# EDGAR Filing Document

**Accession Number:** 0000916620
**File Stem:** 0001145549-25-050759
**Filing Date:** 2025-8
**Character Count:** 242129
**Document Hash:** 8a7a2d6dbe5b8d9a130be9d035c5a2fb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-050759.hdr.sgml**: 20250807

**ACCESSION NUMBER**: 0001145549-25-050759

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250807

**DATE AS OF CHANGE**: 20250807

**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:** 251192336

**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):** 2025-07-31

**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:** 44 days

- **WAL:** 112 days

- **Total Value of Portfolio Securities:** $21469675021.75

- **Amortized Cost of Portfolio Securities:** $21471419017.64

- **Cash:** $34841836.24

- **Total Other Assets:** $138048936.36

- **Total Liabilities:** $229003016.55

- **Net Assets of Series:** $21415306773.69

- **Number of Shares Outstanding (Series):** 21414584103.5600

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-07-01 | $10800739933.30           | $14010827477.50            | 49.1000%                  | 63.6900%                   |
| 2025-07-02 | $10847644493.90           | $14007803493.07            | 49.3200%                  | 63.6900%                   |
| 2025-07-03 | $11190046123.25           | $14005325173.92            | 50.8800%                  | 63.6800%                   |
| 2025-07-07 | $11226434774.91           | $14056805102.41            | 50.9500%                  | 63.8000%                   |
| 2025-07-08 | $11345825781.59           | $13856245298.10            | 51.6600%                  | 63.0900%                   |
| 2025-07-09 | $11297876513.66           | $13878332355.26            | 51.5600%                  | 63.3400%                   |
| 2025-07-10 | $11367176878.07           | $13947669044.78            | 51.7200%                  | 63.4600%                   |
| 2025-07-11 | $11385340426.79           | $13965868918.63            | 51.6700%                  | 63.3800%                   |
| 2025-07-14 | $11311475659.12           | $14207113126.28            | 51.5000%                  | 64.6900%                   |
| 2025-07-15 | $11462291294.03           | $14287965086.31            | 51.9900%                  | 64.8100%                   |
| 2025-07-16 | $11313339315.30           | $14139049432.69            | 51.5900%                  | 64.4700%                   |
| 2025-07-17 | $11422560733.91           | $14175307176.42            | 52.0000%                  | 64.5400%                   |
| 2025-07-18 | $11720807000.71           | $14198581194.87            | 53.4000%                  | 64.6900%                   |
| 2025-07-21 | $11589146560.64           | $14091832023.69            | 53.1200%                  | 64.5900%                   |
| 2025-07-22 | $11605919164.48           | $14108635344.48            | 53.1500%                  | 64.6100%                   |
| 2025-07-23 | $11724187648.36           | $14016934545.30            | 53.9200%                  | 64.4600%                   |
| 2025-07-24 | $11677715838.91           | $13930468952.79            | 53.9200%                  | 64.3200%                   |
| 2025-07-25 | $11721121002.62           | $13983810352.90            | 54.0100%                  | 64.4300%                   |
| 2025-07-28 | $11645216798.93           | $13927928358.37            | 53.8400%                  | 64.3900%                   |
| 2025-07-29 | $11647625484.33           | $13922344446.83            | 53.8600%                  | 64.3800%                   |
| 2025-07-30 | $12949156268.02           | $13851890796.06            | 60.0700%                  | 64.2600%                   |
| 2025-07-31 | $11450118343.76           | $13802859337.07            | 53.2800%                  | 64.2200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-07-01 | 4.4100%             |
| 2025-07-02 | 4.4100%             |
| 2025-07-03 | 4.4100%             |
| 2025-07-07 | 4.3900%             |
| 2025-07-08 | 4.3800%             |
| 2025-07-09 | 4.3800%             |
| 2025-07-10 | 4.3700%             |
| 2025-07-11 | 4.3700%             |
| 2025-07-14 | 4.3600%             |
| 2025-07-15 | 4.3700%             |
| 2025-07-16 | 4.3700%             |
| 2025-07-17 | 4.3700%             |
| 2025-07-18 | 4.3700%             |
| 2025-07-21 | 4.3700%             |
| 2025-07-22 | 4.3600%             |
| 2025-07-23 | 4.3500%             |
| 2025-07-24 | 4.3500%             |
| 2025-07-25 | 4.3500%             |
| 2025-07-28 | 4.3600%             |
| 2025-07-29 | 4.3700%             |
| 2025-07-30 | 4.3800%             |
| 2025-07-31 | 4.3800%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-07-01 | 1.0000                      |
|  |  |
| 2025-07-02 | 1.0000                      |
|  |  |
| 2025-07-03 | 1.0000                      |
|  |  |
| 2025-07-07 | 1.0000                      |
|  |  |
| 2025-07-08 | 1.0000                      |
|  |  |
| 2025-07-09 | 1.0000                      |
|  |  |
| 2025-07-10 | 1.0000                      |
|  |  |
| 2025-07-11 | 1.0000                      |
|  |  |
| 2025-07-14 | 1.0000                      |
|  |  |
| 2025-07-15 | 1.0000                      |
|  |  |
| 2025-07-16 | 1.0000                      |
|  |  |
| 2025-07-17 | 1.0000                      |
|  |  |
| 2025-07-18 | 1.0000                      |
|  |  |
| 2025-07-21 | 1.0000                      |
|  |  |
| 2025-07-22 | 1.0000                      |
|  |  |
| 2025-07-23 | 1.0000                      |
|  |  |
| 2025-07-24 | 1.0000                      |
|  |  |
| 2025-07-25 | 1.0000                      |
|  |  |
| 2025-07-28 | 1.0000                      |
|  |  |
| 2025-07-29 | 1.0000                      |
|  |  |
| 2025-07-30 | 1.0000                      |
|  |  |
| 2025-07-31 | 1.0000                      |
|  |  |

