04-01      | 2.5000%  | 0.0000% | $416409.00         | $89250.43          | Agency Mortgage-Backed Securities |
| FREDDIE MAC          | 2050-09-01      | 2.0000%  | 0.0000% | $1012772.00        | $472034.63         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD7513 | 2050-04-01      | 3.5000%  | 0.0000% | $804000.00         | $271643.44         | Agency Mortgage-Backed Securities |
| FREDDIE MAC          | 2051-11-01      | 2.5000%  | 0.0000% | $908913.00         | $543519.89         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD7552 | 2052-01-01      | 2.5000%  | 0.0000% | $4452264.00        | $2728680.11        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7524 | 2050-08-01      | 3.0000%  | 0.0000% | $71000.00          | $30734.22          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  | 0.0000% | $200000.00         | $165028.52         | Agency Mortgage-Backed Securities |
| FREDDIE MAC          | 2050-11-01      | 2.5000%  | 0.0000% | $2506000.00        | $1049701.80        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8122 | 2050-12-01      | 2.5000%  | 0.0000% | $138000.00         | $62799.45          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8135 | 2051-03-01      | 2.5000%  | 0.0000% | $4546000.00        | $2162428.56        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8258 | 2052-10-01      | 5.0000%  | 0.0000% | $12400000.00       | $9252187.39        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  | 0.0000% | $2967864.00        | $2123078.05        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8315 | 2053-04-01      | 5.0000%  | 0.0000% | $838335.00         | $660153.18         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8325 | 2053-05-01      | 6.0000%  | 0.0000% | $840000.00         | $530946.12         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8328 | 2053-06-01      | 4.5000%  | 0.0000% | $271000.00         | $216024.74         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8382 | 2053-12-01      | 5.0000%  | 0.0000% | $229000.00         | $196907.07         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  | 0.0000% | $8665056.00        | $5745335.82        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8420 | 2054-04-01      | 5.5000%  | 0.0000% | $7053384.00        | $5359556.20        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8408 | 2054-03-01      | 5.5000%  | 0.0000% | $19500000.00       | $14566169.01       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  | 0.0000% | $1326000.00        | $917254.23         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3636 | 2053-08-01      | 6.0000%  | 0.0000% | $123000.00         | $87201.33          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA7249 | 2050-02-01      | 3.0000%  | 0.0000% | $40000.00          | $10675.11          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA7267 | 2050-02-01      | 4.5000%  | 0.0000% | $5000.00           | $946.20            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF8052 | 2053-02-01      | 5.5000%  | 0.0000% | $970000.00         | $728127.00         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG6304 | 2053-07-01      | 5.5000%  | 0.0000% | $111000.00         | $83472.73          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4691 | 2055-12-01      | 5.5000%  | 0.0000% | $1156297.00        | $1167788.59        | Agency Mortgage-Backed Securities |

### Security 145: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMRP10520235
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 NOTE G 33   | 2033-01-31      | 4.0000%  | 0.0000% | $102142700.00      | $102010459.63      | U.S. Treasuries (including strips) |

### Security 146: FIXED INCOME CLEARING CORP / BNY

- **C.1 - Title:** FIXED INCOME CLEARING CORP / BNY 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: LMRP10520255
- **C.18 - Value (incl. sponsor support):** $1640000000.00
- **C.18.a - Value (excl. sponsor support):** $1640000000.00
- **C.19 - Percentage of Net Assets:** 5.1500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2027-07-15      | 0.3750%  | 0.0000% | $1260000000.00     | $1671298869.04     | U.S. Treasuries (including strips) |

### Security 147: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: LMRP10520265
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FERA 5517FE 03/25/55                     | 2055-03-25      | 4.6119%  | 0.0000% | $14399000.00       | $10788593.33       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-118 FA                         | 2055-07-20      | 4.8229%  | 0.0000% | $18199000.00       | $17435824.25       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-167 F                          | 2054-10-20      | 4.7729%  | 0.0000% | $2560.00           | $1938.81           | Agency Collateralized Mortgage Obligation |
| GNRA 2025-168 KF                         | 2055-10-20      | 5.1729%  | 0.0000% | $234424576.00      | $227643426.21      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-189 FD                         | 2055-11-20      | 5.1729%  | 0.0000% | $9127000.00        | $9028515.84        | Agency Collateralized Mortgage Obligation |
| FNRA CL088FM R25F088                     | 2055-08-25      | 4.5619%  | 0.0000% | $1160.00           | $1132.50           | Agency Collateralized Mortgage Obligation |
| FNRA CL020FK R26F020                     | 2055-02-25      | 4.9186%  | 0.0000% | $20288640.00       | $20252785.21       | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLSL1035                     | 2054-07-01      | 4.0000%  | 0.0000% | $51000.00          | $46282.40          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL2867                     | 2054-10-01      | 5.5000%  | 0.0000% | $34384.00          | $32580.16          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL4394                     | 2056-01-01      | 5.5000%  | 0.0000% | $71282.00          | $72267.78          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSL4036                     | 2053-10-01      | 2.5000%  | 0.0000% | $88083.00          | $73768.94          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA5391                     | 2051-06-01      | 3.0000%  | 0.0000% | $37000.00          | $25004.40          | Agency Mortgage-Backed Securities         |
| GNII SF MA9303 M                         | 2053-11-20      | 4.5000%  | 0.0000% | $35950.00          | $31258.57          | Agency Mortgage-Backed Securities         |
| GNII SF MA9601 M                         | 2054-04-20      | 3.5000%  | 0.0000% | $1024.00           | $746.38            | Agency Mortgage-Backed Securities         |
| GNHA AL BU5932 H                         | 2070-10-20      | 6.4240%  | 0.0000% | $27418.00          | $18850.76          | Agency Mortgage-Backed Securities         |
| GNII SF CB9137 C                         | 2051-04-20      | 2.5000%  | 0.0000% | $2010770.00        | $913202.75         | Agency Mortgage-Backed Securities         |
| GNHA AL CL8166 H                         | 2072-04-20      | 6.3390%  | 0.0000% | $6292000.00        | $4289833.09        | Agency Mortgage-Backed Securities         |
| GNII SF AQ6679 C                         | 2045-10-20      | 3.5000%  | 0.0000% | $3068000.00        | $694302.69         | Agency Mortgage-Backed Securities         |
| GNHA AL CR2654 H                         | 2073-04-20      | 6.2880%  | 0.0000% | $15157.00          | $12885.79          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5444                     | 2054-08-01      | 5.5000%  | 0.0000% | $211000.00         | $166459.69         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIMA5507                     | 2039-10-01      | 5.0000%  | 0.0000% | $53000.00          | $36465.85          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF4757                     | 2055-12-01      | 6.5000%  | 0.0000% | $835814.00         | $876195.21         | Agency Mortgage-Backed Securities         |
| GNII SF DJ4307 C                         | 2056-03-20      | 5.5000%  | 0.0000% | $629335.00         | $664772.43         | Agency Mortgage-Backed Securities         |
| GNII SF DP6085 C                         | 2056-03-20      | 5.5000%  | 0.0000% | $1276870.00        | $1302022.21        | Agency Mortgage-Backed Securities         |
| GNII SF DP8186 C                         | 2056-03-20      | 6.0000%  | 0.0000% | $669911.00         | $696064.33         | Agency Mortgage-Backed Securities         |
| GNII SF DQ1222 C                         | 2056-03-20      | 6.0000%  | 0.0000% | $1124852.00        | $1165522.15        | Agency Mortgage-Backed Securities         |
| GNII SF DQ1224 C                         | 2056-03-20      | 6.0000%  | 0.0000% | $683597.00         | $706446.23         | Agency Mortgage-Backed Securities         |
| GNII SF MB0846 M                         | 2041-01-20      | 5.0000%  | 0.0000% | $74737.00          | $74361.99          | Agency Mortgage-Backed Securities         |
| GNII SF MB0871 M                         | 2056-01-20      | 5.0000%  | 0.0000% | $57418496.00       | $56819383.60       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3128                     | 2053-06-01      | 5.0000%  | 0.0000% | $8991236.00        | $7426657.10        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA1089                     | 2032-06-01      | 4.0000%  | 0.0000% | $1000.00           | $47.85             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CJMA3054                     | 2032-05-01      | 3.0000%  | 0.0000% | $1119800.00        | $130838.85         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD7564                     | 2053-06-01      | 5.0000%  | 0.0000% | $54916880.00       | $42043431.44       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8199                     | 2052-03-01      | 2.0000%  | 0.0000% | $50000.00          | $31943.52          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8213                     | 2052-05-01      | 3.0000%  | 0.0000% | $28000.00          | $19379.19          | Agency Mortgage-Backed Securities         |
| FREDDIE MAC                              | 2054-12-01      | 5.5000%  | 0.0000% | $56871.00          | $47368.81          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8524                     | 2055-04-01      | 5.5000%  | 0.0000% | $32000.00          | $27046.25          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB722547                     | 2033-08-01      | 5.5080%  | 0.0000% | $1969000.00        | $63602.42          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB9491                     | 2054-08-01      | 6.5000%  | 0.0000% | $1713010.00        | $800923.68         | Agency Mortgage-Backed Securities         |
| GNII SF MB0259 M                         | 2055-03-20      | 5.5000%  | 0.0000% | $1024.00           | $786.60            | Agency Mortgage-Backed Securities         |
| GNII SF MB0424 M                         | 2055-05-20      | 5.5000%  | 0.0000% | $1008.00           | $914.52            | Agency Mortgage-Backed Securities         |
| GNII SF MB0622 M                         | 2055-09-20      | 5.0000%  | 0.0000% | $140799.00         | $138129.96         | Agency Mortgage-Backed Securities         |
| GNII SF MB0656 M                         | 2040-10-20      | 4.5000%  | 0.0000% | $124359.00         | $118905.14         | Agency Mortgage-Backed Securities         |
| GNII JM MB0986 M                         | 2056-02-20      | 6.0000%  | 0.0000% | $3937484.00        | $3969924.93        | Agency Mortgage-Backed Securities         |
| GNCL CL DO8103                           | 2068-05-15      | 5.3000%  | 0.0000% | $3850328.00        | $3859940.99        | Agency Mortgage-Backed Securities         |
| GNCL CL DO8105                           | 2068-06-15      | 5.3500%  | 0.0000% | $3945320.00        | $3926478.47        | Agency Mortgage-Backed Securities         |
| GNMI SF 605385 X                         | 2034-04-15      | 5.5000%  | 0.0000% | $4000000.00        | $29386.21          | Agency Mortgage-Backed Securities         |
| GNII SF 003295 M                         | 2032-10-20      | 5.5000%  | 0.0000% | $218054144.00      | $1013825.87        | Agency Mortgage-Backed Securities         |
| GNMI SP 784461 X                         | 2041-06-15      | 6.0000%  | 0.0000% | $1000.00           | $225.90            | Agency Mortgage-Backed Securities         |
| GNII SP 786340 C                         | 2052-09-20      | 5.0000%  | 0.0000% | $1000.00           | $741.55            | Agency Mortgage-Backed Securities         |
| GNII SP 786916 C                         | 2053-08-20      | 5.5000%  | 0.0000% | $1000.00           | $780.52            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-08-20      | 5.0000%  | 0.0000% | $1194000.00        | $891718.93         | Agency Mortgage-Backed Securities         |
| GNII SP 787155 C                         | 2053-11-20      | 6.0000%  | 0.0000% | $87722.00          | $70132.43          | Agency Mortgage-Backed Securities         |
| GNMI SP 788076 X                         | 2048-06-15      | 3.5000%  | 0.0000% | $1052608.00        | $922550.16         | Agency Mortgage-Backed Securities         |
| GNII SP 788438 C                         | 2056-02-20      | 5.0000%  | 0.0000% | $5661048.00        | $5573592.01        | Agency Mortgage-Backed Securities         |
| GNMI SP 788461 X                         | 2052-07-15      | 5.0000%  | 0.0000% | $1000.00           | $1009.37           | Agency Mortgage-Backed Securities         |
| GNMI SP 781862 X                         | 2035-01-15      | 5.5000%  | 0.0000% | $1000.00           | $11.49             | Agency Mortgage-Backed Securities         |
| GNMI SP 783537 X                         | 2037-07-15      | 5.0000%  | 0.0000% | $2144000.00        | $85689.00          | Agency Mortgage-Backed Securities         |
| GNMI SP 782899 X                         | 2040-02-15      | 5.0000%  | 0.0000% | $1911832.00        | $59875.09          | Agency Mortgage-Backed Securities         |
| GNMI SP 783295 X                         | 2041-03-15      | 4.5000%  | 0.0000% | $1000.00           | $60.03             | Agency Mortgage-Backed Securities         |
| GNMI SP 783386 X                         | 2040-09-15      | 5.0000%  | 0.0000% | $2895000.00        | $133699.12         | Agency Mortgage-Backed Securities         |
| GNMI SF 698086 X                         | 2039-04-15      | 6.0000%  | 0.0000% | $4695999.00        | $89736.19          | Agency Mortgage-Backed Securities         |
| GNMI SF 699884 X                         | 2040-08-15      | 4.5000%  | 0.0000% | $1000.00           | $106.16            | Agency Mortgage-Backed Securities         |
| GNMI SF 700748 X                         | 2038-10-15      | 6.5000%  | 0.0000% | $1000.00           | $7.85              | Agency Mortgage-Backed Securities         |
| GNMI SF 701964 X                         | 2039-06-15      | 4.5000%  | 0.0000% | $1032540.00        | $25808.81          | Agency Mortgage-Backed Securities         |
| GNMI SF 711223 X                         | 2040-03-15      | 4.5000%  | 0.0000% | $2003104.00        | $133877.67         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HA462151                     | 2034-11-01      | 6.1500%  | 0.0000% | $955353.00         | $540312.97         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX AM462406                     | 2037-09-01      | 6.3910%  | 0.0000% | $1399000.00        | $162343.99         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAL3041                     | 2028-02-01      | 2.0000%  | 0.0000% | $2506928.00        | $76343.15          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLTA6674                     | 2056-02-01      | 7.0000%  | 0.0000% | $242880.00         | $258613.51         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-07-20      | 3.5000%  | 0.0000% | $1600.00           | $189.26            | Agency Mortgage-Backed Securities         |
| GNII SF MA7193 M                         | 2051-02-20      | 2.5000%  | 0.0000% | $1000.00           | $434.45            | Agency Mortgage-Backed Securities         |
| GNII SF MA6310 M                         | 2034-12-20      | 3.0000%  | 0.0000% | $988456.00         | $120661.71         | Agency Mortgage-Backed Securities         |
| GNII SF MA6338 M                         | 2049-12-20      | 3.0000%  | 0.0000% | $19968.00          | $3288.70           | Agency Mortgage-Backed Securities         |
| GNII SF MA6770 M                         | 2050-07-20      | 5.0000%  | 0.0000% | $2046000.00        | $436760.54         | Agency Mortgage-Backed Securities         |
| GNII SF MA6821 M                         | 2050-08-20      | 3.5000%  | 0.0000% | $1995000.00        | $530112.15         | Agency Mortgage-Backed Securities         |
| GNII SF MA6968 M                         | 2035-11-20      | 2.5000%  | 0.0000% | $994000.00         | $324345.49         | Agency Mortgage-Backed Securities         |
| GNII SF MA8725 M                         | 2053-03-20      | 5.0000%  | 0.0000% | $141449945.00      | $104887383.52      | Agency Mortgage-Backed Securities         |
| GNII SF MA8800 M                         | 2053-04-20      | 5.0000%  | 0.0000% | $90000.00          | $68107.93          | Agency Mortgage-Backed Securities         |
| GNII SF MA9852 M                         | 2054-08-20      | 6.0000%  | 0.0000% | $248126.00         | $145504.93         | Agency Mortgage-Backed Securities         |
| GNII SF CU0334 C                         | 2053-09-20      | 7.0000%  | 0.0000% | $1000.00           | $795.59            | Agency Mortgage-Backed Securities         |
| GNII SF CU6078 C                         | 2053-05-20      | 5.5000%  | 0.0000% | $513437.00         | $515660.37         | Agency Mortgage-Backed Securities         |
| GNII SF CV7425 C                         | 2053-07-20      | 5.5000%  | 0.0000% | $527700.00         | $534143.17         | Agency Mortgage-Backed Securities         |
| GNII SF CZ0148 C                         | 2053-11-20      | 7.0000%  | 0.0000% | $1000.00           | $892.21            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX JUAL7034                     | 2043-11-01      | 5.8910%  | 0.0000% | $2899000.00        | $301593.72         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB671064                     | 2033-01-01      | 5.5380%  | 0.0000% | $1006.00           | $14.79             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 U3BF0429                     | 2042-07-01      | 3.0000%  | 0.0000% | $90000.00          | $25086.91          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBY0363                     | 2053-06-01      | 4.4580%  | 0.0000% | $5868542.00        | $5572717.26        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ4904                     | 2030-10-01      | 4.3600%  | 0.0000% | $15610000.00       | $15713390.23       | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBCA3138                     | 2049-02-01      | 5.8580%  | 0.0000% | $1500000.00        | $127970.82         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 RIBM1028                     | 2029-12-01      | 2.5000%  | 0.0000% | $1000.00           | $57.78             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6463                     | 2053-06-01      | 5.5000%  | 0.0000% | $174512.00         | $131220.19         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8486                     | 2054-05-01      | 5.5000%  | 0.0000% | $38513472.00       | $35028852.35       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDG4482                     | 2056-03-01      | 6.5000%  | 0.0000% | $2581720.00        | $2694978.78        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA2273                     | 2052-07-01      | 4.5000%  | 0.0000% | $998000.00         | $907767.50         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA3106                     | 2051-03-01      | 2.5000%  | 0.0000% | $1085000.00        | $890053.81         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA3343                     | 2052-09-01      | 3.5000%  | 0.0000% | $40002.00          | $35557.29          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA4799                     | 2052-05-01      | 3.0000%  | 0.0000% | $59820.00          | $53715.91          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA4998                     | 2054-10-01      | 5.5000%  | 0.0000% | $170748.00         | $175121.08         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA5030                     | 2056-04-01      | 5.0000%  | 0.0000% | $24463616.00       | $24167353.46       | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CNFM5328                     | 2031-01-01      | 1.5000%  | 0.0000% | $253000.00         | $68446.96          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFM4854                     | 2044-05-01      | 5.5000%  | 0.0000% | $117999.00         | $43184.50          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0381                     | 2052-01-01      | 2.5000%  | 0.0000% | $56019.00          | $38663.91          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS1891                     | 2050-01-01      | 4.0000%  | 0.0000% | $88647.00          | $54761.66          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4953                     | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $756.02            | Agency Mortgage-Backed Securities         |

### Security 148: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: LMRP10520275
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 7/8 NOTE Y 30 | 2030-04-30      | 3.8750%  | 0.0000% | $100604600.00      | $101999349.38      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 0.6250%  | 0.0000% | $800.00            | $701.63            | U.S. Treasuries (including strips) |

