# EDGAR Filing Document

**Accession Number:** 0000916620
**File Stem:** 0001145549-25-038956
**Filing Date:** 2025-6
**Character Count:** 333387
**Document Hash:** 5a44bb55f3c9c5065af95dd5b43bc803
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-038956.hdr.sgml**: 20250606

**ACCESSION NUMBER**: 0001145549-25-038956

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250606

**DATE AS OF CHANGE**: 20250606

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NORTHERN FUNDS
- **CENTRAL INDEX KEY:** 0000916620

**ORGANIZATION NAME:**
- **EIN:** 391777365
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08236
- **FILM NUMBER:** 251030300

**BUSINESS ADDRESS:**
- **STREET 1:** NORTHERN FUNDS
- **STREET 2:** 50 SOUTH LASALLE STREET
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60603
- **BUSINESS PHONE:** 800-595-9111

**MAIL ADDRESS:**
- **STREET 1:** NORTHERN FUNDS
- **STREET 2:** 50 SOUTH LASALLE STREET
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60603

## Series and Classes Contracts Data

### U.S. GOVERNMENT MONEY MARKET FUND (Series ID: S000001266)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000003412 | U.S. GOVERNMENT MONEY MARKET FUND | NOGXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000916620

### General Information

**Report for (YYYY-MM-DD):** 2025-05-31

**Registrant Full Name:** Northern Funds

**CIK Number of Registrant:** 0000916620

**LEI of Registrant:** 5493004ZY1PEJR3C0A81

**Name of Series:** U.S. GOVERNMENT MONEY MARKET FUND

**LEI of Series:** 549300NLOSKMTSGWO090

**EDGAR Series Identifier:** S000001266

**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            | Northern Trust Investments, Inc.                    | 801-33358         |
| Independent Public Accountant | Deloitte & Touche LLP<br>City: Chicago<br>State: IL |  |
| Administrator                 | Northern Trust Investments, Inc.                    |  |
| Transfer Agent                | The Northern Trust Company<br>CIK: 0000838981       | 085-05127         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 033-73404

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

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

- **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:** 43 days

- **WAL:** 111 days

- **Total Value of Portfolio Securities:** $22043318990.57

- **Amortized Cost of Portfolio Securities:** $22044957325.70

- **Cash:** $27593972.00

- **Total Other Assets:** $58259802.41

- **Total Liabilities:** $292409275.78

- **Net Assets of Series:** $21838401824.33

- **Number of Shares Outstanding (Series):** 21837686801.0300

- **Does the fund seek to maintain a stable price per share?:** Yes

- **Stable Price Per Share:** $1.00

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-05-01 | $11720931490.21           | $15382051512.72            | 52.8200%                  | 69.3100%                   |
| 2025-05-02 | $11298917701.01           | $15124377511.43            | 50.6800%                  | 67.8400%                   |
| 2025-05-05 | $11062695675.67           | $14798350127.63            | 49.6100%                  | 66.3600%                   |
| 2025-05-06 | $11414506647.76           | $15040341318.18            | 51.0600%                  | 67.2800%                   |
| 2025-05-07 | $12757411591.63           | $14933413555.53            | 57.2000%                  | 66.9600%                   |
| 2025-05-08 | $10820401452.40           | $14600499982.68            | 48.4500%                  | 65.3800%                   |
| 2025-05-09 | $10915425222.67           | $14695709194.33            | 48.6700%                  | 65.5200%                   |
| 2025-05-12 | $11078941843.69           | $14969048897.86            | 49.4700%                  | 66.8400%                   |
| 2025-05-13 | $10901401688.70           | $14791707048.13            | 48.5200%                  | 65.8400%                   |
| 2025-05-14 | $10721489611.18           | $14611993275.91            | 48.1100%                  | 65.5600%                   |
| 2025-05-15 | $11059396901.40           | $14850098871.41            | 49.1700%                  | 66.0300%                   |
| 2025-05-16 | $10827946416.59           | $14618830848.12            | 48.6400%                  | 65.6700%                   |
| 2025-05-19 | $10761309747.97           | $14510235730.87            | 48.1200%                  | 64.8900%                   |
| 2025-05-20 | $10757102974.23           | $14471206447.67            | 48.1900%                  | 64.8300%                   |
| 2025-05-21 | $10524850845.45           | $14204127687.17            | 47.3400%                  | 63.8800%                   |
| 2025-05-22 | $10457100645.98           | $14136550856.00            | 47.1700%                  | 63.7700%                   |
| 2025-05-23 | $10400522663.68           | $14080146242.02            | 47.0400%                  | 63.6800%                   |
| 2025-05-27 | $10599761996.30           | $14488682547.85            | 47.5000%                  | 64.9300%                   |
| 2025-05-28 | $10603636473.85           | $14391754893.71            | 47.7200%                  | 64.7700%                   |
| 2025-05-29 | $10221021695.94           | $14009326161.06            | 46.3500%                  | 63.5300%                   |
| 2025-05-30 | $10080565444.36           | $13869055954.73            | 46.0000%                  | 63.2900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-05-01 | 4.4000%             |
| 2025-05-02 | 4.4000%             |
| 2025-05-05 | 4.4000%             |
| 2025-05-06 | 4.3900%             |
| 2025-05-07 | 4.3800%             |
| 2025-05-08 | 4.3800%             |
| 2025-05-09 | 4.3700%             |
| 2025-05-12 | 4.3500%             |
| 2025-05-13 | 4.3500%             |
| 2025-05-14 | 4.3500%             |
| 2025-05-15 | 4.3500%             |
| 2025-05-16 | 4.3500%             |
| 2025-05-19 | 4.3500%             |
| 2025-05-20 | 4.3500%             |
| 2025-05-21 | 4.3500%             |
| 2025-05-22 | 4.3500%             |
| 2025-05-23 | 4.3600%             |
| 2025-05-27 | 4.3500%             |
| 2025-05-28 | 4.3500%             |
| 2025-05-29 | 4.3600%             |
| 2025-05-30 | 4.3600%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-05-01 | 1.0000                      |
|  |  |
| 2025-05-02 | 1.0000                      |
|  |  |
| 2025-05-05 | 1.0000                      |
|  |  |
| 2025-05-06 | 1.0000                      |
|  |  |
| 2025-05-07 | 1.0000                      |
|  |  |
| 2025-05-08 | 1.0000                      |
|  |  |
| 2025-05-09 | 1.0000                      |
|  |  |
| 2025-05-12 | 1.0000                      |
|  |  |
| 2025-05-13 | 1.0000                      |
|  |  |
| 2025-05-14 | 1.0000                      |
|  |  |
| 2025-05-15 | 1.0000                      |
|  |  |
| 2025-05-16 | 1.0000                      |
|  |  |
| 2025-05-19 | 1.0000                      |
|  |  |
| 2025-05-20 | 1.0000                      |
|  |  |
| 2025-05-21 | 1.0000                      |
|  |  |
| 2025-05-22 | 0.9999                      |
|  |  |
| 2025-05-23 | 1.0000                      |
|  |  |
| 2025-05-27 | 1.0000                      |
|  |  |
| 2025-05-28 | 1.0000                      |
|  |  |
| 2025-05-29 | 1.0000                      |
|  |  |
| 2025-05-30 | 1.0000                      |
|  |  |

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

### Class: Fund Level

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $21838401824.33

- **Number of Shares Outstanding:** 21837686801.0300

- **Expense Reimbursement/Waiver:** 160058.70

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0000          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 1.0000          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 0.9999          |
|  |  |
| 2025-05-23 | 1.0000          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $560463024.90             | $303659288.66           |
| 2025-05-02 | $403741037.07             | $301337631.40           |
| 2025-05-05 | $290828524.33             | $300657376.36           |
| 2025-05-06 | $326510036.64             | $270113568.17           |
| 2025-05-07 | $217250043.60             | $271599811.64           |
| 2025-05-08 | $292517371.22             | $266567062.92           |
| 2025-05-09 | $307303623.85             | $213560609.11           |
| 2025-05-12 | $341847250.43             | $381975372.96           |
| 2025-05-13 | $352215241.20             | $284899731.00           |
| 2025-05-14 | $232194184.76             | $413866548.88           |
| 2025-05-15 | $498817603.18             | $297696333.67           |
| 2025-05-16 | $231984827.50             | $464705971.21           |
| 2025-05-19 | $358434386.87             | $264950874.28           |
| 2025-05-20 | $186165872.14             | $228305592.10           |
| 2025-05-21 | $201437180.50             | $292061153.22           |
| 2025-05-22 | $272494401.83             | $344236570.54           |
| 2025-05-23 | $204309814.49             | $260784262.34           |
| 2025-05-27 | $440576302.74             | $247871834.27           |
| 2025-05-28 | $220597833.02             | $312555329.79           |
| 2025-05-29 | $174039736.01             | $343187585.39           |
| 2025-05-30 | $198134209.53             | $339747939.08           |

**Total Gross Subscriptions (Month):** $6311862505.81

**Total Gross Redemptions (Month):** $6404340446.99

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.0400%           |
| 2025-05-02 | 4.0500%           |
| 2025-05-05 | 4.0500%           |
| 2025-05-06 | 4.0400%           |
| 2025-05-07 | 4.0300%           |
| 2025-05-08 | 4.0300%           |
| 2025-05-09 | 4.0000%           |
| 2025-05-12 | 4.0000%           |
| 2025-05-13 | 4.0000%           |
| 2025-05-14 | 4.0000%           |
| 2025-05-15 | 4.0000%           |
| 2025-05-16 | 4.0000%           |
| 2025-05-19 | 4.0000%           |
| 2025-05-20 | 4.0000%           |
| 2025-05-21 | 4.0000%           |
| 2025-05-22 | 4.0000%           |
| 2025-05-23 | 4.0000%           |
| 2025-05-27 | 4.0000%           |
| 2025-05-28 | 4.0000%           |
| 2025-05-29 | 4.0100%           |
| 2025-05-30 | 4.0200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 15.3500%         | 0.0000%              |
| Depository institution or other banking institution |  | 83.1200%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.489999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWP61, C.4 - ISIN: US3130AWP611, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $40003991.20
- **C.18.a - Value (excl. sponsor support):** $40003991.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** FHLB 4.489999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWTG5, C.4 - ISIN: US3130AWTG57, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15003293.70
- **C.18.a - Value (excl. sponsor support):** $15003293.70
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** FHLB 4.504996%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3YQ0, C.4 - ISIN: US3130B3YQ04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99994982.00
- **C.18.a - Value (excl. sponsor support):** $99994982.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** FHLB 4.339998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3ZP1, C.4 - ISIN: US3130B3ZP12, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $69998834.50
- **C.18.a - Value (excl. sponsor support):** $69998834.50
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-07-16
- **C.13 - Final Legal Maturity Date:** 2025-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** FHLB 4.344998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3ZV8, C.4 - ISIN: US3130B3ZV89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49999337.50
- **C.18.a - Value (excl. sponsor support):** $49999337.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.334997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B44B4, C.4 - ISIN: US3130B44B43, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $29999832.30
- **C.18.a - Value (excl. sponsor support):** $29999832.30
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-11
- **C.13 - Final Legal Maturity Date:** 2025-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** FHLB 4.357000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4CQ2, C.4 - ISIN: US3130B4CQ25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199880476.00
- **C.18.a - Value (excl. sponsor support):** $199880476.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** FHLB 4.339998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4DC2, C.4 - ISIN: US3130B4DC20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299995221.00
- **C.18.a - Value (excl. sponsor support):** $299995221.00
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** FHLB 4.339998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4KL4, C.4 - ISIN: US3130B4KL46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $54999624.35
- **C.18.a - Value (excl. sponsor support):** $54999624.35
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** FHLB 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4LU3, C.4 - ISIN: US3130B4LU36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $209674002.30
- **C.18.a - Value (excl. sponsor support):** $209674002.30
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** FHLB 4.339998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4QE4, C.4 - ISIN: US3130B4QE49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74999934.00
- **C.18.a - Value (excl. sponsor support):** $74999934.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** FHLB 4.339998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4SL6, C.4 - ISIN: US3130B4SL63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49997700.50
- **C.18.a - Value (excl. sponsor support):** $49997700.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** FHLB 4.339998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4T27, C.4 - ISIN: US3130B4T270, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $54997302.25
- **C.18.a - Value (excl. sponsor support):** $54997302.25
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** FHLB 4.339998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4UQ2, C.4 - ISIN: US3130B4UQ23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100000209.00
- **C.18.a - Value (excl. sponsor support):** $100000209.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4W72, C.4 - ISIN: US3130B4W720, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $224614977.75
- **C.18.a - Value (excl. sponsor support):** $224614977.75
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4X63, C.4 - ISIN: US3130B4X637, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19991751.60
- **C.18.a - Value (excl. sponsor support):** $19991751.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.434998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B52X5, C.4 - ISIN: US3130B52X53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $64999507.30
- **C.18.a - Value (excl. sponsor support):** $64999507.30
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.434998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5CZ9, C.4 - ISIN: US3130B5CZ98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $159901209.60
- **C.18.a - Value (excl. sponsor support):** $159901209.60
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-04
- **C.13 - Final Legal Maturity Date:** 2027-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.434998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5GH5, C.4 - ISIN: US3130B5GH54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $69999440.00
- **C.18.a - Value (excl. sponsor support):** $69999440.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-17
- **C.13 - Final Legal Maturity Date:** 2027-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5NN4, C.4 - ISIN: US3130B5NN40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $204800748.20
- **C.18.a - Value (excl. sponsor support):** $204800748.20
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 BANKS