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

### Class: Fund Level

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $21415306773.69

- **Number of Shares Outstanding:** 21414584103.5600

- **Expense Reimbursement/Waiver:** 159748.96

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $610157989.73             | $326337617.36           |
| 2025-07-02 | $370597318.54             | $376473794.30           |
| 2025-07-03 | $231358793.55             | $240148067.85           |
| 2025-07-07 | $274359798.54             | $241646861.97           |
| 2025-07-08 | $207429482.13             | $280721110.26           |
| 2025-07-09 | $193264677.20             | $246806275.93           |
| 2025-07-10 | $328849966.99             | $261340408.51           |
| 2025-07-11 | $264805700.95             | $213223399.17           |
| 2025-07-14 | $174233764.05             | $253210384.53           |
| 2025-07-15 | $344920216.72             | $265137248.51           |
| 2025-07-16 | $185288491.67             | $303979595.06           |
| 2025-07-17 | $326769607.35             | $295043030.27           |
| 2025-07-18 | $170585372.59             | $188102944.50           |
| 2025-07-21 | $155876647.33             | $295929281.18           |
| 2025-07-22 | $219247261.86             | $203787303.68           |
| 2025-07-23 | $172255209.12             | $265572471.84           |
| 2025-07-24 | $179197882.24             | $268312697.39           |
| 2025-07-25 | $266841292.40             | $223936740.31           |
| 2025-07-28 | $183656698.94             | $257890534.69           |
| 2025-07-29 | $210938618.98             | $219075731.88           |
| 2025-07-30 | $167901424.89             | $239564818.08           |
| 2025-07-31 | $319846217.98             | $386237783.88           |