### Security 149: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: LMRP10520285
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.500 CLSL4156                     | 2055-10-01      | 5.5000%  | 0.0000% | $4058.00           | $4090.54           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIRR0039                     | 2040-11-01      | 5.5000%  | 0.0000% | $17800000.00       | $16875430.81       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5855                     | 2051-09-01      | 2.5000%  | 0.0000% | $1002.00           | $592.98            | Agency Mortgage-Backed Securities  |
| GNII RG CJ9358 C                         | 2041-06-20      | 5.0000%  | 0.0000% | $136812.00         | $69775.76          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0704                     | 2051-10-01      | 2.5000%  | 0.0000% | $1932.00           | $1099.65           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5108                     | 2053-08-01      | 6.0000%  | 0.0000% | $4809802.00        | $3098062.45        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5655                     | 2056-01-01      | 5.0000%  | 0.0000% | $98991.00          | $98202.59          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1569                     | 2052-09-01      | 4.5000%  | 0.0000% | $2177.00           | $1554.55           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4688                     | 2054-02-01      | 6.5000%  | 0.0000% | $13300000.00       | $9688178.63        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6605                     | 2053-09-01      | 5.5000%  | 0.0000% | $894416.00         | $768405.27         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL995050                     | 2037-09-01      | 6.0000%  | 0.0000% | $18300000.00       | $133640.97         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5388                     | 2054-06-01      | 5.5000%  | 0.0000% | $4539596.00        | $3503655.87        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9839                     | 2055-08-01      | 6.0000%  | 0.0000% | $8874896.00        | $5654560.11        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8374                     | 2053-11-01      | 6.5000%  | 0.0000% | $1999.00           | $959.21            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC                              | 2054-05-01      | 5.5000%  | 0.0000% | $1160.00           | $886.44            | Agency Mortgage-Backed Securities  |
| FKAR 04.900 WNWN2569                     | 2028-12-01      | 4.9000%  | 0.0000% | $998000.00         | $1004874.56        | Agency Mortgage-Backed Securities  |
| FKAR 05.450 WNWN2491                     | 2033-08-01      | 5.4500%  | 0.0000% | $511862.00         | $531665.26         | Agency Mortgage-Backed Securities  |
| FKAR 04.650 WNWN2530                     | 2028-12-01      | 4.6500%  | 0.0000% | $1500000.00        | $1502581.50        | Agency Mortgage-Backed Securities  |
| FKAR 04.250 WNWN5231                     | 2030-02-01      | 4.2500%  | 0.0000% | $1000000.00        | $1002047.67        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2179                     | 2054-08-01      | 5.5000%  | 0.0000% | $5819844.00        | $5215707.33        | Agency Mortgage-Backed Securities  |
| FMAR 841660 G                            | 2050-05-01      | 3.1960%  | 0.0000% | $3525575.00        | $2834542.45        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC2908                     | 2054-08-01      | 6.5000%  | 0.0000% | $1707706.00        | $1324769.47        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD4075                     | 2055-03-01      | 6.5000%  | 0.0000% | $2060.00           | $2143.10           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA5399                     | 2056-02-01      | 5.0000%  | 0.0000% | $120031.00         | $118705.66         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA7582                     | 2056-01-01      | 5.5000%  | 0.0000% | $5160511.00        | $5226583.75        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA7563                     | 2056-02-01      | 5.5000%  | 0.0000% | $5354512.00        | $5463640.45        | Agency Mortgage-Backed Securities  |
| GNII SF MA6410 M                         | 2050-01-20      | 3.5000%  | 0.0000% | $12500000.00       | $1573421.94        | Agency Mortgage-Backed Securities  |
| GNII SF MA6930 M                         | 2050-10-20      | 2.0000%  | 0.0000% | $12100000.00       | $5418836.26        | Agency Mortgage-Backed Securities  |
| GNII SF MA7935 M                         | 2052-02-20      | 2.0000%  | 0.0000% | $67240.00          | $41154.89          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $3909983.00        | $2436318.28        | Agency Mortgage-Backed Securities  |
| GNII SF DG1232 C                         | 2055-01-20      | 6.5000%  | 0.0000% | $713134.00         | $746552.77         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CTAL8223                     | 2029-02-01      | 6.5000%  | 0.0000% | $798987.00         | $21799.48          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAM8958                     | 2030-06-01      | 2.9700%  | 0.0000% | $43987.00          | $41519.57          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN1260                     | 2031-04-01      | 3.0200%  | 0.0000% | $1990140.00        | $1885432.10        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9587                     | 2047-05-01      | 4.0000%  | 0.0000% | $29755.00          | $4489.12           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX XYBM7037                     | 2032-08-01      | 1.7547%  | 0.0000% | $2409.00           | $2087.43           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1693                     | 2031-04-01      | 1.9800%  | 0.0000% | $1000000.00        | $902875.00         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS0968                     | 2031-02-01      | 1.3400%  | 0.0000% | $3389000.00        | $2849100.06        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1026                     | 2031-02-01      | 1.4100%  | 0.0000% | $1850000.00        | $1627195.25        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1011                     | 2031-02-01      | 1.2900%  | 0.0000% | $1000000.00        | $773625.77         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1195                     | 2031-02-01      | 1.5800%  | 0.0000% | $1000000.00        | $885612.67         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1196                     | 2031-02-01      | 1.4800%  | 0.0000% | $1000000.00        | $881101.33         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1396                     | 2031-03-01      | 1.5400%  | 0.0000% | $1000000.00        | $885808.33         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBS2653                     | 2028-08-01      | 1.3900%  | 0.0000% | $1945000.00        | $1668992.84        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS2685                     | 2031-09-01      | 1.6500%  | 0.0000% | $15500000.00       | $13421254.68       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS3538                     | 2031-10-01      | 1.7900%  | 0.0000% | $20200000.00       | $17630066.25       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS3338                     | 2031-10-01      | 1.8500%  | 0.0000% | $8992677.00        | $7950350.80        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBS3713                     | 2028-11-01      | 1.6600%  | 0.0000% | $6038270.00        | $5182209.98        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBS4272                     | 2029-01-01      | 1.8000%  | 0.0000% | $2300000.00        | $2151760.40        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBS4615                     | 2029-01-01      | 1.6650%  | 0.0000% | $2000000.00        | $1878397.00        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2029-05-01      | 3.0400%  | 0.0000% | $4190549.00        | $4072050.05        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBS8729                     | 2030-06-01      | 4.3800%  | 0.0000% | $8530000.00        | $8499325.10        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW2483                     | 2056-02-01      | 5.5000%  | 0.0000% | $1606076.00        | $1639558.94        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBW4947                     | 2053-02-01      | 6.5000%  | 0.0000% | $1784486.00        | $770094.39         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY0131                     | 2053-05-01      | 5.5000%  | 0.0000% | $8167792.00        | $5380395.86        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4023                     | 2030-06-01      | 4.2450%  | 0.0000% | $2304000.00        | $2309304.96        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5131                     | 2030-11-01      | 3.9300%  | 0.0000% | $1000.00           | $988.92            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ6607                     | 2033-03-01      | 4.1400%  | 0.0000% | $154036.00         | $151404.29         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL4083                     | 2029-09-01      | 2.3800%  | 0.0000% | $5327000.00        | $5000933.26        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL4217                     | 2029-10-01      | 2.4300%  | 0.0000% | $760231.00         | $674806.36         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL4292                     | 2029-11-01      | 2.3300%  | 0.0000% | $6672199.00        | $5743096.21        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL9115                     | 2030-11-01      | 1.2200%  | 0.0000% | $16281.00          | $13964.52          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8610                     | 2051-01-01      | 2.5000%  | 0.0000% | $4437744.00        | $2490999.18        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2052-04-01      | 4.0000%  | 0.0000% | $100472.00         | $66591.22          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8972                     | 2054-08-01      | 5.0000%  | 0.0000% | $7348.00           | $6632.80           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8326                     | 2054-04-01      | 5.5000%  | 0.0000% | $9026901.00        | $7857124.28        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9151                     | 2054-09-01      | 6.0000%  | 0.0000% | $981735.00         | $870760.93         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1563                     | 2055-04-01      | 5.5000%  | 0.0000% | $187346.00         | $178175.27         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2279                     | 2055-07-01      | 6.0000%  | 0.0000% | $1181.00           | $1133.53           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3881                     | 2055-10-01      | 6.0000%  | 0.0000% | $46356.00          | $45462.67          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3907                     | 2056-01-01      | 6.0000%  | 0.0000% | $3211793.00        | $3282968.70        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA4805                     | 2056-03-01      | 5.5000%  | 0.0000% | $3104.00           | $3151.22           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5741                     | 2053-07-01      | 6.5000%  | 0.0000% | $349400.00         | $231725.75         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0257                     | 2055-04-01      | 6.0000%  | 0.0000% | $6068576.00        | $5734040.16        | Agency Mortgage-Backed Securities  |
| Fannie Mae                               | 2055-05-01      | 5.0000%  | 0.0000% | $4540724.00        | $4309567.75        | Agency Mortgage-Backed Securities  |
| TSY INFL IX N/B                          | 2028-01-15      | 0.5000%  | 0.0000% | $700.00            | $916.96            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30                          | 2030-05-31      | 3.7500%  | 0.0000% | $9265800.00        | $9324912.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL              | 2026-04-23      | 0.0000%  | 0.0000% | $384800.00         | $383946.90         | U.S. Treasuries (including strips) |

### Security 150: CANADIAN IMPERIAL BANK OF COMMERCE NY

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE NY 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: LMRP10520295
- **C.18 - Value (incl. sponsor support):** $115000000.00
- **C.18.a - Value (excl. sponsor support):** $115000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B                           | 2029-04-15      | 2.1250%  | 0.0000% | $1132300.00        | $1234450.73        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2034-07-15      | 1.8750%  | 0.0000% | $530000.00         | $554035.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY FLOATING RATE NOTE | 2026-10-31      | 3.8584%  | 0.0000% | $2435200.00        | $2452683.18        | U.S. Treasuries (including strips) |
| 1 1/8 TRIN AE 30                          | 2030-10-15      | 1.1250%  | 0.0000% | $7400.00           | $7415.44           | U.S. Treasuries (including strips) |
| 4 NOTE F 35                               | 2035-11-15      | 4.0000%  | 0.0000% | $1000.00           | $989.92            | U.S. Treasuries (including strips) |
| 1 7/8 TRIN A 36                           | 2036-01-15      | 1.8750%  | 0.0000% | $460700.00         | $457259.31         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 28                          | 2028-03-31      | 3.8750%  | 0.0000% | $22000.00          | $22031.59          | U.S. Treasuries (including strips) |
| 3 5/8 TRIB 28                             | 2028-04-15      | 3.6250%  | 0.0000% | $6268700.00        | $13509604.37       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $132.86            | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 52                             | 2052-02-15      | 0.1250%  | 0.0000% | $565000.00         | $343038.04         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55                             | 2055-08-15      | 4.7500%  | 0.0000% | $89500.00          | $87693.93          | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28                           | 2028-08-15      | 2.8750%  | 0.0000% | $100.00            | $98.23             | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $97.06             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2029-07-15      | 0.2500%  | 0.0000% | $100.00            | $123.80            | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2030-05-15      | 0.6250%  | 0.0000% | $2485300.00        | $2182727.32        | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27                           | 2027-07-31      | 0.3750%  | 0.0000% | $226700.00         | $216681.26         | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $87.46             | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32                           | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $88.88             | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29                           | 2029-02-28      | 1.8750%  | 0.0000% | $56100000.00       | $53188608.88       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2032-07-15      | 0.6250%  | 0.0000% | $1200.00           | $1269.19           | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2032-08-15      | 2.7500%  | 0.0000% | $3773100.00        | $3501438.84        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                           | 2027-10-15      | 1.6250%  | 0.0000% | $400.00            | $449.39            | U.S. Treasuries (including strips) |
| US TREASURY N/B                           | 2028-02-29      | 4.0000%  | 0.0000% | $3263400.00        | $3284976.18        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30                           | 2030-05-31      | 3.7500%  | 0.0000% | $36100000.00       | $36349732.32       | U.S. Treasuries (including strips) |