- **C.1 - Title:** FHLB 4.300000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5RG5, C.4 - ISIN: US3130B5RG52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $259985331.08
- **C.18.a - Value (excl. sponsor support):** $259985331.08
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-25
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.419997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5RJ9, C.4 - ISIN: US3130B5RJ91, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $104047767.09
- **C.18.a - Value (excl. sponsor support):** $104047767.09
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-30
- **C.13 - Final Legal Maturity Date:** 2027-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5TD0, C.4 - ISIN: US3130B5TD04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $205003722.80
- **C.18.a - Value (excl. sponsor support):** $205003722.80
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.429998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U71, C.4 - ISIN: US3130B5U713, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199994332.00
- **C.18.a - Value (excl. sponsor support):** $199994332.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-08
- **C.13 - Final Legal Maturity Date:** 2027-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.359999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VV7, C.4 - ISIN: US3130B5VV73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $269994465.00
- **C.18.a - Value (excl. sponsor support):** $269994465.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62H8, C.4 - ISIN: US3130B62H85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $52948705.90
- **C.18.a - Value (excl. sponsor support):** $52948705.90
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-28
- **C.13 - Final Legal Maturity Date:** 2027-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B63H7, C.4 - ISIN: US3130B63H76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $210607730.56
- **C.18.a - Value (excl. sponsor support):** $210607730.56
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B65T9, C.4 - ISIN: US3130B65T96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $474636454.00
- **C.18.a - Value (excl. sponsor support):** $474636454.00
- **C.19 - Percentage of Net Assets:** 2.1700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-22
- **C.12 - Maturity Date (WAL):** 2025-10-22
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130B6BX3, C.4 - ISIN: US3130B6BX33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $374515983.75
- **C.18.a - Value (excl. sponsor support):** $374515983.75
- **C.19 - Percentage of Net Assets:** 1.7100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6DC7, C.4 - ISIN: US3130B6DC77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $424850663.50
- **C.18.a - Value (excl. sponsor support):** $424850663.50
- **C.19 - Percentage of Net Assets:** 1.9500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313GL6, C.4 - ISIN: US313313GL65, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24985399.25
- **C.18.a - Value (excl. sponsor support):** $24985399.25
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313GY8, C.4 - ISIN: US313313GY86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29940429.30
- **C.18.a - Value (excl. sponsor support):** $29940429.30
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-16
- **C.12 - Maturity Date (WAL):** 2025-06-16
- **C.13 - Final Legal Maturity Date:** 2025-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313HG6, C.4 - ISIN: US313313HG61, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20938677.06
- **C.18.a - Value (excl. sponsor support):** $20938677.06
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-24
- **C.12 - Maturity Date (WAL):** 2025-06-24
- **C.13 - Final Legal Maturity Date:** 2025-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313JU3, C.4 - ISIN: US313313JU38, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7943202.24
- **C.18.a - Value (excl. sponsor support):** $7943202.24
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-07-30
- **C.12 - Maturity Date (WAL):** 2025-07-30
- **C.13 - Final Legal Maturity Date:** 2025-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313KG2, C.4 - ISIN: US313313KG25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4957112.50
- **C.18.a - Value (excl. sponsor support):** $4957112.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313LF3, C.4 - ISIN: US313313LF33, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14832600.00
- **C.18.a - Value (excl. sponsor support):** $14832600.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385GY6, C.4 - ISIN: US313385GY63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99801431.00
- **C.18.a - Value (excl. sponsor support):** $99801431.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-16
- **C.12 - Maturity Date (WAL):** 2025-06-16
- **C.13 - Final Legal Maturity Date:** 2025-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 38: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385GY6, C.4 - ISIN: US313385GY63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99801431.00
- **C.18.a - Value (excl. sponsor support):** $99801431.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-16
- **C.12 - Maturity Date (WAL):** 2025-06-16
- **C.13 - Final Legal Maturity Date:** 2025-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 39: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385GZ3, C.4 - ISIN: US313385GZ39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $164653087.50
- **C.18.a - Value (excl. sponsor support):** $164653087.50
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-17
- **C.12 - Maturity Date (WAL):** 2025-06-17
- **C.13 - Final Legal Maturity Date:** 2025-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 40: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HC3, C.4 - ISIN: US313385HC35, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49877354.00
- **C.18.a - Value (excl. sponsor support):** $49877354.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-20
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 41: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HF6, C.4 - ISIN: US313385HF65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $189467367.30
- **C.18.a - Value (excl. sponsor support):** $189467367.30
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-23
- **C.12 - Maturity Date (WAL):** 2025-06-23
- **C.13 - Final Legal Maturity Date:** 2025-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 42: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HJ8, C.4 - ISIN: US313385HJ87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $314006568.75
- **C.18.a - Value (excl. sponsor support):** $314006568.75
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-26
- **C.12 - Maturity Date (WAL):** 2025-06-26
- **C.13 - Final Legal Maturity Date:** 2025-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HR0, C.4 - ISIN: US313385HR04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49802139.00
- **C.18.a - Value (excl. sponsor support):** $49802139.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 44: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HV1, C.4 - ISIN: US313385HV16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $154314469.10
- **C.18.a - Value (excl. sponsor support):** $154314469.10
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 45: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HX7, C.4 - ISIN: US313385HX71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $109487888.40
- **C.18.a - Value (excl. sponsor support):** $109487888.40
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-07-09
- **C.12 - Maturity Date (WAL):** 2025-07-09
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 46: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385JG2, C.4 - ISIN: US313385JG21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $72583676.62
- **C.18.a - Value (excl. sponsor support):** $72583676.62
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-07-18
- **C.12 - Maturity Date (WAL):** 2025-07-18
- **C.13 - Final Legal Maturity Date:** 2025-07-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 47: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385JN7, C.4 - ISIN: US313385JN71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $208655708.10
- **C.18.a - Value (excl. sponsor support):** $208655708.10
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-07-24
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 48: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MQ6, C.4 - ISIN: US313385MQ65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $54179148.10
- **C.18.a - Value (excl. sponsor support):** $54179148.10
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MT0, C.4 - ISIN: US313385MT05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98472833.00
- **C.18.a - Value (excl. sponsor support):** $98472833.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NU6, C.4 - ISIN: US313385NU68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $132574349.70
- **C.18.a - Value (excl. sponsor support):** $132574349.70
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NV4, C.4 - ISIN: US313385NV42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $147287667.00
- **C.18.a - Value (excl. sponsor support):** $147287667.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NW2, C.4 - ISIN: US313385NW25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $103089349.65
- **C.18.a - Value (excl. sponsor support):** $103089349.65
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PK6, C.4 - ISIN: US313385PK68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $83326822.60
- **C.18.a - Value (excl. sponsor support):** $83326822.60
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $214649142.40
- **C.18.a - Value (excl. sponsor support):** $214649142.40
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RK4, C.4 - ISIN: US313385RK41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $136547833.80
- **C.18.a - Value (excl. sponsor support):** $136547833.80
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RL2, C.4 - ISIN: US313385RL24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97522958.00
- **C.18.a - Value (excl. sponsor support):** $97522958.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** FFCB 4.464997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4H5, C.4 - ISIN: US3133EP4H58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35005839.40
- **C.18.a - Value (excl. sponsor support):** $35005839.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** FFCB 4.429998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6U4, C.4 - ISIN: US3133EP6U42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5999472.42
- **C.18.a - Value (excl. sponsor support):** $5999472.42
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** FFCB 4.489999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPA96, C.4 - ISIN: US3133EPA969, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15008951.25
- **C.18.a - Value (excl. sponsor support):** $15008951.25
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** FFCB 4.469997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPJ22, C.4 - ISIN: US3133EPJ226, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50015872.50
- **C.18.a - Value (excl. sponsor support):** $50015872.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** FFCB 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPNN1, C.4 - ISIN: US3133EPNN15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30002985.30
- **C.18.a - Value (excl. sponsor support):** $30002985.30
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-30
- **C.13 - Final Legal Maturity Date:** 2025-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** FFCB 4.489999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPPN9, C.4 - ISIN: US3133EPPN96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $140014915.60
- **C.18.a - Value (excl. sponsor support):** $140014915.60
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.489999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPQQ1, C.4 - ISIN: US3133EPQQ19, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15001071.75
- **C.18.a - Value (excl. sponsor support):** $15001071.75
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** FFCB 4.459996%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPR56, C.4 - ISIN: US3133EPR567, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15003354.30
- **C.18.a - Value (excl. sponsor support):** $15003354.30
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** FFCB 4.489999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPRW7, C.4 - ISIN: US3133EPRW77, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20002888.60
- **C.18.a - Value (excl. sponsor support):** $20002888.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** FFCB 4.459996%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPS97, C.4 - ISIN: US3133EPS979, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $180036714.60
- **C.18.a - Value (excl. sponsor support):** $180036714.60
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** FFCB 4.489999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPXZ3, C.4 - ISIN: US3133EPXZ35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35011073.30
- **C.18.a - Value (excl. sponsor support):** $35011073.30
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** FFCB 4.459996%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15005883.45
- **C.18.a - Value (excl. sponsor support):** $15005883.45
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** FFCB 4.464997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2G5, C.4 - ISIN: US3133ER2G57, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999716.10
- **C.18.a - Value (excl. sponsor support):** $9999716.10
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** FFCB 4.479998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD73, C.4 - ISIN: US3133ERD738, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64997611.25
- **C.18.a - Value (excl. sponsor support):** $64997611.25
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** FFCB 4.469997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $23011430.77
- **C.18.a - Value (excl. sponsor support):** $23011430.77
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** FFCB 4.479998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44997862.95
- **C.18.a - Value (excl. sponsor support):** $44997862.95
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** FFCB 4.419997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJM4, C.4 - ISIN: US3133ERJM44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45005302.80
- **C.18.a - Value (excl. sponsor support):** $45005302.80
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** FFCB 4.474998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERK75, C.4 - ISIN: US3133ERK758, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $54999551.20
- **C.18.a - Value (excl. sponsor support):** $54999551.20
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-16
- **C.13 - Final Legal Maturity Date:** 2026-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.459996%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMQ1, C.4 - ISIN: US3133ERMQ11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30013283.40
- **C.18.a - Value (excl. sponsor support):** $30013283.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** FFCB 4.464997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN23, C.4 - ISIN: US3133ERN232, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19998512.40
- **C.18.a - Value (excl. sponsor support):** $19998512.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** FFCB 4.479998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN56, C.4 - ISIN: US3133ERN562, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $84996559.20
- **C.18.a - Value (excl. sponsor support):** $84996559.20
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** FFCB 4.469997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNZ0, C.4 - ISIN: US3133ERNZ01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15015514.95
- **C.18.a - Value (excl. sponsor support):** $15015514.95
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** FFCB 4.474998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQM6, C.4 - ISIN: US3133ERQM60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34997648.35
- **C.18.a - Value (excl. sponsor support):** $34997648.35
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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:** FFCB 4.434998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQP9, C.4 - ISIN: US3133ERQP91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1000532.91
- **C.18.a - Value (excl. sponsor support):** $1000532.91
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.479998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRV5, C.4 - ISIN: US3133ERRV50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50005064.00
- **C.18.a - Value (excl. sponsor support):** $50005064.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.479998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTB7, C.4 - ISIN: US3133ERTB78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25010521.00
- **C.18.a - Value (excl. sponsor support):** $25010521.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.474998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV99, C.4 - ISIN: US3133ERV995, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99998969.00
- **C.18.a - Value (excl. sponsor support):** $99998969.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.489999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVJ7, C.4 - ISIN: US3133ERVJ76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50026083.50
- **C.18.a - Value (excl. sponsor support):** $50026083.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.489999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWD9, C.4 - ISIN: US3133ERWD97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $135070627.95
- **C.18.a - Value (excl. sponsor support):** $135070627.95
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.469997%
- **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):** $10009625.30
- **C.18.a - Value (excl. sponsor support):** $10009625.30
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.469997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10004689.40
- **C.18.a - Value (excl. sponsor support):** $10004689.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.479998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYQ8, C.4 - ISIN: US3133ERYQ82, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125090371.25
- **C.18.a - Value (excl. sponsor support):** $125090371.25
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.469997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25000070.75
- **C.18.a - Value (excl. sponsor support):** $25000070.75
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.369996%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCV7, C.4 - ISIN: US3133ETCV71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44991537.75
- **C.18.a - Value (excl. sponsor support):** $44991537.75
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.429998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCY1, C.4 - ISIN: US3133ETCY11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $104996656.80
- **C.18.a - Value (excl. sponsor support):** $104996656.80
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-12
- **C.13 - Final Legal Maturity Date:** 2027-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDB0, C.4 - ISIN: US3133ETDB09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $21999308.32
- **C.18.a - Value (excl. sponsor support):** $21999308.32
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.464997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGE1, C.4 - ISIN: US3133ETGE11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45012676.95
- **C.18.a - Value (excl. sponsor support):** $45012676.95
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-12
- **C.13 - Final Legal Maturity Date:** 2027-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.449999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETHC4, C.4 - ISIN: US3133ETHC46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $59999782.20
- **C.18.a - Value (excl. sponsor support):** $59999782.20
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-19
- **C.13 - Final Legal Maturity Date:** 2027-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FHLMC 4.439998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJM6, C.4 - ISIN: US3134HAJM64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $29021793.79
- **C.18.a - Value (excl. sponsor support):** $29021793.79
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FHLMC 4.469997%
- **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):** $10005185.30
- **C.18.a - Value (excl. sponsor support):** $10005185.30
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FHLMC 4.469997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $20010726.00
- **C.18.a - Value (excl. sponsor support):** $20010726.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 4.449999%
- **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):** $55027052.85
- **C.18.a - Value (excl. sponsor support):** $55027052.85
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 4.464997%
- **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):** $30031196.40
- **C.18.a - Value (excl. sponsor support):** $30031196.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 4.469997%
- **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):** $15015054.60
- **C.18.a - Value (excl. sponsor support):** $15015054.60
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 4.470001%
- **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):** $160164808.00
- **C.18.a - Value (excl. sponsor support):** $160164808.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 4.469997%
- **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):** $110106438.20
- **C.18.a - Value (excl. sponsor support):** $110106438.20
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NW3, C.4 - ISIN: US912797NW34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $224365686.75
- **C.18.a - Value (excl. sponsor support):** $224365686.75
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-06-26
- **C.12 - Maturity Date (WAL):** 2025-06-26
- **C.13 - Final Legal Maturity Date:** 2025-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PE1, C.4 - ISIN: US912797PE18, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1979496.94
- **C.18.a - Value (excl. sponsor support):** $1979496.94
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PL5, C.4 - ISIN: US912797PL50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $54993541.90
- **C.18.a - Value (excl. sponsor support):** $54993541.90
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PL5, C.4 - ISIN: US912797PL50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $189977690.20
- **C.18.a - Value (excl. sponsor support):** $189977690.20
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PL5, C.4 - ISIN: US912797PL50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $104987670.90
- **C.18.a - Value (excl. sponsor support):** $104987670.90
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $103427086.35
- **C.18.a - Value (excl. sponsor support):** $103427086.35
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $102306910.17
- **C.18.a - Value (excl. sponsor support):** $102306910.17
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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

- **C.1 - Title:** TREASURY NOTE 2.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828M56, C.4 - ISIN: US912828M565, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49541015.50
- **C.18.a - Value (excl. sponsor support):** $49541015.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-11-15
- **C.12 - Maturity Date (WAL):** 2025-11-15
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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

- **C.1 - Title:** TREASURY NOTE 2.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y79, C.4 - ISIN: US912828Y792, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $24938964.75
- **C.18.a - Value (excl. sponsor support):** $24938964.75
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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

- **C.1 - Title:** TREASURY NOTE 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJB8, C.4 - ISIN: US91282CJB81, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $185357714.15
- **C.18.a - Value (excl. sponsor support):** $185357714.15
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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

- **C.1 - Title:** TREASURY NOTE 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJE2, C.4 - ISIN: US91282CJE21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $240566248.80
- **C.18.a - Value (excl. sponsor support):** $240566248.80
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY JP MORGAN SECURITIES 4.339998%
- **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.4 - ISIN: 0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BNT89HZR7
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 3.4300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2030-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2048-12-01      | 4.0000%  | 0.0000% | $245000.00         | $17359.54          | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-02-01      | 3.5000%  | 0.0000% | $130000.00         | $12090.48          | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-05-01      | 4.0000%  | 0.0000% | $582875.00         | $34857.14          | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-07-01      | 3.5000%  | 0.0000% | $187055.00         | $17151.68          | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-11-01      | 4.0000%  | 0.0000% | $80763.00          | $5877.43           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $1405000.00        | $118157.59         | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-04-01      | 1.5000%  | 0.0000% | $512486.00         | $234291.15         | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-01-01      | 2.0000%  | 0.0000% | $1641000.00        | $766813.79         | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-12-01      | 2.5000%  | 0.0000% | $389038.00         | $135818.01         | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-02-01      | 3.0000%  | 0.0000% | $4000000.00        | $2818038.39        | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 4.0000%  | 0.0000% | $350000.00         | $263715.96         | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $56976704.00       | $45743860.55       | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 5.5000%  | 0.0000% | $134163456.00      | $98444862.63       | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $300000.00         | $242683.83         | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-02-01      | 3.0000%  | 0.0000% | $10494640.00       | $7396684.41        | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-02-01      | 3.0000%  | 0.0000% | $9966624.00        | $7108715.79        | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $36862272.00       | $32128471.41       | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $21413000.00       | $18990501.42       | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-03-01      | 4.5000%  | 0.0000% | $12462048.00       | $11362886.96       | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $71164672.00       | $68303308.14       | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $50293120.00       | $47140478.51       | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-04-01      | 3.5000%  | 0.0000% | $38000.00          | $29083.66          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $193470208.00      | $187146215.36      | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $39181824.00       | $39456565.89       | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-01-01      | 3.0000%  | 0.0000% | $7200000.00        | $1630838.93        | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $100000.00         | $62450.15          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $20920640.00       | $17144100.11       | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-03-01      | 6.0000%  | 0.0000% | $100000.00         | $77471.28          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $4082840.00        | $3693458.42        | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-09-01      | 5.0000%  | 0.0000% | $10960144.00       | $8997678.03        | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $2652116.00        | $1549609.85        | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $1188368.00        | $1179851.97        | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-08-01      | 7.5000%  | 0.0000% | $8782384.00        | $7631383.51        | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-10-01      | 7.0000%  | 0.0000% | $1366992.00        | $1395041.37        | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-10-01      | 6.5000%  | 0.0000% | $19067072.00       | $15336992.26       | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-10-01      | 6.5000%  | 0.0000% | $20614.00          | $21067.75          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-05-01      | 3.0000%  | 0.0000% | $731449.00         | $280023.84         | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-09-01      | 2.5000%  | 0.0000% | $734957.00         | $466668.32         | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-02-01      | 2.5000%  | 0.0000% | $225000.00         | $128468.41         | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $10111264.00       | $8333638.97        | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-02-01      | 3.0000%  | 0.0000% | $16980800.00       | $11692886.89       | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-06-01      | 2.0000%  | 0.0000% | $3187500.00        | $1890502.68        | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-03-01      | 5.0000%  | 0.0000% | $1732024.00        | $1378092.75        | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $17182112.00       | $16400065.36       | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $1895844.00        | $1850385.37        | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-08-01      | 3.0000%  | 0.0000% | $116196.00         | $70230.42          | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-08-01      | 5.5000%  | 0.0000% | $1015200.00        | $934720.03         | Agency Mortgage-Backed Securities   |
| FNMA          | 2030-11-15      | 6.6250%  | 0.0000% | $2541000.00        | $2858953.85        | Agency Debentures and Agency Strips |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $2571392.00        | $2491028.20        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $26792280.00       | $24672507.55       | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-02-01      | 7.0000%  | 0.0000% | $1080796.00        | $1121571.47        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $2907630.00        | $2911032.46        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $2837460.00        | $2871823.21        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $36000000.00       | $37026127.84       | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $5592024.00        | $5685664.30        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $1029508.00        | $1071374.09        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $1806000.00        | $1849960.45        | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $464000.00         | $392506.05         | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $2490648.00        | $2403490.04        | Agency Mortgage-Backed Securities   |
| GNMA          | 2047-12-20      | 3.0000%  | 0.0000% | $875000.00         | $408572.42         | Agency Mortgage-Backed Securities   |
| GNMA          | 2050-11-20      | 3.0000%  | 0.0000% | $945527.00         | $327187.12         | Agency Mortgage-Backed Securities   |
| GNMA          | 2054-10-20      | 5.5000%  | 0.0000% | $2853908.00        | $2737900.80        | Agency Mortgage-Backed Securities   |
| GNMA          | 2064-12-20      | 6.5000%  | 0.0000% | $25796.00          | $26392.53          | Agency Mortgage-Backed Securities   |
| GNMA          | 2053-03-20      | 6.5000%  | 0.0000% | $1492006.00        | $963732.83         | Agency Mortgage-Backed Securities   |
| GNMA          | 2053-06-20      | 6.0000%  | 0.0000% | $1127636.00        | $868107.38         | Agency Mortgage-Backed Securities   |
| GNMA          | 2063-12-20      | 5.0000%  | 0.0000% | $110653.00         | $105835.19         | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-03-20      | 4.5000%  | 0.0000% | $10161136.00       | $9463490.22        | Agency Mortgage-Backed Securities   |
| GNMA          | 2065-03-20      | 4.5000%  | 0.0000% | $121973.00         | $115498.06         | Agency Mortgage-Backed Securities   |
| GNMA          | 2065-04-20      | 6.0000%  | 0.0000% | $1172752.00        | $1184110.49        | Agency Mortgage-Backed Securities   |
| GNMA          | 2065-04-20      | 4.5000%  | 0.0000% | $820011.00         | $765416.31         | Agency Mortgage-Backed Securities   |
| GNMA          | 2047-09-15      | 4.5000%  | 0.0000% | $379298.00         | $85572.91          | Agency Mortgage-Backed Securities   |

### Security 115: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY ROYAL BANK OF CANADA 4.320000%
- **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.4 - ISIN: 0, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BNTALTCT3
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 4.1200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2043-08-15      | 4.3750%  | 0.0000% | $118582700.00      | $112366602.10      | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 4.5000%  | 0.0000% | $433407900.00      | $452002994.63      | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 3.8750%  | 0.0000% | $352131300.00      | $353630444.08      | U.S. Treasuries (including strips) |