**Total Gross Subscriptions (Month):** $5558382433.75

**Total Gross Redemptions (Month):** $5852478101.15

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.0600%           |
| 2025-07-02 | 4.0600%           |
| 2025-07-03 | 4.0500%           |
| 2025-07-07 | 4.0400%           |
| 2025-07-08 | 4.0300%           |
| 2025-07-09 | 4.0200%           |
| 2025-07-10 | 4.0200%           |
| 2025-07-11 | 4.0100%           |
| 2025-07-14 | 4.0100%           |
| 2025-07-15 | 4.0100%           |
| 2025-07-16 | 4.0200%           |
| 2025-07-17 | 4.0200%           |
| 2025-07-18 | 4.0200%           |
| 2025-07-21 | 4.0200%           |
| 2025-07-22 | 4.0100%           |
| 2025-07-23 | 4.0000%           |
| 2025-07-24 | 4.0000%           |
| 2025-07-25 | 4.0100%           |
| 2025-07-28 | 4.0100%           |
| 2025-07-29 | 4.0200%           |
| 2025-07-30 | 4.0200%           |
| 2025-07-31 | 4.0300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 15.8300%         | 0.0000%              |
| Depository institution or other banking institution |  | 82.6400%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.479998%
- **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):** $15000334.35
- **C.18.a - Value (excl. sponsor support):** $15000334.35
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 2: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.494999%
- **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):** $100037818.00
- **C.18.a - Value (excl. sponsor support):** $100037818.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 3: 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: 3130B3ZV8, C.4 - ISIN: US3130B3ZV89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49999995.00
- **C.18.a - Value (excl. sponsor support):** $49999995.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 4: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.329997%
- **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):** $54999690.35
- **C.18.a - Value (excl. sponsor support):** $54999690.35
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 5: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.329997%
- **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):** $74999136.00
- **C.18.a - Value (excl. sponsor support):** $74999136.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 6: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.329997%
- **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):** $49999684.50
- **C.18.a - Value (excl. sponsor support):** $49999684.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 7: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.329997%
- **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):** $55000040.70
- **C.18.a - Value (excl. sponsor support):** $55000040.70
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.329997%
- **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):** $99998533.00
- **C.18.a - Value (excl. sponsor support):** $99998533.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 9: 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):** $224726742.00
- **C.18.a - Value (excl. sponsor support):** $224726742.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **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 10: 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):** $19974341.80
- **C.18.a - Value (excl. sponsor support):** $19974341.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **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 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.424997%
- **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):** $64999457.25
- **C.18.a - Value (excl. sponsor support):** $64999457.25
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.424997%
- **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):** $159980510.40
- **C.18.a - Value (excl. sponsor support):** $159980510.40
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.424997%
- **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):** $69998782.00
- **C.18.a - Value (excl. sponsor support):** $69998782.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 14: 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):** $204631984.00
- **C.18.a - Value (excl. sponsor support):** $204631984.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **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 15: 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):** $259996875.43
- **C.18.a - Value (excl. sponsor support):** $259996875.43
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **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 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.410000%
- **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):** $54031389.50
- **C.18.a - Value (excl. sponsor support):** $54031389.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 17: 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):** $204616934.95
- **C.18.a - Value (excl. sponsor support):** $204616934.95
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **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 18: 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: 3130B5U71, C.4 - ISIN: US3130B5U713, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199995082.00
- **C.18.a - Value (excl. sponsor support):** $199995082.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.349998%
- **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):** $270017290.80
- **C.18.a - Value (excl. sponsor support):** $270017290.80
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 20: 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: 3130B62H8, C.4 - ISIN: US3130B62H85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $52975195.73
- **C.18.a - Value (excl. sponsor support):** $52975195.73
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 21: 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):** $210476209.10
- **C.18.a - Value (excl. sponsor support):** $210476209.10
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **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 22: 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):** $474675294.75
- **C.18.a - Value (excl. sponsor support):** $474675294.75
- **C.19 - Percentage of Net Assets:** 2.2200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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 23: 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):** $374922776.25
- **C.18.a - Value (excl. sponsor support):** $374922776.25
- **C.19 - Percentage of Net Assets:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **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 24: 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):** $424784886.25
- **C.18.a - Value (excl. sponsor support):** $424784886.25
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **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 25: 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: 3130B6WK8, C.4 - ISIN: US3130B6WK82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50022627.00
- **C.18.a - Value (excl. sponsor support):** $50022627.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-07-07
- **C.13 - Final Legal Maturity Date:** 2027-07-07
- **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 26: 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):** $4993522.20
- **C.18.a - Value (excl. sponsor support):** $4993522.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 27: 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):** $14940075.00
- **C.18.a - Value (excl. sponsor support):** $14940075.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 28: 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: 313313LW6, C.4 - ISIN: US313313LW65, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24856062.50
- **C.18.a - Value (excl. sponsor support):** $24856062.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **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 29: 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: 313313MB1, C.4 - ISIN: US313313MB10, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9936550.00
- **C.18.a - Value (excl. sponsor support):** $9936550.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **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 30: 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):** $54565476.90
- **C.18.a - Value (excl. sponsor support):** $54565476.90
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **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 31: 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):** $99174583.00
- **C.18.a - Value (excl. sponsor support):** $99174583.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **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 32: 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: 313385MZ6, C.4 - ISIN: US313385MZ64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $32912382.94
- **C.18.a - Value (excl. sponsor support):** $32912382.94
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **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 33: 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):** $133505531.10
- **C.18.a - Value (excl. sponsor support):** $133505531.10
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **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 34: 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):** $148321999.50
- **C.18.a - Value (excl. sponsor support):** $148321999.50
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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 35: 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):** $103813165.05
- **C.18.a - Value (excl. sponsor support):** $103813165.05
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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 36: 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):** $83910464.90
- **C.18.a - Value (excl. sponsor support):** $83910464.90
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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 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: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $216092707.60
- **C.18.a - Value (excl. sponsor support):** $216092707.60
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **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 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: 313385RK4, C.4 - ISIN: US313385RK41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $137465416.20
- **C.18.a - Value (excl. sponsor support):** $137465416.20
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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 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: 313385RL2, C.4 - ISIN: US313385RL24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98178125.00
- **C.18.a - Value (excl. sponsor support):** $98178125.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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 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: 313385RN8, C.4 - ISIN: US313385RN89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $382893650.89
- **C.18.a - Value (excl. sponsor support):** $382893650.89
- **C.19 - Percentage of Net Assets:** 1.7900%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **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 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: 313385RN8, C.4 - ISIN: US313385RN89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24538802.00
- **C.18.a - Value (excl. sponsor support):** $24538802.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **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 42: 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: 3133EP4H5, C.4 - ISIN: US3133EP4H58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35003775.45
- **C.18.a - Value (excl. sponsor support):** $35003775.45
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 43: 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: 3133EP6U4, C.4 - ISIN: US3133EP6U42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6003682.26
- **C.18.a - Value (excl. sponsor support):** $6003682.26
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 44: 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: 3133EPA96, C.4 - ISIN: US3133EPA969, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15005564.55
- **C.18.a - Value (excl. sponsor support):** $15005564.55
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 45: 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):** $50007881.00
- **C.18.a - Value (excl. sponsor support):** $50007881.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 46: 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):** $15002099.70
- **C.18.a - Value (excl. sponsor support):** $15002099.70
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 47: 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: 3133EPRW7, C.4 - ISIN: US3133EPRW77, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20000202.80
- **C.18.a - Value (excl. sponsor support):** $20000202.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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? Yes, C.23 Categorized at Level 3? No