### Security 151: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: LMRP10522645
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 3.1400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| 6.03 FNPR A 10/27                        | 2027-10-08      | 0.0000%  | 0.0000% | $3000.00           | $2828.84           | Agency Debentures and Agency Strips |
| 6.12 FNPR A 03/28                        | 2028-03-23      | 0.0000%  | 0.0000% | $10000.00          | $9260.23           | Agency Debentures and Agency Strips |
| 6.25 FMPR GB 32 A                        | 2032-07-15      | 0.0000%  | 0.0000% | $1000.00           | $764.82            | Agency Debentures and Agency Strips |
| Fannie Mae                               | 2031-03-17      | 0.0000%  | 0.0000% | $1000.00           | $818.77            | Agency Debentures and Agency Strips |
| 4.875 TVBD 48 A                          | 2048-01-15      | 4.8750%  | 0.0000% | $46000.00          | $44533.18          | Agency Debentures and Agency Strips |
| 4.625 TVBD 60 A                          | 2060-09-15      | 4.6250%  | 0.0000% | $3000.00           | $2656.82           | Agency Debentures and Agency Strips |
| 5.250 TVBD 55 A                          | 2055-02-01      | 5.2500%  | 0.0000% | $201000.00         | $199702.95         | Agency Debentures and Agency Strips |
| TVIN 09/15/26                            | 2026-09-15      | 0.0000%  | 0.0000% | $7000.00           | $6877.68           | Agency Debentures and Agency Strips |
| TVIN 09/15/36                            | 2036-09-15      | 0.0000%  | 0.0000% | $5000.00           | $3033.20           | Agency Debentures and Agency Strips |
| TVIN 07/15/36                            | 2036-07-15      | 0.0000%  | 0.0000% | $9000.00           | $5559.02           | Agency Debentures and Agency Strips |
| 5.50 TVPR 38 C                           | 2038-06-15      | 0.0000%  | 0.0000% | $266000.00         | $147534.51         | Agency Debentures and Agency Strips |
| 7.25 FNPR BB 05/30                       | 2030-05-15      | 0.0000%  | 0.0000% | $8000.00           | $6771.38           | Agency Debentures and Agency Strips |
| 5.625 FNPR A 07/37                       | 2037-07-15      | 0.0000%  | 0.0000% | $11000.00          | $6447.88           | Agency Debentures and Agency Strips |
| 0.78 FHOR 20-26 WK                       | 2026-09-04      | 0.7800%  | 0.0000% | $110000.00         | $108643.48         | Agency Debentures and Agency Strips |
| 2.00 FHOR 21-36 CW                       | 2036-02-25      | 2.0000%  | 0.0000% | $15000.00          | $11936.18          | Agency Debentures and Agency Strips |
| 2.00 FHOR 21-36 CY                       | 2036-02-26      | 2.0000%  | 0.0000% | $15000.00          | $11934.59          | Agency Debentures and Agency Strips |
| 1.01 FHOR 22-26 S2                       | 2026-04-29      | 1.0100%  | 0.0000% | $35000.00          | $35074.57          | Agency Debentures and Agency Strips |
| FHFR 03SO 04/27 8642                     | 2027-04-06      | 3.6750%  | 0.0000% | $60000.00          | $60525.20          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2030-05-01      | 2.9000%  | 0.0000% | $5000.00           | $4861.41           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANK                 | 2035-09-17      | 1.6800%  | 0.0000% | $26000.00          | $20303.17          | Agency Debentures and Agency Strips |
| 2.10 FCOR 22-36 AH                       | 2036-02-25      | 2.1000%  | 0.0000% | $9000.00           | $7266.01           | Agency Debentures and Agency Strips |
| 1.67 FCOR 22-31 CA                       | 2031-03-03      | 1.6700%  | 0.0000% | $9000.00           | $8059.96           | Agency Debentures and Agency Strips |
| 1.94 FCOR 21-32 BT                       | 2032-04-19      | 1.9400%  | 0.0000% | $2000.00           | $1770.78           | Agency Debentures and Agency Strips |
| 2.02 FCOR 22-31 CF                       | 2031-04-01      | 2.0200%  | 0.0000% | $4000.00           | $3664.62           | Agency Debentures and Agency Strips |
| 2.74 FCOR 22-36 BL                       | 2036-12-15      | 2.7400%  | 0.0000% | $1000.00           | $850.40            | Agency Debentures and Agency Strips |
| 4.75 FCSB 29 DI                          | 2029-04-30      | 4.7500%  | 0.0000% | $8000.00           | $8367.57           | Agency Debentures and Agency Strips |
| 4.75 FCSB 26 GI                          | 2026-05-08      | 4.7500%  | 0.0000% | $115000.00         | $117283.33         | Agency Debentures and Agency Strips |
| 4 7/8 FCSB 26 GK                         | 2026-08-28      | 4.8750%  | 0.0000% | $2000.00           | $2017.93           | Agency Debentures and Agency Strips |
| 4.25 FCSB 27 GT                          | 2027-01-13      | 4.2500%  | 0.0000% | $10000.00          | $10125.15          | Agency Debentures and Agency Strips |
| 3.50 FCSB 28 FZ                          | 2028-01-20      | 3.5000%  | 0.0000% | $18000.00          | $18005.68          | Agency Debentures and Agency Strips |
| 4.83 FCOR 26-34 DY                       | 2034-12-18      | 4.8300%  | 0.0000% | $5000.00           | $5021.74           | Agency Debentures and Agency Strips |
| FCFR 03SF BZ 27/05                       | 2027-05-06      | 3.7450%  | 0.0000% | $2000.00           | $2011.78           | Agency Debentures and Agency Strips |
| 4.22 FCOR 26-28 KM                       | 2028-05-15      | 4.2200%  | 0.0000% | $9000.00           | $9132.02           | Agency Debentures and Agency Strips |
| 5.07 FCOR 26-38 BM                       | 2038-02-26      | 5.0700%  | 0.0000% | $2000.00           | $1987.14           | Agency Debentures and Agency Strips |
| FEPC 06.000 CLQZ8784                     | 2055-11-01      | 6.0000%  | 0.0000% | $7994800.00        | $7757029.42        | Agency Mortgage-Backed Securities   |
| FEPC 04.500 CLQZ9260                     | 2055-11-01      | 4.5000%  | 0.0000% | $1044000.00        | $1008913.04        | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLQZ9418                     | 2055-11-01      | 6.0000%  | 0.0000% | $75800.00          | $74744.87          | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLSL3562                     | 2055-10-01      | 5.5000%  | 0.0000% | $3643900.00        | $3576363.84        | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLSL3132                     | 2055-02-01      | 6.0000%  | 0.0000% | $352000.00         | $343272.18         | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLRQ0084                     | 2056-01-01      | 5.0000%  | 0.0000% | $12500.00          | $12170.01          | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLRQ0086                     | 2056-01-01      | 6.0000%  | 0.0000% | $61400000.00       | $60093672.85       | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLRQ0102                     | 2056-03-01      | 5.0000%  | 0.0000% | $13500000.00       | $13255893.96       | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLRQ0110                     | 2056-03-01      | 5.0000%  | 0.0000% | $124000000.00      | $122515915.87      | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CIRR0017                     | 2040-08-01      | 5.0000%  | 0.0000% | $521200.00         | $424327.32         | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CIRR0062                     | 2041-02-01      | 5.0000%  | 0.0000% | $5749600.00        | $5649729.97        | Agency Mortgage-Backed Securities   |
| FEPC 04.000 CIRR0065                     | 2041-03-01      | 4.0000%  | 0.0000% | $1476600.00        | $1437728.68        | Agency Mortgage-Backed Securities   |
| FEPC 04.500 CIRR0066                     | 2041-03-01      | 4.5000%  | 0.0000% | $1414900.00        | $1397025.67        | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLTA0066                     | 2055-11-01      | 5.0000%  | 0.0000% | $2192600.00        | $2138491.57        | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLTA1591                     | 2055-12-01      | 5.0000%  | 0.0000% | $1479700.00        | $1439978.11        | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLQI0581                     | 2054-02-01      | 6.0000%  | 0.0000% | $2716500.00        | $2213937.35        | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLQI4891                     | 2054-05-01      | 5.5000%  | 0.0000% | $90000.00          | $86976.83          | Agency Mortgage-Backed Securities   |
| FMIN 09/15/2030 E                        | 2030-09-15      | 0.0000%  | 0.0000% | $49000.00          | $40937.15          | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLRJ6168                     | 2055-12-01      | 5.0000%  | 0.0000% | $10100000.00       | $9876095.37        | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLDF2543                     | 2055-12-01      | 5.0000%  | 0.0000% | $2238100.00        | $2171743.13        | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CIDF2776                     | 2041-03-01      | 4.0000%  | 0.0000% | $412300.00         | $403369.72         | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLDF4526                     | 2055-12-01      | 5.0000%  | 0.0000% | $2030700.00        | $2009486.83        | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLDF4505                     | 2055-12-01      | 5.0000%  | 0.0000% | $2665900.00        | $2633746.06        | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLDF5156                     | 2055-12-01      | 5.0000%  | 0.0000% | $8424700.00        | $8284036.70        | Agency Mortgage-Backed Securities   |
| GNPL PN DK0169                           | 2061-01-15      | 5.1100%  | 0.0000% | $13300000.00       | $13456685.21       | Agency Mortgage-Backed Securities   |
| FEPC 04.000 CLZT0540                     | 2048-06-01      | 4.0000%  | 0.0000% | $2054700.00        | $542313.13         | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLCC2014                     | 2056-01-01      | 5.0000%  | 0.0000% | $1810700.00        | $1801389.56        | Agency Mortgage-Backed Securities   |
| FNMS 02.500 CIMA4773                     | 2037-10-01      | 2.5000%  | 0.0000% | $126400.00         | $81043.85          | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLMA5945                     | 2056-01-01      | 5.5000%  | 0.0000% | $643700.00         | $635700.84         | Agency Mortgage-Backed Securities   |
| FNMS 04.500 CLMA6028                     | 2056-03-01      | 4.5000%  | 0.0000% | $1686500.00        | $1629243.32        | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLQY3974                     | 2055-05-01      | 5.5000%  | 0.0000% | $1141900.00        | $1144423.30        | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLQY7316                     | 2055-06-01      | 5.0000%  | 0.0000% | $101000.00         | $99582.59          | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLQY8777                     | 2055-07-01      | 6.0000%  | 0.0000% | $4900900.00        | $4746743.55        | Agency Mortgage-Backed Securities   |
| FEPC 03.500 CLSD8226                     | 2052-07-01      | 3.5000%  | 0.0000% | $2192400.00        | $1586420.14        | Agency Mortgage-Backed Securities   |
| FEPC 04.500 CLSD8322                     | 2053-05-01      | 4.5000%  | 0.0000% | $729100.00         | $578687.95         | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLSD4187                     | 2053-11-01      | 6.0000%  | 0.0000% | $17600000.00       | $13364940.94       | Agency Mortgage-Backed Securities   |
| 6.25 FNSM GDBB 05/29                     | 2029-05-15      | 6.2500%  | 0.0000% | $34000.00          | $37169.69          | Agency Mortgage-Backed Securities   |
| 7.125 FNSM BB 01/30                      | 2030-01-15      | 7.1250%  | 0.0000% | $2000.00           | $2255.39           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2030-11-15      | 6.6250%  | 0.0000% | $1000.00           | $1136.59           | Agency Mortgage-Backed Securities   |
| 0.875 FNSM A 08/30                       | 2030-08-05      | 0.8750%  | 0.0000% | $5000.00           | $4400.50           | Agency Mortgage-Backed Securities   |
| 0.75 FNSM A 10/27                        | 2027-10-08      | 0.7500%  | 0.0000% | $34000.00          | $32558.88          | Agency Mortgage-Backed Securities   |
| 2.125 FNSM A 04/26                       | 2026-04-24      | 2.1250%  | 0.0000% | $8000.00           | $8065.61           | Agency Mortgage-Backed Securities   |
| FMZC 11/15/38 U4                         | 2038-11-15      | 0.0000%  | 0.0000% | $5000.00           | $2766.96           | Agency Mortgage-Backed Securities   |
| FMZC 12/17/2029 A                        | 2029-12-17      | 0.0000%  | 0.0000% | $1000.00           | $863.81            | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-03-01      | 5.5000%  | 0.0000% | $3001300.00        | $2958705.96        | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLDD5838                     | 2055-03-01      | 5.5000%  | 0.0000% | $1197000.00        | $1212856.24        | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLDD7006                     | 2055-04-01      | 5.5000%  | 0.0000% | $8758100.00        | $7405921.68        | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLDE1710                     | 2055-06-01      | 6.0000%  | 0.0000% | $44900.00          | $40794.67          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-07-01      | 5.0000%  | 0.0000% | $1650100.00        | $1617738.09        | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLDE3367                     | 2055-07-01      | 5.5000%  | 0.0000% | $1036500.00        | $935780.76         | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLDE6946                     | 2056-01-01      | 5.0000%  | 0.0000% | $302000.00         | $298084.40         | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLDE8832                     | 2055-09-01      | 6.0000%  | 0.0000% | $96300.00          | $94748.67          | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLDE9830                     | 2055-10-01      | 5.5000%  | 0.0000% | $4119600.00        | $3991061.83        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $1502100.00        | $1456116.25        | Agency Mortgage-Backed Securities   |
| GNII SF MB0685 M                         | 2055-09-20      | 5.0000%  | 0.0000% | $7394900.00        | $7271620.38        | Agency Mortgage-Backed Securities   |
| GNII SP 788485 C                         | 2056-02-20      | 5.0000%  | 0.0000% | $40800000.00       | $40569796.95       | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLTA5281                     | 2056-02-01      | 5.5000%  | 0.0000% | $5961300.00        | $5854296.37        | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLTA5676                     | 2056-01-01      | 5.0000%  | 0.0000% | $1539300.00        | $1520964.33        | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLTA5782                     | 2056-02-01      | 5.0000%  | 0.0000% | $2001600.00        | $1975562.01        | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLTA6771                     | 2056-02-01      | 5.0000%  | 0.0000% | $1998100.00        | $1971506.40        | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLTA7972                     | 2056-03-01      | 5.0000%  | 0.0000% | $84100.00          | $83086.82          | Agency Mortgage-Backed Securities   |
| FEPC 04.500 CLTA8039                     | 2056-03-01      | 4.5000%  | 0.0000% | $55100.00          | $53280.60          | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLTA7385                     | 2056-03-01      | 5.0000%  | 0.0000% | $13800000.00       | $13657505.00       | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLTA7383                     | 2056-03-01      | 5.0000%  | 0.0000% | $103600.00         | $102176.03         | Agency Mortgage-Backed Securities   |
| FEPC 04.500 CLTA7960                     | 2056-03-01      | 4.5000%  | 0.0000% | $4054000.00        | $3916366.70        | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLTA8973                     | 2056-03-01      | 5.0000%  | 0.0000% | $649200.00         | $642474.07         | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLTA8514                     | 2056-03-01      | 5.0000%  | 0.0000% | $1925700.00        | $1910353.46        | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLTA9045                     | 2056-03-01      | 5.0000%  | 0.0000% | $345400.00         | $341821.54         | Agency Mortgage-Backed Securities   |
| GNII SF MA8800 M                         | 2053-04-20      | 5.0000%  | 0.0000% | $100000000.00      | $76017946.36       | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLDF6507                     | 2056-01-01      | 5.0000%  | 0.0000% | $1766400.00        | $1742447.06        | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLDF7279                     | 2056-03-01      | 5.0000%  | 0.0000% | $1100900.00        | $1092601.05        | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLDF7644                     | 2055-12-01      | 5.0000%  | 0.0000% | $68300.00          | $67249.93          | Agency Mortgage-Backed Securities   |
| FNMS 03.500 U4BF0200                     | 2051-11-01      | 3.5000%  | 0.0000% | $4468400.00        | $1159160.95        | Agency Mortgage-Backed Securities   |
| FNMS 04.500 I4BF0739                     | 2063-06-01      | 4.5000%  | 0.0000% | $121000000.00      | $93462818.13       | Agency Mortgage-Backed Securities   |
| FNMS 02.000 CLBR8771                     | 2051-03-01      | 2.0000%  | 0.0000% | $126000.00         | $88641.23          | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLBV1653                     | 2055-05-01      | 5.5000%  | 0.0000% | $5325600.00        | $5209564.08        | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLBV6814                     | 2053-08-01      | 5.0000%  | 0.0000% | $1583600.00        | $1528145.91        | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLBV6825                     | 2055-05-01      | 6.0000%  | 0.0000% | $1329200.00        | $1300357.68        | Agency Mortgage-Backed Securities   |
| FNMS 02.500 CLBV9644                     | 2052-05-01      | 2.5000%  | 0.0000% | $2059800.00        | $1404678.44        | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLBW1225                     | 2052-10-01      | 6.0000%  | 0.0000% | $2322700.00        | $1570749.75        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ6631                     | 2031-03-01      | 3.5650%  | 0.0000% | $34300000.00       | $33401994.64       | Agency Mortgage-Backed Securities   |
| 5.625 FNSM A 07/37                       | 2037-07-15      | 5.6250%  | 0.0000% | $3000.00           | $3321.87           | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-01-01      | 5.0000%  | 0.0000% | $2544100.00        | $2455446.66        | Agency Mortgage-Backed Securities   |
| FNMS 07.000 CLCB8518                     | 2054-04-01      | 7.0000%  | 0.0000% | $2036700.00        | $2007975.98        | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLCB9332                     | 2054-09-01      | 5.5000%  | 0.0000% | $33300.00          | $32402.77          | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2054-10-01      | 5.0000%  | 0.0000% | $1708200.00        | $1673226.32        | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLDF8911                     | 2056-01-01      | 5.0000%  | 0.0000% | $61400.00          | $60540.12          | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLDF9189                     | 2056-02-01      | 5.0000%  | 0.0000% | $3669500.00        | $3653533.89        | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLDG0073                     | 2056-01-01      | 5.0000%  | 0.0000% | $126300.00         | $125025.14         | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLDG0177                     | 2056-01-01      | 5.0000%  | 0.0000% | $3465400.00        | $3423414.83        | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLDG0368                     | 2056-01-01      | 5.0000%  | 0.0000% | $105600.00         | $104354.47         | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLDG0480                     | 2056-01-01      | 5.0000%  | 0.0000% | $2010500.00        | $1974721.01        | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLDG1022                     | 2056-02-01      | 5.0000%  | 0.0000% | $27300000.00       | $26913433.91       | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLDG1192                     | 2056-02-01      | 5.0000%  | 0.0000% | $571300.00         | $564443.25         | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLDG1430                     | 2056-02-01      | 5.0000%  | 0.0000% | $33600000.00       | $33139842.38       | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLDG1544                     | 2056-02-01      | 5.0000%  | 0.0000% | $2965900.00        | $2925534.98        | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLDG1606                     | 2056-02-01      | 5.0000%  | 0.0000% | $1000700.00        | $987574.63         | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLDG2640                     | 2056-02-01      | 5.0000%  | 0.0000% | $6207400.00        | $6136783.86        | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLDG1994                     | 2056-02-01      | 5.0000%  | 0.0000% | $45800000.00       | $45190762.38       | Agency Mortgage-Backed Securities   |
| FNMS 04.500 CLDG2272                     | 2056-03-01      | 4.5000%  | 0.0000% | $4061100.00        | $3923225.66        | Agency Mortgage-Backed Securities   |
| FNMS 04.500 CLDG2267                     | 2056-02-01      | 4.5000%  | 0.0000% | $2680900.00        | $2592374.00        | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLDG2517                     | 2056-02-01      | 5.0000%  | 0.0000% | $9142300.00        | $9056946.45        | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLDG3263                     | 2056-03-01      | 5.0000%  | 0.0000% | $3084800.00        | $3055249.98        | Agency Mortgage-Backed Securities   |
| FNMS 04.500 CLDG3765                     | 2056-03-01      | 4.5000%  | 0.0000% | $10200000.00       | $9834877.84        | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLDG3988                     | 2056-04-01      | 5.0000%  | 0.0000% | $91200.00          | $90253.22          | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLDG5279                     | 2056-03-01      | 5.5000%  | 0.0000% | $2315500.00        | $2359235.94        | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLFA2067                     | 2055-06-01      | 5.5000%  | 0.0000% | $21800000.00       | $21395714.03       | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLFA2825                     | 2055-09-01      | 5.0000%  | 0.0000% | $796500.00         | $774662.61         | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLFA3042                     | 2055-09-01      | 5.5000%  | 0.0000% | $21100000.00       | $20693416.90       | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLFA3883                     | 2055-12-01      | 5.0000%  | 0.0000% | $16600000.00       | $16368538.64       | Agency Mortgage-Backed Securities   |
| FNMS 06.500 CLFA4184                     | 2055-08-01      | 6.5000%  | 0.0000% | $19400000.00       | $19400099.89       | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLFA4244                     | 2055-11-01      | 5.5000%  | 0.0000% | $45500000.00       | $45906657.92       | Agency Mortgage-Backed Securities   |
| FNMS 06.500 CLCC0891                     | 2055-08-01      | 6.5000%  | 0.0000% | $80400000.00       | $77799167.70       | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLCC0093                     | 2055-01-01      | 5.0000%  | 0.0000% | $2313900.00        | $2277526.29        | Agency Mortgage-Backed Securities   |
| Fannie Mae                               | 2055-06-01      | 5.5000%  | 0.0000% | $31100000.00       | $29935010.01       | Agency Mortgage-Backed Securities   |
| TSY INFL IX N/B                          | 2034-07-15      | 1.8750%  | 0.0000% | $611100.00         | $638813.18         | U.S. Treasuries (including strips)  |
| TSY INFL IX N/B                          | 2035-01-15      | 2.1250%  | 0.0000% | $4100.00           | $4312.17           | U.S. Treasuries (including strips)  |
| TSY INFL IX N/B                          | 2030-04-15      | 1.6250%  | 0.0000% | $90800.00          | $94428.73          | U.S. Treasuries (including strips)  |
| TSY INFL IX N/B                          | 2035-07-15      | 1.8750%  | 0.0000% | $347600.00         | $351654.29         | U.S. Treasuries (including strips)  |
| 1 1/8 TRIN AE 30                         | 2030-10-15      | 1.1250%  | 0.0000% | $73000.00          | $73152.32          | U.S. Treasuries (including strips)  |
| TINT 08/15/31                            | 2031-08-15      | 0.0000%  | 0.0000% | $9467.66           | $7622.41           | U.S. Treasuries (including strips)  |
| TINT 02/15/32                            | 2032-02-15      | 0.0000%  | 0.0000% | $0.03              | $0.02              | U.S. Treasuries (including strips)  |
| TINT 08/15/32                            | 2032-08-15      | 0.0000%  | 0.0000% | $0.65              | $0.50              | U.S. Treasuries (including strips)  |
| TINT 02/15/33                            | 2033-02-15      | 0.0000%  | 0.0000% | $0.08              | $0.06              | U.S. Treasuries (including strips)  |
| TINT 08/15/33                            | 2033-08-15      | 0.0000%  | 0.0000% | $234167.96         | $171761.03         | U.S. Treasuries (including strips)  |
| TINT 02/15/34                            | 2034-02-15      | 0.0000%  | 0.0000% | $3242.37           | $2318.42           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2034-08-15      | 0.0000%  | 0.0000% | $413.71            | $288.58            | U.S. Treasuries (including strips)  |
| TINT 02/15/35                            | 2035-02-15      | 0.0000%  | 0.0000% | $8643.32           | $5878.11           | U.S. Treasuries (including strips)  |
| TINT 08/15/35                            | 2035-08-15      | 0.0000%  | 0.0000% | $1871.34           | $1240.35           | U.S. Treasuries (including strips)  |
| TINT 02/15/36                            | 2036-02-15      | 0.0000%  | 0.0000% | $7852.01           | $5064.37           | U.S. Treasuries (including strips)  |
| TINT 11/15/30                            | 2030-11-15      | 0.0000%  | 0.0000% | $2.02              | $1.68              | U.S. Treasuries (including strips)  |
| TINT 05/15/31                            | 2031-05-15      | 0.0000%  | 0.0000% | $0.67              | $0.55              | U.S. Treasuries (including strips)  |
| TINT 11/15/31                            | 2031-11-15      | 0.0000%  | 0.0000% | $0.03              | $0.02              | U.S. Treasuries (including strips)  |
| TINT 05/15/32                            | 2032-05-15      | 0.0000%  | 0.0000% | $0.46              | $0.36              | U.S. Treasuries (including strips)  |
| TINT 11/15/32                            | 2032-11-15      | 0.0000%  | 0.0000% | $6330.89           | $4815.56           | U.S. Treasuries (including strips)  |
| TINT 11/15/33                            | 2033-11-15      | 0.0000%  | 0.0000% | $0.70              | $0.51              | U.S. Treasuries (including strips)  |
| TINT 05/15/34                            | 2034-05-15      | 0.0000%  | 0.0000% | $69.34             | $48.98             | U.S. Treasuries (including strips)  |
| TINT 05/15/26                            | 2026-05-15      | 0.0000%  | 0.0000% | $374152.09         | $372442.59         | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2026-08-15      | 0.0000%  | 0.0000% | $0.20              | $0.20              | U.S. Treasuries (including strips)  |
| TINT 11/15/26                            | 2026-11-15      | 0.0000%  | 0.0000% | $2002.00           | $1956.28           | U.S. Treasuries (including strips)  |
| TINT 02/15/27                            | 2027-02-15      | 0.0000%  | 0.0000% | $22.35             | $21.65             | U.S. Treasuries (including strips)  |
| TINT 05/15/27                            | 2027-05-15      | 0.0000%  | 0.0000% | $0.54              | $0.52              | U.S. Treasuries (including strips)  |
| TINT 08/15/27                            | 2027-08-15      | 0.0000%  | 0.0000% | $21155.45          | $20077.41          | U.S. Treasuries (including strips)  |
| TINT 11/15/27                            | 2027-11-15      | 0.0000%  | 0.0000% | $0.02              | $0.02              | U.S. Treasuries (including strips)  |
| TINT 02/15/28                            | 2028-02-15      | 0.0000%  | 0.0000% | $10.65             | $9.91              | U.S. Treasuries (including strips)  |
| TINT 08/15/28                            | 2028-08-15      | 0.0000%  | 0.0000% | $1857.91           | $1696.08           | U.S. Treasuries (including strips)  |
| TINT 05/15/28                            | 2028-05-15      | 0.0000%  | 0.0000% | $12.88             | $11.87             | U.S. Treasuries (including strips)  |
| TINT 11/15/28                            | 2028-11-15      | 0.0000%  | 0.0000% | $0.03              | $0.03              | U.S. Treasuries (including strips)  |
| TINT 05/15/35                            | 2035-05-15      | 0.0000%  | 0.0000% | $1370.22           | $920.18            | U.S. Treasuries (including strips)  |
| TINT 11/15/35                            | 2035-11-15      | 0.0000%  | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips)  |
| TINT 02/15/29                            | 2029-02-15      | 0.0000%  | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips)  |
| TINT 08/15/29                            | 2029-08-15      | 0.0000%  | 0.0000% | $6.45              | $5.66              | U.S. Treasuries (including strips)  |
| TINT 05/15/29                            | 2029-05-15      | 0.0000%  | 0.0000% | $9857.04           | $8733.73           | U.S. Treasuries (including strips)  |
| TINT 05/15/30                            | 2030-05-15      | 0.0000%  | 0.0000% | $7733.86           | $6570.93           | U.S. Treasuries (including strips)  |
| TINT 02/15/30                            | 2030-02-15      | 0.0000%  | 0.0000% | $7850.67           | $6741.11           | U.S. Treasuries (including strips)  |
| TINT 08/15/30                            | 2030-08-15      | 0.0000%  | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips)  |
| TINT 02/15/31                            | 2031-02-15      | 0.0000%  | 0.0000% | $341392.10         | $280932.24         | U.S. Treasuries (including strips)  |
| TINT 05/15/36                            | 2036-05-15      | 0.0000%  | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips)  |
| TINT 11/15/36                            | 2036-11-15      | 0.0000%  | 0.0000% | $61381.32          | $38005.47          | U.S. Treasuries (including strips)  |
| TINT 05/15/37                            | 2037-05-15      | 0.0000%  | 0.0000% | $300.34            | $180.82            | U.S. Treasuries (including strips)  |
| TINT 02/15/38                            | 2038-02-15      | 0.0000%  | 0.0000% | $387937.35         | $223403.03         | U.S. Treasuries (including strips)  |
| TINT 11/15/51                            | 2051-11-15      | 0.0000%  | 0.0000% | $0.06              | $0.02              | U.S. Treasuries (including strips)  |
| TINT 05/15/38                            | 2038-05-15      | 0.0000%  | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips)  |
| TINT 02/15/52                            | 2052-02-15      | 0.0000%  | 0.0000% | $0.04              | $0.01              | U.S. Treasuries (including strips)  |
| TINT 08/15/52                            | 2052-08-15      | 0.0000%  | 0.0000% | $9343.58           | $2426.89           | U.S. Treasuries (including strips)  |
| TINT 05/15/39                            | 2039-05-15      | 0.0000%  | 0.0000% | $0.05              | $0.03              | U.S. Treasuries (including strips)  |
| TINT 08/15/39                            | 2039-08-15      | 0.0000%  | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips)  |
| TINT 11/15/39                            | 2039-11-15      | 0.0000%  | 0.0000% | $1685367.14        | $872919.06         | U.S. Treasuries (including strips)  |
| TINT 02/15/53                            | 2053-02-15      | 0.0000%  | 0.0000% | $16364.45          | $4156.39           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2040-02-15      | 0.0000%  | 0.0000% | $1.07              | $0.55              | U.S. Treasuries (including strips)  |
| TINT 05/15/53                            | 2053-05-15      | 0.0000%  | 0.0000% | $97358.14          | $24441.27          | U.S. Treasuries (including strips)  |
| TINT 08/15/53                            | 2053-08-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips)  |
| TINT 05/15/40                            | 2040-05-15      | 0.0000%  | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips)  |
| TINT 08/15/40                            | 2040-08-15      | 0.0000%  | 0.0000% | $12081.93          | $5979.26           | U.S. Treasuries (including strips)  |
| TINT 11/15/40                            | 2040-11-15      | 0.0000%  | 0.0000% | $23246.92          | $11331.62          | U.S. Treasuries (including strips)  |
| TINT 02/15/41                            | 2041-02-15      | 0.0000%  | 0.0000% | $0.41              | $0.20              | U.S. Treasuries (including strips)  |
| TINT 02/15/54                            | 2054-02-15      | 0.0000%  | 0.0000% | $6131.73           | $1485.32           | U.S. Treasuries (including strips)  |
| TINT 05/15/45                            | 2045-05-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips)  |
| TINT 05/15/41                            | 2041-05-15      | 0.0000%  | 0.0000% | $1.00              | $0.47              | U.S. Treasuries (including strips)  |
| TINT 11/15/41                            | 2041-11-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips)  |
| TINT 02/15/42                            | 2042-02-15      | 0.0000%  | 0.0000% | $395273.02         | $178413.20         | U.S. Treasuries (including strips)  |
| TINT 05/15/42                            | 2042-05-15      | 0.0000%  | 0.0000% | $0.05              | $0.02              | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2042-08-15      | 0.0000%  | 0.0000% | $1762.52           | $771.24            | U.S. Treasuries (including strips)  |
| TINT 11/15/42                            | 2042-11-15      | 0.0000%  | 0.0000% | $0.03              | $0.01              | U.S. Treasuries (including strips)  |
| TINT 02/15/43                            | 2043-02-15      | 0.0000%  | 0.0000% | $0.23              | $0.10              | U.S. Treasuries (including strips)  |
| TINT 05/15/43                            | 2043-05-15      | 0.0000%  | 0.0000% | $33623.04          | $14073.46          | U.S. Treasuries (including strips)  |
| TINT 08/15/43                            | 2043-08-15      | 0.0000%  | 0.0000% | $1.08              | $0.45              | U.S. Treasuries (including strips)  |
| 5 TPRN 37                                | 2037-05-15      | 0.0000%  | 0.0000% | $15700.00          | $9689.33           | U.S. Treasuries (including strips)  |
| 4 3/8 TPRN 39                            | 2039-11-15      | 0.0000%  | 0.0000% | $1700.00           | $898.67            | U.S. Treasuries (including strips)  |
| 3 1/8 TPRN 41                            | 2041-11-15      | 0.0000%  | 0.0000% | $25000.00          | $11721.95          | U.S. Treasuries (including strips)  |
| 3 1/8 TPRN 42                            | 2042-02-15      | 0.0000%  | 0.0000% | $3200.00           | $1476.68           | U.S. Treasuries (including strips)  |
| 2 3/4 TPRN 42                            | 2042-08-15      | 0.0000%  | 0.0000% | $100.00            | $44.75             | U.S. Treasuries (including strips)  |
| 2 7/8 TPRN 43                            | 2043-05-15      | 0.0000%  | 0.0000% | $14300.00          | $6118.44           | U.S. Treasuries (including strips)  |
| STRIP PRINC                              | 2043-08-15      | 0.0000%  | 0.0000% | $9400.00           | $3960.76           | U.S. Treasuries (including strips)  |
| 3 3/4 TPRN 43                            | 2043-11-15      | 0.0000%  | 0.0000% | $31700.00          | $13176.07          | U.S. Treasuries (including strips)  |
| 3 5/8 TPRN 44                            | 2044-02-15      | 0.0000%  | 0.0000% | $10000.00          | $4095.64           | U.S. Treasuries (including strips)  |
| 3 1/8 TPRN 44                            | 2044-08-15      | 0.0000%  | 0.0000% | $23400.00          | $9320.92           | U.S. Treasuries (including strips)  |
| 2 1/2 TPRN 45                            | 2045-02-15      | 0.0000%  | 0.0000% | $500.00            | $193.77            | U.S. Treasuries (including strips)  |
| 3 TPRN 45                                | 2045-05-15      | 0.0000%  | 0.0000% | $200.00            | $76.47             | U.S. Treasuries (including strips)  |
| 2 1/2 TPRN 46                            | 2046-02-15      | 0.0000%  | 0.0000% | $200.00            | $73.47             | U.S. Treasuries (including strips)  |
| 2 1/2 TPRN 46                            | 2046-05-15      | 0.0000%  | 0.0000% | $200.00            | $72.46             | U.S. Treasuries (including strips)  |
| 2 7/8 TPRN 46                            | 2046-11-15      | 0.0000%  | 0.0000% | $54000.00          | $19060.38          | U.S. Treasuries (including strips)  |
| 3 TPRN 47                                | 2047-02-15      | 0.0000%  | 0.0000% | $17200.00          | $5983.38           | U.S. Treasuries (including strips)  |
| 3 TPRN 48                                | 2048-08-15      | 0.0000%  | 0.0000% | $9700.00           | $3124.57           | U.S. Treasuries (including strips)  |
| 2 7/8 TPRN 49                            | 2049-05-15      | 0.0000%  | 0.0000% | $100.00            | $30.96             | U.S. Treasuries (including strips)  |
| 2 3/8 TPRN 49                            | 2049-11-15      | 0.0000%  | 0.0000% | $1900.00           | $573.81            | U.S. Treasuries (including strips)  |
| 1 1/4 TPRN 50                            | 2050-05-15      | 0.0000%  | 0.0000% | $32000.00          | $9473.38           | U.S. Treasuries (including strips)  |
| 1 3/8 TPRN 50                            | 2050-08-15      | 0.0000%  | 0.0000% | $200.00            | $58.30             | U.S. Treasuries (including strips)  |
| 3 TPRN 52                                | 2052-08-15      | 0.0000%  | 0.0000% | $400.00            | $105.89            | U.S. Treasuries (including strips)  |
| STRIP PRINC                              | 2053-02-15      | 0.0000%  | 0.0000% | $100.00            | $25.91             | U.S. Treasuries (including strips)  |
| 3 5/8 TPRN 53                            | 2053-05-15      | 0.0000%  | 0.0000% | $100.00            | $25.61             | U.S. Treasuries (including strips)  |
| 4 1/8 TPRN 53                            | 2053-08-15      | 0.0000%  | 0.0000% | $200.00            | $50.75             | U.S. Treasuries (including strips)  |
| 4 1/4 TPRN 54                            | 2054-02-15      | 0.0000%  | 0.0000% | $27000.00          | $6700.48           | U.S. Treasuries (including strips)  |
| 4 1/4 TPRN 54                            | 2054-08-15      | 0.0000%  | 0.0000% | $100.00            | $24.31             | U.S. Treasuries (including strips)  |
| 4 3/4 TPRN 45                            | 2045-02-15      | 0.0000%  | 0.0000% | $10300.00          | $3994.63           | U.S. Treasuries (including strips)  |
| 4 3/4 TPRN 55                            | 2055-05-15      | 0.0000%  | 0.0000% | $2199900.00        | $520285.15         | U.S. Treasuries (including strips)  |
| 4 3/4 TPRN 55                            | 2055-08-15      | 0.0000%  | 0.0000% | $400.00            | $93.69             | U.S. Treasuries (including strips)  |
| 4 5/8 TPRN 55                            | 2055-11-15      | 0.0000%  | 0.0000% | $100.00            | $23.21             | U.S. Treasuries (including strips)  |
| 1 3/4 TPRN F 29                          | 2029-11-15      | 0.0000%  | 0.0000% | $1000.00           | $870.09            | U.S. Treasuries (including strips)  |
| 4 1/8 TPRN F 32                          | 2032-11-15      | 0.0000%  | 0.0000% | $15000.00          | $11421.03          | U.S. Treasuries (including strips)  |
| 3 1/2 TPRN B 33                          | 2033-02-15      | 0.0000%  | 0.0000% | $10000.00          | $7524.34           | U.S. Treasuries (including strips)  |
| 4 1/2 TPRN F 33                          | 2033-11-15      | 0.0000%  | 0.0000% | $41700.00          | $30300.68          | U.S. Treasuries (including strips)  |
| 4 TPRN B 34                              | 2034-02-15      | 0.0000%  | 0.0000% | $20100.00          | $14422.25          | U.S. Treasuries (including strips)  |
| 4 1/2 TPRN AN 27                         | 2027-05-15      | 0.0000%  | 0.0000% | $100.00            | $95.81             | U.S. Treasuries (including strips)  |
| 4 5/8 TPRN B 35                          | 2035-02-15      | 0.0000%  | 0.0000% | $7000.00           | $4784.30           | U.S. Treasuries (including strips)  |
| 4 1/4 TPRN C 35                          | 2035-05-15      | 0.0000%  | 0.0000% | $1000.00           | $675.43            | U.S. Treasuries (including strips)  |
| TSY INFL IX N/B                          | 2027-07-15      | 0.3750%  | 0.0000% | $6100.00           | $8116.15           | U.S. Treasuries (including strips)  |
| TSY INFL IX N/B                          | 2029-07-15      | 0.2500%  | 0.0000% | $200.00            | $247.61            | U.S. Treasuries (including strips)  |
| TSY INFL IX N/B                          | 2026-07-15      | 0.1250%  | 0.0000% | $100.00            | $137.66            | U.S. Treasuries (including strips)  |
| TSY INFL IX N/B                          | 2027-01-15      | 0.3750%  | 0.0000% | $91300.00          | $123270.35         | U.S. Treasuries (including strips)  |
| TSY INFL IX N/B                          | 2030-01-15      | 0.1250%  | 0.0000% | $100.00            | $121.05            | U.S. Treasuries (including strips)  |
| TSY INFL IX N/B                          | 2030-07-15      | 0.1250%  | 0.0000% | $4200.00           | $5074.94           | U.S. Treasuries (including strips)  |
| 0 1/2 NOTE R 27                          | 2027-10-31      | 0.5000%  | 0.0000% | $3045900.00        | $2896923.92        | U.S. Treasuries (including strips)  |
| 0 1/8 TRIN X 26                          | 2026-04-15      | 0.1250%  | 0.0000% | $400.00            | $496.72            | U.S. Treasuries (including strips)  |
| TSY INFL IX N/B                          | 2031-07-15      | 0.1250%  | 0.0000% | $91300.00          | $103579.58         | U.S. Treasuries (including strips)  |
| TSY INFL IX N/B                          | 2032-01-15      | 0.1250%  | 0.0000% | $61900.00          | $66876.61          | U.S. Treasuries (including strips)  |
| TSY INFL IX N/B                          | 2027-04-15      | 0.1250%  | 0.0000% | $200.00            | $229.25            | U.S. Treasuries (including strips)  |
| TSY INFL IX N/B                          | 2027-10-15      | 1.6250%  | 0.0000% | $2900.00           | $3258.10           | U.S. Treasuries (including strips)  |
| TSY INFL IX N/B                          | 2033-01-15      | 1.1250%  | 0.0000% | $6426500.00        | $6774387.11        | U.S. Treasuries (including strips)  |
| TSY INFL IX N/B                          | 2028-04-15      | 1.2500%  | 0.0000% | $200.00            | $218.99            | U.S. Treasuries (including strips)  |
| TSY INFL IX N/B                          | 2033-07-15      | 1.3750%  | 0.0000% | $760100.00         | $797937.01         | U.S. Treasuries (including strips)  |
| TSY INFL IX N/B                          | 2028-10-15      | 2.3750%  | 0.0000% | $400.00            | $444.57            | U.S. Treasuries (including strips)  |
| 6 1/2 TPRN 26                            | 2026-11-15      | 0.0000%  | 0.0000% | $16700.00          | $16330.10          | U.S. Treasuries (including strips)  |
| 6 1/8 TPRN 27                            | 2027-11-15      | 0.0000%  | 0.0000% | $20300.00          | $19091.24          | U.S. Treasuries (including strips)  |
| 5 1/2 TPRN 28                            | 2028-08-15      | 0.0000%  | 0.0000% | $300.00            | $274.15            | U.S. Treasuries (including strips)  |
| 6 1/4 TPRN 30                            | 2030-05-15      | 0.0000%  | 0.0000% | $800.00            | $681.22            | U.S. Treasuries (including strips)  |
| 4 1/2 TPRN 36                            | 2036-02-15      | 0.0000%  | 0.0000% | $200.00            | $131.38            | U.S. Treasuries (including strips)  |
| TINT 11/15/43                            | 2043-11-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips)  |
| TINT 02/15/44                            | 2044-02-15      | 0.0000%  | 0.0000% | $8795.37           | $3523.10           | U.S. Treasuries (including strips)  |
| TINT 05/15/44                            | 2044-05-15      | 0.0000%  | 0.0000% | $1.49              | $0.59              | U.S. Treasuries (including strips)  |
| TINT 08/15/44                            | 2044-08-15      | 0.0000%  | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2044-11-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips)  |
| TINT 02/15/45                            | 2045-02-15      | 0.0000%  | 0.0000% | $107.29            | $40.62             | U.S. Treasuries (including strips)  |
| TINT 08/15/45                            | 2045-08-15      | 0.0000%  | 0.0000% | $0.55              | $0.20              | U.S. Treasuries (including strips)  |
| TINT 11/15/45                            | 2045-11-15      | 0.0000%  | 0.0000% | $3513.17           | $1277.02           | U.S. Treasuries (including strips)  |
| TINT 02/15/46                            | 2046-02-15      | 0.0000%  | 0.0000% | $3.11              | $1.11              | U.S. Treasuries (including strips)  |
| TINT 05/15/46                            | 2046-05-15      | 0.0000%  | 0.0000% | $18869.10          | $6682.30           | U.S. Treasuries (including strips)  |
| TINT 08/15/46                            | 2046-08-15      | 0.0000%  | 0.0000% | $1599132.97        | $558084.61         | U.S. Treasuries (including strips)  |
| TINT 11/15/46                            | 2046-11-15      | 0.0000%  | 0.0000% | $1.57              | $0.54              | U.S. Treasuries (including strips)  |
| TINT 02/15/47                            | 2047-02-15      | 0.0000%  | 0.0000% | $1491.98           | $507.79            | U.S. Treasuries (including strips)  |
| TINT 05/15/47                            | 2047-05-15      | 0.0000%  | 0.0000% | $156879.92         | $52810.80          | U.S. Treasuries (including strips)  |
| TINT 11/15/47                            | 2047-11-15      | 0.0000%  | 0.0000% | $24379.25          | $7995.18           | U.S. Treasuries (including strips)  |
| TINT 02/15/48                            | 2048-02-15      | 0.0000%  | 0.0000% | $22078.66          | $7162.27           | U.S. Treasuries (including strips)  |
| TINT 05/15/48                            | 2048-05-15      | 0.0000%  | 0.0000% | $26925.09          | $8622.92           | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2048-11-15      | 0.0000%  | 0.0000% | $4290.74           | $1339.22           | U.S. Treasuries (including strips)  |
| TINT 02/15/49                            | 2049-02-15      | 0.0000%  | 0.0000% | $3275.80           | $1009.32           | U.S. Treasuries (including strips)  |
| TINT 05/15/49                            | 2049-05-15      | 0.0000%  | 0.0000% | $155278.83         | $47233.65          | U.S. Treasuries (including strips)  |
| TINT 08/15/49                            | 2049-08-15      | 0.0000%  | 0.0000% | $14642.06          | $4397.92           | U.S. Treasuries (including strips)  |
| TINT 11/15/49                            | 2049-11-15      | 0.0000%  | 0.0000% | $465.18            | $138.26            | U.S. Treasuries (including strips)  |
| TINT 02/15/50                            | 2050-02-15      | 0.0000%  | 0.0000% | $0.28              | $0.08              | U.S. Treasuries (including strips)  |
| TINT 05/15/50                            | 2050-05-15      | 0.0000%  | 0.0000% | $0.30              | $0.09              | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2050-08-15      | 0.0000%  | 0.0000% | $0.10              | $0.03              | U.S. Treasuries (including strips)  |
| TINT 02/15/51                            | 2051-02-15      | 0.0000%  | 0.0000% | $296602.90         | $82698.23          | U.S. Treasuries (including strips)  |
| TINT 05/15/51                            | 2051-05-15      | 0.0000%  | 0.0000% | $0.39              | $0.11              | U.S. Treasuries (including strips)  |
| TINT 08/15/51                            | 2051-08-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips)  |
| TINT 05/15/54                            | 2054-05-15      | 0.0000%  | 0.0000% | $3635.01           | $873.79            | U.S. Treasuries (including strips)  |
| TINT 11/15/54                            | 2054-11-15      | 0.0000%  | 0.0000% | $2823.33           | $673.52            | U.S. Treasuries (including strips)  |
| TINT 02/15/55                            | 2055-02-15      | 0.0000%  | 0.0000% | $4374.97           | $1032.62           | U.S. Treasuries (including strips)  |
| TINT 05/15/55                            | 2055-05-15      | 0.0000%  | 0.0000% | $1472.14           | $345.93            | U.S. Treasuries (including strips)  |
| TINT 02/15/56                            | 2056-02-15      | 0.0000%  | 0.0000% | $2.67              | $0.61              | U.S. Treasuries (including strips)  |
| STRIPS                                   | 2036-08-15      | 0.0000%  | 0.0000% | $267751.43         | $168038.66         | U.S. Treasuries (including strips)  |