### Security 116: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** TRI-PARTY CANADIAN IMPERIAL BAN 4.310000%
- **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.4 - ISIN: 0, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: BNTALTD62
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 2.5200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2051-10-01      | 2.5000%  | 0.0000% | $25159724.00       | $15130088.67       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 6.5000%  | 0.0000% | $3101.00           | $2706.10           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 7.0000%  | 0.0000% | $18787376.00       | $15631107.98       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $944.93            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 5.0000%  | 0.0000% | $31170721.00       | $29226244.21       | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-11-01      | 1.5000%  | 0.0000% | $28652460.00       | $15431853.81       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 5.0000%  | 0.0000% | $14239091.00       | $11741680.05       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $12376800.00       | $11558169.39       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 7.0000%  | 0.0000% | $22803177.00       | $23274634.02       | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1061.54           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $3000.00           | $1850.06           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $561.95            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-03-01      | 5.5000%  | 0.0000% | $4000.00           | $3882.28           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $3000.00           | $2451.48           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 6.5000%  | 0.0000% | $2000.00           | $1625.10           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 6.5000%  | 0.0000% | $1592206.00        | $1453494.33        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $883.71            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 7.0000%  | 0.0000% | $1203430.00        | $1243450.19        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $924.69            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 7.0000%  | 0.0000% | $230860.00         | $146825.71         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1301860.00        | $1343032.55        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $2000.00           | $1871.87           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $3723516.00        | $3211050.42        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 6.0000%  | 0.0000% | $3000.00           | $2754.66           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $1738112.00        | $1671005.27        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $843840.00         | $757070.06         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 7.0000%  | 0.0000% | $2000.00           | $1892.04           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $11392.00          | $11243.26          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $109100.00         | $105624.61         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $3024.00           | $2929.50           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $6756570.00        | $6251212.24        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $3000.00           | $2692.33           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1819.89           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1014.29           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1632.71           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 7.0000%  | 0.0000% | $7000.00           | $7376.75           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 6.5000%  | 0.0000% | $3000.00           | $3126.56           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 6.0000%  | 0.0000% | $4000.00           | $3527.49           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 4.5000%  | 0.0000% | $4000.00           | $3761.35           | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-06-01      | 2.5000%  | 0.0000% | $4450666.00        | $1672437.88        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-08-01      | 2.0000%  | 0.0000% | $1024.00           | $633.16            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-09-01      | 2.5000%  | 0.0000% | $3000.00           | $1854.55           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.0000%  | 0.0000% | $61198848.00       | $52927858.24       | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-11-01      | 6.0000%  | 0.0000% | $4351504.00        | $3767206.35        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 5.5000%  | 0.0000% | $2987.00           | $2953.36           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 6.0000%  | 0.0000% | $4000.00           | $3554.22           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 5.5000%  | 0.0000% | $4000.00           | $3905.38           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 6.5000%  | 0.0000% | $2000.00           | $1946.90           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $5119096.00        | $4885492.51        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $1807914.00        | $1772440.46        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $5000.00           | $5040.17           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $326391.00         | $328741.00         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $1052274.00        | $1041634.17        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 7.0000%  | 0.0000% | $1377990.00        | $1359013.67        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 7.0000%  | 0.0000% | $4000.00           | $3084.96           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $1164502.00        | $1183266.04        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $9301984.00        | $9256202.01        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $1641874.00        | $1675539.35        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $1276964.00        | $1301117.60        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $954.59            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 7.0000%  | 0.0000% | $5000.00           | $4780.77           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $26624.00          | $25261.27          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $2000.00           | $2066.45           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $4000.00           | $4141.70           | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-09-01      | 3.4600%  | 0.0000% | $7277.00           | $5968.58           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $19671501.00       | $3161091.60        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $4000.00           | $3264.24           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $3000.00           | $2325.28           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 7.0000%  | 0.0000% | $2001.00           | $1327.43           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $4000.00           | $2804.70           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $4000.00           | $3183.92           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 7.0000%  | 0.0000% | $744608.00         | $624972.69         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $2000.00           | $1613.00           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 7.0000%  | 0.0000% | $2000.00           | $1978.70           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $1768752.00        | $1686650.47        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $4000.00           | $2411.56           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $4000.00           | $4166.06           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 6.0000%  | 0.0000% | $3000.00           | $2583.10           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 6.0000%  | 0.0000% | $1493962.00        | $1375870.13        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $1118793.00        | $1133044.42        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1872.19           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $1404270.00        | $1387550.60        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $415695.00         | $410093.87         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $1067224.00        | $1123501.59        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $1682756.00        | $1466165.92        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $6001.00           | $5685.73           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $803.20            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $4001.00           | $4129.85           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $3000.00           | $2425.30           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $5002.00           | $4846.64           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $746772.00         | $760225.91         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $4000.00           | $3875.16           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $5000.00           | $4949.43           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $4000.00           | $3482.44           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $3000.00           | $3043.68           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $2000.00           | $2036.20           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1478491.00        | $1107937.98        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $902.37            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $990.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $4000.00           | $3789.34           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $3000.00           | $2766.02           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1241928.00        | $1185677.88        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $913813.00         | $891529.34         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 4.5000%  | 0.0000% | $1219014.00        | $1109188.36        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $5002.00           | $5164.39           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1020.46           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 4.5000%  | 0.0000% | $10322.00          | $9493.83           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1248120.00        | $1159945.75        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1132776.00        | $819583.78         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $1057.00           | $1101.03           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $2043.00           | $2106.96           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $3000.00           | $2448.22           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1810.72           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $4000.00           | $3959.33           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1110224.00        | $821302.04         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $746126.00         | $664530.26         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $3000.00           | $3036.96           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1872.90           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $6000.00           | $5839.55           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $4000.00           | $4006.91           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1327588.00        | $1243016.41        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 6.0000%  | 0.0000% | $4000.00           | $3414.18           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 7.0000%  | 0.0000% | $1029480.00        | $1086251.43        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $1075.00           | $1013.04           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $886.31            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1368038.00        | $1355838.47        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 6.5000%  | 0.0000% | $2235628.00        | $2148239.02        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $972.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $6000.00           | $6116.30           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 7.0000%  | 0.0000% | $1005178.00        | $1050659.58        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 7.0000%  | 0.0000% | $187820.00         | $196624.21         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $5000.00           | $4951.18           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.44           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $1040.00           | $1061.85           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $5000.00           | $4879.94           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 7.0000%  | 0.0000% | $3000.00           | $3204.88           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1985.59           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $6000.00           | $5482.29           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2960860.00        | $3025469.74        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $4000.00           | $4105.76           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $257502.00         | $243108.16         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $3000.00           | $3072.22           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $2006.73           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $4000.00           | $4086.39           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1995.05           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $3000.00           | $2996.03           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1715160.00        | $1775018.00        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1563592.00        | $1621478.45        | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-10-01      | 3.5100%  | 0.0000% | $646360.00         | $616158.24         | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-10-01      | 2.7100%  | 0.0000% | $7691.00           | $7145.68           | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-02-01      | 1.3400%  | 0.0000% | $275755.00         | $229519.04         | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-07-01      | 1.8150%  | 0.0000% | $1006.00           | $859.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-01-01      | 1.6650%  | 0.0000% | $15640.00          | $14204.36          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 6.5000%  | 0.0000% | $4000.00           | $3184.06           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 7.0000%  | 0.0000% | $2513070.00        | $1713696.05        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $13432470.00       | $12817543.10       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 6.0000%  | 0.0000% | $8119296.00        | $7636015.90        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $4000.00           | $3584.45           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $3000.00           | $2638.41           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 6.0000%  | 0.0000% | $4000.00           | $2660.02           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $744.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $824.28            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 6.0000%  | 0.0000% | $4000.00           | $3443.24           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $786.37            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $1672950.00        | $1533158.24        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $2000.00           | $1480.07           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 4.0000%  | 0.0000% | $2000.00           | $1575.43           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1107730.00        | $1083228.35        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 6.5000%  | 0.0000% | $4000.00           | $2785.39           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $868.56            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1742.26           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $5000.00           | $4742.08           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 6.5000%  | 0.0000% | $1056186.00        | $1084135.61        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $100315.00         | $94038.28          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $4000.00           | $2714.08           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $1305688.00        | $749939.05         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $993491.00         | $658565.53         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $5000.00           | $4862.87           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $6000.00           | $5100.85           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $4000.00           | $3152.20           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $3000.00           | $1930.59           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $2660990.00        | $2208900.08        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1728.33           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $863170.00         | $641851.49         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $4002.00           | $3899.29           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $2894325.00        | $1772177.29        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 3.0000%  | 0.0000% | $5844.00           | $3975.34           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $1450.00           | $882.50            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $28000.00          | $16627.70          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1292.98           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $3000.00           | $2011.84           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $8387700.00        | $5472089.94        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 5.0000%  | 0.0000% | $5000.00           | $4089.49           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $161300.00         | $138088.49         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $17776462.00       | $14348798.97       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $1813440.00        | $1386136.96        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $4096.00           | $3603.24           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $46960060.00       | $37748754.26       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $38418229.00       | $37727900.74       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $29818381.00       | $24972522.19       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $54283.00          | $46621.22          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $919.09            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $15776128.00       | $15324354.55       | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $96963.00          | $29741.84          | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 3.0000%  | 0.0000% | $1004.00           | $473.56            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $814.72            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $25773280.00       | $21013761.55       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $25354047.00       | $20970021.83       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $3000.00           | $2807.53           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1756787.00        | $1626187.49        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $13243392.00       | $12840595.59       | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-06-01      | 6.6920%  | 0.0000% | $5148486.00        | $540075.51         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $1085208.00        | $1092207.14        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $2321830.00        | $2361320.19        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $1009828.00        | $955707.91         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $3000.00           | $3079.90           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $4000.00           | $3979.74           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $888.18            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 7.0000%  | 0.0000% | $1173834.00        | $1201557.26        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1060.74           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $1311950.00        | $1357538.64        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $2725108.00        | $2820334.66        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $449716.00         | $368565.88         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $4000.00           | $3677.18           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $121090.00         | $125942.95         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $626430.00         | $658382.45         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $4000.00           | $4161.26           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $4000.00           | $3959.30           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $4291928.00        | $4256758.29        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $3540320.00        | $3514800.91        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 7.0000%  | 0.0000% | $203066.00         | $215137.57         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $2874280.00        | $2868230.24        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $2501740.00        | $2601172.76        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 7.0000%  | 0.0000% | $2081511.00        | $2190830.73        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $21100733.00       | $20580210.32       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 6.5000%  | 0.0000% | $25895155.00       | $25900160.16       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 5.5000%  | 0.0000% | $6354.00           | $6039.28           | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-10-20      | 2.0000%  | 0.0000% | $220768.00         | $103715.03         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-02-20      | 2.5000%  | 0.0000% | $2155.00           | $1384.40           | Agency Mortgage-Backed Securities  |
| GNMA          | 2072-10-20      | 7.3410%  | 0.0000% | $16968.00          | $15657.37          | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-08-20      | 4.5000%  | 0.0000% | $899485.00         | $437955.48         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-12-20      | 4.5000%  | 0.0000% | $1108965.00        | $1006317.50        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 5.5000%  | 0.0000% | $1000.00           | $924.49            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-11-20      | 8.0000%  | 0.0000% | $1000.00           | $663.72            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 5.5000%  | 0.0000% | $1000.00           | $832.21            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.0000%  | 0.0000% | $1000.00           | $913.35            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 6.0000%  | 0.0000% | $1000.00           | $921.52            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-20      | 7.5000%  | 0.0000% | $1000.00           | $785.97            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.0000%  | 0.0000% | $1000.00           | $891.28            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-11-20      | 8.0000%  | 0.0000% | $1000.00           | $1027.65           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $1195353.00        | $1133062.79        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-04-20      | 5.5000%  | 0.0000% | $1000.00           | $971.72            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 5.5000%  | 0.0000% | $1000.00           | $988.17            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 6.0000%  | 0.0000% | $1000.00           | $1006.67           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-08-20      | 7.5000%  | 0.0000% | $1000.00           | $1063.67           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-07-20      | 7.5000%  | 0.0000% | $1008.00           | $1045.87           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-06-20      | 7.5000%  | 0.0000% | $1008.00           | $1070.53           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-02-20      | 7.5000%  | 0.0000% | $957376.00         | $872067.28         | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-06-20      | 5.5000%  | 0.0000% | $1000.00           | $984.70            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-09-20      | 6.0000%  | 0.0000% | $1000.00           | $1041.33           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-05-20      | 7.5000%  | 0.0000% | $1000.00           | $1076.89           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-06-20      | 7.5000%  | 0.0000% | $1000.00           | $1050.53           | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 7.0000%  | 0.0000% | $1024.00           | $961.34            | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 7.0000%  | 0.0000% | $1013.00           | $934.99            | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 7.0000%  | 0.0000% | $1000.00           | $1024.96           | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 7.0000%  | 0.0000% | $1027.00           | $894.07            | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 7.0000%  | 0.0000% | $1000.00           | $935.96            | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 7.0000%  | 0.0000% | $1000.00           | $829.43            | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 7.0000%  | 0.0000% | $1008.00           | $1004.60           | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 7.0000%  | 0.0000% | $1744576.00        | $1523578.14        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-07-20      | 6.0000%  | 0.0000% | $1000.00           | $1015.03           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-09-20      | 7.5000%  | 0.0000% | $1008.00           | $1075.94           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1015.46           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1023.73           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1029.10           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $1008.00           | $1035.89           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1026.45           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $28733.00          | $29494.74          | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1018.27           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1018.75           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-10-20      | 6.0000%  | 0.0000% | $1000.00           | $971.86            | Agency Mortgage-Backed Securities  |
| GNMA          | 2074-10-20      | 5.8440%  | 0.0000% | $4183.00           | $4456.80           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-11-20      | 7.5000%  | 0.0000% | $1000.00           | $1068.93           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1006.03           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1027.96           | Agency Mortgage-Backed Securities  |
| GNMA          | 2075-04-20      | 6.7930%  | 0.0000% | $1000.00           | $1057.03           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 3.5000%  | 0.0000% | $1175.00           | $1041.37           | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1027.82           | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-12-20      | 3.0000%  | 0.0000% | $1000.00           | $473.15            | Agency Mortgage-Backed Securities  |
| USTR          | 2026-11-15      | 0.0000%  | 0.0000% | $162200.00         | $153882.38         | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $800.00            | $685.68            | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 2.8750%  | 0.0000% | $2226900.00        | $2147249.91        | U.S. Treasuries (including strips) |
| USTR          | 2032-07-15      | 0.6250%  | 0.0000% | $48300.00          | $49182.02          | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.8750%  | 0.0000% | $4339700.00        | $4353181.10        | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 2.1250%  | 0.0000% | $48200.00          | $51130.48          | U.S. Treasuries (including strips) |
| USTR          | 2029-05-15      | 0.0000%  | 0.0000% | $0.10              | $0.09              | U.S. Treasuries (including strips) |

### Security 117: FIXED INCOME CLEARING CORP-JP MORGAN

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 4.350000%
- **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.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTAPNFB8
- **C.18 - Value (incl. sponsor support):** $3275000000.00
- **C.18.a - Value (excl. sponsor support):** $3275000000.00
- **C.19 - Percentage of Net Assets:** 15.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 CORP