### Security 48: 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: 3133EPS97, C.4 - ISIN: US3133EPS979, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $180039801.60
- **C.18.a - Value (excl. sponsor support):** $180039801.60
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 49: 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: 3133EPXZ3, C.4 - ISIN: US3133EPXZ35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35010085.25
- **C.18.a - Value (excl. sponsor support):** $35010085.25
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 50: 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: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15005469.75
- **C.18.a - Value (excl. sponsor support):** $15005469.75
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 51: 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):** $9999972.30
- **C.18.a - Value (excl. sponsor support):** $9999972.30
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 52: 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: 3133ERD73, C.4 - ISIN: US3133ERD738, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65043918.55
- **C.18.a - Value (excl. sponsor support):** $65043918.55
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 53: 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: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $23021963.62
- **C.18.a - Value (excl. sponsor support):** $23021963.62
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 54: 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: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45031135.05
- **C.18.a - Value (excl. sponsor support):** $45031135.05
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 55: 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):** $45016300.35
- **C.18.a - Value (excl. sponsor support):** $45016300.35
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 56: 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: 3133ERK75, C.4 - ISIN: US3133ERK758, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55041848.40
- **C.18.a - Value (excl. sponsor support):** $55041848.40
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 57: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING 4.449999%
- **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):** $30010269.30
- **C.18.a - Value (excl. sponsor support):** $30010269.30
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 58: 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: 3133ERN23, C.4 - ISIN: US3133ERN232, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20017737.40
- **C.18.a - Value (excl. sponsor support):** $20017737.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 59: 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: 3133ERN56, C.4 - ISIN: US3133ERN562, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85062408.70
- **C.18.a - Value (excl. sponsor support):** $85062408.70
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 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: 3133ERNZ0, C.4 - ISIN: US3133ERNZ01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15013516.95
- **C.18.a - Value (excl. sponsor support):** $15013516.95
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 61: 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):** $35026092.15
- **C.18.a - Value (excl. sponsor support):** $35026092.15
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 62: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.424997%
- **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):** $1000545.25
- **C.18.a - Value (excl. sponsor support):** $1000545.25
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 63: 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: 3133ERRV5, C.4 - ISIN: US3133ERRV50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50026936.50
- **C.18.a - Value (excl. sponsor support):** $50026936.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 64: 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: 3133ERTB7, C.4 - ISIN: US3133ERTB78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25014334.00
- **C.18.a - Value (excl. sponsor support):** $25014334.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 65: 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: 3133ERV99, C.4 - ISIN: US3133ERV995, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100027878.00
- **C.18.a - Value (excl. sponsor support):** $100027878.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 66: 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: 3133ERVJ7, C.4 - ISIN: US3133ERVJ76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50034046.50
- **C.18.a - Value (excl. sponsor support):** $50034046.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 67: 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: 3133ERWD9, C.4 - ISIN: US3133ERWD97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $135092338.65
- **C.18.a - Value (excl. sponsor support):** $135092338.65
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 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: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10009003.80
- **C.18.a - Value (excl. sponsor support):** $10009003.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 69: 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: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10008982.80
- **C.18.a - Value (excl. sponsor support):** $10008982.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 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: 3133ERYQ8, C.4 - ISIN: US3133ERYQ82, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125102608.75
- **C.18.a - Value (excl. sponsor support):** $125102608.75
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 71: 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: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25023097.75
- **C.18.a - Value (excl. sponsor support):** $25023097.75
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 72: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.359999%
- **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):** $45000694.80
- **C.18.a - Value (excl. sponsor support):** $45000694.80
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 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: 3133ETCY1, C.4 - ISIN: US3133ETCY11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $27001071.63
- **C.18.a - Value (excl. sponsor support):** $27001071.63
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 74: 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):** $21999574.30
- **C.18.a - Value (excl. sponsor support):** $21999574.30
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 75: 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):** $45014945.40
- **C.18.a - Value (excl. sponsor support):** $45014945.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 76: 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):** $59998080.00
- **C.18.a - Value (excl. sponsor support):** $59998080.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 77: 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: 3133ETMJ3, C.4 - ISIN: US3133ETMJ34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39995261.60
- **C.18.a - Value (excl. sponsor support):** $39995261.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **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? No, C.23 Categorized at Level 3? No