### Security 152: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: LMRP10522655
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 5/8 NOTE AU 26                 | 2026-11-15      | 4.6250%  | 0.0000% | $111000000.00      | $112924795.60      | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-02-15      | 4.1250%  | 0.0000% | $491100.00         | $494963.39         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2031-02-28      | 4.2500%  | 0.0000% | $5000500.00        | $5075808.35        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31                  | 2031-04-30      | 4.6250%  | 0.0000% | $400.00            | $418.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND | 2026-06-30      | 4.6250%  | 0.0000% | $983600.00         | $997044.45         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-08-15      | 3.7500%  | 0.0000% | $557900.00         | $559572.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND | 2026-09-30      | 3.5000%  | 0.0000% | $37700.00          | $37649.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND | 2026-11-30      | 4.2500%  | 0.0000% | $523000.00         | $532004.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND | 2027-02-28      | 4.1250%  | 0.0000% | $8702000.00        | $8758605.33        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28                 | 2028-03-15      | 3.8750%  | 0.0000% | $332100.00         | $332868.74         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2030-06-30      | 3.8750%  | 0.0000% | $4000800.00        | $4028329.42        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28                 | 2028-08-15      | 3.6250%  | 0.0000% | $1300.00           | $1299.18           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE P 32                  | 2032-08-31      | 3.8750%  | 0.0000% | $600.00            | $593.46            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE J 33                  | 2033-03-31      | 4.2500%  | 0.0000% | $5733000.00        | $5762582.28        | U.S. Treasuries (including strips) |
| 4 3/8 TPRN 39                    | 2039-11-15      | 0.0000%  | 0.0000% | $53000000.00       | $28000000.00       | U.S. Treasuries (including strips) |
| 6 1/2 BOND 26                    | 2026-11-15      | 6.5000%  | 0.0000% | $700.00            | $728.69            | U.S. Treasuries (including strips) |
| 6 1/8 BOND 29                    | 2029-08-15      | 6.1250%  | 0.0000% | $600.00            | $646.08            | U.S. Treasuries (including strips) |
| 6 1/4 BOND 30                    | 2030-05-15      | 6.2500%  | 0.0000% | $600.00            | $666.04            | U.S. Treasuries (including strips) |
| 5 3/8 BOND 31                    | 2031-02-15      | 5.3750%  | 0.0000% | $1200.00           | $1280.90           | U.S. Treasuries (including strips) |
| 4 3/8 BOND 38                    | 2038-02-15      | 4.3750%  | 0.0000% | $6017400.00        | $6022494.81        | U.S. Treasuries (including strips) |
| 3 1/2 BOND 39                    | 2039-02-15      | 3.5000%  | 0.0000% | $4337300.00        | $3919202.25        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41                    | 2041-02-15      | 4.7500%  | 0.0000% | $5994200.00        | $6049295.57        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41                    | 2041-11-15      | 3.1250%  | 0.0000% | $500000.00         | $414186.67         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2043-08-15      | 3.6250%  | 0.0000% | $71400000.00       | $61214626.09       | U.S. Treasuries (including strips) |
| 3 BOND 45                        | 2045-05-15      | 3.0000%  | 0.0000% | $17600000.00       | $13598501.02       | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40                    | 2040-05-15      | 1.1250%  | 0.0000% | $2353000.00        | $1490029.06        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55                    | 2055-08-15      | 4.7500%  | 0.0000% | $62700000.00       | $61462000.12       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-08-15      | 2.2500%  | 0.0000% | $101100.00         | $99188.38          | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28                  | 2028-05-15      | 2.8750%  | 0.0000% | $2850600.00        | $2825138.74        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE P 26                  | 2026-08-31      | 1.3750%  | 0.0000% | $767200.00         | $760433.52         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-01-31      | 1.5000%  | 0.0000% | $13000000.00       | $12831881.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND | 2027-02-28      | 1.1250%  | 0.0000% | $16900000.00       | $16516016.72       | U.S. Treasuries (including strips) |
| 0 3/8 NOTE N 27                  | 2027-07-31      | 0.3750%  | 0.0000% | $1149700.00        | $1098398.30        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-04-30      | 1.2500%  | 0.0000% | $52200.00          | $49773.17          | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-02-29      | 4.0000%  | 0.0000% | $4979500.00        | $5009778.18        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33                  | 2033-05-15      | 3.3750%  | 0.0000% | $10500000.00       | $10110482.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL      | 2026-04-16      | 0.0000%  | 0.0000% | $73500000.00       | $73400000.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL      | 2026-04-30      | 0.0000%  | 0.0000% | $11200000.00       | $11200000.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL      | 2026-07-23      | 0.0000%  | 0.0000% | $48800000.00       | $48300000.00       | U.S. Treasuries (including strips) |
| BILL 08/13/26                    | 2026-08-13      | 0.0000%  | 0.0000% | $6000000.00        | $5918820.00        | U.S. Treasuries (including strips) |

### Security 153: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: LMRP10522665
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.000 CLRJ5436 | 2055-09-01      | 6.0000%  | 0.0000% | $247000000.00      | $228114298.50      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF2619 | 2040-11-01      | 5.0000%  | 0.0000% | $190890.00         | $191322.52         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF3255 | 2055-10-01      | 6.0000%  | 0.0000% | $642835.00         | $658081.01         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6419 | 2055-12-01      | 5.5000%  | 0.0000% | $6206176.00        | $6206770.66        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKMA1491 | 2043-07-01      | 3.0000%  | 0.0000% | $2280000.00        | $204816.33         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKMA2711 | 2046-08-01      | 3.0000%  | 0.0000% | $15700000.00       | $1414216.90        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4205 | 2035-12-01      | 1.5000%  | 0.0000% | $270000.00         | $115902.78         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4588 | 2032-04-01      | 1.5000%  | 0.0000% | $131257.00         | $58638.51          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDB0109 | 2054-03-01      | 4.5000%  | 0.0000% | $1264568.00        | $1040995.53        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB5309 | 2054-06-01      | 6.5000%  | 0.0000% | $1196002.00        | $986164.73         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD6103 | 2055-06-01      | 5.0000%  | 0.0000% | $1760742.00        | $1722076.25        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE4614 | 2055-08-01      | 6.5000%  | 0.0000% | $1181730.00        | $1092201.53        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5816 | 2045-09-01      | 3.5000%  | 0.0000% | $3000000.00        | $281284.62         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH0876 | 2047-04-01      | 4.5000%  | 0.0000% | $11600000.00       | $1249987.08        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5680 | 2049-03-01      | 5.0000%  | 0.0000% | $275000.00         | $42021.92          | Agency Mortgage-Backed Securities |
| FNMS 03.000 REBO3160 | 2049-07-01      | 3.0000%  | 0.0000% | $2800000.00        | $424915.57         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBP3136 | 2035-03-01      | 2.5000%  | 0.0000% | $2600000.00        | $860466.54         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU5527 | 2055-01-01      | 5.0000%  | 0.0000% | $1449440.00        | $1252524.11        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7319 | 2052-08-01      | 5.0000%  | 0.0000% | $19900000.00       | $15564659.92       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0986 | 2052-10-01      | 5.0000%  | 0.0000% | $1811572.00        | $1570120.69        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4426 | 2048-06-01      | 3.5000%  | 0.0000% | $515000.00         | $118408.84         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7108 | 2053-09-01      | 5.5000%  | 0.0000% | $7200000.00        | $5696778.42        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICB7203 | 2038-07-01      | 6.0000%  | 0.0000% | $1632036.00        | $650589.34         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLCB8376 | 2054-04-01      | 7.5000%  | 0.0000% | $9287120.00        | $5217310.67        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTCB9300 | 2044-09-01      | 6.5000%  | 0.0000% | $2009764.00        | $1893836.42        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF9017 | 2041-01-01      | 5.0000%  | 0.0000% | $1001150.00        | $991147.07         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF9202 | 2056-02-01      | 6.0000%  | 0.0000% | $1069418.00        | $1105241.22        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF9335 | 2056-01-01      | 6.5000%  | 0.0000% | $2593772.00        | $2697137.06        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG1398 | 2056-02-01      | 4.5000%  | 0.0000% | $3576112.00        | $3449179.84        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA0802 | 2051-08-01      | 4.0000%  | 0.0000% | $6834144.00        | $5931395.89        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1500 | 2050-11-01      | 3.0000%  | 0.0000% | $6142920.00        | $4985227.76        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM2136 | 2039-12-01      | 3.5000%  | 0.0000% | $100000.00         | $24444.32          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM5423 | 2051-01-01      | 2.5000%  | 0.0000% | $300000.00         | $160618.45         | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2051-05-01      | 3.0000%  | 0.0000% | $1074166.00        | $617598.10         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTFM8219 | 2041-07-01      | 2.5000%  | 0.0000% | $5104840.00        | $3160216.56        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2025 | 2052-06-01      | 4.0000%  | 0.0000% | $5183720.00        | $3793411.97        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS4061 | 2037-10-01      | 3.0000%  | 0.0000% | $1190960.00        | $753654.64         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTCC1757 | 2045-11-01      | 6.5000%  | 0.0000% | $1952952.00        | $1917298.88        | Agency Mortgage-Backed Securities |

### Security 154: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: LMRP10522675
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-01-31      | 3.5000%  | 0.0000% | $1600.00           | $1599.96           | U.S. Treasuries (including strips) |
| 4 NOTE H 30     | 2030-02-28      | 4.0000%  | 0.0000% | $50600000.00       | $50970645.57       | U.S. Treasuries (including strips) |

### Security 155: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: LMRP10522685
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.000 CLSL4395 | 2056-03-01      | 5.0000%  | 0.0000% | $4317000.00        | $4279125.52        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3942 | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1040.67           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL4282 | 2056-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1038.44           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL4652 | 2056-04-01      | 5.0000%  | 0.0000% | $18300000.00       | $18176266.54       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ2859 | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $891.61            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9855 | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $888.67            | Agency Mortgage-Backed Securities |
| FREDDIE MAC          | 2053-07-01      | 5.0000%  | 0.0000% | $1024.00           | $826.39            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTRB5391 | 2046-03-01      | 5.0000%  | 0.0000% | $1327982.00        | $1307087.80        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTSC0451 | 2042-09-01      | 2.5000%  | 0.0000% | $1236000.00        | $904519.99         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE9412 | 2052-09-01      | 4.5000%  | 0.0000% | $9947888.00        | $8691437.09        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ5051 | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $971.35            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ5610 | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1023.80           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1487 | 2052-08-01      | 4.0000%  | 0.0000% | $1024.00           | $716.48            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1527 | 2052-08-01      | 4.5000%  | 0.0000% | $27300000.00       | $19675583.85       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3045 | 2053-01-01      | 6.5000%  | 0.0000% | $40300000.00       | $28142451.98       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7116 | 2054-11-01      | 6.0000%  | 0.0000% | $1040.00           | $848.32            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA0587 | 2030-12-01      | 4.0000%  | 0.0000% | $1010.00           | $21.37             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA1662 | 2033-11-01      | 4.0000%  | 0.0000% | $2280000.00        | $180224.62         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5635 | 2055-02-01      | 3.5000%  | 0.0000% | $18000.00          | $15615.49          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  | 0.0000% | $266592.00         | $253633.62         | Agency Mortgage-Backed Securities |
| FREDDIE MAC          | 2055-06-01      | 6.0000%  | 0.0000% | $4262688.00        | $3687341.44        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ1478 | 2055-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1940.88           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2975 | 2055-09-01      | 6.5000%  | 0.0000% | $1240450.00        | $1299192.80        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7553 | 2052-03-01      | 3.0000%  | 0.0000% | $1120.00           | $707.45            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  | 0.0000% | $15000.00          | $10530.53          | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q02322 G | 2041-07-01      | 5.0000%  | 0.0000% | $5445984.00        | $180776.57         | Agency Mortgage-Backed Securities |
| FREDDIE MAC          | 2049-04-01      | 4.5000%  | 0.0000% | $18300000.00       | $3060763.96        | Agency Mortgage-Backed Securities |
| FREDDIE MAC          | 2048-09-01      | 4.0000%  | 0.0000% | $18300000.00       | $3189692.52        | Agency Mortgage-Backed Securities |
| 05.500 FGPC N70070 G | 2035-06-01      | 5.5000%  | 0.0000% | $27600000.00       | $708069.82         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A92716 G | 2040-06-01      | 5.5000%  | 0.0000% | $1583822.00        | $108721.51         | Agency Mortgage-Backed Securities |
| 05.000 FGPC A97738 G | 2041-03-01      | 5.0000%  | 0.0000% | $1000.00           | $94.59             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB7829 | 2054-08-01      | 5.5000%  | 0.0000% | $7000.00           | $5767.31           | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1012.62           | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2048-09-01      | 4.5000%  | 0.0000% | $9753152.00        | $2349256.43        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS5553 | 2034-05-01      | 3.5400%  | 0.0000% | $1000.00           | $905.66            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS8420 | 2033-05-01      | 4.2700%  | 0.0000% | $1000.00           | $964.19            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS8720 | 2033-06-01      | 4.4000%  | 0.0000% | $15100000.00       | $14653840.68       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS9099 | 2033-09-01      | 4.5700%  | 0.0000% | $5688000.00        | $5753163.62        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBT7959 | 2052-11-01      | 6.0000%  | 0.0000% | $11700000.00       | $8148549.03        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV6374 | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $961.01            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ1450 | 2034-07-01      | 4.6800%  | 0.0000% | $1000.00           | $1012.38           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2400 | 2051-12-01      | 2.5000%  | 0.0000% | $2000.00           | $1349.05           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB3640 | 2052-05-01      | 4.5000%  | 0.0000% | $42200000.00       | $28510103.64       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4112 | 2052-07-01      | 3.5000%  | 0.0000% | $279000.00         | $195189.91         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5272 | 2052-12-01      | 5.0000%  | 0.0000% | $40800000.00       | $32033051.11       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4795 | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $804.31            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8326 | 2054-04-01      | 5.5000%  | 0.0000% | $50000000.00       | $43495291.88       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9005 | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $890.33            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9994 | 2055-02-01      | 6.0000%  | 0.0000% | $50000000.00       | $45419838.59       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG3984 | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.21           | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2054-12-01      | 6.5000%  | 0.0000% | $1024.00           | $833.19            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA4150 | 2055-12-01      | 6.0000%  | 0.0000% | $1024.00           | $1045.20           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM4100 | 2043-07-01      | 3.5000%  | 0.0000% | $31900000.00       | $13642136.54       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2587 | 2052-08-01      | 4.5000%  | 0.0000% | $8000.00           | $5859.36           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3758 | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $765.13            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6764 | 2054-01-01      | 6.5000%  | 0.0000% | $1024.00           | $758.84            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS6930 | 2052-04-01      | 2.5000%  | 0.0000% | $1120.00           | $802.34            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS8653 | 2052-02-01      | 2.5000%  | 0.0000% | $563720.00         | $415058.91         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0850 | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1001.64           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1304 | 2055-09-01      | 6.0000%  | 0.0000% | $17700000.00       | $17484847.18       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1646 | 2055-12-01      | 5.5000%  | 0.0000% | $2339.00           | $2344.39           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1849 | 2056-01-01      | 5.5000%  | 0.0000% | $3093.00           | $3112.57           | Agency Mortgage-Backed Securities |
| FREDDIE MAC          | 2040-01-01      | 5.5000%  | 0.0000% | $3808.00           | $54.59             | Agency Mortgage-Backed Securities |