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2042-07-01      | 3.0000%  | 0.0000% | $1932208.00        | $376995.21         | Agency Mortgage-Backed Securities |
| FMAC          | 2042-11-01      | 3.0000%  | 0.0000% | $1646056.00        | $458422.21         | Agency Mortgage-Backed Securities |
| FMAC          | 2044-05-01      | 5.0000%  | 0.0000% | $819081.00         | $151657.75         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-05-01      | 5.0000%  | 0.0000% | $1711670.00        | $174592.21         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-05-01      | 4.0000%  | 0.0000% | $6580000.00        | $642880.51         | Agency Mortgage-Backed Securities |
| FMAC          | 2031-11-01      | 6.5000%  | 0.0000% | $20959232.00       | $20750.06          | Agency Mortgage-Backed Securities |
| FMAC          | 2030-12-01      | 7.5000%  | 0.0000% | $14147583.00       | $8269.71           | Agency Mortgage-Backed Securities |
| FMAC          | 2043-08-01      | 3.5000%  | 0.0000% | $15000000.00       | $676236.05         | Agency Mortgage-Backed Securities |
| FMAC          | 2030-09-01      | 7.5000%  | 0.0000% | $44826623.00       | $12449.50          | Agency Mortgage-Backed Securities |
| FMAC          | 2039-01-01      | 5.5000%  | 0.0000% | $6080000.00        | $564995.33         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-06-01      | 4.5000%  | 0.0000% | $828000.00         | $70704.39          | Agency Mortgage-Backed Securities |
| FMAC          | 2033-09-01      | 3.5000%  | 0.0000% | $168000.00         | $14987.60          | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 5.0000%  | 0.0000% | $647139.00         | $61872.30          | Agency Mortgage-Backed Securities |
| FMAC          | 2043-11-01      | 5.0000%  | 0.0000% | $11914020.00       | $2575201.34        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-03-01      | 5.0000%  | 0.0000% | $607000.00         | $120452.23         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.0000%  | 0.0000% | $3237692.00        | $271172.57         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 3.5000%  | 0.0000% | $15471960.00       | $4305359.15        | Agency Mortgage-Backed Securities |
| FMAC          | 2037-04-01      | 2.5000%  | 0.0000% | $408675.00         | $252007.24         | Agency Mortgage-Backed Securities |
| FMAC          | 2038-05-01      | 3.0000%  | 0.0000% | $291885.00         | $221672.66         | Agency Mortgage-Backed Securities |
| FMAC          | 2037-02-01      | 1.5000%  | 0.0000% | $4281536.00        | $3548418.08        | Agency Mortgage-Backed Securities |
| FMAC          | 2036-11-01      | 1.5000%  | 0.0000% | $1000000.00        | $602063.82         | Agency Mortgage-Backed Securities |
| FMAC          | 2037-02-01      | 1.5000%  | 0.0000% | $1090748.00        | $683808.50         | Agency Mortgage-Backed Securities |
| FMAC          | 2037-09-01      | 4.5000%  | 0.0000% | $415590.00         | $257387.37         | Agency Mortgage-Backed Securities |
| FMAC          | 2038-04-01      | 4.0000%  | 0.0000% | $156000.00         | $109633.40         | Agency Mortgage-Backed Securities |
| FMAC          | 2039-02-01      | 4.5000%  | 0.0000% | $168820.00         | $139844.36         | Agency Mortgage-Backed Securities |
| FMAC          | 2038-09-01      | 5.0000%  | 0.0000% | $639000.00         | $455795.41         | Agency Mortgage-Backed Securities |
| FMAC          | 2040-05-01      | 5.5000%  | 0.0000% | $2126272.00        | $2130960.61        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-04-01      | 4.0000%  | 0.0000% | $196640.00         | $187471.32         | Agency Mortgage-Backed Securities |
| FMAC          | 2042-09-01      | 2.5000%  | 0.0000% | $2400000.00        | $1853816.13        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 3.0000%  | 0.0000% | $1950000.00        | $1257368.52        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-08-01      | 4.0000%  | 0.0000% | $2979044.00        | $1127530.29        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-08-01      | 3.0000%  | 0.0000% | $500000.00         | $334128.62         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $2160000.00        | $1452348.40        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $11546800.00       | $7669622.37        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $832204.00         | $638859.78         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.0000%  | 0.0000% | $3525000.00        | $2770306.70        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $90000.00          | $69622.65          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $3210000.00        | $2398498.47        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-03-01      | 2.0000%  | 0.0000% | $9908016.00        | $6770099.31        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.0000%  | 0.0000% | $850000.00         | $728734.58         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $2552000.00        | $2278230.80        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 4.0000%  | 0.0000% | $4360000.00        | $3172415.60        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $7117864.00        | $6442501.18        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-10-01      | 1.5000%  | 0.0000% | $9860592.00        | $6700877.05        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 4.5000%  | 0.0000% | $119995.00         | $106303.98         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 5.0000%  | 0.0000% | $500000.00         | $451434.23         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.0000%  | 0.0000% | $590000.00         | $544779.66         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 4.5000%  | 0.0000% | $110000.00         | $97572.34          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 4.5000%  | 0.0000% | $400000.00         | $342838.85         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.5000%  | 0.0000% | $1700000.00        | $1486673.68        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $10000000.00       | $9492940.38        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.0000%  | 0.0000% | $2093608.00        | $1885867.79        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 6.0000%  | 0.0000% | $3745000.00        | $3538658.47        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $334405.00         | $310857.60         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 4.5000%  | 0.0000% | $878290.00         | $802230.48         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-08-01      | 2.5000%  | 0.0000% | $573000.00         | $272505.59         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-02-01      | 2.5000%  | 0.0000% | $1124000.00        | $597535.50         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 2.5000%  | 0.0000% | $1043360.00        | $676388.39         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.0000%  | 0.0000% | $177000.00         | $138639.72         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 3.5000%  | 0.0000% | $4901928.00        | $3756072.13        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.0000%  | 0.0000% | $2681000.00        | $2210776.25        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 7.0000%  | 0.0000% | $3000000.00        | $2055055.73        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 6.0000%  | 0.0000% | $7000000.00        | $5197164.10        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $40000.00          | $33589.58          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.0000%  | 0.0000% | $7265000.00        | $6298495.59        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 4.5000%  | 0.0000% | $42232704.00       | $36594119.54       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 4.5000%  | 0.0000% | $160000.00         | $139971.28         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $1495488.00        | $1311602.92        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $1365000.00        | $1135698.34        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 7.0000%  | 0.0000% | $86349312.00       | $86184870.42       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.0000%  | 0.0000% | $203000.00         | $169739.11         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $1325000.00        | $1093605.93        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $4875000.00        | $4120911.93        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $500000.00         | $415983.73         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 4.5000%  | 0.0000% | $1409958.00        | $1201859.48        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 4.0000%  | 0.0000% | $2210000.00        | $1756761.33        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.0000%  | 0.0000% | $205000.00         | $174165.71         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 5.5000%  | 0.0000% | $310000.00         | $280368.40         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-07-01      | 4.0000%  | 0.0000% | $5668672.00        | $1380572.98        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-05-01      | 2.5000%  | 0.0000% | $552212.00         | $365565.00         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-06-01      | 5.0000%  | 0.0000% | $1116312.00        | $628079.32         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-08-01      | 2.5000%  | 0.0000% | $35881728.00       | $18634806.00       | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 3.5000%  | 0.0000% | $1265898.00        | $810799.40         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 5.0000%  | 0.0000% | $143582.00         | $136744.16         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 3.0000%  | 0.0000% | $600000.00         | $430094.85         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $1096000.00        | $792477.53         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 4.0000%  | 0.0000% | $3000000.00        | $2106161.44        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 2.5000%  | 0.0000% | $2446116.00        | $1759497.04        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 5.0000%  | 0.0000% | $241174.00         | $217315.05         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 3.5000%  | 0.0000% | $1034448.00        | $795685.58         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 4.0000%  | 0.0000% | $49024.00          | $39889.95          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 3.5000%  | 0.0000% | $6007736.00        | $4343558.31        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $310769.00         | $245439.37         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $3940000.00        | $3054124.57        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $1323934.00        | $822328.90         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $4055024.00        | $2869674.88        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $2690604.00        | $2110598.75        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $804252.00         | $682214.21         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $1679238.00        | $1371179.74        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1866456.00        | $1330621.96        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $2253456.00        | $1765526.55        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $3484640.00        | $2700355.82        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $2268000.00        | $1745791.88        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 4.0000%  | 0.0000% | $900000.00         | $695994.91         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 4.5000%  | 0.0000% | $4475000.00        | $3635463.14        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $740467.00         | $459194.97         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $855010.00         | $758001.20         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $215965.00         | $162062.75         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 6.0000%  | 0.0000% | $4415720.00        | $3479171.28        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $83277.00          | $68855.99          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $1000000.00        | $837177.94         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $2080000.00        | $1647763.33        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $166368.00         | $146467.33         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.0000%  | 0.0000% | $6529416.00        | $5117706.51        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $600000.00         | $516242.67         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 4.5000%  | 0.0000% | $290000.00         | $248680.46         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 6.5000%  | 0.0000% | $1417404.00        | $1158871.29        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1490818.00        | $1338254.49        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.0000%  | 0.0000% | $4000400.00        | $2453310.21        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $5410416.00        | $5286336.84        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $51476.00          | $42754.92          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.0000%  | 0.0000% | $1148114.00        | $1090302.85        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.0000%  | 0.0000% | $1471256.00        | $891001.53         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 4.5000%  | 0.0000% | $2857356.00        | $2638214.63        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.0000%  | 0.0000% | $324438.00         | $277708.01         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $1657118.00        | $1198499.90        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.0000%  | 0.0000% | $58227.00          | $55541.63          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $1018324.00        | $1057820.91        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $8409680.00        | $5438571.76        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $6000000.00        | $5611365.95        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 4.5000%  | 0.0000% | $1560404.00        | $1465375.25        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $6027616.00        | $5928121.37        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $1982364.00        | $1943725.13        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $1188874.00        | $1155446.66        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 7.5000%  | 0.0000% | $1056174.00        | $394097.70         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $2022010.00        | $2000668.13        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $496689.00         | $495159.17         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $2070276.00        | $1327471.55        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $1202160.00        | $1087233.87        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $1537868.00        | $1554298.72        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $4550296.00        | $4491058.90        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 4.5000%  | 0.0000% | $1649788.00        | $1544791.93        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 7.0000%  | 0.0000% | $1034416.00        | $1083537.19        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 4.5000%  | 0.0000% | $3399200.00        | $3183657.09        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 6.0000%  | 0.0000% | $2487684.00        | $2279336.56        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 4.5000%  | 0.0000% | $2362052.00        | $2222510.13        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 6.0000%  | 0.0000% | $6767048.00        | $6309816.16        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $1094904.00        | $1056631.59        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1454944.00        | $1440978.37        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 7.0000%  | 0.0000% | $1015050.00        | $1011281.39        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $1509608.00        | $1293739.96        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $2262920.00        | $2266031.74        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-08-01      | 2.5000%  | 0.0000% | $1400000.00        | $821833.51         | Agency Mortgage-Backed Securities |
| FMAC          | 2037-12-01      | 3.5000%  | 0.0000% | $1115424.00        | $947663.12         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 2.0000%  | 0.0000% | $5018424.00        | $3039268.51        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.0000%  | 0.0000% | $9060096.00        | $437017.31         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-11-01      | 3.5000%  | 0.0000% | $5000000.00        | $574361.13         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-12-01      | 2.5000%  | 0.0000% | $235000.00         | $128711.41         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $1119188.00        | $1138513.27        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $2823750.00        | $2694597.05        | Agency Mortgage-Backed Securities |
| FMAC          | 2036-07-01      | 2.0000%  | 0.0000% | $1981556.00        | $1381129.55        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.0000%  | 0.0000% | $6000000.00        | $3094935.55        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-04-01      | 2.0000%  | 0.0000% | $3000000.00        | $1748171.25        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-09-01      | 3.0000%  | 0.0000% | $310000.00         | $198764.52         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-03-01      | 3.5000%  | 0.0000% | $528800.00         | $367777.19         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 2.0000%  | 0.0000% | $600000.00         | $368719.63         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 2.5000%  | 0.0000% | $1075000.00        | $684862.72         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 3.0000%  | 0.0000% | $220000.00         | $121200.60         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $12712832.00       | $10549584.61       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 4.0000%  | 0.0000% | $10000.00          | $7306.47           | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.0000%  | 0.0000% | $173000.00         | $134009.98         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $740000.00         | $677585.60         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $400000.00         | $339089.69         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $13955328.00       | $11516427.04       | Agency Mortgage-Backed Securities |
| FMAC          | 2040-09-01      | 3.0000%  | 0.0000% | $300000.00         | $113692.30         | Agency Mortgage-Backed Securities |
| FMAC          | 2041-02-01      | 2.5000%  | 0.0000% | $2689144.00        | $1432976.39        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-11-01      | 1.5000%  | 0.0000% | $1300000.00        | $687788.04         | Agency Mortgage-Backed Securities |
| FMAC          | 2041-05-01      | 1.5000%  | 0.0000% | $1800000.00        | $1060264.59        | Agency Mortgage-Backed Securities |
| FMAC          | 2042-04-01      | 2.0000%  | 0.0000% | $1200000.00        | $802540.11         | Agency Mortgage-Backed Securities |
| FMAC          | 2031-09-01      | 2.0000%  | 0.0000% | $734040.00         | $339588.65         | Agency Mortgage-Backed Securities |
| FMAC          | 2033-03-01      | 5.0000%  | 0.0000% | $604000.00         | $369841.11         | Agency Mortgage-Backed Securities |
| FMAC          | 2034-09-01      | 6.5000%  | 0.0000% | $938261.00         | $672431.68         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 3.5000%  | 0.0000% | $2100000.00        | $999962.10         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-05-01      | 3.5000%  | 0.0000% | $3712440.00        | $387662.51         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-04-01      | 1.5000%  | 0.0000% | $1000000.00        | $574853.58         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-03-01      | 5.5000%  | 0.0000% | $5001680.00        | $4431862.58        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 7.0000%  | 0.0000% | $2659620.00        | $1978211.77        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 7.0000%  | 0.0000% | $1635676.00        | $1235814.26        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $1509200.00        | $1546287.01        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 8.0000%  | 0.0000% | $1465956.00        | $792476.71         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $2558076.00        | $2079154.34        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $2293572.00        | $1827799.04        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $1433602.00        | $1453022.44        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 5.5000%  | 0.0000% | $1374182.00        | $1078559.01        | Agency Mortgage-Backed Securities |
| FMAC          | 2037-09-01      | 4.0000%  | 0.0000% | $927263.00         | $569142.82         | Agency Mortgage-Backed Securities |
| FMAC          | 2037-09-01      | 3.0000%  | 0.0000% | $2246480.00        | $1096569.46        | Agency Mortgage-Backed Securities |
| FMAC          | 2037-09-01      | 3.0000%  | 0.0000% | $727168.00         | $585285.02         | Agency Mortgage-Backed Securities |
| FMAC          | 2038-05-01      | 4.5000%  | 0.0000% | $1018434.00        | $742647.69         | Agency Mortgage-Backed Securities |
| FMAC          | 2039-06-01      | 6.0000%  | 0.0000% | $711011.00         | $591162.97         | Agency Mortgage-Backed Securities |
| FMAC          | 2039-07-01      | 6.5000%  | 0.0000% | $1482206.00        | $1238558.49        | Agency Mortgage-Backed Securities |
| FMAC          | 2039-10-01      | 4.5000%  | 0.0000% | $1034100.00        | $880619.14         | Agency Mortgage-Backed Securities |
| FMAC          | 2040-05-01      | 5.5000%  | 0.0000% | $1961044.00        | $1996530.49        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-05-01      | 5.0000%  | 0.0000% | $1350440.00        | $1354342.27        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-01-01      | 5.5000%  | 0.0000% | $1264976.00        | $1094852.96        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-03-01      | 5.5000%  | 0.0000% | $1453226.00        | $1465661.73        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-04-01      | 6.0000%  | 0.0000% | $1114232.00        | $1128722.48        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-09-01      | 5.5000%  | 0.0000% | $162016000.00      | $2805066.83        | Agency Mortgage-Backed Securities |
| FNMA          | 2027-12-01      | 2.5000%  | 0.0000% | $12818240.00       | $496582.97         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-06-01      | 4.0000%  | 0.0000% | $8800000.00        | $1007380.63        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 4.0000%  | 0.0000% | $3354804.00        | $862540.58         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-12-01      | 3.0000%  | 0.0000% | $1482568.00        | $413163.06         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-08-01      | 2.7750%  | 0.0000% | $112322.00         | $59076.34          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $1012974.00        | $1044379.56        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 6.5000%  | 0.0000% | $1031374.00        | $1065622.77        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 6.5000%  | 0.0000% | $2254416.00        | $1677591.76        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 6.5000%  | 0.0000% | $1109902.00        | $1061304.29        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1634724.00        | $1668938.30        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1751292.00        | $1744147.41        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $211001.00         | $215434.77         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $14867568.00       | $12866662.71       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.0000%  | 0.0000% | $3037160.00        | $2962858.53        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1081470.00        | $1104992.35        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.0000%  | 0.0000% | $3098070.00        | $2981343.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $1024504.00        | $1037160.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 7.0000%  | 0.0000% | $2302870.00        | $2231371.82        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $3138152.00        | $3013844.85        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $1323386.00        | $1373473.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $1240360.00        | $1282048.65        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 7.0000%  | 0.0000% | $1056640.00        | $1123528.38        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 7.0000%  | 0.0000% | $1437102.00        | $1215324.49        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-04-01      | 5.5000%  | 0.0000% | $451648.00         | $459087.66         | Agency Mortgage-Backed Securities |
| FNMA          | 2039-12-01      | 5.0000%  | 0.0000% | $1149558.00        | $1134199.89        | Agency Mortgage-Backed Securities |
| FNMA          | 2039-11-01      | 4.5000%  | 0.0000% | $1097798.00        | $1048041.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $2179520.00        | $2103521.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 7.0000%  | 0.0000% | $5061192.00        | $5320916.63        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.5000%  | 0.0000% | $2561728.00        | $2655473.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 7.0000%  | 0.0000% | $1713932.00        | $1801380.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $8319312.00        | $8382647.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 4.5000%  | 0.0000% | $1300440.00        | $1028064.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $1246210.00        | $1168934.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 7.0000%  | 0.0000% | $2075888.00        | $2176425.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1001116.00        | $1026509.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.0000%  | 0.0000% | $398348.00         | $386116.80         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $1986728.00        | $2091510.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 7.0000%  | 0.0000% | $1146468.00        | $1200959.15        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $5923624.00        | $6008416.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $14621616.00       | $14940028.67       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $2660196.00        | $2650674.61        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.5000%  | 0.0000% | $1374918.00        | $1423929.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $1931896.00        | $1922659.21        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 4.0000%  | 0.0000% | $1253374.00        | $1156952.22        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-05-01      | 6.5000%  | 0.0000% | $1782032.00        | $1855036.71        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $8082624.00        | $8354521.09        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $3778420.00        | $3774273.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $3842244.00        | $3894851.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 7.0000%  | 0.0000% | $1696802.00        | $1794434.45        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 7.0000%  | 0.0000% | $1224752.00        | $1290143.82        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $4943530.00        | $4934645.06        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-04-01      | 5.5000%  | 0.0000% | $1639718.00        | $1663196.63        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $2888284.00        | $2869358.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $1257270.00        | $1304419.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $5613080.00        | $5769416.13        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.0000%  | 0.0000% | $12118288.00       | $11801646.56       | Agency Mortgage-Backed Securities |
| FNMA          | 2040-05-01      | 6.5000%  | 0.0000% | $1990628.00        | $2073900.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-05-01      | 6.5000%  | 0.0000% | $1142520.00        | $1189341.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $8964688.00        | $9280595.63        | Agency Mortgage-Backed Securities |
| FNMA          | 2039-07-01      | 5.5000%  | 0.0000% | $6277100.00        | $1297328.16        | Agency Mortgage-Backed Securities |
| FNMA          | 2026-04-01      | 2.0000%  | 0.0000% | $16500000.00       | $328024.14         | Agency Mortgage-Backed Securities |
| FNMA          | 2056-06-01      | 4.5000%  | 0.0000% | $1240000.00        | $300548.24         | Agency Mortgage-Backed Securities |
| FNMA          | 2057-09-01      | 4.5000%  | 0.0000% | $10810848.00       | $3197301.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2060-09-01      | 3.0000%  | 0.0000% | $10000000.00       | $4223009.30        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 4.0000%  | 0.0000% | $1959628.00        | $261524.23         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-12-01      | 4.5000%  | 0.0000% | $276279.00         | $59008.26          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 3.5000%  | 0.0000% | $727145.00         | $150091.06         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 4.0000%  | 0.0000% | $126177.00         | $32108.55          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 4.0000%  | 0.0000% | $250197.00         | $37170.51          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 4.0000%  | 0.0000% | $1181716.00        | $103014.54         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 5.5000%  | 0.0000% | $1300682.00        | $212439.21         | Agency Mortgage-Backed Securities |
| FNMA          | 2031-11-01      | 2.0000%  | 0.0000% | $331000.00         | $57584.30          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-01-01      | 3.5000%  | 0.0000% | $11425392.00       | $2610151.82        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 4.0000%  | 0.0000% | $2635000.00        | $339137.04         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $6300416.00        | $1524639.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-07-01      | 3.0000%  | 0.0000% | $5397952.00        | $1415096.61        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 2.0000%  | 0.0000% | $488000.00         | $244625.24         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $25000000.00       | $14659339.94       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $5126808.00        | $5149605.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-02-01      | 4.5000%  | 0.0000% | $1510000.00        | $1471060.59        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $3637696.00        | $3455036.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.0000%  | 0.0000% | $1547820.00        | $1502707.49        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-07-01      | 3.0000%  | 0.0000% | $198556.00         | $122507.24         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 4.0000%  | 0.0000% | $819680.00         | $632896.48         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $455977.00         | $428427.18         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-10-01      | 4.0000%  | 0.0000% | $32647.00          | $22364.48          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 7.0000%  | 0.0000% | $1563434.00        | $1609332.23        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $2258660.00        | $1876302.83        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 6.0000%  | 0.0000% | $3103584.00        | $2506645.50        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 6.5000%  | 0.0000% | $3502920.00        | $3255770.95        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $95358.00          | $74066.29          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 6.0000%  | 0.0000% | $5111888.00        | $4486484.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $1180984.00        | $949252.57         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 4.5000%  | 0.0000% | $1250000.00        | $139062.42         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 4.0000%  | 0.0000% | $211773.00         | $55581.91          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.0000%  | 0.0000% | $4140392.00        | $326030.32         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 5.0000%  | 0.0000% | $325000.00         | $51256.55          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 3.0000%  | 0.0000% | $1900000.00        | $520302.02         | Agency Mortgage-Backed Securities |
| FNMA          | 2039-11-01      | 3.5000%  | 0.0000% | $100000.00         | $32684.96          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 4.5000%  | 0.0000% | $43900000.00       | $3214786.83        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.5000%  | 0.0000% | $573642.00         | $327626.70         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-12-01      | 2.0000%  | 0.0000% | $2000000.00        | $1149082.67        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-07-01      | 2.5000%  | 0.0000% | $850000.00         | $457458.70         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $11000.00          | $7750.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $74000.00          | $51841.92          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.0000%  | 0.0000% | $13255632.00       | $10302347.93       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 4.5000%  | 0.0000% | $607388.00         | $488872.30         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.0000%  | 0.0000% | $4032168.00        | $3617323.72        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $700000.00         | $612017.83         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $7500000.00        | $6922890.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-01-01      | 7.0000%  | 0.0000% | $1423246.00        | $777770.88         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 6.5000%  | 0.0000% | $3528948.00        | $2392407.38        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $4777000.00        | $4582912.90        | Agency Mortgage-Backed Securities |
| FNMA          | 2039-10-01      | 6.5000%  | 0.0000% | $1959146.00        | $1876894.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1700000.00        | $1649232.65        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $25086112.00       | $24215606.41       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1210000.00        | $1179518.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.0000%  | 0.0000% | $55000.00          | $11162.55          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 2.5000%  | 0.0000% | $613000.00         | $227656.06         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-05-01      | 3.5000%  | 0.0000% | $155000.00         | $20502.89          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $700000.00         | $355078.04         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 4.0000%  | 0.0000% | $9561000.00        | $2262346.56        | Agency Mortgage-Backed Securities |
| FNMA          | 2041-02-01      | 2.0000%  | 0.0000% | $25000.00          | $13892.96          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-07-01      | 2.0000%  | 0.0000% | $5000000.00        | $3037149.36        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 2.0000%  | 0.0000% | $1175000.00        | $566546.51         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-09-01      | 2.0000%  | 0.0000% | $4073552.00        | $2192517.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $740000.00         | $512427.78         | Agency Mortgage-Backed Securities |
| FNMA          | 2038-01-01      | 4.5000%  | 0.0000% | $147475.00         | $96615.79          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $1837928.00        | $1465000.69        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $135000.00         | $106432.20         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $5000000.00        | $3989314.53        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 3.0000%  | 0.0000% | $5289480.00        | $3638981.65        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.0000%  | 0.0000% | $480000.00         | $316378.21         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.0000%  | 0.0000% | $9970000.00        | $9072655.08        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $216714.00         | $170329.90         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 6.5000%  | 0.0000% | $1100000.00        | $944308.23         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $2528272.00        | $2714253.06        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-05-01      | 6.0000%  | 0.0000% | $10925072.00       | $11291305.90       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 6.5000%  | 0.0000% | $209033.00         | $136194.66         | Agency Mortgage-Backed Securities |
| FNMA          | 2038-06-01      | 5.5000%  | 0.0000% | $476268543.00      | $3016732.00        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-01-01      | 4.0000%  | 0.0000% | $2500000.00        | $319884.65         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-11-01      | 6.0000%  | 0.0000% | $29263744.00       | $613512.16         | Agency Mortgage-Backed Securities |
| FNMA          | 2038-07-01      | 5.5000%  | 0.0000% | $32089728.00       | $289215.44         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-10-01      | 3.0000%  | 0.0000% | $3600000.00        | $597476.48         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 4.5000%  | 0.0000% | $2315000.00        | $305127.29         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.0000%  | 0.0000% | $174000.00         | $57355.58          | Agency Mortgage-Backed Securities |
| FNMA          | 2034-03-01      | 4.0000%  | 0.0000% | $1440000.00        | $122739.05         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-08-01      | 2.0000%  | 0.0000% | $70000.00          | $31683.88          | Agency Mortgage-Backed Securities |
| FNMA          | 2039-03-01      | 4.5000%  | 0.0000% | $99235.00          | $78833.14          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 4.0000%  | 0.0000% | $5195368.00        | $3102372.81        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-02-01      | 1.5000%  | 0.0000% | $5159256.00        | $3263107.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $7817912.00        | $5786614.29        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $2528144.00        | $1969806.30        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-11-01      | 4.5000%  | 0.0000% | $98470.00          | $64078.50          | Agency Mortgage-Backed Securities |
| FNMA          | 2038-02-01      | 3.0000%  | 0.0000% | $240885.00         | $148381.71         | Agency Mortgage-Backed Securities |
| FNMA          | 2039-12-01      | 3.0000%  | 0.0000% | $2330372.00        | $2123856.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-04-01      | 5.5000%  | 0.0000% | $3089852.00        | $2999270.18        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 6.5000%  | 0.0000% | $195711.00         | $201645.93         | Agency Mortgage-Backed Securities |
| FNMA          | 2038-09-01      | 5.5000%  | 0.0000% | $286870016.00      | $5241843.89        | Agency Mortgage-Backed Securities |
| FNMA          | 2038-06-01      | 5.5000%  | 0.0000% | $101167616.00      | $1963988.46        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-04-01      | 6.0000%  | 0.0000% | $419927.00         | $15931.65          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-12-01      | 5.5000%  | 0.0000% | $92254080.00       | $2184141.70        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 4.5000%  | 0.0000% | $1257660.00        | $1188471.22        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 4.5000%  | 0.0000% | $1717156.00        | $1613575.08        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 7.5000%  | 0.0000% | $2464916.00        | $2569183.92        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $4400592.00        | $4111687.63        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 5.5000%  | 0.0000% | $370000.00         | $362452.17         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $2981910.00        | $2986696.60        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 7.0000%  | 0.0000% | $1113146.00        | $1178688.42        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $1268942.00        | $1268893.66        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 7.0000%  | 0.0000% | $1118768.00        | $1178678.82        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $6983016.00        | $6628333.25        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $3254408.00        | $3262913.07        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 7.0000%  | 0.0000% | $2529512.00        | $2660987.10        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 7.0000%  | 0.0000% | $2522664.00        | $2630824.18        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 7.0000%  | 0.0000% | $500366.00         | $524836.72         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $1393374.00        | $1416950.76        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $942183.00         | $970733.10         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $1334614.00        | $1359214.45        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 7.0000%  | 0.0000% | $2445300.00        | $2572763.45        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 7.0000%  | 0.0000% | $1455550.00        | $1519694.02        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $6923752.00        | $7184093.09        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 7.0000%  | 0.0000% | $1942784.00        | $2039895.08        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 5.0000%  | 0.0000% | $1275292.00        | $1244274.69        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $8327510.00        | $8568952.26        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 7.0000%  | 0.0000% | $1058194.00        | $1115110.64        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $5189640.00        | $5388538.90        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $9561584.00        | $9648096.41        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 7.0000%  | 0.0000% | $4340136.00        | $4550762.85        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 7.0000%  | 0.0000% | $4193216.00        | $4355986.95        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $1084686.00        | $1097954.58        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 7.0000%  | 0.0000% | $2521756.00        | $2689184.07        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $10057664.00       | $10022210.76       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $3145000.00        | $3261102.20        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $19814016.00       | $20549423.15       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 7.0000%  | 0.0000% | $1220000.00        | $1284884.85        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $1217170.00        | $1241794.85        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 7.0000%  | 0.0000% | $2317130.00        | $2437998.26        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 7.0000%  | 0.0000% | $2350700.00        | $2466930.09        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 7.0000%  | 0.0000% | $1801902.00        | $1897018.47        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $1431750.00        | $1427702.48        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $5295152.00        | $5480040.26        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 5.0000%  | 0.0000% | $2406908.00        | $2342971.34        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $15149280.00       | $15069104.23       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $29636736.00       | $30060136.28       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $14903408.00       | $15194923.62       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $4891744.00        | $4883704.70        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 7.0000%  | 0.0000% | $1060494.00        | $1126694.16        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $6917016.00        | $7278181.84        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $9831232.00        | $9861979.72        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.0000%  | 0.0000% | $2396932.00        | $2333719.58        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $1949242.00        | $1993102.55        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $9274560.00        | $9422946.78        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $21276640.00       | $21996218.33       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 7.0000%  | 0.0000% | $1012452.00        | $1069195.77        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $5252640.00        | $5241586.12        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $9579280.00        | $9911126.48        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 4.5000%  | 0.0000% | $2276864.00        | $2156506.69        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $1135556.00        | $1178543.74        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $12194432.00       | $12664736.01       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $10523664.00       | $10382889.78       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 4.5000%  | 0.0000% | $53842944.00       | $50306678.81       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $105444736.00      | $104823936.02      | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $133889792.00      | $138263183.02      | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 5.5000%  | 0.0000% | $22139648.00       | $19485448.39       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $3214164.00        | $2541236.03        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $41268288.00       | $39857167.18       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $54968000.00       | $54185822.91       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 7.0000%  | 0.0000% | $8289000.00        | $8736421.04        | Agency Mortgage-Backed Securities |
| GNMA          | 2042-04-15      | 3.0000%  | 0.0000% | $32500000.00       | $2657378.92        | Agency Mortgage-Backed Securities |
| GNMA          | 2041-12-15      | 3.7500%  | 0.0000% | $88560.00          | $55939.63          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-04-20      | 3.5000%  | 0.0000% | $35000000.00       | $3414053.27        | Agency Mortgage-Backed Securities |
| GNMA          | 2043-02-15      | 3.0000%  | 0.0000% | $137000.00         | $19915.90          | Agency Mortgage-Backed Securities |
| GNMA          | 2042-08-15      | 3.0000%  | 0.0000% | $408080.00         | $57149.90          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-04-15      | 3.5000%  | 0.0000% | $43727.00          | $10552.73          | Agency Mortgage-Backed Securities |
| GNMA          | 2042-12-20      | 3.5000%  | 0.0000% | $2000000.00        | $195125.46         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-02-20      | 5.0000%  | 0.0000% | $2592564.00        | $145293.02         | Agency Mortgage-Backed Securities |
| GNMA          | 2028-03-20      | 3.0000%  | 0.0000% | $975000.00         | $27833.49          | Agency Mortgage-Backed Securities |
| GNMA          | 2042-08-20      | 3.5000%  | 0.0000% | $44020352.00       | $3581299.89        | Agency Mortgage-Backed Securities |
| GNMA          | 2027-12-20      | 3.0000%  | 0.0000% | $237868.00         | $6902.94           | Agency Mortgage-Backed Securities |
| GNMA          | 2043-01-20      | 3.0000%  | 0.0000% | $3695200.00        | $403506.56         | Agency Mortgage-Backed Securities |
| GNMA          | 2038-05-20      | 7.0000%  | 0.0000% | $421761.00         | $34921.17          | Agency Mortgage-Backed Securities |
| GNMA          | 2029-06-20      | 3.5000%  | 0.0000% | $335000.00         | $15275.22          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-03-20      | 3.5000%  | 0.0000% | $1260000.00        | $125102.72         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-06-20      | 3.0000%  | 0.0000% | $2805000.00        | $279032.34         | Agency Mortgage-Backed Securities |
| GNMA          | 2028-07-20      | 2.5000%  | 0.0000% | $800003.00         | $56751.65          | Agency Mortgage-Backed Securities |
| GNMA          | 2030-06-20      | 3.0000%  | 0.0000% | $925000.00         | $62165.51          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-05-20      | 3.5000%  | 0.0000% | $114850.00         | $35927.76          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-11-20      | 4.5000%  | 0.0000% | $525000.00         | $41837.11          | Agency Mortgage-Backed Securities |
| GNMA          | 2032-05-20      | 3.0000%  | 0.0000% | $900000.00         | $103441.86         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-05-20      | 3.5000%  | 0.0000% | $1126842.00        | $132290.71         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-05-20      | 3.5000%  | 0.0000% | $10317500.00       | $1098804.60        | Agency Mortgage-Backed Securities |
| GNMA          | 2046-07-20      | 3.0000%  | 0.0000% | $10151888.00       | $1231589.02        | Agency Mortgage-Backed Securities |
| GNMA          | 2046-09-20      | 3.5000%  | 0.0000% | $10000000.00       | $1209652.26        | Agency Mortgage-Backed Securities |
| GNMA          | 2031-11-20      | 3.0000%  | 0.0000% | $265000.00         | $33828.77          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-02-20      | 3.0000%  | 0.0000% | $72190208.00       | $11186960.56       | Agency Mortgage-Backed Securities |
| GNMA          | 2048-06-20      | 4.5000%  | 0.0000% | $110100000.00      | $8185862.50        | Agency Mortgage-Backed Securities |
| GNMA          | 2047-07-20      | 4.5000%  | 0.0000% | $725000.00         | $65393.96          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-11-20      | 5.0000%  | 0.0000% | $5409000.00        | $608728.15         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-02-20      | 5.5000%  | 0.0000% | $3963760.00        | $532230.30         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-03-20      | 5.0000%  | 0.0000% | $12913792.00       | $1026463.37        | Agency Mortgage-Backed Securities |
| GNMA          | 2033-04-20      | 3.5000%  | 0.0000% | $400587.00         | $44605.57          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-10-20      | 3.0000%  | 0.0000% | $1179644.00        | $186506.49         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-10-20      | 5.5000%  | 0.0000% | $20640000.00       | $1760366.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2048-09-20      | 5.5000%  | 0.0000% | $468136.00         | $44454.89          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-12-20      | 3.5000%  | 0.0000% | $179000.00         | $21654.89          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-01-20      | 6.0000%  | 0.0000% | $1725000.00        | $162930.21         | Agency Mortgage-Backed Securities |
| GNMA          | 2031-08-20      | 7.0000%  | 0.0000% | $53730.00          | $12956.98          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-07-20      | 2.5000%  | 0.0000% | $260000.00         | $52619.21          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-09-20      | 4.5000%  | 0.0000% | $1057290.00        | $126063.57         | Agency Mortgage-Backed Securities |
| GNMA          | 2035-09-20      | 5.0000%  | 0.0000% | $384283.00         | $242643.95         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 3.0000%  | 0.0000% | $22659904.00       | $4097503.62        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-06-20      | 3.5000%  | 0.0000% | $26937312.00       | $6246468.81        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-06-20      | 5.0000%  | 0.0000% | $5765640.00        | $955294.06         | Agency Mortgage-Backed Securities |
| GNMA          | 2035-06-20      | 4.5000%  | 0.0000% | $102477.00         | $48930.73          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-06-20      | 3.0000%  | 0.0000% | $1500000.00        | $233315.40         | Agency Mortgage-Backed Securities |
| GNMA          | 2035-08-20      | 2.5000%  | 0.0000% | $900000.00         | $236656.79         | Agency Mortgage-Backed Securities |
| GNMA          | 2035-09-20      | 2.5000%  | 0.0000% | $1480000.00        | $469784.32         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-09-20      | 3.5000%  | 0.0000% | $7695208.00        | $2257940.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-05-20      | 5.0000%  | 0.0000% | $184350.00         | $127863.23         | Agency Mortgage-Backed Securities |
| GNMA          | 2037-06-20      | 4.5000%  | 0.0000% | $198571.00         | $135055.20         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-03-20      | 2.0000%  | 0.0000% | $140000000.00      | $77226992.77       | Agency Mortgage-Backed Securities |
| GNMA          | 2051-03-20      | 3.0000%  | 0.0000% | $230581248.00      | $93031978.85       | Agency Mortgage-Backed Securities |
| GNMA          | 2030-07-20      | 4.0000%  | 0.0000% | $161382.00         | $106457.47         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-06-20      | 2.0000%  | 0.0000% | $6191000.00        | $3395379.10        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-06-20      | 3.0000%  | 0.0000% | $36596864.00       | $18735095.09       | Agency Mortgage-Backed Securities |
| GNMA          | 2051-06-20      | 3.5000%  | 0.0000% | $8199000.00        | $4073718.75        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-08-20      | 2.0000%  | 0.0000% | $2224452.00        | $1275023.14        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 3.0000%  | 0.0000% | $14258144.00       | $8231117.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-10-20      | 2.0000%  | 0.0000% | $3796270.00        | $2277084.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2037-04-20      | 4.0000%  | 0.0000% | $737202.00         | $270467.58         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-05-20      | 4.5000%  | 0.0000% | $69516928.00       | $58731259.41       | Agency Mortgage-Backed Securities |
| GNMA          | 2051-04-20      | 2.0000%  | 0.0000% | $1977862.00        | $1257048.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-06-20      | 4.5000%  | 0.0000% | $23428000.00       | $17784400.14       | Agency Mortgage-Backed Securities |
| GNMA          | 2052-02-20      | 2.5000%  | 0.0000% | $4237816.00        | $2722417.81        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-07-20      | 4.0000%  | 0.0000% | $802770.00         | $605002.15         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-02-20      | 3.0000%  | 0.0000% | $38094656.00       | $26960616.33       | Agency Mortgage-Backed Securities |
| GNMA          | 2052-10-20      | 3.5000%  | 0.0000% | $725583.00         | $550093.54         | Agency Mortgage-Backed Securities |
| GNMA          | 2030-10-20      | 7.0000%  | 0.0000% | $97571.00          | $72549.12          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-01-20      | 6.0000%  | 0.0000% | $1730000.00        | $1078465.11        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-11-20      | 3.5000%  | 0.0000% | $6920000.00        | $5107742.07        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-01-20      | 6.0000%  | 0.0000% | $1600000.00        | $998074.44         | Agency Mortgage-Backed Securities |
| GNMA          | 2038-04-20      | 4.5000%  | 0.0000% | $132765.00         | $85924.83          | Agency Mortgage-Backed Securities |
| GNMA          | 2037-09-20      | 2.0000%  | 0.0000% | $96073.00          | $68151.13          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-02-20      | 3.0000%  | 0.0000% | $25249040.00       | $20896398.69       | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 4.0000%  | 0.0000% | $500000.00         | $449615.64         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-09-20      | 2.0000%  | 0.0000% | $409000.00         | $307568.86         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-10-20      | 7.5000%  | 0.0000% | $1011286.00        | $397081.19         | Agency Mortgage-Backed Securities |
| GNMA          | 2035-03-20      | 3.0000%  | 0.0000% | $301008.00         | $168592.59         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-11-20      | 6.5000%  | 0.0000% | $122231.00         | $67195.23          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-12-20      | 6.0000%  | 0.0000% | $11550000.00       | $7907877.85        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-02-20      | 6.0000%  | 0.0000% | $57471232.00       | $40709175.92       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-03-20      | 4.5000%  | 0.0000% | $534515.00         | $485554.05         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-02-20      | 6.0000%  | 0.0000% | $513396.00         | $415066.75         | Agency Mortgage-Backed Securities |
| GNMA          | 2039-06-20      | 5.0000%  | 0.0000% | $365359.00         | $327839.51         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-06-15      | 4.0000%  | 0.0000% | $71978.00          | $9115.54           | Agency Mortgage-Backed Securities |
| GNMA          | 2047-08-15      | 4.5000%  | 0.0000% | $593572.00         | $41856.77          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-08-15      | 4.5000%  | 0.0000% | $578889.00         | $140111.34         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-09-15      | 4.5000%  | 0.0000% | $1770672.00        | $321407.37         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-08-15      | 4.5000%  | 0.0000% | $315403.00         | $15830.12          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-10-15      | 4.5000%  | 0.0000% | $6563496.00        | $896573.08         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-01-20      | 4.5000%  | 0.0000% | $1114624.00        | $180361.92         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-04-20      | 4.0000%  | 0.0000% | $260867.00         | $40145.61          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-11-15      | 4.0000%  | 0.0000% | $32000.00          | $16282.78          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-07-20      | 3.0000%  | 0.0000% | $19494272.00       | $10279107.88       | Agency Mortgage-Backed Securities |
| GNMA          | 2043-05-20      | 2.5000%  | 0.0000% | $1017304.00        | $516589.57         | Agency Mortgage-Backed Securities |
| GNMA          | 2058-01-15      | 5.7000%  | 0.0000% | $115501.00         | $117092.23         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-01-15      | 5.0000%  | 0.0000% | $199721.00         | $25057.16          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-03-15      | 5.0000%  | 0.0000% | $180903.00         | $36187.91          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-04-20      | 4.0000%  | 0.0000% | $13330128.00       | $2124033.02        | Agency Mortgage-Backed Securities |
| GNMA          | 2048-06-15      | 5.0000%  | 0.0000% | $759024.00         | $262027.09         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-10-20      | 5.0000%  | 0.0000% | $1490046.00        | $292553.90         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-09-15      | 5.5000%  | 0.0000% | $936298.00         | $186596.82         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-09-20      | 5.0000%  | 0.0000% | $1705722.00        | $256533.04         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-05-20      | 4.5000%  | 0.0000% | $2764640.00        | $344547.92         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-10-20      | 4.0000%  | 0.0000% | $400000.00         | $95503.48          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-09-15      | 2.5000%  | 0.0000% | $650221.00         | $287889.81         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-15      | 3.5000%  | 0.0000% | $596987.00         | $17606.09          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-02-15      | 3.5000%  | 0.0000% | $1338664.00        | $203975.04         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-04-20      | 3.5000%  | 0.0000% | $11917000.00       | $4592377.40        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-06-20      | 3.0000%  | 0.0000% | $6308112.00        | $2685296.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-05-15      | 2.5000%  | 0.0000% | $10233520.00       | $4118459.89        | Agency Mortgage-Backed Securities |
| GNMA          | 2063-08-15      | 2.6500%  | 0.0000% | $75050.00          | $61845.07          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-10-20      | 2.0000%  | 0.0000% | $255068.00         | $152750.05         | Agency Mortgage-Backed Securities |
| GNMA          | 2032-11-20      | 7.0000%  | 0.0000% | $1775908.00        | $622376.28         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-09-20      | 3.0000%  | 0.0000% | $61018.00          | $47352.90          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-11-15      | 2.5000%  | 0.0000% | $514958.00         | $243855.06         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-11-20      | 2.5000%  | 0.0000% | $672782.00         | $371204.81         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-11-20      | 3.0000%  | 0.0000% | $825727.00         | $525165.37         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-01-20      | 2.5000%  | 0.0000% | $72091.00          | $26552.11          | Agency Mortgage-Backed Securities |
| GNMA          | 2060-12-15      | 3.2500%  | 0.0000% | $81599.00          | $71314.32          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-06-20      | 2.5000%  | 0.0000% | $11192180.00       | $7772370.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-06-15      | 2.5000%  | 0.0000% | $8844256.00        | $6337152.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-07-20      | 2.5000%  | 0.0000% | $35916160.00       | $17526966.64       | Agency Mortgage-Backed Securities |
| GNMA          | 2048-11-20      | 5.5000%  | 0.0000% | $1088882.00        | $267272.84         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-07-15      | 2.7700%  | 0.0000% | $5934744.00        | $4866016.40        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-04-20      | 3.0000%  | 0.0000% | $79720.00          | $22280.68          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-05-20      | 3.0000%  | 0.0000% | $1100000.00        | $566794.14         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-02-20      | 2.5000%  | 0.0000% | $4500000.00        | $3052306.97        | Agency Mortgage-Backed Securities |
| GNMA          | 2047-01-20      | 3.0000%  | 0.0000% | $175000.00         | $79959.44          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-02-20      | 3.5000%  | 0.0000% | $774500.00         | $618030.05         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-05-20      | 2.5000%  | 0.0000% | $3796464.00        | $2546738.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-11-20      | 3.0000%  | 0.0000% | $3975000.00        | $2396308.18        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 6.0000%  | 0.0000% | $8132256.00        | $7991710.22        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-02-15      | 3.5000%  | 0.0000% | $158862.00         | $23177.93          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-05-15      | 4.0000%  | 0.0000% | $203091.00         | $9972.09           | Agency Mortgage-Backed Securities |
| GNMA          | 2045-07-15      | 3.0000%  | 0.0000% | $162673.00         | $17453.46          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-10-20      | 6.5000%  | 0.0000% | $11233.00          | $11478.45          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-10-20      | 4.5000%  | 0.0000% | $4052952.00        | $3205231.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-07-15      | 5.3500%  | 0.0000% | $5417920.00        | $5410577.21        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-12-15      | 5.7000%  | 0.0000% | $164036.00         | $168967.76         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-01-20      | 7.0000%  | 0.0000% | $2023264.00        | $2018746.06        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-03-15      | 6.0000%  | 0.0000% | $4091192.00        | $3979996.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-11-20      | 3.5000%  | 0.0000% | $1524848.00        | $501992.42         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-12-20      | 4.5000%  | 0.0000% | $1237086.00        | $992433.79         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-05-20      | 6.0000%  | 0.0000% | $2724464.00        | $2531196.68        | Agency Mortgage-Backed Securities |
| GNMA          | 2044-12-20      | 4.5000%  | 0.0000% | $1117018.00        | $724224.18         | Agency Mortgage-Backed Securities |
| GNMA          | 2063-06-20      | 6.0000%  | 0.0000% | $12531648.00       | $6999476.48        | Agency Mortgage-Backed Securities |
| GNMA          | 2063-06-20      | 6.0000%  | 0.0000% | $477027.00         | $314763.94         | Agency Mortgage-Backed Securities |
| GNMA          | 2063-06-20      | 6.0000%  | 0.0000% | $493541.00         | $157102.29         | Agency Mortgage-Backed Securities |
| GNMA          | 2058-12-15      | 6.0300%  | 0.0000% | $466054.00         | $485800.30         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-07-20      | 6.5000%  | 0.0000% | $1783424.00        | $1806162.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-12-20      | 7.0000%  | 0.0000% | $1146368.00        | $801062.83         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $1070256.00        | $1088006.10        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-10-20      | 7.0000%  | 0.0000% | $1091936.00        | $881783.18         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-10-20      | 7.5000%  | 0.0000% | $1606342.00        | $687453.53         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-10-20      | 7.5000%  | 0.0000% | $2200652.00        | $1875578.13        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-01-20      | 2.5000%  | 0.0000% | $1007636.00        | $808200.67         | Agency Mortgage-Backed Securities |
| GNMA          | 2063-11-20      | 7.5000%  | 0.0000% | $111793.00         | $114547.37         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-01-20      | 6.0000%  | 0.0000% | $7388350.00        | $6641776.00        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-03-20      | 6.5000%  | 0.0000% | $21845664.00       | $3003457.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-04-20      | 6.0000%  | 0.0000% | $1554470.00        | $1575655.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2062-09-20      | 5.0000%  | 0.0000% | $156341.00         | $150287.40         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 7.0000%  | 0.0000% | $985362.00         | $654023.88         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-11-20      | 6.5000%  | 0.0000% | $85271.00          | $87170.43          | Agency Mortgage-Backed Securities |
| GNMA          | 2065-01-20      | 6.5000%  | 0.0000% | $176775.00         | $180867.37         | Agency Mortgage-Backed Securities |
| GNMA          | 2062-08-20      | 5.0000%  | 0.0000% | $149894.00         | $143556.72         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 6.0000%  | 0.0000% | $11019552.00       | $11299284.87       | Agency Mortgage-Backed Securities |
| GNMA          | 2064-06-20      | 6.5000%  | 0.0000% | $10740.00          | $10963.33          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-08-20      | 6.5000%  | 0.0000% | $52556.00          | $53422.70          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-07-20      | 6.5000%  | 0.0000% | $36377.00          | $37129.65          | Agency Mortgage-Backed Securities |
| GNMA          | 2067-04-15      | 5.3000%  | 0.0000% | $4060360.00        | $3982171.45        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-02-15      | 5.2500%  | 0.0000% | $789939.00         | $789678.31         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 6.0000%  | 0.0000% | $27122.00          | $27827.88          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 7.0000%  | 0.0000% | $1919514.00        | $2024095.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 6.0000%  | 0.0000% | $202230.00         | $206662.37         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 4.5000%  | 0.0000% | $1607994.00        | $1490990.39        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-08-20      | 5.0000%  | 0.0000% | $1321006.00        | $1267119.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-08-20      | 6.5000%  | 0.0000% | $107060.00         | $109148.40         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 7.5000%  | 0.0000% | $1616160.00        | $1536620.76        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 6.5000%  | 0.0000% | $1222938.00        | $1281897.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 7.5000%  | 0.0000% | $1140766.00        | $1208071.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-05-20      | 6.5000%  | 0.0000% | $9125.00           | $9311.07           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 7.0000%  | 0.0000% | $1472566.00        | $1014053.45        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 6.0000%  | 0.0000% | $1340868.00        | $1357530.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-07-20      | 7.0000%  | 0.0000% | $1020858.00        | $1089572.84        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-07-20      | 6.5000%  | 0.0000% | $67072.00          | $29080.57          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-08-20      | 6.5000%  | 0.0000% | $19569.00          | $8323.55           | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 6.0000%  | 0.0000% | $203918.00         | $209396.42         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 7.0000%  | 0.0000% | $4523712.00        | $4651054.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 7.5000%  | 0.0000% | $1133096.00        | $1176414.62        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 7.5000%  | 0.0000% | $1206204.00        | $1260698.19        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-07-20      | 6.5000%  | 0.0000% | $41456.00          | $41570.83          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 6.5000%  | 0.0000% | $1138380.00        | $1176929.27        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 6.0000%  | 0.0000% | $2081208.00        | $2126419.31        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 6.0000%  | 0.0000% | $2228500.00        | $2262718.11        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-08-20      | 6.5000%  | 0.0000% | $10486.00          | $10704.86          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-08-20      | 4.5000%  | 0.0000% | $604785.00         | $215121.91         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-10-20      | 6.5000%  | 0.0000% | $119443.00         | $122014.52         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 7.5000%  | 0.0000% | $1944172.00        | $2002876.45        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 6.5000%  | 0.0000% | $9892896.00        | $10161435.27       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 5.0000%  | 0.0000% | $1701410.00        | $1647754.93        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-06-20      | 7.5000%  | 0.0000% | $93556.00          | $96158.68          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 4.5000%  | 0.0000% | $4607792.00        | $4290589.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 4.5000%  | 0.0000% | $1478778.00        | $1387740.56        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 7.5000%  | 0.0000% | $1900038.00        | $1766350.15        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 6.5000%  | 0.0000% | $7141832.00        | $7492874.85        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 7.5000%  | 0.0000% | $15234016.00       | $16178148.13       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 7.5000%  | 0.0000% | $3002452.00        | $3190729.14        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 5.0000%  | 0.0000% | $1187130.00        | $1149379.00        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-09-20      | 6.5000%  | 0.0000% | $25368.00          | $25916.12          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 5.0000%  | 0.0000% | $1131174.00        | $1086639.66        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-10-20      | 6.5000%  | 0.0000% | $84166.00          | $59127.06          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-09-20      | 6.5000%  | 0.0000% | $312315.00         | $318984.03         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 6.0000%  | 0.0000% | $9217008.00        | $9363865.98        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-09-20      | 7.5000%  | 0.0000% | $169374.00         | $173944.30         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-10-20      | 6.5000%  | 0.0000% | $3093064.00        | $2676357.40        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-12-20      | 6.0000%  | 0.0000% | $628101.00         | $633332.26         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-01-20      | 5.0000%  | 0.0000% | $979108.00         | $943354.17         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $1564464.00        | $1640135.74        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-10-20      | 6.5000%  | 0.0000% | $81891.00          | $83692.52          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 6.0000%  | 0.0000% | $3365904.00        | $3424241.24        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 6.5000%  | 0.0000% | $1735390.00        | $1786446.08        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 6.5000%  | 0.0000% | $6702840.00        | $6897018.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-11-20      | 6.5000%  | 0.0000% | $37865.00          | $38685.76          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 5.0000%  | 0.0000% | $1201914.00        | $1169438.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 7.5000%  | 0.0000% | $1158832.00        | $1232287.62        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 4.5000%  | 0.0000% | $2590350.00        | $2417689.48        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-01-20      | 3.5000%  | 0.0000% | $3604964.00        | $2903414.96        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-12-20      | 3.0000%  | 0.0000% | $535712.00         | $228552.59         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 5.0000%  | 0.0000% | $1816722.00        | $1766812.71        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 5.5000%  | 0.0000% | $15452224.00       | $15346404.03       | Agency Mortgage-Backed Securities |
| GNMA          | 2064-02-20      | 6.5000%  | 0.0000% | $29682.00          | $30343.34          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 6.0000%  | 0.0000% | $9062592.00        | $9078651.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $1913124.00        | $2023808.76        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-10-20      | 3.0000%  | 0.0000% | $274537.00         | $232423.33         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $1876932.00        | $1911173.30        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-01-20      | 6.5000%  | 0.0000% | $19766.00          | $20215.53          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $4003584.00        | $4087920.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 7.0000%  | 0.0000% | $1132452.00        | $1197850.92        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 7.0000%  | 0.0000% | $1130128.00        | $1195853.78        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-10-20      | 6.5000%  | 0.0000% | $1152992.00        | $787696.45         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-11-20      | 6.0000%  | 0.0000% | $689575.00         | $695649.60         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-02-20      | 7.0000%  | 0.0000% | $315311.00         | $324196.11         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $1212244.00        | $1247792.25        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-03-15      | 5.6000%  | 0.0000% | $2791148.00        | $2862512.38        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 7.0000%  | 0.0000% | $3535528.00        | $3682103.02        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-11-20      | 5.5000%  | 0.0000% | $965840.00         | $952164.06         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 6.5000%  | 0.0000% | $2943416.00        | $3042130.40        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 6.5000%  | 0.0000% | $2799040.00        | $2856793.02        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 7.0000%  | 0.0000% | $1115654.00        | $1150409.66        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $1838540.00        | $1880606.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 5.0000%  | 0.0000% | $4486168.00        | $4322419.05        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-01-20      | 6.5000%  | 0.0000% | $681521.00         | $697010.78         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $1534230.00        | $1584482.14        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $1593208.00        | $1663243.30        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 4.5000%  | 0.0000% | $301376.00         | $280939.97         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-12-20      | 4.5000%  | 0.0000% | $117624.00         | $109559.54         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-02-20      | 4.5000%  | 0.0000% | $97098.00          | $90434.07          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 5.0000%  | 0.0000% | $3850064.00        | $3744782.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $1585423.00        | $1620236.25        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-02-20      | 5.0000%  | 0.0000% | $232292.00         | $224057.18         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $1606666.00        | $1656735.07        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-02-20      | 6.5000%  | 0.0000% | $184095.00         | $188343.04         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $1128828.00        | $1138920.35        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 6.5000%  | 0.0000% | $304622.00         | $312029.52         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 3.5000%  | 0.0000% | $469203.00         | $407647.14         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $2036668.00        | $2037428.81        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-12-20      | 4.5000%  | 0.0000% | $389488.00         | $363313.01         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $1175590.00        | $1218310.81        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 7.0000%  | 0.0000% | $10259888.00       | $10541571.01       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $1213380.00        | $1272209.39        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-05-15      | 5.1600%  | 0.0000% | $5206952.00        | $5176723.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $16924256.00       | $17295884.45       | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 6.0000%  | 0.0000% | $543739.00         | $548767.77         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $1848200.00        | $1855701.02        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 2.5000%  | 0.0000% | $327853.00         | $260763.47         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $2429328.00        | $2448139.63        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $13469632.00       | $13474663.66       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $2853708.00        | $2985626.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 2.0000%  | 0.0000% | $1204612.00        | $911615.35         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $1993850.00        | $2052318.32        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $1084844.00        | $1096575.02        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 3.5000%  | 0.0000% | $325236.00         | $282802.51         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 5.0000%  | 0.0000% | $2653672.00        | $2590380.24        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 6.5000%  | 0.0000% | $29419072.00       | $30134458.84       | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 7.0000%  | 0.0000% | $809099.00         | $831897.70         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $3944444.00        | $3945917.47        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 4.0000%  | 0.0000% | $212053.00         | $192906.36         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 4.0000%  | 0.0000% | $974136.00         | $881368.27         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $1373568.00        | $1389048.88        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $10645648.00       | $10918616.60       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $8354704.00        | $8568929.75        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $2158088.00        | $2205476.02        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $16723744.00       | $17152546.36       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $5678592.00        | $5912811.84        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $2022784.00        | $2151438.90        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 5.5000%  | 0.0000% | $377124.00         | $373267.74         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $6992792.00        | $7094833.15        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $1571100.00        | $1612420.10        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $12088080.00       | $12502445.95       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $1411868.00        | $1455869.34        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $1446462.00        | $1483549.76        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $1962418.00        | $2029687.51        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $1163584.00        | $1189135.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $1023740.00        | $1062089.42        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 4.5000%  | 0.0000% | $1084282.00        | $1017954.30        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.0000%  | 0.0000% | $1565224.00        | $1534518.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.0000%  | 0.0000% | $3565828.00        | $3485981.18        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.0000%  | 0.0000% | $5769384.00        | $5633081.02        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $2507140.00        | $2611510.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $2122384.00        | $2208128.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $3721404.00        | $3864912.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $4226936.00        | $4384753.36        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $2619676.00        | $2714678.84        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $12612720.00       | $12630599.23       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $4223584.00        | $4254992.92        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 7.0000%  | 0.0000% | $22616672.00       | $23253984.69       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $3381680.00        | $3511675.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $5793656.00        | $5809342.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $6846392.00        | $6876704.78        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $2948548.00        | $3013296.14        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $9131440.00        | $9076537.73        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $1361532.00        | $1391428.98        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $16754688.00       | $17122593.02       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $2479090.00        | $2564072.93        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $1994496.00        | $2064072.22        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $2175972.00        | $2223750.54        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $1541148.00        | $1549295.36        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $1430660.00        | $1436466.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $1526086.00        | $1526656.08        | Agency Mortgage-Backed Securities |
| GNMA          | 2028-01-20      | 3.0000%  | 0.0000% | $34152.00          | $29595.89          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 6.5000%  | 0.0000% | $16041408.00       | $16363962.16       | Agency Mortgage-Backed Securities |
| GNMA          | 2040-04-20      | 6.0000%  | 0.0000% | $1659688.00        | $1696236.78        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $5000000.00        | $5143765.56        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-02-20      | 6.5000%  | 0.0000% | $451172.00         | $463505.10         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 6.5000%  | 0.0000% | $3962076.00        | $4090206.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-01-20      | 3.5000%  | 0.0000% | $245116.00         | $212755.27         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 5.5000%  | 0.0000% | $8587344.00        | $8508256.85        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-02-20      | 5.5000%  | 0.0000% | $6634792.00        | $6569673.70        | Agency Mortgage-Backed Securities |
| GNMA          | 2062-09-20      | 4.5000%  | 0.0000% | $237172.00         | $221045.45         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $25234752.00       | $26424522.89       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $21078304.00       | $21539744.39       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $5080696.00        | $5224694.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 7.0000%  | 0.0000% | $129256.00         | $132087.30         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $1416910.00        | $1494690.81        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-03-20      | 6.5000%  | 0.0000% | $3270136.00        | $3376087.10        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-01-20      | 4.0000%  | 0.0000% | $164320.00         | $148433.45         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $1032724.00        | $1035082.87        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 6.5000%  | 0.0000% | $19252736.00       | $19713385.76       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $10160480.00       | $10392945.00       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $9224176.00        | $9258781.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $22344096.00       | $22414201.85       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $27334912.00       | $27395501.36       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $7142552.00        | $7173733.21        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $12128336.00       | $12166389.33       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $12777792.00       | $13058383.79       | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 6.5000%  | 0.0000% | $568772.00         | $582602.89         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 6.0000%  | 0.0000% | $112172672.00      | $113259213.86      | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 5.5000%  | 0.0000% | $9403392.00        | $9307238.14        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $18260960.00       | $18661940.24       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $1516108.00        | $1519640.09        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $1746670.00        | $1765557.71        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $1303478.00        | $1336899.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 3.5000%  | 0.0000% | $1114716.00        | $969241.40         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 3.5000%  | 0.0000% | $315366.00         | $274213.18         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 5.5000%  | 0.0000% | $1992296.00        | $1976028.10        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $1959152.00        | $1945124.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 5.0000%  | 0.0000% | $1253068.00        | $1218417.83        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $1465160.00        | $1510685.47        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $1248498.00        | $1283920.21        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $1440286.00        | $1488411.34        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $1136362.00        | $1167895.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $1712888.00        | $1766270.73        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $1416230.00        | $1493424.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $1288936.00        | $1332319.15        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $1559262.00        | $1593502.35        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $5016976.00        | $5157850.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2046-05-20      | 3.5000%  | 0.0000% | $500438.00         | $60389.82          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-02-20      | 4.0000%  | 0.0000% | $25000.00          | $5296.94           | Agency Mortgage-Backed Securities |
| GNMA          | 2039-02-20      | 6.0000%  | 0.0000% | $6019136.00        | $578322.84         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-09-15      | 4.5000%  | 0.0000% | $780233.00         | $190799.56         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-06-15      | 3.0000%  | 0.0000% | $90446.00          | $19567.40          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-12-15      | 4.5000%  | 0.0000% | $2681208.00        | $459200.76         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-10-20      | 3.5000%  | 0.0000% | $138000.00         | $32232.01          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-03-15      | 4.5000%  | 0.0000% | $659741.00         | $96111.37          | Agency Mortgage-Backed Securities |
| GNMA          | 2032-09-15      | 6.5000%  | 0.0000% | $2393000.00        | $7441.83           | Agency Mortgage-Backed Securities |
| GNMA          | 2032-09-15      | 6.5000%  | 0.0000% | $4000000.00        | $25134.57          | Agency Mortgage-Backed Securities |
| GNMA          | 2032-05-15      | 6.5000%  | 0.0000% | $182513.00         | $11656.68          | Agency Mortgage-Backed Securities |
| GNMA          | 2032-04-20      | 6.0000%  | 0.0000% | $2201400.00        | $6929.44           | Agency Mortgage-Backed Securities |
| GNMA          | 2032-10-20      | 6.5000%  | 0.0000% | $3570340.00        | $11286.74          | Agency Mortgage-Backed Securities |
| GNMA          | 2027-02-20      | 3.0000%  | 0.0000% | $650000.00         | $7406.78           | Agency Mortgage-Backed Securities |
| GNMA          | 2040-08-20      | 6.0000%  | 0.0000% | $302944.00         | $8894.87           | Agency Mortgage-Backed Securities |
| GNMA          | 2040-09-20      | 6.0000%  | 0.0000% | $1298804.00        | $38975.43          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-10-20      | 4.0000%  | 0.0000% | $3368184.00        | $65637.80          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-11-20      | 4.0000%  | 0.0000% | $2900000.00        | $145670.27         | Agency Mortgage-Backed Securities |
| GNMA          | 2026-08-20      | 4.0000%  | 0.0000% | $1400000.00        | $7159.81           | Agency Mortgage-Backed Securities |
| GNMA          | 2028-04-15      | 6.5000%  | 0.0000% | $17948672.00       | $9930.55           | Agency Mortgage-Backed Securities |
| GNMA          | 2040-10-15      | 4.0000%  | 0.0000% | $1756000.00        | $26641.53          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-02-15      | 5.0000%  | 0.0000% | $225000.00         | $8431.14           | Agency Mortgage-Backed Securities |
| GNMA          | 2026-09-15      | 3.0000%  | 0.0000% | $2000000.00        | $20309.94          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-09-15      | 4.0000%  | 0.0000% | $150000000.00      | $5623755.22        | Agency Mortgage-Backed Securities |
| GNMA          | 2030-09-20      | 3.5000%  | 0.0000% | $616463.00         | $21583.94          | Agency Mortgage-Backed Securities |
| GNMA          | 2029-09-15      | 6.5000%  | 0.0000% | $6871999.00        | $8265.68           | Agency Mortgage-Backed Securities |
| GNMA          | 2027-08-20      | 4.6250%  | 0.0000% | $17850256.00       | $7696.59           | Agency Mortgage-Backed Securities |
| GNMA          | 2034-06-20      | 4.8750%  | 0.0000% | $1350000.00        | $15021.06          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-07-15      | 6.5000%  | 0.0000% | $5904656.00        | $423410.06         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-06-20      | 4.0000%  | 0.0000% | $325900.00         | $20226.18          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-03-15      | 4.0000%  | 0.0000% | $1119500.00        | $476447.23         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-03-20      | 2.5000%  | 0.0000% | $650000.00         | $334873.79         | Agency Mortgage-Backed Securities |
| GNMA          | 2041-08-15      | 4.0000%  | 0.0000% | $1500000.00        | $428055.86         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-09-15      | 4.0000%  | 0.0000% | $120000.00         | $34296.37          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-12-20      | 4.5000%  | 0.0000% | $202968.00         | $10839.99          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-10-20      | 3.0000%  | 0.0000% | $1500000.00        | $598836.96         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-12-20      | 2.0000%  | 0.0000% | $30000.00          | $15758.08          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-06-20      | 2.5000%  | 0.0000% | $133000.00         | $73818.91          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-08-20      | 2.5000%  | 0.0000% | $325000.00         | $192078.88         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-04-15      | 4.5000%  | 0.0000% | $135665.00         | $51368.95          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-10-20      | 2.5000%  | 0.0000% | $12286400.00       | $7361882.14        | Agency Mortgage-Backed Securities |
| GNMA          | 2049-03-15      | 5.0000%  | 0.0000% | $15650608.00       | $12283233.76       | Agency Mortgage-Backed Securities |
| GNMA          | 2051-12-20      | 2.5000%  | 0.0000% | $666000.00         | $390137.07         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-12-20      | 2.5000%  | 0.0000% | $37557824.00       | $23379191.64       | Agency Mortgage-Backed Securities |
| GNMA          | 2051-12-20      | 2.5000%  | 0.0000% | $4300000.00        | $2652605.83        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-02-20      | 3.0000%  | 0.0000% | $1900000.00        | $1257907.09        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-02-20      | 2.0000%  | 0.0000% | $1500000.00        | $1061240.40        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-02-20      | 6.0000%  | 0.0000% | $800000.00         | $722917.55         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 4.0000%  | 0.0000% | $9005840.00        | $6659687.25        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-04-20      | 3.0000%  | 0.0000% | $41051712.00       | $29145295.10       | Agency Mortgage-Backed Securities |
| GNMA          | 2052-06-20      | 3.0000%  | 0.0000% | $17200000.00       | $12904829.51       | Agency Mortgage-Backed Securities |
| GNMA          | 2048-06-20      | 3.5000%  | 0.0000% | $5543064.00        | $4243199.09        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-05-20      | 2.5000%  | 0.0000% | $60000.00          | $44972.78          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.0000%  | 0.0000% | $218099840.00      | $222134980.23      | Agency Mortgage-Backed Securities |
| GNMA          | 2046-05-15      | 2.5000%  | 0.0000% | $2186840.00        | $1195700.64        | Agency Mortgage-Backed Securities |
| GNMA          | 2041-04-20      | 4.5000%  | 0.0000% | $25100000.00       | $877894.80         | Agency Mortgage-Backed Securities |
| GNMA          | 2040-06-20      | 5.0000%  | 0.0000% | $1500000.00        | $107247.35         | Agency Mortgage-Backed Securities |
| GNMA          | 2040-03-15      | 5.0000%  | 0.0000% | $9538608.00        | $2392611.84        | Agency Mortgage-Backed Securities |