### Security 78: 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: 3133ETNE3, C.4 - ISIN: US3133ETNE38, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69997475.80
- **C.18.a - Value (excl. sponsor support):** $69997475.80
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-06-24
- **C.13 - Final Legal Maturity Date:** 2027-06-24
- **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? No, C.23 Categorized at Level 3? No

### Security 79: 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: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35015213.80
- **C.18.a - Value (excl. sponsor support):** $35015213.80
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **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 80: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.439998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPS0, C.4 - ISIN: US3133ETPS06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $129997540.40
- **C.18.a - Value (excl. sponsor support):** $129997540.40
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-07-15
- **C.13 - Final Legal Maturity Date:** 2027-07-15
- **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 81: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.494999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSD0, C.4 - ISIN: US3133ETSD00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $78000000.00
- **C.18.a - Value (excl. sponsor support):** $78000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2027-08-04
- **C.13 - Final Legal Maturity Date:** 2027-08-04
- **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 82: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FHLMC 4.429998%
- **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):** $29017560.08
- **C.18.a - Value (excl. sponsor support):** $29017560.08
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 83: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FHLMC 4.459996%
- **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):** $10007533.20
- **C.18.a - Value (excl. sponsor support):** $10007533.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 84: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FHLMC 4.459996%
- **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):** $20020714.00
- **C.18.a - Value (excl. sponsor support):** $20020714.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 85: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 4.439998%
- **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):** $55034833.15
- **C.18.a - Value (excl. sponsor support):** $55034833.15
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 86: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 4.455000%
- **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):** $30025631.70
- **C.18.a - Value (excl. sponsor support):** $30025631.70
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 87: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 4.459996%
- **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):** $15013148.55
- **C.18.a - Value (excl. sponsor support):** $15013148.55
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 4.459996%
- **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):** $160241072.00
- **C.18.a - Value (excl. sponsor support):** $160241072.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 89: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 4.459996%
- **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):** $110118834.10
- **C.18.a - Value (excl. sponsor support):** $110118834.10
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **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 90: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $186756046.40
- **C.18.a - Value (excl. sponsor support):** $186756046.40
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **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 91: 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):** $104144159.70
- **C.18.a - Value (excl. sponsor support):** $104144159.70
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **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 92: 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):** $54551702.70
- **C.18.a - Value (excl. sponsor support):** $54551702.70
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **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 93: 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):** $103019824.22
- **C.18.a - Value (excl. sponsor support):** $103019824.22
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **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 94: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QZ3, C.4 - ISIN: US912797QZ38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $295168011.00
- **C.18.a - Value (excl. sponsor support):** $295168011.00
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98228936.00
- **C.18.a - Value (excl. sponsor support):** $98228936.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $53987388.95
- **C.18.a - Value (excl. sponsor support):** $53987388.95
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RN9, C.4 - ISIN: US912797RN98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $74091418.50
- **C.18.a - Value (excl. sponsor support):** $74091418.50
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $48964844.00
- **C.18.a - Value (excl. sponsor support):** $48964844.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: UNITED STATES TREASURY