### Security 156: FIXED INCOME CLEARING CORP - NORTHERN TRUST

- **C.1 - Title:** FIXED INCOME CLEARING CORP - NORTHERN TRUST 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: LMRP10522695
- **C.18 - Value (incl. sponsor support):** $1850000000.00
- **C.18.a - Value (excl. sponsor support):** $1850000000.00
- **C.19 - Percentage of Net Assets:** 5.8100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B      | 2027-12-15      | 4.0000%  | 0.0000% | $50000000.00       | $50707415.58       | U.S. Treasuries (including strips) |
| US TREASURY N/B      | 2027-12-15      | 4.0000%  | 0.0000% | $21809200.00       | $22117763.35       | U.S. Treasuries (including strips) |
| US TREASURY N/B      | 2027-11-30      | 3.3750%  | 0.0000% | $50000000.00       | $50201916.95       | U.S. Treasuries (including strips) |
| US TREASURY N/B      | 2027-11-30      | 3.3750%  | 0.0000% | $43640900.00       | $43817136.75       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 28     | 2028-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50062498.10       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 28     | 2028-03-31      | 3.8750%  | 0.0000% | $6827000.00        | $6835533.49        | U.S. Treasuries (including strips) |
| 3 5/8 TRIB 28        | 2028-04-15      | 3.6250%  | 0.0000% | $50000000.00       | $105562495.99      | U.S. Treasuries (including strips) |
| 3 5/8 TRIB 28        | 2028-04-15      | 3.6250%  | 0.0000% | $50000000.00       | $105562495.99      | U.S. Treasuries (including strips) |
| 3 5/8 TRIB 28        | 2028-04-15      | 3.6250%  | 0.0000% | $1041000.00        | $2197811.16        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $49602553.11       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $49602553.11       | U.S. Treasuries (including strips) |
| US TREASURY N/B      | 2028-02-29      | 4.0000%  | 0.0000% | $50000000.00       | $50355976.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B      | 2028-02-29      | 4.0000%  | 0.0000% | $50000000.00       | $50355976.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B      | 2028-02-29      | 4.0000%  | 0.0000% | $10000000.00       | $10071195.31       | U.S. Treasuries (including strips) |
| US TREASURY N/B      | 2028-03-31      | 3.6250%  | 0.0000% | $50000000.00       | $49812498.11       | U.S. Treasuries (including strips) |
| US TREASURY N/B      | 2028-03-31      | 3.6250%  | 0.0000% | $50000000.00       | $49812498.11       | U.S. Treasuries (including strips) |
| US TREASURY N/B      | 2028-03-31      | 3.6250%  | 0.0000% | $31000000.00       | $30883748.82       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B      | 2028-04-15      | 1.2500%  | 0.0000% | $50000000.00       | $53999997.94       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B      | 2028-04-15      | 1.2500%  | 0.0000% | $50000000.00       | $53999997.95       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B      | 2028-04-15      | 1.2500%  | 0.0000% | $50000000.00       | $53999997.95       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B      | 2028-04-15      | 1.2500%  | 0.0000% | $50000000.00       | $53999997.95       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B      | 2028-04-15      | 1.2500%  | 0.0000% | $50000000.00       | $53999997.95       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B      | 2028-04-15      | 1.2500%  | 0.0000% | $50000000.00       | $53999997.95       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B      | 2028-04-15      | 1.2500%  | 0.0000% | $50000000.00       | $53999997.95       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B      | 2028-04-15      | 1.2500%  | 0.0000% | $50000000.00       | $53999997.95       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26     | 2026-11-15      | 4.6250%  | 0.0000% | $50000000.00       | $51181278.34       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26     | 2026-11-15      | 4.6250%  | 0.0000% | $50000000.00       | $51181278.34       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26     | 2026-11-15      | 4.6250%  | 0.0000% | $50000000.00       | $51181278.34       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26     | 2026-11-15      | 4.6250%  | 0.0000% | $50000000.00       | $51181278.34       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26     | 2026-11-15      | 4.6250%  | 0.0000% | $50000000.00       | $51181278.34       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26     | 2026-11-15      | 4.6250%  | 0.0000% | $50000000.00       | $51181278.34       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26     | 2026-11-15      | 4.6250%  | 0.0000% | $50000000.00       | $51181278.34       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26     | 2026-11-15      | 4.6250%  | 0.0000% | $50000000.00       | $51181278.34       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26     | 2026-11-15      | 4.6250%  | 0.0000% | $50000000.00       | $51181278.34       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26     | 2026-11-15      | 4.6250%  | 0.0000% | $50000000.00       | $51181278.34       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26     | 2026-11-15      | 4.6250%  | 0.0000% | $6025800.00        | $6168162.92        | U.S. Treasuries (including strips) |
| US TREASURY N/B      | 2028-02-15      | 4.2500%  | 0.0000% | $5742000.00        | $5814726.52        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  | 0.0000% | $11120000.00       | $11153238.69       | U.S. Treasuries (including strips) |
| US TREASURY N/B      | 2028-05-15      | 3.7500%  | 0.0000% | $22836000.00       | $23118452.58       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B      | 2028-01-15      | 0.5000%  | 0.0000% | $7300000.00        | $9526499.64        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B      | 2028-07-15      | 0.7500%  | 0.0000% | $16000000.00       | $20679999.21       | U.S. Treasuries (including strips) |
| UNITED STS TREAS NTS | 2027-12-31      | 0.6250%  | 0.0000% | $29668000.00       | $28119444.14       | U.S. Treasuries (including strips) |
| US TREASURY N/B      | 2028-06-30      | 1.2500%  | 0.0000% | $20192000.00       | $19144190.56       | U.S. Treasuries (including strips) |
| WI TREASURY SEC.     | 2028-07-31      | 1.0000%  | 0.0000% | $5763600.00        | $5412768.49        | U.S. Treasuries (including strips) |
| US TREASURY N/B      | 2028-01-31      | 3.5000%  | 0.0000% | $36462000.00       | $36487683.18       | U.S. Treasuries (including strips) |

### Security 157: FIXED INCOME CLEARING CORP / STATE STREET

- **C.1 - Title:** FIXED INCOME CLEARING CORP / STATE STREET 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: LMRP10522705
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 2.3500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| T Note 4.375 05/15/2034 | 2034-05-15      | 4.3750%  | 0.0000% | $309405000.00      | $317306649.90      | U.S. Treasuries (including strips) |
| US TREASURY N/B         | 2034-08-15      | 3.8750%  | 0.0000% | $197085000.00      | $192693538.20      | U.S. Treasuries (including strips) |
| US TREASURY N/B         | 2027-06-30      | 3.7500%  | 0.0000% | $252899100.00      | $255000157.90      | U.S. Treasuries (including strips) |