### Security 118: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARK 4.350000%
- **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.4 - ISIN: 0, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BNTAPNFC6
- **C.18 - Value (incl. sponsor support):** $160000000.00
- **C.18.a - Value (excl. sponsor support):** $160000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2049-10-20      | 3.0000%  | 0.0000% | $789584.00         | $124836.43         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-11-20      | 3.0000%  | 0.0000% | $1550000.00        | $130467.41         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-11-20      | 2.5000%  | 0.0000% | $2060000.00        | $384227.49         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-11-20      | 3.5000%  | 0.0000% | $5623811.00        | $705724.83         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-11-20      | 4.0000%  | 0.0000% | $2000000.00        | $259012.03         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-12-20      | 3.0000%  | 0.0000% | $497219642.00      | $86901312.66       | Agency Mortgage-Backed Securities |
| GNMA          | 2049-11-20      | 4.5000%  | 0.0000% | $435000.00         | $57557.16          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 3.0000%  | 0.0000% | $2000000.00        | $171065.09         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 3.0000%  | 0.0000% | $5080349.00        | $918660.04         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 4.5000%  | 0.0000% | $5595000.00        | $732346.52         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 5.0000%  | 0.0000% | $2060000.00        | $308471.52         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-10-20      | 6.0000%  | 0.0000% | $1000.00           | $170.80            | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 4.5000%  | 0.0000% | $1499000.00        | $199339.42         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 4.0000%  | 0.0000% | $718430.00         | $646034.73         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 5.0000%  | 0.0000% | $4394486.00        | $2515873.60        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-15      | 3.5000%  | 0.0000% | $1096540.00        | $734845.96         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-11-15      | 3.5000%  | 0.0000% | $690530.00         | $64861.88          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-11-15      | 3.0000%  | 0.0000% | $9153253.00        | $1716767.11        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-15      | 5.5000%  | 0.0000% | $1199611.00        | $146695.53         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-11-15      | 4.5000%  | 0.0000% | $3585495.00        | $581324.62         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-11-15      | 3.5000%  | 0.0000% | $467183.00         | $146530.67         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-11-15      | 3.5000%  | 0.0000% | $479312.00         | $167934.68         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-10-20      | 3.0000%  | 0.0000% | $13287.00          | $3635.94           | Agency Mortgage-Backed Securities |
| GNMA          | 2049-11-20      | 3.0000%  | 0.0000% | $1336416.00        | $190453.01         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-12-20      | 3.0000%  | 0.0000% | $1500000.00        | $138617.74         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 3.5000%  | 0.0000% | $4866963.00        | $1718643.73        | Agency Mortgage-Backed Securities |
| GNMA          | 2049-12-15      | 3.5000%  | 0.0000% | $2101674.00        | $213809.31         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-15      | 3.5000%  | 0.0000% | $773402.00         | $59357.06          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-02-15      | 3.5000%  | 0.0000% | $5119377.00        | $3650891.00        | Agency Mortgage-Backed Securities |
| GNMA          | 2049-11-20      | 4.5000%  | 0.0000% | $3068000.00        | $1174423.85        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 3.0000%  | 0.0000% | $3300000.00        | $1523018.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2049-11-20      | 5.0000%  | 0.0000% | $380752.00         | $89605.14          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-02-15      | 3.0000%  | 0.0000% | $83094588.00       | $58423545.41       | Agency Mortgage-Backed Securities |