- **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):** $49694922.00
- **C.18.a - Value (excl. sponsor support):** $49694922.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **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 100: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y95, C.4 - ISIN: US912828Y958, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $63545117.35
- **C.18.a - Value (excl. sponsor support):** $63545117.35
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAZ4, C.4 - ISIN: US91282CAZ41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $44409023.55
- **C.18.a - Value (excl. sponsor support):** $44409023.55
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **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 102: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $72782812.50
- **C.18.a - Value (excl. sponsor support):** $72782812.50
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $241343750.00
- **C.18.a - Value (excl. sponsor support):** $241343750.00
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 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):** $185163319.85
- **C.18.a - Value (excl. sponsor support):** $185163319.85
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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 105: 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):** $240322500.00
- **C.18.a - Value (excl. sponsor support):** $240322500.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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 106: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $190338437.50
- **C.18.a - Value (excl. sponsor support):** $190338437.50
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY JP MORGAN SECURITIES 4.329997%
- **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:** 3.5000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **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            | 2038-11-15      | 0.0000%  | 0.0000% | $50000.00          | $26010.20          | Agency Debentures and Agency Strips |
| FHLB            | 2037-02-24      | 3.0000%  | 0.0000% | $2565000.00        | $2156406.62        | Agency Debentures and Agency Strips |
| FHLB            | 2037-09-28      | 5.2000%  | 0.0000% | $1950000.00        | $1940918.20        | Agency Debentures and Agency Strips |
| GNMA            | 2054-08-20      | 3.5000%  | 0.0000% | $166874.00         | $143879.79         | Agency Mortgage-Backed Securities   |
| GNMA            | 2053-09-20      | 7.0000%  | 0.0000% | $25000000.00       | $22179974.61       | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-01-20      | 7.5000%  | 0.0000% | $1541866.00        | $1536770.38        | Agency Mortgage-Backed Securities   |
| GNMA            | 2053-09-20      | 6.5000%  | 0.0000% | $1278358.00        | $1314971.40        | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-01-20      | 7.0000%  | 0.0000% | $5256720.00        | $5377483.23        | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-03-20      | 7.5000%  | 0.0000% | $1082736.00        | $1120944.33        | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-03-20      | 8.0000%  | 0.0000% | $2442567.00        | $2590574.16        | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-02-20      | 8.0000%  | 0.0000% | $1078286.00        | $1131385.91        | Agency Mortgage-Backed Securities   |
| GNMA            | 2067-04-15      | 5.3000%  | 0.0000% | $7591752.00        | $7518602.94        | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-07-20      | 7.0000%  | 0.0000% | $1721946.00        | $1803102.26        | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-08-20      | 7.0000%  | 0.0000% | $4486856.00        | $4704615.46        | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-01-20      | 6.0000%  | 0.0000% | $67709824.00       | $69985228.27       | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-06-20      | 6.0000%  | 0.0000% | $12090528.00       | $12436769.65       | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-07-20      | 6.5000%  | 0.0000% | $5911488.00        | $6175995.56        | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-07-20      | 5.5000%  | 0.0000% | $2698244.00        | $2721217.75        | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-07-20      | 6.5000%  | 0.0000% | $1297028.00        | $1358243.40        | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-07-20      | 6.0000%  | 0.0000% | $2287240.00        | $2369640.11        | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-07-20      | 7.0000%  | 0.0000% | $2606764.00        | $2727059.20        | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-07-20      | 6.5000%  | 0.0000% | $1325000.00        | $1400523.23        | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-07-20      | 6.5000%  | 0.0000% | $595139996.00      | $616524963.30      | Agency Mortgage-Backed Securities   |
| 5.880 TVBD 36 C | 2036-04-01      | 5.8800%  | 0.0000% | $500000.00         | $558884.50         | Agency Debentures and Agency Strips |
| 5.250 TVBD 55 A | 2055-02-01      | 5.2500%  | 0.0000% | $2642000.00        | $2624203.93        | Agency Debentures and Agency Strips |