### Security 158: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: LMRP10522715
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 2.5100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA8948 M                              | 2053-06-20      | 5.5000%  | 0.0000% | $170000000.00      | $120543896.56      | Agency Mortgage-Backed Securities         |
| GNII SF MA8948 M                              | 2053-06-20      | 5.5000%  | 0.0000% | $1024.00           | $727.00            | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES K-108 A-2 20300325 1.51700 | 2030-03-25      | 1.5170%  | 0.0000% | $33636.00          | $30534.67          | Agency Collateralized Mortgage Obligation |
| FERA 5468FL 11/25/54                          | 2054-11-25      | 4.9119%  | 0.0000% | $1024.00           | $812.01            | Agency Collateralized Mortgage Obligation |
| GNRA 2025-117 FA                              | 2055-07-20      | 4.8229%  | 0.0000% | $1000.00           | $907.23            | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQZ7064                          | 2055-10-01      | 6.5000%  | 0.0000% | $849936.00         | $453255.28         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ7409                          | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.23           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ9384                          | 2055-11-01      | 6.0000%  | 0.0000% | $1864105.00        | $1851747.31        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0799                          | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $924.91            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0860                          | 2055-04-01      | 5.5000%  | 0.0000% | $61500000.00       | $59467269.56       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSL0588                          | 2055-03-01      | 3.5000%  | 0.0000% | $38000.00          | $32642.63          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1338                          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $808.60            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSL3560                          | 2052-01-01      | 2.5000%  | 0.0000% | $2480344.00        | $2092103.30        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL3022                          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1005.51           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL3297                          | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1003.36           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL3379                          | 2054-10-01      | 5.5000%  | 0.0000% | $229053.00         | $224339.40         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSL3394                          | 2051-11-01      | 2.0000%  | 0.0000% | $1970192.00        | $1554554.32        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ2210                          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $733.96            | Agency Mortgage-Backed Securities         |
| FREDDIE MAC                                   | 2055-04-01      | 6.0000%  | 0.0000% | $2682.00           | $2419.63           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLTA1468                          | 2055-12-01      | 4.5000%  | 0.0000% | $1003443.00        | $967068.75         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA4575                          | 2051-02-01      | 2.5000%  | 0.0000% | $14900000.00       | $6824536.72        | Agency Mortgage-Backed Securities         |
| FREDDIE MAC                                   | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $633.62            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 ZLSI2075                          | 2050-09-01      | 2.0000%  | 0.0000% | $1100000.00        | $746103.61         | Agency Mortgage-Backed Securities         |
| GNII SF MA9017 M                              | 2053-07-20      | 5.5000%  | 0.0000% | $1024.00           | $729.83            | Agency Mortgage-Backed Securities         |
| GNII SF BJ1865 C                              | 2048-09-20      | 4.5000%  | 0.0000% | $1023.00           | $35.17             | Agency Mortgage-Backed Securities         |
| GNII SF BT5018 C                              | 2050-03-20      | 4.0000%  | 0.0000% | $1160882.00        | $157385.26         | Agency Mortgage-Backed Securities         |
| GNII SF BW7216 C                              | 2050-08-20      | 4.5000%  | 0.0000% | $1000.00           | $361.25            | Agency Mortgage-Backed Securities         |
| GNII SF BZ7364 C                              | 2050-11-20      | 4.0000%  | 0.0000% | $1002.00           | $523.64            | Agency Mortgage-Backed Securities         |
| GNII SF MA9904 M                              | 2053-05-20      | 4.5000%  | 0.0000% | $74800000.00       | $67561938.14       | Agency Mortgage-Backed Securities         |
| GNII SF CR9733 C                              | 2054-02-20      | 7.5000%  | 0.0000% | $1136530.00        | $1212103.51        | Agency Mortgage-Backed Securities         |
| FREDDIE MAC                                   | 2040-10-01      | 2.5000%  | 0.0000% | $491440.00         | $207755.70         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5164                          | 2053-10-01      | 5.0000%  | 0.0000% | $95000.00          | $78603.61          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5167                          | 2053-10-01      | 6.5000%  | 0.0000% | $625925.00         | $304014.26         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5192                          | 2053-11-01      | 6.5000%  | 0.0000% | $367000.00         | $178924.47         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5470                          | 2054-09-01      | 5.5000%  | 0.0000% | $1008.00           | $791.29            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA5572                          | 2054-11-01      | 3.5000%  | 0.0000% | $26911.00          | $23225.05          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF2614                          | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $794.21            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQF3781                          | 2052-11-01      | 4.0000%  | 0.0000% | $7000.00           | $6289.03           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ6023                          | 2056-03-01      | 5.5000%  | 0.0000% | $31300000.00       | $31843471.96       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ6160                          | 2056-02-01      | 5.5000%  | 0.0000% | $1008.00           | $1004.37           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ6358                          | 2056-04-01      | 5.0000%  | 0.0000% | $17000000.00       | $16871009.61       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0093                          | 2056-02-01      | 4.5000%  | 0.0000% | $5899064.00        | $5669602.14        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF1960                          | 2055-10-01      | 6.5000%  | 0.0000% | $1126880.00        | $1171111.70        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF3295                          | 2055-11-01      | 5.5000%  | 0.0000% | $732997.00         | $725587.45         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF5522                          | 2055-12-01      | 5.0000%  | 0.0000% | $5802200.00        | $4916593.87        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF6119                          | 2055-12-01      | 5.5000%  | 0.0000% | $1815108.00        | $1850074.03        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF6378                          | 2055-12-01      | 5.5000%  | 0.0000% | $1001.00           | $1016.08           | Agency Mortgage-Backed Securities         |
| GNII SF DH7030 C                              | 2055-01-20      | 7.0000%  | 0.0000% | $1000.00           | $978.32            | Agency Mortgage-Backed Securities         |
| GNII SF DJ0101 C                              | 2055-07-20      | 6.0000%  | 0.0000% | $1008.00           | $1049.16           | Agency Mortgage-Backed Securities         |
| GNII SF DJ2915 C                              | 2055-07-20      | 6.5000%  | 0.0000% | $1919036.00        | $2003534.73        | Agency Mortgage-Backed Securities         |
| GNII ET DJ6158 C                              | 2065-04-20      | 7.0000%  | 0.0000% | $139485.00         | $52768.42          | Agency Mortgage-Backed Securities         |
| GNII SF DM3346 C                              | 2055-08-20      | 6.5000%  | 0.0000% | $3812924.00        | $3982429.61        | Agency Mortgage-Backed Securities         |
| GNII SF DP0479 C                              | 2056-01-20      | 6.5000%  | 0.0000% | $235370.00         | $248138.00         | Agency Mortgage-Backed Securities         |
| GNII SF DP3311 C                              | 2056-02-20      | 6.5000%  | 0.0000% | $299989.00         | $316713.54         | Agency Mortgage-Backed Securities         |
| GNII SF DP6470 C                              | 2056-01-20      | 6.5000%  | 0.0000% | $1008.00           | $1065.84           | Agency Mortgage-Backed Securities         |
| GNII SF DP8148 C                              | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1070.54           | Agency Mortgage-Backed Securities         |
| GNII SF DP9018 C                              | 2056-01-20      | 6.5000%  | 0.0000% | $210270.00         | $221423.23         | Agency Mortgage-Backed Securities         |
| GNII ET DQ1480 C                              | 2066-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1009.17           | Agency Mortgage-Backed Securities         |
| GNII SF DQ6961 C                              | 2056-03-20      | 6.5000%  | 0.0000% | $314743.00         | $332483.38         | Agency Mortgage-Backed Securities         |
| GNII SF MB0024 M                              | 2054-11-20      | 4.5000%  | 0.0000% | $20100000.00       | $18069935.04       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association      | 2054-11-20      | 5.5000%  | 0.0000% | $1024.00           | $853.10            | Agency Mortgage-Backed Securities         |
| GNII SF MB0143 M                              | 2055-01-20      | 3.5000%  | 0.0000% | $695296.00         | $618565.20         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association      | 2055-01-20      | 5.5000%  | 0.0000% | $77000000.00       | $60172753.69       | Agency Mortgage-Backed Securities         |
| GNII SF MB0204 M                              | 2055-02-20      | 5.0000%  | 0.0000% | $1024.00           | $931.27            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM5943                          | 2048-03-01      | 4.0000%  | 0.0000% | $1008.00           | $235.20            | Agency Mortgage-Backed Securities         |
| FMAR 2B7672 G                                 | 2049-11-01      | 2.8750%  | 0.0000% | $1088156.00        | $270195.20         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4667                          | 2046-06-01      | 3.0000%  | 0.0000% | $331000.00         | $46663.54          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB0762                          | 2037-04-01      | 2.5000%  | 0.0000% | $15000.00          | $8884.29           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2776                          | 2053-04-01      | 5.0000%  | 0.0000% | $74012.00          | $58516.43          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4977                          | 2053-11-01      | 5.0000%  | 0.0000% | $471764.00         | $396013.41         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD5772                          | 2050-07-01      | 5.0000%  | 0.0000% | $3770536.00        | $2924367.66        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC2241                          | 2056-03-01      | 5.5000%  | 0.0000% | $12900000.00       | $13058956.26       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC2239                          | 2056-03-01      | 5.5000%  | 0.0000% | $24600000.00       | $25012579.68       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL888163                          | 2033-12-01      | 7.0000%  | 0.0000% | $1000.00           | $19.00             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL889579                          | 2038-05-01      | 6.0000%  | 0.0000% | $1995765.00        | $11686.44          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTMA0606                          | 2030-12-01      | 4.5000%  | 0.0000% | $2890000.00        | $63663.46          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                    | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $610.77            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                    | 2051-12-01      | 2.5000%  | 0.0000% | $1195.00           | $739.10            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4261                          | 2036-02-01      | 2.0000%  | 0.0000% | $134619.00         | $58892.70          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5296                          | 2054-03-01      | 5.5000%  | 0.0000% | $77000.00          | $57876.98          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                    | 2037-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1104.32           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4547                          | 2052-02-01      | 2.0000%  | 0.0000% | $883000.00         | $566648.32         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4622                          | 2052-06-01      | 2.0000%  | 0.0000% | $555011.00         | $371740.07         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4653                          | 2052-07-01      | 3.0000%  | 0.0000% | $930264.00         | $665965.37         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                    | 2052-12-01      | 5.5000%  | 0.0000% | $29700000.00       | $21597724.47       | Agency Mortgage-Backed Securities         |
| Fannie Mae                                    | 2053-03-01      | 5.5000%  | 0.0000% | $251457.00         | $177372.49         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4917                          | 2053-02-01      | 4.5000%  | 0.0000% | $170000.00         | $132900.74         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5040                          | 2053-06-01      | 6.0000%  | 0.0000% | $11985.00          | $7392.09           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5644                          | 2055-03-01      | 4.5000%  | 0.0000% | $1024.00           | $930.10            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE5119                          | 2040-10-01      | 4.5000%  | 0.0000% | $1155.00           | $50.68             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX8914                          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1027.88           | Agency Mortgage-Backed Securities         |
| FREDDIE MAC                                   | 2050-10-01      | 2.5000%  | 0.0000% | $338218.00         | $139325.43         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8100                          | 2050-10-01      | 3.0000%  | 0.0000% | $1054.00           | $327.97            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7524                          | 2050-08-01      | 3.0000%  | 0.0000% | $5692750.00        | $2464257.07        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7578                          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $923.71            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8134                          | 2051-03-01      | 2.0000%  | 0.0000% | $437019.00         | $239767.70         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8150                          | 2051-06-01      | 2.0000%  | 0.0000% | $7166600.00        | $4189688.03        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8504                          | 2055-02-01      | 4.5000%  | 0.0000% | $1000.00           | $910.01            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3720                          | 2053-08-01      | 5.0000%  | 0.0000% | $798000.00         | $604685.49         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD3811                          | 2049-03-01      | 3.5000%  | 0.0000% | $97697.00          | $71430.23          | Agency Mortgage-Backed Securities         |
| FKAR 04.400 WNWN1704                          | 2035-09-01      | 4.4000%  | 0.0000% | $2284570.00        | $2243095.16        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB4275                          | 2050-10-01      | 2.0000%  | 0.0000% | $395999.00         | $201248.23         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF9847                          | 2053-04-01      | 5.0000%  | 0.0000% | $2086255.00        | $1821919.27        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH2330                          | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $909.78            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH2482                          | 2053-10-01      | 5.5000%  | 0.0000% | $11500000.00       | $9729022.62        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB7829                          | 2054-08-01      | 5.5000%  | 0.0000% | $12000.00          | $9886.82           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC3459                          | 2054-09-01      | 6.0000%  | 0.0000% | $6489025.00        | $5301527.71        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDC9127                          | 2055-07-01      | 4.5000%  | 0.0000% | $3747272.00        | $3580437.72        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD0421                          | 2055-01-01      | 5.0000%  | 0.0000% | $1699678.00        | $1666486.34        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIDD9495                          | 2040-07-01      | 5.5000%  | 0.0000% | $7038.00           | $6905.64           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE0097                          | 2055-06-01      | 6.0000%  | 0.0000% | $2048.00           | $1983.30           | Agency Mortgage-Backed Securities         |
| GNII SF MB0366 M                              | 2055-05-20      | 5.5000%  | 0.0000% | $14400000.00       | $12456385.56       | Agency Mortgage-Backed Securities         |
| GNII SF MB0423 M                              | 2055-06-20      | 5.0000%  | 0.0000% | $1024.00           | $978.34            | Agency Mortgage-Backed Securities         |
| GNII SF MB0424 M                              | 2055-05-20      | 5.5000%  | 0.0000% | $1024.00           | $929.04            | Agency Mortgage-Backed Securities         |
| GNII SF MB0622 M                              | 2055-09-20      | 5.0000%  | 0.0000% | $72368.00          | $70996.17          | Agency Mortgage-Backed Securities         |
| GNAR AF MB0696 M                              | 2055-10-20      | 5.0000%  | 0.0000% | $600000.00         | $596006.44         | Agency Mortgage-Backed Securities         |
| GNII ET DI1828 C                              | 2065-02-20      | 7.0000%  | 0.0000% | $8096352.00        | $4399453.11        | Agency Mortgage-Backed Securities         |
| GNII ET DI1844 C                              | 2065-03-20      | 6.5000%  | 0.0000% | $6310800.00        | $2632134.20        | Agency Mortgage-Backed Securities         |
| GNII SF DI2247 C                              | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $837.64            | Agency Mortgage-Backed Securities         |
| GNII ET DI7511 C                              | 2065-04-20      | 7.0000%  | 0.0000% | $14400000.00       | $7167516.51        | Agency Mortgage-Backed Securities         |
| GNII ET DI8541 C                              | 2065-03-20      | 7.0000%  | 0.0000% | $1000.00           | $802.24            | Agency Mortgage-Backed Securities         |
| GNII ET DI9273 C                              | 2065-02-20      | 7.0000%  | 0.0000% | $1000.00           | $1040.32           | Agency Mortgage-Backed Securities         |
| GNII JM 004828 M                              | 2040-10-20      | 4.5000%  | 0.0000% | $1000.00           | $24.12             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA7379                          | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $992.37            | Agency Mortgage-Backed Securities         |
| GNMI SF 763527 X                              | 2041-05-15      | 4.7500%  | 0.0000% | $14600000.00       | $109283.63         | Agency Mortgage-Backed Securities         |
| GNII SF 766711 C                              | 2042-05-20      | 4.0000%  | 0.0000% | $1079.00           | $114.64            | Agency Mortgage-Backed Securities         |
| GNII SF AA3114 C                              | 2043-03-20      | 3.5000%  | 0.0000% | $1000.00           | $88.75             | Agency Mortgage-Backed Securities         |
| GNMI SF AA5451 X                              | 2042-07-15      | 3.5000%  | 0.0000% | $1005.00           | $98.97             | Agency Mortgage-Backed Securities         |
| GNII SF MA1679 M                              | 2044-02-20      | 4.5000%  | 0.0000% | $256996.00         | $16664.03          | Agency Mortgage-Backed Securities         |
| GNII SF MA1096 M                              | 2038-11-20      | 6.5000%  | 0.0000% | $298000.00         | $16579.60          | Agency Mortgage-Backed Securities         |
| GNII SF MA1923 M                              | 2038-04-20      | 5.5000%  | 0.0000% | $116988.00         | $6528.34           | Agency Mortgage-Backed Securities         |
| GNII SF MA2305 M                              | 2044-10-20      | 4.5000%  | 0.0000% | $1010.00           | $62.88             | Agency Mortgage-Backed Securities         |
| GNII SF MA3456 M                              | 2046-02-20      | 4.5000%  | 0.0000% | $80000.00          | $5792.03           | Agency Mortgage-Backed Securities         |
| GNII SF MA3460 M                              | 2038-08-20      | 6.5000%  | 0.0000% | $353548.00         | $26432.64          | Agency Mortgage-Backed Securities         |
| GNII SF MA4511 M                              | 2047-06-20      | 4.0000%  | 0.0000% | $1000.00           | $93.08             | Agency Mortgage-Backed Securities         |
| GNII SF MA4512 M                              | 2047-06-20      | 4.5000%  | 0.0000% | $1000.00           | $84.06             | Agency Mortgage-Backed Securities         |
| GNII SF MA4586 M                              | 2047-07-20      | 3.5000%  | 0.0000% | $1000.00           | $117.93            | Agency Mortgage-Backed Securities         |
| GNII SF MA4906 M                              | 2035-12-20      | 6.5000%  | 0.0000% | $237730.00         | $29709.21          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association      | 2048-03-20      | 3.5000%  | 0.0000% | $1523772.00        | $174788.30         | Agency Mortgage-Backed Securities         |
| GNII SF MA5140 M                              | 2048-04-20      | 5.5000%  | 0.0000% | $1000.00           | $101.11            | Agency Mortgage-Backed Securities         |
| GNII SF MA5141 M                              | 2048-04-20      | 6.0000%  | 0.0000% | $305000.00         | $28332.75          | Agency Mortgage-Backed Securities         |
| GNII SF MA5195 M                              | 2048-05-20      | 5.5000%  | 0.0000% | $1000.00           | $72.72             | Agency Mortgage-Backed Securities         |
| GNII SF MA5196 M                              | 2048-05-20      | 6.0000%  | 0.0000% | $1000.00           | $127.47            | Agency Mortgage-Backed Securities         |
| GNII SF MA5656 M                              | 2038-07-20      | 6.5000%  | 0.0000% | $103886.00         | $13297.64          | Agency Mortgage-Backed Securities         |
| GNII SF MA5713 M                              | 2049-01-20      | 5.5000%  | 0.0000% | $1000.00           | $74.15             | Agency Mortgage-Backed Securities         |
| GNII SF MA5877 M                              | 2049-04-20      | 4.5000%  | 0.0000% | $1001.00           | $81.84             | Agency Mortgage-Backed Securities         |
| GNII SF MA5878 M                              | 2049-03-20      | 5.0000%  | 0.0000% | $698999.00         | $50747.05          | Agency Mortgage-Backed Securities         |
| GNII SF MA5881 M                              | 2038-11-20      | 6.5000%  | 0.0000% | $1000.00           | $127.65            | Agency Mortgage-Backed Securities         |
| GNII SF MA6043 M                              | 2049-05-20      | 5.5000%  | 0.0000% | $1000.00           | $85.90             | Agency Mortgage-Backed Securities         |
| GNII SF MA7193 M                              | 2051-02-20      | 2.5000%  | 0.0000% | $101779.00         | $44217.84          | Agency Mortgage-Backed Securities         |
| GNII SF MA6344 M                              | 2038-10-20      | 6.0000%  | 0.0000% | $1000.00           | $175.91            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association      | 2050-06-20      | 3.0000%  | 0.0000% | $14200000.00       | $3415466.33        | Agency Mortgage-Backed Securities         |
| GNII SF MA6818 M                              | 2050-08-20      | 2.0000%  | 0.0000% | $59000.00          | $24665.90          | Agency Mortgage-Backed Securities         |
| GNII SF MA8100 M                              | 2052-06-20      | 4.0000%  | 0.0000% | $67800000.00       | $46965732.80       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association      | 2051-06-20      | 2.0000%  | 0.0000% | $540808.00         | $283203.65         | Agency Mortgage-Backed Securities         |
| GNII SF MA7471 M                              | 2051-07-20      | 2.0000%  | 0.0000% | $1000.00           | $539.87            | Agency Mortgage-Backed Securities         |
| GNII SF MA7655 M                              | 2051-10-20      | 5.5000%  | 0.0000% | $50000.00          | $15715.58          | Agency Mortgage-Backed Securities         |
| GNII SF MA7712 M                              | 2038-10-20      | 6.0000%  | 0.0000% | $48000.00          | $18535.44          | Agency Mortgage-Backed Securities         |
| GNII SF MA7826 M                              | 2052-01-20      | 2.0000%  | 0.0000% | $1024.00           | $612.36            | Agency Mortgage-Backed Securities         |
| GNII SF MA7880 M                              | 2052-02-20      | 2.0000%  | 0.0000% | $2738816.00        | $1654357.28        | Agency Mortgage-Backed Securities         |
| GNII SF MA8879 M                              | 2053-05-20      | 5.5000%  | 0.0000% | $1000.00           | $703.49            | Agency Mortgage-Backed Securities         |
| GNII SF MA8202 M                              | 2052-08-20      | 5.0000%  | 0.0000% | $1024.00           | $725.57            | Agency Mortgage-Backed Securities         |
| GNII SF MA8264 M                              | 2052-09-20      | 2.5000%  | 0.0000% | $14572.00          | $8791.40           | Agency Mortgage-Backed Securities         |
| GNII SF MA8348 M                              | 2052-10-20      | 5.0000%  | 0.0000% | $4717128.00        | $3369390.43        | Agency Mortgage-Backed Securities         |
| GNII SF MA8491 M                              | 2052-12-20      | 5.5000%  | 0.0000% | $1024.00           | $649.59            | Agency Mortgage-Backed Securities         |
| GNII SF MA8570 M                              | 2053-01-20      | 5.5000%  | 0.0000% | $1024.00           | $640.13            | Agency Mortgage-Backed Securities         |
| GNII SF MA8571 M                              | 2053-01-20      | 6.0000%  | 0.0000% | $40000000.00       | $19494611.72       | Agency Mortgage-Backed Securities         |
| GNII SF MA8648 M                              | 2053-02-20      | 5.5000%  | 0.0000% | $24975.00          | $15995.95          | Agency Mortgage-Backed Securities         |
| GNII SF MA8696 M                              | 2038-03-20      | 5.5000%  | 0.0000% | $1000.00           | $553.05            | Agency Mortgage-Backed Securities         |
| GNII SF MA8801 M                              | 2053-04-20      | 5.5000%  | 0.0000% | $1024.00           | $685.81            | Agency Mortgage-Backed Securities         |
| GNII SF MA9780 M                              | 2054-07-20      | 6.0000%  | 0.0000% | $5990990.00        | $3565746.69        | Agency Mortgage-Backed Securities         |
| GNII SF MA9015 M                              | 2053-07-20      | 4.5000%  | 0.0000% | $1000.00           | $819.75            | Agency Mortgage-Backed Securities         |
| GNMI SF CU0300 X                              | 2053-05-15      | 7.0000%  | 0.0000% | $1000.00           | $924.68            | Agency Mortgage-Backed Securities         |
| GNII SF CV0800 C                              | 2053-10-20      | 7.5000%  | 0.0000% | $985325.00         | $1039768.46        | Agency Mortgage-Backed Securities         |
| GNII SF CV0018 C                              | 2053-06-20      | 7.5000%  | 0.0000% | $1000.00           | $572.67            | Agency Mortgage-Backed Securities         |
| GNII SF DA6326 C                              | 2054-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1044.45           | Agency Mortgage-Backed Securities         |
| GNII SF DA8141 C                              | 2054-03-20      | 5.0000%  | 0.0000% | $7003.00           | $6781.27           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association      | 2065-03-20      | 7.0000%  | 0.0000% | $105930.00         | $110752.59         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL9128                          | 2046-02-01      | 4.5000%  | 0.0000% | $18000000.00       | $2384790.90        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAP9733                          | 2042-10-01      | 3.5000%  | 0.0000% | $1008.00           | $143.68            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAU4288                          | 2043-09-01      | 4.0000%  | 0.0000% | $264397.00         | $30493.01          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                    | 2044-10-01      | 3.5000%  | 0.0000% | $1000.00           | $148.47            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDF6739                          | 2055-12-01      | 4.5000%  | 0.0000% | $1003281.00        | $965956.46         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBC1493                          | 2046-08-01      | 3.0000%  | 0.0000% | $2984139.00        | $544853.30         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBN6710                          | 2049-06-01      | 4.5000%  | 0.0000% | $76805.00          | $20755.37          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBP6618                          | 2050-08-01      | 2.5000%  | 0.0000% | $80904.00          | $37795.61          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBQ6575                          | 2051-09-01      | 2.5000%  | 0.0000% | $630970.00         | $364037.96         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR2664                          | 2051-02-01      | 2.0000%  | 0.0000% | $100000.00         | $45970.24          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBU1338                          | 2052-02-01      | 2.0000%  | 0.0000% | $41981.00          | $27876.59          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBU4241                          | 2053-09-01      | 6.5000%  | 0.0000% | $4081640.00        | $3704195.56        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU5787                          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.38           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                    | 2052-04-01      | 2.5000%  | 0.0000% | $31213.00          | $20570.52          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW6306                          | 2052-08-01      | 5.0000%  | 0.0000% | $6360032.00        | $3957047.92        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY1161                          | 2053-04-01      | 5.5000%  | 0.0000% | $67700.00          | $65592.27          | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLBY4716                          | 2053-06-01      | 7.0000%  | 0.0000% | $813244.00         | $858205.49         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLBY4721                          | 2053-06-01      | 7.0000%  | 0.0000% | $1002337.00        | $1070723.33        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ1900                          | 2029-10-01      | 4.1300%  | 0.0000% | $9833404.00        | $9837265.25        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA5386                          | 2050-03-01      | 4.5000%  | 0.0000% | $10900000.00       | $4609200.89        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI1886                          | 2041-05-01      | 4.5000%  | 0.0000% | $1757899.00        | $113651.88         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAI2444                          | 2041-05-01      | 5.0000%  | 0.0000% | $1446000.00        | $292677.11         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAJ0754                          | 2041-09-01      | 4.5000%  | 0.0000% | $1000.00           | $107.64            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL1873                          | 2049-04-01      | 4.0800%  | 0.0000% | $1081740.00        | $948327.92         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7225                          | 2050-10-01      | 2.0000%  | 0.0000% | $98999.00          | $49813.38          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA7734                          | 2050-11-01      | 2.5000%  | 0.0000% | $70000.00          | $32075.02          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA9225                          | 2051-02-01      | 2.0000%  | 0.0000% | $9355050.00        | $5124884.39        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB0090                          | 2051-04-01      | 2.0000%  | 0.0000% | $4400095.00        | $2606593.21        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CICB0941                          | 2036-06-01      | 2.5000%  | 0.0000% | $1024.00           | $531.88            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1136                          | 2051-07-01      | 2.5000%  | 0.0000% | $500000.00         | $293430.63         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1301                          | 2051-08-01      | 2.5000%  | 0.0000% | $1069519.00        | $634548.75         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2074                          | 2051-11-01      | 2.5000%  | 0.0000% | $645373.00         | $417154.71         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2364                          | 2051-12-01      | 2.0000%  | 0.0000% | $3182504.00        | $2066513.76        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3615                          | 2052-05-01      | 4.0000%  | 0.0000% | $1024.00           | $731.96            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3905                          | 2052-06-01      | 3.5000%  | 0.0000% | $89939.00          | $62588.80          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4686                          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $688.29            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB5079                          | 2052-11-01      | 4.5000%  | 0.0000% | $1458000.00        | $1094121.10        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB5257                          | 2052-12-01      | 4.5000%  | 0.0000% | $110000.00         | $75031.98          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB6497                          | 2053-06-01      | 4.0000%  | 0.0000% | $359565.00         | $203720.73         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8297                          | 2054-04-01      | 6.0000%  | 0.0000% | $1872752.00        | $1560895.72        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8508                          | 2054-05-01      | 6.5000%  | 0.0000% | $1024.00           | $663.48            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9470                          | 2054-11-01      | 5.0000%  | 0.0000% | $14900000.00       | $13155052.94       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB9524                          | 2054-11-01      | 6.5000%  | 0.0000% | $16700000.00       | $16383544.83       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF8646                          | 2056-01-01      | 6.0000%  | 0.0000% | $1024.00           | $1033.51           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDG1018                          | 2056-01-01      | 4.5000%  | 0.0000% | $482579.00         | $465150.68         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG1323                          | 2056-03-01      | 5.0000%  | 0.0000% | $2010670.00        | $1992336.96        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SODG3169                          | 2056-04-01      | 4.6940%  | 0.0000% | $16800000.00       | $16765730.83       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG5044                          | 2056-03-01      | 5.0000%  | 0.0000% | $562031.00         | $555185.12         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG5637                          | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.28           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG5843                          | 2056-04-01      | 5.0000%  | 0.0000% | $9178845.00        | $9086475.23        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA0372                          | 2054-01-01      | 2.5000%  | 0.0000% | $538667.00         | $418054.10         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2285                          | 2055-01-01      | 6.0000%  | 0.0000% | $7933059.00        | $7360103.53        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA2286                          | 2053-03-01      | 5.0000%  | 0.0000% | $7099776.00        | $6628229.06        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3485                          | 2055-09-01      | 5.5000%  | 0.0000% | $6441592.00        | $6398401.21        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3353                          | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $955.97            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA3864                          | 2051-01-01      | 4.0000%  | 0.0000% | $6367714.00        | $5975334.52        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFM3517                          | 2035-06-01      | 2.5000%  | 0.0000% | $2500000.00        | $664430.03         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM8007                          | 2051-07-01      | 2.5000%  | 0.0000% | $1024.00           | $565.37            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                    | 2051-03-01      | 4.0000%  | 0.0000% | $25998.00          | $8201.91           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0898                          | 2052-02-01      | 3.0000%  | 0.0000% | $20000000.00       | $12535396.41       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0495                          | 2050-03-01      | 2.5000%  | 0.0000% | $2795200.00        | $1595878.92        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1089                          | 2052-03-01      | 3.5000%  | 0.0000% | $1105000.00        | $684443.17         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1289                          | 2052-03-01      | 3.0000%  | 0.0000% | $99000.00          | $61854.80          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1462                          | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $635.61            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS2681                          | 2050-07-01      | 3.5000%  | 0.0000% | $57000.00          | $36232.25          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1873                          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $661.11            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS2249                          | 2052-06-01      | 5.0000%  | 0.0000% | $1084.00           | $741.63            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3809                          | 2052-11-01      | 4.5000%  | 0.0000% | $8983.00           | $6871.47           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS3898                          | 2051-05-01      | 4.0000%  | 0.0000% | $1000.00           | $696.58            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS4639                          | 2053-05-01      | 6.0000%  | 0.0000% | $194632.00         | $142934.10         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS5444                          | 2051-11-01      | 2.0000%  | 0.0000% | $3588000.00        | $2448324.86        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS6040                          | 2052-08-01      | 3.5000%  | 0.0000% | $1004930.00        | $784170.62         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS6113                          | 2052-05-01      | 3.0000%  | 0.0000% | $49200000.00       | $35399845.08       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS7239                          | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $694.78            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8535                          | 2054-06-01      | 6.0000%  | 0.0000% | $256000.00         | $199771.18         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8752                          | 2054-08-01      | 6.0000%  | 0.0000% | $461413.00         | $392738.34         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                    | 2055-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1812.57           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC1397                          | 2055-11-01      | 6.0000%  | 0.0000% | $12000000.00       | $12258916.19       | Agency Mortgage-Backed Securities         |

### Security 159: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: LMRP10522725
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.500 CLSL1577 | 2055-04-01      | 5.5000%  | 0.0000% | $48300000.00       | $42091217.68       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ4398 | 2055-06-01      | 6.5000%  | 0.0000% | $46300000.00       | $44226402.64       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ3905 | 2055-04-01      | 6.5000%  | 0.0000% | $21100000.00       | $18696672.37       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIRR0074 | 2041-03-01      | 4.0000%  | 0.0000% | $44800000.00       | $43849355.29       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB7659 | 2053-12-01      | 7.0000%  | 0.0000% | $60300000.00       | $42731945.43       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA5093 | 2056-03-01      | 5.0000%  | 0.0000% | $21200000.00       | $21088505.56       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA5094 | 2052-10-01      | 2.0000%  | 0.0000% | $52500000.00       | $42387424.89       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** BANK OF AMERICA SECURITIES, INC. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300RHSE13N47D3B98, C.5 - Other ID: LMRP10522735
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FERM 5146NB 08/25/51 | 2051-08-25      | 2.0000%  | 0.0000% | $749992.00         | $418154.79         | Agency Collateralized Mortgage Obligation |
| FERA 5614BZ 11/25/54 | 2054-11-25      | 5.5000%  | 0.0000% | $12600000.00       | $8480345.92        | Agency Collateralized Mortgage Obligation |
| FERA 5646LZ 06/25/55 | 2055-06-25      | 5.0000%  | 0.0000% | $26800000.00       | $25211460.53       | Agency Collateralized Mortgage Obligation |
| GNRA 2012-H08 FC     | 2062-04-20      | 4.3533%  | 0.0000% | $660438.00         | $16074.87          | Agency Collateralized Mortgage Obligation |
| GNRM 2013-012 AB     | 2052-11-16      | 1.8260%  | 0.0000% | $18000.00          | $3632.60           | Agency Collateralized Mortgage Obligation |
| GNRM 2025-113 KB     | 2055-07-20      | 5.5000%  | 0.0000% | $50000000.00       | $49729166.70       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-081 EB     | 2054-05-20      | 5.7500%  | 0.0000% | $48300000.00       | $49231570.68       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-127 DF     | 2054-08-20      | 4.7729%  | 0.0000% | $30000000.00       | $24034966.06       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-184 UF     | 2054-11-20      | 4.9729%  | 0.0000% | $30000000.00       | $21332323.32       | Agency Collateralized Mortgage Obligation |
| FNRM CL055LZ R18F055 | 2048-08-25      | 3.5000%  | 0.0000% | $2226344.00        | $966252.62         | Agency Collateralized Mortgage Obligation |
| FNRA RC053FD R23F053 | 2053-11-25      | 5.1619%  | 0.0000% | $7429800.00        | $3224177.61        | Agency Collateralized Mortgage Obligation |
| FNRM RC034AC R24F034 | 2050-12-25      | 5.5000%  | 0.0000% | $115000000.00      | $33853821.36       | Agency Collateralized Mortgage Obligation |
| FNRA CL042FA R25F042 | 2055-06-25      | 5.1619%  | 0.0000% | $34100000.00       | $25121380.48       | Agency Collateralized Mortgage Obligation |
| FNRM RC009DC R26F009 | 2048-11-25      | 5.0000%  | 0.0000% | $168000000.00      | $166694549.54      | Agency Collateralized Mortgage Obligation |
| FNRM RC108LA R25F108 | 2049-06-25      | 5.0000%  | 0.0000% | $93800000.00       | $90876181.07       | Agency Collateralized Mortgage Obligation |
| FNRA CL025FB R26F025 | 2056-04-25      | 4.7000%  | 0.0000% | $25000000.00       | $25419580.83       | Agency Collateralized Mortgage Obligation |

### Security 161: BANK OF AMERICA SECURITIES, INC.

- **C.1 - Title:** BANK OF AMERICA SECURITIES, INC. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300RHSE13N47D3B98, C.5 - Other ID: LMRP10522745
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2054-02-15      | 2.1250%  | 0.0000% | $101000000.00      | $94676411.78       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-07-15      | 0.3750%  | 0.0000% | $82200000.00       | $109084877.64      | U.S. Treasuries (including strips) |

### Security 162: JP MORGAN SECURITIES, LLC

- **C.1 - Title:** JP MORGAN SECURITIES, LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: LMRP10522755
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/2 NOTE P 27 | 2027-08-31      | 0.5000%  | 0.0000% | $267000000.00      | $255112530.80      | U.S. Treasuries (including strips) |