### Security 119: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY JP MORGAN SECURITIES 4.350000%
- **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.4 - ISIN: 0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BNTAPNFG7
- **C.18 - Value (incl. sponsor support):** $375000000.00
- **C.18.a - Value (excl. sponsor support):** $375000000.00
- **C.19 - Percentage of Net Assets:** 1.7200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB           | 2033-06-06      | 4.0000%  | 0.0000% | $2765000.00        | $2681788.25        | Agency Debentures and Agency Strips |
| FHLB           | 2033-10-24      | 4.1000%  | 0.0000% | $1895000.00        | $1800555.09        | Agency Debentures and Agency Strips |
| FHLB           | 2041-11-05      | 2.6500%  | 0.0000% | $2000000.00        | $1406510.56        | Agency Debentures and Agency Strips |
| FMAC           | 2040-10-01      | 4.0000%  | 0.0000% | $351000.00         | $15111.53          | Agency Mortgage-Backed Securities   |
| FMAC           | 2041-03-01      | 4.5000%  | 0.0000% | $1750000.00        | $93615.72          | Agency Mortgage-Backed Securities   |
| FMAC           | 2043-04-01      | 3.0000%  | 0.0000% | $69000.00          | $9800.74           | Agency Mortgage-Backed Securities   |
| FMAC           | 2040-04-01      | 4.5000%  | 0.0000% | $24287072.00       | $23995772.86       | Agency Mortgage-Backed Securities   |
| FMAC           | 2052-08-01      | 5.0000%  | 0.0000% | $63639104.00       | $49490279.41       | Agency Mortgage-Backed Securities   |
| FMAC           | 2054-01-01      | 6.5000%  | 0.0000% | $79450.00          | $63676.56          | Agency Mortgage-Backed Securities   |
| FMAC           | 2053-08-01      | 5.0000%  | 0.0000% | $68000.00          | $59698.50          | Agency Mortgage-Backed Securities   |
| FMAC           | 2055-02-01      | 6.0000%  | 0.0000% | $68000.00          | $66056.74          | Agency Mortgage-Backed Securities   |
| FMAC           | 2049-07-01      | 4.0000%  | 0.0000% | $58000.00          | $7284.59           | Agency Mortgage-Backed Securities   |
| FMAC           | 2050-12-01      | 2.0000%  | 0.0000% | $100000.00         | $53399.71          | Agency Mortgage-Backed Securities   |
| FMAC           | 2052-02-01      | 2.0000%  | 0.0000% | $100000.00         | $65252.24          | Agency Mortgage-Backed Securities   |
| FMAC           | 2052-04-01      | 2.0000%  | 0.0000% | $450000.00         | $294837.49         | Agency Mortgage-Backed Securities   |
| FMAC           | 2053-04-01      | 4.5000%  | 0.0000% | $53905.00          | $49470.16          | Agency Mortgage-Backed Securities   |
| FMAC           | 2053-09-01      | 5.5000%  | 0.0000% | $1154640.00        | $1125168.90        | Agency Mortgage-Backed Securities   |
| FMAC           | 2041-12-01      | 2.5000%  | 0.0000% | $200000.00         | $136599.48         | Agency Mortgage-Backed Securities   |
| FMAC           | 2051-05-01      | 2.5000%  | 0.0000% | $157289.00         | $86517.25          | Agency Mortgage-Backed Securities   |
| FMAC           | 2052-04-01      | 3.5000%  | 0.0000% | $12789000.00       | $8871174.16        | Agency Mortgage-Backed Securities   |
| FMAC           | 2052-09-01      | 5.5000%  | 0.0000% | $41000.00          | $35474.18          | Agency Mortgage-Backed Securities   |
| FMAC           | 2054-02-01      | 6.5000%  | 0.0000% | $61919.00          | $62996.22          | Agency Mortgage-Backed Securities   |
| FMAC           | 2040-05-01      | 6.0000%  | 0.0000% | $1164702.00        | $1200103.50        | Agency Mortgage-Backed Securities   |
| FNMA           | 2037-07-15      | 0.0000%  | 0.0000% | $1965000.00        | $1079969.90        | Agency Debentures and Agency Strips |
| FNMA           | 2047-02-01      | 3.5000%  | 0.0000% | $3890000.00        | $1209154.61        | Agency Mortgage-Backed Securities   |
| FNMA           | 2054-04-01      | 7.0000%  | 0.0000% | $1415976.00        | $1062201.88        | Agency Mortgage-Backed Securities   |
| FNMA           | 2054-10-01      | 7.0000%  | 0.0000% | $6795352.00        | $5560708.26        | Agency Mortgage-Backed Securities   |
| FNMA           | 2054-09-01      | 6.5000%  | 0.0000% | $6457456.00        | $5286352.49        | Agency Mortgage-Backed Securities   |
| FNMA           | 2055-01-01      | 6.5000%  | 0.0000% | $2771480.00        | $2519855.19        | Agency Mortgage-Backed Securities   |
| FNMA           | 2055-01-01      | 6.5000%  | 0.0000% | $1645978.00        | $1309809.70        | Agency Mortgage-Backed Securities   |
| FNMA           | 2055-05-01      | 7.0000%  | 0.0000% | $1074100.00        | $1139084.00        | Agency Mortgage-Backed Securities   |
| FNMA           | 2055-05-01      | 7.0000%  | 0.0000% | $1207400.00        | $1274811.42        | Agency Mortgage-Backed Securities   |
| FNMA           | 2055-05-01      | 7.0000%  | 0.0000% | $2011750.00        | $2147579.11        | Agency Mortgage-Backed Securities   |
| FNMA           | 2057-06-01      | 4.0000%  | 0.0000% | $3614000.00        | $1022909.62        | Agency Mortgage-Backed Securities   |
| FNMA           | 2053-07-01      | 4.5000%  | 0.0000% | $59174.00          | $54616.05          | Agency Mortgage-Backed Securities   |
| FNMA           | 2053-04-01      | 5.5000%  | 0.0000% | $1029228.00        | $766051.06         | Agency Mortgage-Backed Securities   |
| FNMA           | 2052-03-01      | 3.5000%  | 0.0000% | $16000.00          | $10842.94          | Agency Mortgage-Backed Securities   |
| FNMA           | 2042-03-01      | 2.5000%  | 0.0000% | $200000.00         | $134250.10         | Agency Mortgage-Backed Securities   |
| FNMA           | 2033-04-01      | 5.0000%  | 0.0000% | $289058.00         | $165833.36         | Agency Mortgage-Backed Securities   |
| FNMA           | 2035-12-01      | 3.0000%  | 0.0000% | $40000.00          | $15228.44          | Agency Mortgage-Backed Securities   |
| FNMA           | 2051-09-01      | 3.0000%  | 0.0000% | $200000.00         | $113860.71         | Agency Mortgage-Backed Securities   |
| FNMA           | 2052-03-01      | 3.0000%  | 0.0000% | $9000.00           | $6172.01           | Agency Mortgage-Backed Securities   |
| FNMA           | 2042-03-01      | 2.5000%  | 0.0000% | $800000.00         | $527850.42         | Agency Mortgage-Backed Securities   |
| FNMA           | 2042-09-01      | 2.5000%  | 0.0000% | $1200000.00        | $843800.48         | Agency Mortgage-Backed Securities   |
| FNMA           | 2037-03-01      | 3.0000%  | 0.0000% | $5837352.00        | $4293746.15        | Agency Mortgage-Backed Securities   |
| FNMA           | 2038-03-01      | 5.5000%  | 0.0000% | $137786107.00      | $1861326.90        | Agency Mortgage-Backed Securities   |
| FNMA           | 2043-07-01      | 3.0000%  | 0.0000% | $2280000.00        | $212150.15         | Agency Mortgage-Backed Securities   |
| FNMA           | 2047-06-01      | 4.0000%  | 0.0000% | $24620640.00       | $2595531.21        | Agency Mortgage-Backed Securities   |
| FNMA           | 2048-06-01      | 4.5000%  | 0.0000% | $7000000.00        | $502223.30         | Agency Mortgage-Backed Securities   |
| FNMA           | 2054-11-01      | 5.0000%  | 0.0000% | $102000.00         | $95700.10          | Agency Mortgage-Backed Securities   |
| FNMA           | 2039-10-01      | 6.5000%  | 0.0000% | $78750.00          | $60865.22          | Agency Mortgage-Backed Securities   |
| FNMA           | 2040-01-01      | 3.0000%  | 0.0000% | $481330.00         | $443712.40         | Agency Mortgage-Backed Securities   |
| FMAC           | 2054-12-01      | 5.0000%  | 0.0000% | $56555.00          | $54616.32          | Agency Mortgage-Backed Securities   |
| FMAC           | 2054-12-01      | 4.5000%  | 0.0000% | $29853.00          | $27414.21          | Agency Mortgage-Backed Securities   |
| FMAC           | 2055-05-01      | 5.5000%  | 0.0000% | $16034.00          | $15928.95          | Agency Mortgage-Backed Securities   |
| FMAC           | 2055-04-01      | 6.0000%  | 0.0000% | $110112512.00      | $111802350.46      | Agency Mortgage-Backed Securities   |
| GNMA           | 2042-09-20      | 3.5000%  | 0.0000% | $4412100.00        | $375789.66         | Agency Mortgage-Backed Securities   |
| GNMA           | 2041-09-20      | 2.0000%  | 0.0000% | $365611.00         | $138715.86         | Agency Mortgage-Backed Securities   |
| GNMA           | 2048-11-20      | 3.5000%  | 0.0000% | $151100000.00      | $18646030.49       | Agency Mortgage-Backed Securities   |
| GNMA           | 2053-03-20      | 6.0000%  | 0.0000% | $1700000.00        | $1067814.49        | Agency Mortgage-Backed Securities   |
| GNMA           | 2054-08-20      | 3.5000%  | 0.0000% | $13464416.00       | $10947053.04       | Agency Mortgage-Backed Securities   |
| GNMA           | 2039-06-20      | 6.5000%  | 0.0000% | $457911.00         | $349137.24         | Agency Mortgage-Backed Securities   |
| GNMA           | 2062-07-20      | 5.0000%  | 0.0000% | $166799.00         | $156592.40         | Agency Mortgage-Backed Securities   |
| GNMA           | 2049-12-20      | 5.5000%  | 0.0000% | $1117304.00        | $445054.27         | Agency Mortgage-Backed Securities   |
| GNMA           | 2035-10-20      | 5.0000%  | 0.0000% | $9298511.00        | $3350417.89        | Agency Mortgage-Backed Securities   |
| GNMA           | 2051-09-20      | 2.5000%  | 0.0000% | $1748826.00        | $1213307.08        | Agency Mortgage-Backed Securities   |
| GNMA           | 2036-03-20      | 6.0000%  | 0.0000% | $1713212.00        | $1126306.13        | Agency Mortgage-Backed Securities   |
| GNMA           | 2053-05-20      | 6.5000%  | 0.0000% | $1027660.00        | $816435.73         | Agency Mortgage-Backed Securities   |
| GNMA           | 2055-05-20      | 6.5000%  | 0.0000% | $2766432.00        | $2874812.82        | Agency Mortgage-Backed Securities   |
| GNMA           | 2055-05-20      | 6.5000%  | 0.0000% | $3801380.00        | $3943023.64        | Agency Mortgage-Backed Securities   |
| GNMA           | 2051-09-20      | 3.0000%  | 0.0000% | $234799.00         | $201203.34         | Agency Mortgage-Backed Securities   |
| GNMA           | 2055-01-20      | 3.5000%  | 0.0000% | $2012008.00        | $1780552.92        | Agency Mortgage-Backed Securities   |
| GNMA           | 2055-02-20      | 6.5000%  | 0.0000% | $2693892.00        | $2791952.73        | Agency Mortgage-Backed Securities   |
| GNMA           | 2055-02-20      | 5.0000%  | 0.0000% | $3158308.00        | $3046206.22        | Agency Mortgage-Backed Securities   |
| GNMA           | 2055-05-20      | 6.0000%  | 0.0000% | $2341840.00        | $2393262.90        | Agency Mortgage-Backed Securities   |
| GNMA           | 2047-01-20      | 3.5000%  | 0.0000% | $104156928.00      | $90118642.71       | Agency Mortgage-Backed Securities   |
| 3.50 TVBD 42 B | 2042-12-15      | 3.5000%  | 0.0000% | $625000.00         | $506748.54         | Agency Debentures and Agency Strips |