### Security 163: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: LMRP10522765
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 04.500 CLSL0705 | 2052-10-01      | 4.5000%  | 0.0000% | $3104.00           | $2744.84           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1342 | 2055-05-01      | 5.5000%  | 0.0000% | $2771336.00        | $2692638.11        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3942 | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1040.67           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7775 | 2052-08-01      | 4.5000%  | 0.0000% | $1024.00           | $750.42            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE1754 | 2052-05-01      | 3.0000%  | 0.0000% | $3000.00           | $2063.68           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9824 | 2052-09-01      | 5.0000%  | 0.0000% | $320999.00         | $262263.25         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ5610 | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1023.80           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7101 | 2048-07-01      | 4.5000%  | 0.0000% | $4321656.00        | $2057039.76        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2792 | 2047-03-01      | 4.5000%  | 0.0000% | $700000.00         | $474341.51         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA0587 | 2030-12-01      | 4.0000%  | 0.0000% | $5912410.00        | $125079.63         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5737 | 2055-06-01      | 6.5000%  | 0.0000% | $2048.00           | $1567.87           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2523 | 2055-09-01      | 6.0000%  | 0.0000% | $683350.00         | $585610.96         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7553 | 2052-03-01      | 3.0000%  | 0.0000% | $1120.00           | $707.45            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8135 | 2051-03-01      | 2.5000%  | 0.0000% | $447000.00         | $212627.71         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q01656 G | 2041-06-01      | 5.0000%  | 0.0000% | $1024.00           | $50.84             | Agency Mortgage-Backed Securities |
| FREDDIE MAC          | 2054-01-01      | 6.5000%  | 0.0000% | $6901880.00        | $4327337.22        | Agency Mortgage-Backed Securities |
| FMAR 1B3757 G        | 2038-03-01      | 6.1750%  | 0.0000% | $20900000.00       | $131456.19         | Agency Mortgage-Backed Securities |
| 05.000 FGPC A93615 G | 2040-08-01      | 5.0000%  | 0.0000% | $15200000.00       | $678115.04         | Agency Mortgage-Backed Securities |
| 05.000 FGPC A97738 G | 2041-03-01      | 5.0000%  | 0.0000% | $1000.00           | $94.59             | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1012.62           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN8580 | 2038-04-01      | 3.5100%  | 0.0000% | $3300000.00        | $2997116.10        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS5553 | 2034-05-01      | 3.5400%  | 0.0000% | $1000.00           | $905.66            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS8420 | 2033-05-01      | 4.2700%  | 0.0000% | $1000.00           | $964.19            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1704 | 2048-05-01      | 4.5000%  | 0.0000% | $46500000.00       | $9090582.94        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1926 | 2047-09-01      | 4.0000%  | 0.0000% | $30000000.00       | $6411611.97        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4795 | 2052-10-01      | 5.0000%  | 0.0000% | $14800000.00       | $11548096.45       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB4994 | 2037-10-01      | 4.5000%  | 0.0000% | $2551.00           | $1382.22           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6250 | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $762.77            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8325 | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $874.23            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9439 | 2054-11-01      | 5.5000%  | 0.0000% | $3032.00           | $2795.16           | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2054-12-01      | 6.5000%  | 0.0000% | $1024.00           | $833.19            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFA0583 | 2042-08-01      | 2.0000%  | 0.0000% | $1000.00           | $790.34            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9482 | 2051-11-01      | 3.0000%  | 0.0000% | $17500000.00       | $11131472.95       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0240 | 2052-01-01      | 3.0000%  | 0.0000% | $1443000.00        | $847961.82         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3758 | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $765.13            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6381 | 2051-11-01      | 3.5000%  | 0.0000% | $13000.00          | $9604.65           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6764 | 2054-01-01      | 6.5000%  | 0.0000% | $1024.00           | $758.84            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS6930 | 2052-04-01      | 2.5000%  | 0.0000% | $1120.00           | $802.34            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC1686 | 2055-12-01      | 5.0000%  | 0.0000% | $7720200.00        | $7596634.60        | Agency Mortgage-Backed Securities |
| FREDDIE MAC          | 2040-01-01      | 5.5000%  | 0.0000% | $1008.00           | $14.45             | Agency Mortgage-Backed Securities |

### Security 164: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE & INVESTMENT BANK 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: LMRP10522775
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 2.0400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B                  | 2031-02-28      | 4.2500%  | 0.0000% | $300.00            | $304.52            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31                  | 2031-03-31      | 4.1250%  | 0.0000% | $100.00            | $100.56            | U.S. Treasuries (including strips) |
| T Note 4.375 05/15/2034          | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $102.53            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-07-15      | 4.3750%  | 0.0000% | $300.00            | $304.64            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $104.39            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2034-08-15      | 3.8750%  | 0.0000% | $400.00            | $391.01            | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27                 | 2027-09-15      | 3.3750%  | 0.0000% | $1300.00           | $1292.77           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2031-09-30      | 3.6250%  | 0.0000% | $100.00            | $97.96             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2034-11-15      | 4.2500%  | 0.0000% | $100.00            | $101.38            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-11-15      | 4.1250%  | 0.0000% | $32828200.00       | $33466617.80       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31                  | 2031-11-30      | 4.1250%  | 0.0000% | $100.00            | $101.70            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29                 | 2029-11-30      | 4.1250%  | 0.0000% | $7835600.00        | $7999694.90        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28                 | 2028-01-15      | 4.2500%  | 0.0000% | $100.00            | $101.54            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28                 | 2028-03-15      | 3.8750%  | 0.0000% | $1000.00           | $1002.31           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2030-03-31      | 4.0000%  | 0.0000% | $200.00            | $200.48            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28                 | 2028-04-15      | 3.7500%  | 0.0000% | $100.00            | $101.52            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32                  | 2032-05-31      | 4.1250%  | 0.0000% | $200.00            | $202.93            | U.S. Treasuries (including strips) |
| 4 NOTE Z 30                      | 2030-05-31      | 4.0000%  | 0.0000% | $500.00            | $507.78            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-06-15      | 3.8750%  | 0.0000% | $100.00            | $101.20            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-06-30      | 3.7500%  | 0.0000% | $700.00            | $705.79            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2032-07-31      | 4.0000%  | 0.0000% | $100.00            | $99.97             | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28                 | 2028-08-15      | 3.6250%  | 0.0000% | $1000.00           | $999.37            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-08-31      | 3.6250%  | 0.0000% | $200.00            | $199.93            | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28                 | 2028-09-15      | 3.3750%  | 0.0000% | $400.00            | $396.13            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AF 30                 | 2030-10-31      | 3.6250%  | 0.0000% | $1100.00           | $1100.92           | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27                 | 2027-10-31      | 3.5000%  | 0.0000% | $300.00            | $302.65            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AH 30                 | 2030-12-31      | 3.6250%  | 0.0000% | $100.00            | $99.40             | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BM 27                 | 2027-12-31      | 3.3750%  | 0.0000% | $44251000.00       | $44259446.81       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AJ 29                 | 2029-01-15      | 3.5000%  | 0.0000% | $1000.00           | $997.72            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE B 36                  | 2036-02-15      | 4.1250%  | 0.0000% | $400.00            | $395.01            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AL 29                 | 2029-03-15      | 3.5000%  | 0.0000% | $300.00            | $297.50            | U.S. Treasuries (including strips) |
| 6 1/4 BOND 30                    | 2030-05-15      | 6.2500%  | 0.0000% | $100.00            | $111.01            | U.S. Treasuries (including strips) |
| 3 1/2 BOND 39                    | 2039-02-15      | 3.5000%  | 0.0000% | $1000.00           | $903.60            | U.S. Treasuries (including strips) |
| 3 7/8 BOND 40                    | 2040-08-15      | 3.8750%  | 0.0000% | $100.00            | $91.90             | U.S. Treasuries (including strips) |
| 4 1/4 BOND 40                    | 2040-11-15      | 4.2500%  | 0.0000% | $100.00            | $96.76             | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41                    | 2041-11-15      | 3.1250%  | 0.0000% | $100.00            | $82.84             | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 42                    | 2042-02-15      | 0.7500%  | 0.0000% | $14048500.00       | $15585657.99       | U.S. Treasuries (including strips) |
| 0 5/8 TRIB 43                    | 2043-02-15      | 0.6250%  | 0.0000% | $5401900.00        | $5635221.41        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2043-08-15      | 3.6250%  | 0.0000% | $200.00            | $171.43            | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43                    | 2043-11-15      | 3.7500%  | 0.0000% | $300.00            | $263.89            | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44                    | 2044-02-15      | 3.6250%  | 0.0000% | $100.00            | $85.26             | U.S. Treasuries (including strips) |
| 1 TRIB 46                        | 2046-02-15      | 1.0000%  | 0.0000% | $5577500.00        | $5694885.74        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46                    | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $65.33             | U.S. Treasuries (including strips) |
| 2 7/8 BOND 46                    | 2046-11-15      | 2.8750%  | 0.0000% | $100.00            | $74.03             | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47                    | 2047-08-15      | 2.7500%  | 0.0000% | $1600.00           | $1135.85           | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48                    | 2048-05-15      | 3.1250%  | 0.0000% | $100.00            | $76.32             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $79.51             | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49                    | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $64.56             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2050-02-15      | 0.2500%  | 0.0000% | $600.00            | $430.19            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2050-08-15      | 1.3750%  | 0.0000% | $90732000.00       | $44495813.95       | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41                    | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $69.37             | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41                    | 2041-05-15      | 2.2500%  | 0.0000% | $39999600.00       | $29430187.24       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2051-08-15      | 2.0000%  | 0.0000% | $600.00            | $343.05            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2052-02-15      | 2.2500%  | 0.0000% | $1500.00           | $908.05            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2042-02-15      | 2.3750%  | 0.0000% | $800.00            | $584.27            | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42                    | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $83.54             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2052-08-15      | 3.0000%  | 0.0000% | $700.00            | $500.25            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $83.82             | U.S. Treasuries (including strips) |
| 4 BOND 52                        | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $87.44             | U.S. Treasuries (including strips) |
| 4 BOND 42                        | 2042-11-15      | 4.0000%  | 0.0000% | $300.00            | $275.50            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2043-02-15      | 3.8750%  | 0.0000% | $45261000.00       | $40368917.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2053-05-15      | 3.6250%  | 0.0000% | $600.00            | $489.20            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2044-02-15      | 4.5000%  | 0.0000% | $100.00            | $96.04             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2054-05-15      | 4.6250%  | 0.0000% | $600.00            | $582.57            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44                    | 2044-05-15      | 4.6250%  | 0.0000% | $200.00            | $197.23            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2054-08-15      | 4.2500%  | 0.0000% | $200.00            | $180.25            | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44                    | 2044-08-15      | 4.1250%  | 0.0000% | $400.00            | $364.37            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44                    | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $98.37             | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45                    | 2045-08-15      | 4.8750%  | 0.0000% | $200.00            | $200.25            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55                    | 2055-11-15      | 4.6250%  | 0.0000% | $100.00            | $97.32             | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26                  | 2026-08-15      | 1.5000%  | 0.0000% | $21111000.00       | $20967723.96       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2027-07-15      | 0.3750%  | 0.0000% | $16910500.00       | $22492895.24       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28                  | 2028-08-15      | 2.8750%  | 0.0000% | $8149900.00        | $7998984.02        | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28                  | 2028-11-15      | 3.1250%  | 0.0000% | $100.00            | $99.34             | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29                  | 2029-05-15      | 2.3750%  | 0.0000% | $9737100.00        | $9397602.88        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2029-07-15      | 0.2500%  | 0.0000% | $397100.00         | $491058.88         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2026-11-15      | 2.0000%  | 0.0000% | $100.00            | $99.66             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2027-01-15      | 0.3750%  | 0.0000% | $6829000.00        | $9217926.67        | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $96.74             | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2030-05-15      | 0.6250%  | 0.0000% | $25066300.00       | $21983973.95       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2031-01-15      | 0.1250%  | 0.0000% | $19142200.00       | $22463925.48       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28                  | 2028-03-31      | 1.2500%  | 0.0000% | $14234800.00       | $13527173.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2031-11-15      | 1.3750%  | 0.0000% | $930600.00         | $810359.73         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2032-01-15      | 0.1250%  | 0.0000% | $9495700.00        | $10245787.11       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2027-04-15      | 0.1250%  | 0.0000% | $48855800.00       | $55995783.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND | 2027-04-30      | 2.7500%  | 0.0000% | $700.00            | $700.31            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2032-08-15      | 2.7500%  | 0.0000% | $698800.00         | $647466.53         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27                 | 2027-09-30      | 4.1250%  | 0.0000% | $18149600.00       | $18218023.99       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27                 | 2027-10-31      | 4.1250%  | 0.0000% | $3650400.00        | $3726903.23        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27                 | 2027-12-31      | 3.8750%  | 0.0000% | $200.00            | $201.96            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2033-01-15      | 1.1250%  | 0.0000% | $498400.00         | $524751.59         | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2033-02-15      | 3.5000%  | 0.0000% | $1100.00           | $1061.08           | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-02-29      | 4.0000%  | 0.0000% | $100.00            | $100.61            | U.S. Treasuries (including strips) |
| US TREASURY N/B                  | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $101.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY NOTE/BOND | 2026-07-15      | 4.5000%  | 0.0000% | $100.00            | $101.13            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33                  | 2033-08-15      | 3.8750%  | 0.0000% | $29678900.00       | $29219112.84       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30                  | 2030-08-31      | 4.1250%  | 0.0000% | $100.00            | $100.98            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                  | 2028-10-15      | 2.3750%  | 0.0000% | $13242000.00       | $14705707.13       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26                 | 2026-11-15      | 4.6250%  | 0.0000% | $900.00            | $920.09            | U.S. Treasuries (including strips) |
| BILL 08/06/26                    | 2026-08-06      | 0.0000%  | 0.0000% | $200.00            | $197.44            | U.S. Treasuries (including strips) |
| BILL 09/03/26                    | 2026-09-03      | 0.0000%  | 0.0000% | $100.00            | $98.44             | U.S. Treasuries (including strips) |
| BILL 10/29/26                    | 2026-10-29      | 0.0000%  | 0.0000% | $2600.00           | $2545.48           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL      | 2026-04-30      | 0.0000%  | 0.0000% | $700.00            | $697.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL      | 2026-05-21      | 0.0000%  | 0.0000% | $300.00            | $298.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL      | 2026-04-21      | 0.0000%  | 0.0000% | $100.00            | $99.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL      | 2026-07-23      | 0.0000%  | 0.0000% | $200.00            | $197.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY BILL      | 2026-05-26      | 0.0000%  | 0.0000% | $100.00            | $99.44             | U.S. Treasuries (including strips) |
| BILL 06/02/26                    | 2026-06-02      | 0.0000%  | 0.0000% | $100.00            | $99.37             | U.S. Treasuries (including strips) |
| BILL 06/09/26                    | 2026-06-09      | 0.0000%  | 0.0000% | $100.00            | $99.30             | U.S. Treasuries (including strips) |
| BILL 06/30/26                    | 2026-06-30      | 0.0000%  | 0.0000% | $700.00            | $693.63            | U.S. Treasuries (including strips) |

### Security 165: 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: LMRP10522785
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| 3.95 FHOR 27-30 94   | 2030-03-25      | 3.9500%  | 0.0000% | $10200000.00       | $10106731.46       | Agency Debentures and Agency Strips |
| FEPC 06.000 CLQZ3870 | 2055-09-01      | 6.0000%  | 0.0000% | $28700000.00       | $26831285.71       | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLQZ6639 | 2055-11-01      | 6.0000%  | 0.0000% | $24900000.00       | $25323699.20       | Agency Mortgage-Backed Securities   |
| FEPC 03.000 CLSL2687 | 2052-12-01      | 3.0000%  | 0.0000% | $24200000.00       | $20658008.70       | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLRJ0091 | 2053-10-01      | 6.0000%  | 0.0000% | $33000000.00       | $26026697.41       | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLRJ2202 | 2054-08-01      | 5.5000%  | 0.0000% | $27000000.00       | $25515200.47       | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLMA5469 | 2054-09-01      | 5.0000%  | 0.0000% | $2060.00           | $1836.71           | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLSD5298 | 2054-04-01      | 6.0000%  | 0.0000% | $24100000.00       | $20096802.77       | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CL890737 | 2046-03-01      | 5.5000%  | 0.0000% | $18485.00          | $2407.95           | Agency Mortgage-Backed Securities   |
| FNMS 04.500 CTMA0511 | 2030-09-01      | 4.5000%  | 0.0000% | $151379.00         | $2507.64           | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CIMA0732 | 2026-04-25      | 4.0000%  | 0.0000% | $15232.00          | $3.46              | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CTMA2455 | 2035-11-01      | 4.0000%  | 0.0000% | $26520.00          | $2465.85           | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLMA5011 | 2053-05-01      | 6.0000%  | 0.0000% | $3870.00           | $2471.49           | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLQY8594 | 2055-07-01      | 6.0000%  | 0.0000% | $15100000.00       | $13265056.05       | Agency Mortgage-Backed Securities   |
| FNMS 06.500 CL759666 | 2031-04-01      | 6.5000%  | 0.0000% | $1152.00           | $0.66              | Agency Mortgage-Backed Securities   |
| GNII JM 004239 M     | 2038-09-20      | 6.0000%  | 0.0000% | $29855.00          | $11.62             | Agency Mortgage-Backed Securities   |
| GNII JM 004260 M     | 2038-10-20      | 6.0000%  | 0.0000% | $7610.00           | $4.29              | Agency Mortgage-Backed Securities   |
| GNII JM 004311 M     | 2038-12-20      | 6.5000%  | 0.0000% | $13080.00          | $6.84              | Agency Mortgage-Backed Securities   |
| FNMS 04.500 CIAL0849 | 2026-07-01      | 4.5000%  | 0.0000% | $9464.00           | $1.71              | Agency Mortgage-Backed Securities   |
| FNMS 04.500 CIAL1083 | 2026-07-01      | 4.5000%  | 0.0000% | $42930.00          | $4.50              | Agency Mortgage-Backed Securities   |
| FNMS 04.500 CIAL1124 | 2026-10-01      | 4.5000%  | 0.0000% | $4928.00           | $4.00              | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CIAL1174 | 2026-11-01      | 4.0000%  | 0.0000% | $12856.00          | $1.53              | Agency Mortgage-Backed Securities   |
| FNMS 04.500 CIAL1379 | 2026-10-01      | 4.5000%  | 0.0000% | $4464.00           | $1.28              | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CIAL2689 | 2027-02-01      | 4.0000%  | 0.0000% | $8624.00           | $4.33              | Agency Mortgage-Backed Securities   |
| FNMS 04.500 CIAL1900 | 2026-08-01      | 4.5000%  | 0.0000% | $26496.00          | $6.26              | Agency Mortgage-Backed Securities   |
| FNMS 04.500 CIAL1953 | 2027-01-01      | 4.5000%  | 0.0000% | $84000.00          | $4.66              | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CIAL2088 | 2026-09-01      | 4.0000%  | 0.0000% | $6470.00           | $1.56              | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CIAL3914 | 2026-11-01      | 4.0000%  | 0.0000% | $10000.00          | $8.41              | Agency Mortgage-Backed Securities   |
| FNMS 04.500 CIAL4898 | 2027-01-01      | 4.5000%  | 0.0000% | $100856.00         | $6.38              | Agency Mortgage-Backed Securities   |
| GNII SF MA4838 M     | 2047-11-20      | 4.0000%  | 0.0000% | $26892.00          | $2778.55           | Agency Mortgage-Backed Securities   |
| GNII JM MA6530 M     | 2050-03-20      | 2.5000%  | 0.0000% | $29201.00          | $2452.59           | Agency Mortgage-Backed Securities   |
| GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | 0.0000% | $4479446.00        | $2007359.99        | Agency Mortgage-Backed Securities   |
| GNII SF MA8487 M     | 2052-11-20      | 3.5000%  | 0.0000% | $3360.00           | $2429.64           | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CIAL6204 | 2029-02-01      | 4.0000%  | 0.0000% | $7848.00           | $4.48              | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CIAL5956 | 2027-05-01      | 4.0000%  | 0.0000% | $96000.00          | $6.74              | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CIAL5957 | 2027-05-01      | 4.0000%  | 0.0000% | $15848.00          | $7.18              | Agency Mortgage-Backed Securities   |
| FNMS 04.500 CIAL6132 | 2029-03-01      | 4.5000%  | 0.0000% | $18930.00          | $6.42              | Agency Mortgage-Backed Securities   |
| FNMS 04.500 CIAL6449 | 2027-01-01      | 4.5000%  | 0.0000% | $142861.00         | $4.06              | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CIAL6841 | 2029-02-01      | 4.0000%  | 0.0000% | $6034.00           | $5.73              | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CIAL7970 | 2029-04-01      | 4.0000%  | 0.0000% | $6616.00           | $6.39              | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CIAL7299 | 2027-08-01      | 4.0000%  | 0.0000% | $1232.00           | $0.91              | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CIAL7387 | 2029-07-01      | 4.0000%  | 0.0000% | $8232.00           | $6.41              | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CIAL7389 | 2029-03-01      | 4.0000%  | 0.0000% | $9616.00           | $5.09              | Agency Mortgage-Backed Securities   |
| FNMS 04.500 CIAL9971 | 2027-01-01      | 4.5000%  | 0.0000% | $18928.00          | $5.00              | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CIAL8214 | 2029-03-01      | 4.0000%  | 0.0000% | $1196.00           | $0.94              | Agency Mortgage-Backed Securities   |
| FNMS 03.000 CLAR0532 | 2042-12-01      | 3.0000%  | 0.0000% | $19528.00          | $2402.99           | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CIAX5294 | 2027-01-01      | 4.0000%  | 0.0000% | $14750.00          | $9.51              | Agency Mortgage-Backed Securities   |
| FNMS 04.500 CLBW1478 | 2052-06-01      | 4.5000%  | 0.0000% | $4679.00           | $3475.03           | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLBY4259 | 2053-06-01      | 5.5000%  | 0.0000% | $3248.00           | $2507.89           | Agency Mortgage-Backed Securities   |
| Fannie Mae           | 2048-03-01      | 3.5000%  | 0.0000% | $25015.00          | $5816.06           | Agency Mortgage-Backed Securities   |
| 5.625 FNSM A 07/37   | 2037-07-15      | 5.6250%  | 0.0000% | $5500000.00        | $6039357.50        | Agency Mortgage-Backed Securities   |
| FNMS 06.500 CL589499 | 2031-08-01      | 6.5000%  | 0.0000% | $12303.00          | $9.81              | Agency Mortgage-Backed Securities   |
| FNMS 06.500 CL596462 | 2031-08-01      | 6.5000%  | 0.0000% | $2810.00           | $0.74              | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CIAH9691 | 2026-04-25      | 4.0000%  | 0.0000% | $10000.00          | $0.71              | Agency Mortgage-Backed Securities   |
| FNMS 04.500 CIAI1807 | 2026-04-25      | 4.5000%  | 0.0000% | $3399.00           | $0.52              | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CIAI2506 | 2026-05-01      | 4.0000%  | 0.0000% | $28464.00          | $12.06             | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CIAI4871 | 2026-06-01      | 4.0000%  | 0.0000% | $27232.00          | $7.93              | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CIAL0842 | 2026-09-01      | 4.0000%  | 0.0000% | $3120.00           | $1.18              | Agency Mortgage-Backed Securities   |
| FNMS 02.500 CIFM1454 | 2028-09-01      | 2.5000%  | 0.0000% | $10000.00          | $662.79            | Agency Mortgage-Backed Securities   |
| FNMS 04.500 CIFM1507 | 2028-12-01      | 4.5000%  | 0.0000% | $10000.00          | $6.12              | Agency Mortgage-Backed Securities   |
| FNMS 04.500 CIFM2235 | 2028-12-01      | 4.5000%  | 0.0000% | $18000.00          | $7.07              | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CIFM2968 | 2026-05-01      | 4.0000%  | 0.0000% | $23744.00          | $7.39              | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLFS2616 | 2052-08-01      | 5.0000%  | 0.0000% | $3390.00           | $2496.33           | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLFS5209 | 2053-07-01      | 6.0000%  | 0.0000% | $1705.00           | $1313.31           | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLFS7502 | 2054-03-01      | 6.0000%  | 0.0000% | $3458.00           | $2443.57           | Agency Mortgage-Backed Securities   |
| 3 1/8 TPRN 43        | 2043-02-15      | 0.0000%  | 0.0000% | $4000.00           | $1735.18           | U.S. Treasuries (including strips)  |
| 3 TPRN 48            | 2048-08-15      | 0.0000%  | 0.0000% | $100.00            | $32.24             | U.S. Treasuries (including strips)  |
| 3 3/8 TPRN 48        | 2048-11-15      | 0.0000%  | 0.0000% | $1000.00           | $318.27            | U.S. Treasuries (including strips)  |
| 4 1/2 BOND 36        | 2036-02-15      | 4.5000%  | 0.0000% | $500.00            | $511.17            | U.S. Treasuries (including strips)  |
| 4 1/2 BOND 38        | 2038-05-15      | 4.5000%  | 0.0000% | $100.00            | $102.13            | U.S. Treasuries (including strips)  |
| 4 3/8 BOND 39        | 2039-11-15      | 4.3750%  | 0.0000% | $100.00            | $98.93             | U.S. Treasuries (including strips)  |
| 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  | 0.0000% | $100.00            | $100.24            | U.S. Treasuries (including strips)  |
| 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  | 0.0000% | $100.00            | $96.76             | U.S. Treasuries (including strips)  |
| US TREASURY N/B      | 2041-05-15      | 4.3750%  | 0.0000% | $516900.00         | $505472.61         | U.S. Treasuries (including strips)  |
| 3 3/4 BOND 41        | 2041-08-15      | 3.7500%  | 0.0000% | $42400000.00       | $37993421.93       | U.S. Treasuries (including strips)  |
| US TREASURY N/B      | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $70.30             | U.S. Treasuries (including strips)  |
| 3 BOND 45            | 2045-11-15      | 3.0000%  | 0.0000% | $34800000.00       | $26692387.80       | U.S. Treasuries (including strips)  |
| 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  | 0.0000% | $574300.00         | $375165.38         | U.S. Treasuries (including strips)  |
| 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  | 0.0000% | $800.00            | $592.26            | U.S. Treasuries (including strips)  |
| 3 BOND 47            | 2047-02-15      | 3.0000%  | 0.0000% | $25000000.00       | $18691077.81       | U.S. Treasuries (including strips)  |
| 3 BOND 47            | 2047-05-15      | 3.0000%  | 0.0000% | $8633600.00        | $6502402.04        | U.S. Treasuries (including strips)  |
| 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  | 0.0000% | $100.00            | $70.99             | U.S. Treasuries (including strips)  |
| 3 BOND 49            | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $73.32             | U.S. Treasuries (including strips)  |
| 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  | 0.0000% | $900.00            | $561.77            | U.S. Treasuries (including strips)  |
| 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $62.34             | U.S. Treasuries (including strips)  |
| US TREASURY N/B      | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $52.77             | U.S. Treasuries (including strips)  |
| US TREASURY N/B      | 2051-02-15      | 1.8750%  | 0.0000% | $6400.00           | $3567.95           | U.S. Treasuries (including strips)  |
| 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  | 0.0000% | $33300000.00       | $23075801.32       | U.S. Treasuries (including strips)  |
| US TREASURY N/B      | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $63.42             | U.S. Treasuries (including strips)  |
| US TREASURY N/B      | 2051-08-15      | 2.0000%  | 0.0000% | $300.00            | $171.52            | U.S. Treasuries (including strips)  |
| 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  | 0.0000% | $100.00            | $70.43             | U.S. Treasuries (including strips)  |
| 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  | 0.0000% | $500.00            | $417.68            | U.S. Treasuries (including strips)  |
| 4 BOND 42            | 2042-11-15      | 4.0000%  | 0.0000% | $200.00            | $183.66            | U.S. Treasuries (including strips)  |
| US TREASURY N/B      | 2053-08-15      | 4.1250%  | 0.0000% | $57000000.00       | $50285546.13       | U.S. Treasuries (including strips)  |
| US TREASURY N/B      | 2055-02-15      | 4.6250%  | 0.0000% | $17700000.00       | $16999685.77       | U.S. Treasuries (including strips)  |
| 4 5/8 BOND 55        | 2055-11-15      | 4.6250%  | 0.0000% | $100.00            | $97.32             | U.S. Treasuries (including strips)  |
| STRIPS               | 2044-11-15      | 0.0000%  | 0.0000% | $136.73            | $52.46             | U.S. Treasuries (including strips)  |

### Security 166: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: LMRP10522795
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.000 CLQZ3744 | 2055-09-01      | 6.0000%  | 0.0000% | $1266547.00        | $1306643.48        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ5381 | 2055-10-01      | 6.0000%  | 0.0000% | $4300960.00        | $4381837.68        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6406 | 2055-10-01      | 5.5000%  | 0.0000% | $12400000.00       | $12456643.57       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1807 | 2055-07-01      | 6.0000%  | 0.0000% | $1196590.00        | $1113376.14        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSL4415 | 2054-01-01      | 2.0000%  | 0.0000% | $3544336.00        | $2862695.21        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3981 | 2056-01-01      | 5.5000%  | 0.0000% | $11000000.00       | $10849027.05       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5110 | 2038-08-01      | 5.0000%  | 0.0000% | $718000.00         | $416538.09         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5215 | 2053-12-01      | 5.5000%  | 0.0000% | $5234500.00        | $4046283.16        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5245 | 2054-01-01      | 5.0000%  | 0.0000% | $5027616.00        | $4359857.02        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL888023 | 2036-06-01      | 5.5000%  | 0.0000% | $16100000.00       | $185991.42         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL888692 | 2036-09-01      | 5.5000%  | 0.0000% | $110000.00         | $1387.06           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL889633 | 2037-08-01      | 5.5000%  | 0.0000% | $12000.00          | $137.51            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CI890434 | 2027-07-01      | 3.0000%  | 0.0000% | $198000.00         | $1654.72           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CI890786 | 2032-06-01      | 3.5000%  | 0.0000% | $1100000.00        | $209795.11         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL922269 | 2036-12-01      | 5.5000%  | 0.0000% | $6000000.00        | $109563.55         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL940907 | 2037-07-01      | 6.0000%  | 0.0000% | $230000.00         | $1625.67           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL975376 | 2038-06-01      | 5.5000%  | 0.0000% | $28300000.00       | $171074.22         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL985615 | 2034-04-01      | 5.5000%  | 0.0000% | $25000.00          | $126.59            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL985661 | 2038-06-01      | 5.5000%  | 0.0000% | $517000.00         | $11065.28          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL985559 | 2038-06-01      | 5.5000%  | 0.0000% | $5593256.00        | $10652.48          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995196 | 2038-07-01      | 6.0000%  | 0.0000% | $563598.00         | $4889.11           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB7931 | 2043-02-01      | 3.0000%  | 0.0000% | $16000.00          | $2938.92           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAB8787 | 2028-03-01      | 2.0000%  | 0.0000% | $280000.00         | $9082.40           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA2321 | 2035-07-01      | 3.5000%  | 0.0000% | $175000.00         | $21932.18          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA3493 | 2038-10-01      | 4.5000%  | 0.0000% | $107000.00         | $14292.84          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4399 | 2051-08-01      | 2.5000%  | 0.0000% | $6558040.00        | $3761983.57        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4400 | 2051-08-01      | 3.0000%  | 0.0000% | $398759.00         | $205551.17         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3774 | 2049-09-01      | 3.0000%  | 0.0000% | $11200000.00       | $1386618.32        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4327 | 2051-05-01      | 3.0000%  | 0.0000% | $5231000.00        | $2277418.47        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTMA5286 | 2044-01-01      | 6.0000%  | 0.0000% | $768587.00         | $350594.61         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5390 | 2054-06-01      | 6.5000%  | 0.0000% | $7000.00           | $3712.32           | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2052-01-01      | 2.5000%  | 0.0000% | $1745000.00        | $1096077.52        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA4899 | 2038-01-01      | 5.0000%  | 0.0000% | $250000.00         | $136815.95         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTMA4935 | 2043-02-01      | 6.0000%  | 0.0000% | $250000.00         | $139481.07         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5008 | 2053-05-01      | 4.5000%  | 0.0000% | $865000.00         | $687166.02         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5762 | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $756.04            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5909 | 2055-12-01      | 5.0000%  | 0.0000% | $17000.00          | $16513.01          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CKMA5987 | 2056-01-01      | 7.0000%  | 0.0000% | $2035293.00        | $1722356.06        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5997 | 2056-03-01      | 5.0000%  | 0.0000% | $3500000.00        | $3449873.86        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD4567 | 2040-04-01      | 5.5000%  | 0.0000% | $517228.00         | $6432.55           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD6946 | 2040-06-01      | 5.5000%  | 0.0000% | $862035.00         | $25795.46          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAD9160 | 2040-08-01      | 4.5000%  | 0.0000% | $3760560.00        | $338814.99         | Agency Mortgage-Backed Securities |
| 06.000 FGPC C02551 G | 2036-06-01      | 6.0000%  | 0.0000% | $7198357.00        | $82986.90          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL725425 | 2034-04-01      | 5.5000%  | 0.0000% | $475000.00         | $2437.68           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL725232 | 2034-03-01      | 5.0000%  | 0.0000% | $27000.00          | $209.32            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL725256 | 2034-02-01      | 5.5000%  | 0.0000% | $3733000.00        | $23116.70          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL729406 | 2033-08-01      | 5.5000%  | 0.0000% | $55413.00          | $89.69             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL735997 | 2035-11-01      | 5.5000%  | 0.0000% | $440000.00         | $3342.31           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL739503 | 2033-09-01      | 5.5000%  | 0.0000% | $6224840.00        | $70825.25          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL745275 | 2036-02-01      | 5.0000%  | 0.0000% | $19000.00          | $169.03            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL745096 | 2034-11-01      | 5.5000%  | 0.0000% | $6950000.00        | $78852.20          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL745512 | 2036-05-01      | 6.0000%  | 0.0000% | $260000.00         | $2593.53           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL745852 | 2036-01-01      | 6.5000%  | 0.0000% | $565000.00         | $6466.70           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL750699 | 2033-11-01      | 5.5000%  | 0.0000% | $15000.00          | $123.01            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL755617 | 2034-01-01      | 5.5000%  | 0.0000% | $125000.00         | $829.50            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL766715 | 2034-03-01      | 5.5000%  | 0.0000% | $505000.00         | $7081.79           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL779607 | 2034-07-01      | 5.5000%  | 0.0000% | $203345.00         | $764.04            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL816268 | 2035-03-01      | 5.5000%  | 0.0000% | $55205.00          | $268.69            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL828377 | 2035-06-01      | 5.5000%  | 0.0000% | $67000.00          | $592.30            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL870829 | 2036-10-01      | 5.5000%  | 0.0000% | $399947.00         | $2552.79           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA0508 | 2053-10-01      | 6.0000%  | 0.0000% | $37900000.00       | $21102788.24       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB2551 | 2054-05-01      | 5.5000%  | 0.0000% | $2368660.00        | $1922122.82        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC5716 | 2054-11-01      | 4.5000%  | 0.0000% | $1014846.00        | $833360.72         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE5032 | 2055-09-01      | 5.5000%  | 0.0000% | $1805972.00        | $1662558.56        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6123 | 2055-08-01      | 5.5000%  | 0.0000% | $4658360.00        | $4660360.06        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL545444 | 2031-11-01      | 5.5000%  | 0.0000% | $250000.00         | $848.07            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL0677 | 2041-07-01      | 5.0000%  | 0.0000% | $1133000.00        | $68425.09          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAL2605 | 2027-06-01      | 3.0000%  | 0.0000% | $820000.00         | $6894.34           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAL4042 | 2028-08-01      | 2.0000%  | 0.0000% | $300000.00         | $11537.86          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA8160 | 2056-03-01      | 5.0000%  | 0.0000% | $1203781.00        | $1205489.97        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAL5063 | 2032-01-01      | 4.5000%  | 0.0000% | $841000.00         | $35899.28          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL5083 | 2029-02-01      | 4.0000%  | 0.0000% | $1100000.00        | $2166.58           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAL6159 | 2032-01-01      | 4.5000%  | 0.0000% | $250000.00         | $12469.74          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL7081 | 2029-07-01      | 4.0000%  | 0.0000% | $2387000.00        | $105729.06         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL6965 | 2038-09-01      | 6.0000%  | 0.0000% | $20000.00          | $2180.33           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAP4781 | 2042-09-01      | 3.0000%  | 0.0000% | $100000.00         | $14715.94          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR3682 | 2043-01-01      | 3.0000%  | 0.0000% | $67091.00          | $9913.48           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS0044 | 2043-07-01      | 3.0000%  | 0.0000% | $326000.00         | $46081.85          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8488 | 2046-12-01      | 3.0000%  | 0.0000% | $2000.00           | $555.86            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT5993 | 2043-05-01      | 3.0000%  | 0.0000% | $37500.00          | $4560.16           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT8912 | 2043-07-01      | 3.0000%  | 0.0000% | $456795.00         | $40632.35          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBC6176 | 2031-07-01      | 2.5000%  | 0.0000% | $829743.00         | $94739.27          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBD8104 | 2046-10-01      | 3.0000%  | 0.0000% | $800000.00         | $217943.44         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH4010 | 2047-09-01      | 4.5000%  | 0.0000% | $555000.00         | $60570.59          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBO5068 | 2049-09-01      | 5.0000%  | 0.0000% | $1264700.00        | $188677.12         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBP5012 | 2050-05-01      | 2.5000%  | 0.0000% | $1403000.00        | $613538.98         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR0994 | 2051-05-01      | 2.5000%  | 0.0000% | $13300000.00       | $7445046.36        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBT2247 | 2052-03-01      | 3.0000%  | 0.0000% | $11300000.00       | $7271657.77        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV5655 | 2052-04-01      | 2.5000%  | 0.0000% | $11400000.00       | $8164096.74        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV7939 | 2052-08-01      | 5.5000%  | 0.0000% | $15800000.00       | $10447287.86       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9916 | 2052-10-01      | 5.0000%  | 0.0000% | $1300000.00        | $875791.63         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX0804 | 2052-11-01      | 5.5000%  | 0.0000% | $20553.00          | $19472.65          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0571 | 2052-11-01      | 5.0000%  | 0.0000% | $9845056.00        | $7226212.57        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX2914 | 2052-12-01      | 5.0000%  | 0.0000% | $200000.00         | $149517.01         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY4259 | 2053-06-01      | 5.5000%  | 0.0000% | $471752.00         | $364256.22         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY8469 | 2053-08-01      | 5.5000%  | 0.0000% | $60950.00          | $50331.16          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0853 | 2047-12-01      | 3.5000%  | 0.0000% | $654000.00         | $164531.15         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0996 | 2048-01-01      | 3.5000%  | 0.0000% | $240000.00         | $55142.69          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CICA2408 | 2033-10-01      | 4.0000%  | 0.0000% | $3398000.00        | $597313.08         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4108 | 2049-09-01      | 3.0000%  | 0.0000% | $554000.00         | $189308.14         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6289 | 2050-07-01      | 2.5000%  | 0.0000% | $3400000.00        | $1684165.75        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6086 | 2050-06-01      | 3.0000%  | 0.0000% | $465000.00         | $112951.43         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL255580 | 2035-01-01      | 5.5000%  | 0.0000% | $503083.00         | $3835.95           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT257075 | 2028-02-01      | 5.5000%  | 0.0000% | $3000000.00        | $6917.17           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI2472 | 2041-05-01      | 4.5000%  | 0.0000% | $744470.00         | $22926.19          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAI4867 | 2026-06-01      | 4.0000%  | 0.0000% | $51998.00          | $56.85             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAI9532 | 2041-09-01      | 5.5000%  | 0.0000% | $1119306.00        | $64834.26          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAJ8147 | 2026-12-01      | 3.5000%  | 0.0000% | $360000.00         | $1865.87           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAK3906 | 2027-03-01      | 3.0000%  | 0.0000% | $299000.00         | $2334.86           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK4770 | 2048-08-01      | 4.5000%  | 0.0000% | $3336696.00        | $361906.03         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBM1423 | 2032-05-01      | 2.5000%  | 0.0000% | $8000.00           | $1170.52           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTBM3491 | 2038-01-01      | 4.5000%  | 0.0000% | $276000.00         | $47085.73          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CNBM3384 | 2027-10-01      | 3.0000%  | 0.0000% | $102786.00         | $1563.74           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBM5499 | 2029-05-01      | 4.0000%  | 0.0000% | $70000.00          | $231.49            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7278 | 2050-10-01      | 2.5000%  | 0.0000% | $1700000.00        | $886585.21         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7528 | 2050-10-01      | 2.5000%  | 0.0000% | $1390528.00        | $696964.23         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0838 | 2046-06-01      | 2.5000%  | 0.0000% | $175000.00         | $96732.46          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0045 | 2051-04-01      | 3.0000%  | 0.0000% | $1687000.00        | $865643.89         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2899 | 2052-02-01      | 3.0000%  | 0.0000% | $55000.00          | $31769.54          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5316 | 2052-12-01      | 6.0000%  | 0.0000% | $70000.00          | $44698.28          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4839 | 2052-10-01      | 5.5000%  | 0.0000% | $35000.00          | $23600.21          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4967 | 2052-10-01      | 5.5000%  | 0.0000% | $35000.00          | $32046.73          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB4991 | 2037-10-01      | 4.5000%  | 0.0000% | $5789.00           | $2868.33           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8331 | 2054-04-01      | 5.5000%  | 0.0000% | $1010000.00        | $843309.06         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8628 | 2054-06-01      | 6.0000%  | 0.0000% | $1425000.00        | $1221500.10        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8845 | 2054-07-01      | 5.5000%  | 0.0000% | $730000.00         | $666117.66         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB9181 | 2054-09-01      | 7.0000%  | 0.0000% | $13200000.00       | $10858614.93       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9336 | 2054-10-01      | 6.0000%  | 0.0000% | $99946.00          | $87786.97          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9501 | 2054-11-01      | 6.0000%  | 0.0000% | $300072.00         | $266993.06         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG6178 | 2056-04-01      | 5.0000%  | 0.0000% | $28900000.00       | $28620617.88       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0442 | 2054-11-01      | 3.5000%  | 0.0000% | $18000.00          | $15266.17          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0685 | 2055-01-01      | 6.0000%  | 0.0000% | $1075000.00        | $826069.87         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1989 | 2055-06-01      | 6.0000%  | 0.0000% | $15800000.00       | $14569696.75       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3227 | 2055-04-01      | 6.0000%  | 0.0000% | $21400000.00       | $19193435.03       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA5164 | 2052-04-01      | 2.5000%  | 0.0000% | $13200000.00       | $11227412.76       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA5174 | 2052-04-01      | 3.0000%  | 0.0000% | $4844616.00        | $4296970.92        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA5179 | 2050-03-01      | 4.5000%  | 0.0000% | $10800000.00       | $10740585.44       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA5184 | 2054-11-01      | 6.0000%  | 0.0000% | $29600000.00       | $30348171.84       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM1733 | 2034-05-01      | 3.5000%  | 0.0000% | $160000.00         | $37107.73          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM2338 | 2029-05-01      | 4.0000%  | 0.0000% | $6000.00           | $100.53            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM3249 | 2050-03-01      | 3.0000%  | 0.0000% | $1700000.00        | $338956.22         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM3371 | 2047-07-01      | 4.5000%  | 0.0000% | $112000.00         | $32962.70          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM3878 | 2050-07-01      | 2.5000%  | 0.0000% | $7000000.00        | $2631232.20        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM6523 | 2051-03-01      | 2.5000%  | 0.0000% | $680000.00         | $313709.74         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8576 | 2050-02-01      | 3.0000%  | 0.0000% | $3240000.00        | $1577007.72        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0366 | 2052-01-01      | 2.5000%  | 0.0000% | $60000.00          | $34430.85          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2620 | 2052-08-01      | 5.0000%  | 0.0000% | $40000.00          | $28933.92          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1812 | 2052-05-01      | 4.0000%  | 0.0000% | $15400000.00       | $10838051.29       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2122 | 2052-03-01      | 3.0000%  | 0.0000% | $272000.00         | $178777.58         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS3563 | 2038-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1290.89           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3941 | 2053-02-01      | 5.0000%  | 0.0000% | $1600000.00        | $1146500.33        | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2053-01-01      | 5.0000%  | 0.0000% | $100000.00         | $75283.23          | Agency Mortgage-Backed Securities |
| Fannie Mae           | 2053-03-01      | 6.0000%  | 0.0000% | $100000.00         | $71116.47          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6498 | 2053-11-01      | 6.0000%  | 0.0000% | $1765916.00        | $1341535.16        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS6866 | 2053-10-01      | 5.0000%  | 0.0000% | $1125000.00        | $999640.95         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8015 | 2053-07-01      | 6.0000%  | 0.0000% | $500000.00         | $407492.74         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFS7346 | 2054-02-01      | 7.0000%  | 0.0000% | $16300000.00       | $11562479.16       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS7624 | 2054-03-01      | 6.5000%  | 0.0000% | $700000.00         | $441416.05         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS7713 | 2054-04-01      | 6.0000%  | 0.0000% | $456000.00         | $365208.71         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8210 | 2054-05-01      | 6.0000%  | 0.0000% | $9000.00           | $7521.61           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9715 | 2054-11-01      | 5.5000%  | 0.0000% | $500000.00         | $466882.83         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0603 | 2055-06-01      | 6.5000%  | 0.0000% | $95000.00          | $91121.81          | Agency Mortgage-Backed Securities |

### Security 167: FIXED INCOME CLEARING CORP / STATE STREET

- **C.1 - Title:** FIXED INCOME CLEARING CORP / STATE STREET 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: LMRP10522815
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-06-30      | 3.7500%  | 0.0000% | $252899100.00      | $255000157.90      | U.S. Treasuries (including strips) |

### Security 168: BANK OF AMERICA SECURITIES, INC.

- **C.1 - Title:** BANK OF AMERICA SECURITIES, INC. 3.550000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300RHSE13N47D3B98, C.5 - Other ID: LMRP10524035
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 1/4 TPRN 46   | 2046-08-15      | 0.0000%  | 0.0000% | $1700.00           | $607.80            | U.S. Treasuries (including strips) |
| 3 1/4 TPRN 42   | 2042-05-15      | 0.0000%  | 0.0000% | $2103000.00        | $953010.20         | U.S. Treasuries (including strips) |
| 1 3/4 TPRN F 29 | 2029-11-15      | 0.0000%  | 0.0000% | $800.00            | $695.12            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2033-01-15      | 1.1250%  | 0.0000% | $144000000.00      | $152367437.20      | U.S. Treasuries (including strips) |

### Security 169: FIXED INCOME CLEARING CORP / STATE STREET

- **C.1 - Title:** FIXED INCOME CLEARING CORP / STATE STREET 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: LMRP10524045
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-06-15      | 4.6250%  | 0.0000% | $6800.00           | $6954.01           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.7500%  | 0.0000% | $151732600.00      | $152993215.70      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Master Portfolio Trust

**Date:** 2026-04-07

**By:** /s/Christopher Berarducci

**Name of Signing Officer:** Christopher Berarducci

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