### Security 120: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES 4.350000%
- **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.4 - ISIN: 0, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BNTAPNFJ1
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2043-04-20      | 2.5000%  | 0.0000% | $40903.00          | $6543.65           | Agency Mortgage-Backed Securities |
| GNMA          | 2046-09-20      | 2.5000%  | 0.0000% | $349000.00         | $47930.70          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-09-20      | 3.0000%  | 0.0000% | $555435.00         | $71616.92          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-07-20      | 3.5000%  | 0.0000% | $2125220.00        | $262224.12         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-04-20      | 4.0000%  | 0.0000% | $85302.00          | $6800.00           | Agency Mortgage-Backed Securities |
| GNMA          | 2048-01-20      | 2.5000%  | 0.0000% | $315426.00         | $83409.20          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-09-20      | 3.0000%  | 0.0000% | $850000.00         | $54389.87          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-06-20      | 2.5000%  | 0.0000% | $1209720.00        | $272286.66         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-04-20      | 1.5000%  | 0.0000% | $93034.00          | $54331.16          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-04-20      | 2.0000%  | 0.0000% | $698720.00         | $389916.44         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-04-20      | 2.0000%  | 0.0000% | $73166.00          | $38750.18          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-03-20      | 1.5000%  | 0.0000% | $423664.00         | $308178.92         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-07-20      | 4.5000%  | 0.0000% | $3256544.00        | $2830490.93        | Agency Mortgage-Backed Securities |
| GNMA          | 2047-08-20      | 4.5000%  | 0.0000% | $1059142.00        | $277272.73         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-04-15      | 3.5000%  | 0.0000% | $174575.00         | $38255.26          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-01-20      | 7.5000%  | 0.0000% | $745089.00         | $393953.66         | Agency Mortgage-Backed Securities |
| GNMA          | 2060-01-15      | 5.5200%  | 0.0000% | $2161044.00        | $2199907.70        | Agency Mortgage-Backed Securities |
| GNMA          | 2063-02-20      | 6.0000%  | 0.0000% | $306038.00         | $307807.64         | Agency Mortgage-Backed Securities |
| GNMA          | 2060-02-15      | 5.9000%  | 0.0000% | $687473.00         | $717961.30         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-11-20      | 6.0000%  | 0.0000% | $319313.00         | $321514.80         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-10-20      | 6.0000%  | 0.0000% | $2180624.00        | $1484356.78        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 6.5000%  | 0.0000% | $549558.00         | $562722.76         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-03-20      | 7.0000%  | 0.0000% | $1062654.00        | $1119609.49        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 6.0000%  | 0.0000% | $3467212.00        | $3498671.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $3007216.00        | $3017204.64        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 4.5000%  | 0.0000% | $19261024.00       | $17963254.72       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $2307148.00        | $2430340.73        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $5097152.00        | $5337457.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2040-01-20      | 6.0000%  | 0.0000% | $40734.00          | $40962.16          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-04-20      | 4.5000%  | 0.0000% | $234635.00         | $230095.35         | Agency Mortgage-Backed Securities |
| GNMA          | 2040-05-20      | 3.5000%  | 0.0000% | $120981.00         | $115324.71         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-12-20      | 3.5000%  | 0.0000% | $24528352.00       | $21837087.58       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 6.0000%  | 0.0000% | $1416314.00        | $1447152.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 4.5000%  | 0.0000% | $15031168.00       | $13994330.47       | Agency Mortgage-Backed Securities |
| GNMA          | 2046-10-20      | 3.5000%  | 0.0000% | $279823.00         | $73155.75          | Agency Mortgage-Backed Securities |
| GNMA          | 2032-03-15      | 6.0000%  | 0.0000% | $249430.00         | $590.40            | Agency Mortgage-Backed Securities |
| GNMA          | 2032-09-15      | 6.0000%  | 0.0000% | $507214.00         | $3975.92           | Agency Mortgage-Backed Securities |
| GNMA          | 2026-12-20      | 8.0000%  | 0.0000% | $14581759.00       | $1380.54           | Agency Mortgage-Backed Securities |
| GNMA          | 2036-04-20      | 5.0000%  | 0.0000% | $28281.00          | $370.35            | Agency Mortgage-Backed Securities |
| GNMA          | 2038-12-20      | 5.0000%  | 0.0000% | $74530.00          | $375.59            | Agency Mortgage-Backed Securities |
| GNMA          | 2026-04-20      | 4.8750%  | 0.0000% | $8224767.00        | $1460.05           | Agency Mortgage-Backed Securities |
| GNMA          | 2027-10-15      | 7.0000%  | 0.0000% | $884736.00         | $530.26            | Agency Mortgage-Backed Securities |
| GNMA          | 2060-02-20      | 5.1400%  | 0.0000% | $10103900.00       | $219923.51         | Agency Mortgage-Backed Securities |
| GNMA          | 2027-06-15      | 8.0000%  | 0.0000% | $24051711.00       | $1314.39           | Agency Mortgage-Backed Securities |
| GNMA          | 2027-10-15      | 7.0000%  | 0.0000% | $258047.00         | $195.03            | Agency Mortgage-Backed Securities |
| GNMA          | 2027-11-15      | 7.0000%  | 0.0000% | $1400828.00        | $425.38            | Agency Mortgage-Backed Securities |
| GNMA          | 2028-04-15      | 7.0000%  | 0.0000% | $999424.00         | $400.01            | Agency Mortgage-Backed Securities |
| GNMA          | 2046-01-20      | 3.5000%  | 0.0000% | $44700000.00       | $4464308.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-03-20      | 3.5000%  | 0.0000% | $194395.00         | $144392.80         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-11-20      | 6.5000%  | 0.0000% | $93764.00          | $69813.45          | Agency Mortgage-Backed Securities |
| GNMA          | 2042-05-15      | 3.5000%  | 0.0000% | $49993440.00       | $16211154.10       | Agency Mortgage-Backed Securities |
| GNMA          | 2039-06-15      | 4.5000%  | 0.0000% | $407295.00         | $22999.20          | Agency Mortgage-Backed Securities |
| GNMA          | 2039-06-15      | 4.5000%  | 0.0000% | $540635.00         | $21121.84          | Agency Mortgage-Backed Securities |

### Security 121: BANK OF AMERICA NA

- **C.1 - Title:** TRI-PARTY BANK OF AMERICA 4.350000%
- **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.4 - ISIN: 0, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: BNTAPNFL6
- **C.18 - Value (incl. sponsor support):** $275000000.00
- **C.18.a - Value (excl. sponsor support):** $275000000.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2042-07-01      | 3.5000%  | 0.0000% | $430807621.00      | $51639257.30       | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 3.5000%  | 0.0000% | $249765051.00      | $50880211.17       | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.0000%  | 0.0000% | $231098636.00      | $50914469.20       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.0000%  | 0.0000% | $250572969.00      | $51610188.14       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $108543093.00      | $38326324.21       | Agency Mortgage-Backed Securities |
| FNMA          | 2040-08-01      | 2.0000%  | 0.0000% | $88106885.00       | $39879550.05       | Agency Mortgage-Backed Securities |

### Security 122: NATWEST MARKETS SECURITIES INC

- **C.1 - Title:** TRI-PARTY NATWEST MARKETS SECURI 4.350000%
- **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.4 - ISIN: 0, C.3 - LEI: ZE2ZWJ5BTIQJ8M0C6K34, C.5 - Other ID: BNTAPNG35
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 3.2100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB          | 2026-09-11      | 3.0000%  | 0.0000% | $700000.00         | $695255.63         | Agency Debentures and Agency Strips |
| FHLB          | 2027-06-09      | 3.0400%  | 0.0000% | $85000.00          | $84737.10          | Agency Debentures and Agency Strips |
| FHLB          | 2025-12-04      | 2.6000%  | 0.0000% | $50000.00          | $50183.66          | Agency Debentures and Agency Strips |
| FHLB          | 2025-12-12      | 2.6250%  | 0.0000% | $400000.00         | $401334.40         | Agency Debentures and Agency Strips |
| FHLB          | 2026-03-13      | 2.3750%  | 0.0000% | $560000.00         | $554705.68         | Agency Debentures and Agency Strips |
| FHLB          | 2026-09-11      | 1.8750%  | 0.0000% | $225000.00         | $220079.83         | Agency Debentures and Agency Strips |
| FHLB          | 2027-09-10      | 2.6250%  | 0.0000% | $200000.00         | $195405.67         | Agency Debentures and Agency Strips |
| FHLB          | 2027-06-11      | 3.1250%  | 0.0000% | $605000.00         | $603239.53         | Agency Debentures and Agency Strips |
| FHLB          | 2025-09-12      | 3.1250%  | 0.0000% | $230000.00         | $230691.11         | Agency Debentures and Agency Strips |
| FHLB          | 2028-06-09      | 3.5000%  | 0.0000% | $250000.00         | $251193.50         | Agency Debentures and Agency Strips |
| FHLB          | 2028-11-16      | 3.2500%  | 0.0000% | $740000.00         | $725284.28         | Agency Debentures and Agency Strips |
| FHLB          | 2039-06-10      | 3.2500%  | 0.0000% | $250000.00         | $208324.31         | Agency Debentures and Agency Strips |
| FHLB          | 2026-12-04      | 2.3000%  | 0.0000% | $150000.00         | $147908.17         | Agency Debentures and Agency Strips |
| FHLB          | 2029-12-14      | 2.1250%  | 0.0000% | $50000.00          | $46662.23          | Agency Debentures and Agency Strips |
| FHLB          | 2028-12-08      | 2.0000%  | 0.0000% | $90000.00          | $85124.93          | Agency Debentures and Agency Strips |
| FHLB          | 2027-09-10      | 0.6250%  | 0.0000% | $95000.00          | $88311.70          | Agency Debentures and Agency Strips |
| FHLB          | 2027-06-11      | 1.0000%  | 0.0000% | $150000.00         | $142176.37         | Agency Debentures and Agency Strips |
| FHLB          | 2028-09-08      | 1.0000%  | 0.0000% | $85000.00          | $77686.66          | Agency Debentures and Agency Strips |
| FHLB          | 2026-12-21      | 1.2500%  | 0.0000% | $825000.00         | $796244.49         | Agency Debentures and Agency Strips |
| FHLB          | 2032-03-12      | 2.0000%  | 0.0000% | $40000.00          | $34728.61          | Agency Debentures and Agency Strips |
| FHLB          | 2029-09-14      | 4.1250%  | 0.0000% | $225000.00         | $228303.07         | Agency Debentures and Agency Strips |
| FHLB          | 2027-12-10      | 4.2500%  | 0.0000% | $25000.00          | $25698.34          | Agency Debentures and Agency Strips |
| FHLB          | 2026-06-12      | 4.7500%  | 0.0000% | $750000.00         | $770873.75         | Agency Debentures and Agency Strips |
| FHLB          | 2028-06-09      | 4.3750%  | 0.0000% | $500000.00         | $516503.62         | Agency Debentures and Agency Strips |
| FHLB          | 2028-06-30      | 4.0000%  | 0.0000% | $5625000.00        | $5736485.62        | Agency Debentures and Agency Strips |
| FHLB          | 2027-12-10      | 4.7500%  | 0.0000% | $600000.00         | $624368.73         | Agency Debentures and Agency Strips |
| FHLB          | 2026-11-17      | 4.6250%  | 0.0000% | $9715000.00        | $9805613.16        | Agency Debentures and Agency Strips |
| FHLB          | 2027-01-15      | 4.1250%  | 0.0000% | $805000.00         | $819934.96         | Agency Debentures and Agency Strips |
| FHLB          | 2027-04-09      | 4.7500%  | 0.0000% | $3920000.00        | $4001795.37        | Agency Debentures and Agency Strips |
| FHLB          | 2034-03-10      | 4.7500%  | 0.0000% | $2175000.00        | $2231181.45        | Agency Debentures and Agency Strips |
| FHLB          | 2026-09-04      | 3.6250%  | 0.0000% | $250000.00         | $250707.18         | Agency Debentures and Agency Strips |
| FHLB          | 2026-01-16      | 4.2500%  | 0.0000% | $235000.00         | $238724.39         | Agency Debentures and Agency Strips |
| FHLB          | 2027-12-10      | 2.5000%  | 0.0000% | $100000.00         | $97668.16          | Agency Debentures and Agency Strips |
| FHLB          | 2028-08-21      | 6.0700%  | 0.0000% | $75000.00          | $81001.54          | Agency Debentures and Agency Strips |
| FHLB          | 2036-03-14      | 5.1250%  | 0.0000% | $25000.00          | $26102.96          | Agency Debentures and Agency Strips |
| FHLB          | 2036-03-14      | 5.6250%  | 0.0000% | $8055000.00        | $8744580.49        | Agency Debentures and Agency Strips |
| FHLB          | 2026-06-12      | 5.7500%  | 0.0000% | $690000.00         | $718906.40         | Agency Debentures and Agency Strips |
| FHLB          | 2036-07-15      | 5.5000%  | 0.0000% | $14855000.00       | $16222328.48       | Agency Debentures and Agency Strips |
| FMAC          | 2031-03-15      | 6.7500%  | 0.0000% | $65000.00          | $74549.38          | Agency Debentures and Agency Strips |
| FMAC          | 2032-07-15      | 6.2500%  | 0.0000% | $385000.00         | $440627.69         | Agency Debentures and Agency Strips |
| FNMA          | 2030-05-15      | 0.0000%  | 0.0000% | $13553000.00       | $11014401.12       | Agency Debentures and Agency Strips |
| FNMA          | 2029-05-15      | 6.2500%  | 0.0000% | $41497000.00       | $45014790.62       | Agency Debentures and Agency Strips |
| FNMA          | 2030-01-15      | 7.1250%  | 0.0000% | $52146000.00       | $60283891.73       | Agency Debentures and Agency Strips |
| FNMA          | 2030-05-15      | 7.2500%  | 0.0000% | $4916000.00        | $5634433.26        | Agency Debentures and Agency Strips |
| FNMA          | 2030-11-15      | 6.6250%  | 0.0000% | $7401000.00        | $8327082.82        | Agency Debentures and Agency Strips |
| FNMA          | 2025-06-17      | 0.5000%  | 0.0000% | $1200000.00        | $1200787.07        | Agency Debentures and Agency Strips |
| FNMA          | 2030-08-05      | 0.8750%  | 0.0000% | $162000.00         | $138786.39         | Agency Debentures and Agency Strips |
| FNMA          | 2025-08-25      | 0.3750%  | 0.0000% | $575000.00         | $570215.76         | Agency Debentures and Agency Strips |
| FNMA          | 2027-10-08      | 0.7500%  | 0.0000% | $8749000.00        | $8139398.84        | Agency Debentures and Agency Strips |
| FNMA          | 2025-11-07      | 0.5000%  | 0.0000% | $34000.00          | $33450.34          | Agency Debentures and Agency Strips |
| FNMA          | 2026-09-24      | 1.8750%  | 0.0000% | $5000.00           | $4878.56           | Agency Debentures and Agency Strips |
| FMAC          | 2025-07-21      | 0.3750%  | 0.0000% | $682000.00         | $679261.60         | Agency Debentures and Agency Strips |
| FMAC          | 2025-09-23      | 0.3750%  | 0.0000% | $2384000.00        | $2356488.44        | Agency Debentures and Agency Strips |
| FNMA          | 2037-07-15      | 5.6250%  | 0.0000% | $231000.00         | $254907.75         | Agency Debentures and Agency Strips |
| USTR          | 2028-06-30      | 4.0000%  | 0.0000% | $145017200.00      | $147913133.44      | U.S. Treasuries (including strips)  |
| USTR          | 2033-11-15      | 4.5000%  | 0.0000% | $213004000.00      | $216436610.36      | U.S. Treasuries (including strips)  |
| USTR          | 2032-02-29      | 4.1250%  | 0.0000% | $147545800.00      | $148702324.18      | U.S. Treasuries (including strips)  |

### Security 123: FIXED INCOME CLEARING CORP-BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-BARCLAYS BANK PLC 4.370000%
- **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.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTAPNGC5
- **C.18 - Value (incl. sponsor support):** $1550000000.00
- **C.18.a - Value (excl. sponsor support):** $1550000000.00
- **C.19 - Percentage of Net Assets:** 7.1000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 CORP

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2025-11-06      | 0.0000%  | 0.0000% | $195000.00         | $191456.07         | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $49328900.00       | $47997112.19       | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $93.77             | U.S. Treasuries (including strips) |
| USTR          | 2025-12-31      | 0.3750%  | 0.0000% | $25000000.00       | $24483246.68       | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 0.8750%  | 0.0000% | $7003300.00        | $6726945.77        | U.S. Treasuries (including strips) |
| USTR          | 2027-06-15      | 4.6250%  | 0.0000% | $171329300.00      | $177288824.03      | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 3.7500%  | 0.0000% | $89105200.00       | $89764710.45       | U.S. Treasuries (including strips) |
| USTR          | 2026-08-31      | 3.7500%  | 0.0000% | $4000000.00        | $4020996.39        | U.S. Treasuries (including strips) |
| USTR          | 2031-10-31      | 4.1250%  | 0.0000% | $166509600.00      | $166961635.60      | U.S. Treasuries (including strips) |
| USTR          | 2027-12-15      | 4.0000%  | 0.0000% | $275471300.00      | $281277341.93      | U.S. Treasuries (including strips) |
| USTR          | 2031-12-31      | 4.5000%  | 0.0000% | $585309400.00      | $607887949.49      | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 4.2500%  | 0.0000% | $97917000.00       | $100449720.54      | U.S. Treasuries (including strips) |
| USTR          | 2032-01-31      | 4.3750%  | 0.0000% | $72025000.00       | $73950005.40       | U.S. Treasuries (including strips) |

### Security 124: FIXED INCOME CLEARING CORP-BANK OF NEW YORK MELLON

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARING-BANK OF NEW YORK MELLON 4.340000%
- **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.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTAPNGH4
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 CORP

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2053-05-15      | 3.6250%  | 0.0000% | $50000000.00       | $39913879.10       | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 2.3750%  | 0.0000% | $125000000.00      | $118489180.38      | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 2.8750%  | 0.0000% | $100000000.00      | $92126587.50       | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 4.5000%  | 0.0000% | $50000000.00       | $50745289.35       | U.S. Treasuries (including strips) |
| USTR          | 2035-01-15      | 2.1250%  | 0.0000% | $104288800.00      | $106725124.02      | U.S. Treasuries (including strips) |

### Security 125: FIXED INCOME CLEARING CORP-JP MORGAN

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 4.340000%
- **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.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTAPNGN1
- **C.18 - Value (incl. sponsor support):** $2150000000.00
- **C.18.a - Value (excl. sponsor support):** $2150000000.00
- **C.19 - Percentage of Net Assets:** 9.8500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 CORP

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2025-07-10      | 0.0000%  | 0.0000% | $917366400.00      | $913271276.39      | U.S. Treasuries (including strips) |
| USTR          | 2025-08-07      | 0.0000%  | 0.0000% | $66017200.00       | $65505566.70       | U.S. Treasuries (including strips) |
| USTR          | 2025-07-01      | 0.0000%  | 0.0000% | $3903100.00        | $3889880.20        | U.S. Treasuries (including strips) |
| USTR          | 2026-03-19      | 0.0000%  | 0.0000% | $3189400.00        | $3086506.77        | U.S. Treasuries (including strips) |
| USTR          | 2025-10-09      | 0.0000%  | 0.0000% | $5846800.00        | $5759331.87        | U.S. Treasuries (including strips) |
| USTR          | 2026-05-14      | 0.0000%  | 0.0000% | $857100.00         | $824562.77         | U.S. Treasuries (including strips) |
| USTR          | 2026-02-28      | 0.5000%  | 0.0000% | $305308800.00      | $297299760.34      | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 2.5000%  | 0.0000% | $41200000.00       | $40321054.07       | U.S. Treasuries (including strips) |
| USTR          | 2025-10-31      | 4.4710%  | 0.0000% | $29288500.00       | $29408471.50       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 4.0000%  | 0.0000% | $175101400.00      | $177705180.05      | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 4.5000%  | 0.0000% | $628944000.00      | $655928448.60      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Northern Funds

**Date:** 2025-06-06

**By:** Kevin P. O Rourke

**Name of Signing Officer:** Kevin P. O Rourke

**Title of Signing Officer:** President