### Security 108: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY ROYAL BANK OF CANADA 4.340000%
- **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: BNTAY54Z6
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 4.2000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $250315100.00      | $130565156.98      | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $100911321.00      | $54848948.90       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-06-01      | 2.5000%  | 0.0000% | $7420803.00        | $4490497.97        | Agency Mortgage-Backed Securities  |
| USTR          | 2030-05-15      | 6.2500%  | 0.0000% | $3865400.00        | $4301345.40        | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 2.8750%  | 0.0000% | $65467500.00       | $64454960.13       | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 2.7500%  | 0.0000% | $30643100.00       | $29545259.86       | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 3.2500%  | 0.0000% | $2546600.00        | $2493933.18        | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 3.8750%  | 0.0000% | $18998400.00       | $19111978.76       | U.S. Treasuries (including strips) |
| USTR          | 2026-12-15      | 4.3750%  | 0.0000% | $9644600.00        | $9738939.95        | U.S. Treasuries (including strips) |
| USTR          | 2031-03-31      | 4.1250%  | 0.0000% | $10248900.00       | $10451100.55       | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 4.2500%  | 0.0000% | $305621000.00      | $310566608.84      | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 4.2500%  | 0.0000% | $241331400.00      | $244577789.99      | U.S. Treasuries (including strips) |
| USTR          | 2032-02-29      | 4.1250%  | 0.0000% | $34040500.00       | $34697213.95       | U.S. Treasuries (including strips) |

### Security 109: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** TRI-PARTY CANADIAN IMPERIAL BAN 4.330000%
- **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: BNTAY5692
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 2.5700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **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% | $6471485.00        | $3852008.01        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-08-01      | 2.5000%  | 0.0000% | $1007.00           | $660.95            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $832.46            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 6.5000%  | 0.0000% | $9796998.00        | $8420096.58        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $124223232.00      | $116093007.26      | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-11-01      | 1.5000%  | 0.0000% | $28652461.00       | $15421585.09       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 5.0000%  | 0.0000% | $14238845.00       | $11636865.10       | Agency Mortgage-Backed Securities  |
| FMAC          | 2030-05-01      | 4.1900%  | 0.0000% | $1011.00           | $993.95            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-09-01      | 4.0000%  | 0.0000% | $101051993.00      | $17483365.49       | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 4.5000%  | 0.0000% | $2001.00           | $1553.41           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $4966669.00        | $3500936.02        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 4.5000%  | 0.0000% | $1998.00           | $1494.38           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $726.07            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $619.59            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-03-01      | 6.0000%  | 0.0000% | $1159905.00        | $1168032.24        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $818.16            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $2001.00           | $1525.79           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $760.83            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $1106388.00        | $982160.39         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $1095500.00        | $1012674.02        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $709.29            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $760.21            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 7.0000%  | 0.0000% | $1012.00           | $1047.77           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $850.68            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $864.30            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1686.48           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 7.0000%  | 0.0000% | $1001.00           | $729.70            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $1286080.00        | $922814.18         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 7.0000%  | 0.0000% | $1991.00           | $902.68            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $897.22            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $1106382.00        | $819460.32         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $1090120.00        | $1134390.80        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $120192.00         | $102403.16         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $1002.00           | $981.34            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $843840.00         | $760509.27         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $963.59            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $748724.00         | $748379.77         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $287272.00         | $265838.52         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $900.70            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $913.18            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 6.0000%  | 0.0000% | $3405361.00        | $3471701.66        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $15004.00          | $14324.60          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $1010.00           | $958.75            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $1207206.00        | $990961.61         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $999.40            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 6.5000%  | 0.0000% | $1054736.00        | $1100909.84        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1766.80           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1891.12           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1005.07           | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-11-01      | 3.5000%  | 0.0000% | $1001.00           | $243.76            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-06-01      | 2.5000%  | 0.0000% | $4450664.00        | $1667942.59        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-08-01      | 2.0000%  | 0.0000% | $1024.00           | $626.48            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $695.08            | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-11-01      | 6.0000%  | 0.0000% | $4351504.00        | $3750804.40        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $993.16            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 6.0000%  | 0.0000% | $1098590.00        | $978201.44         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $933.52            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 7.0000%  | 0.0000% | $2000.00           | $1977.32           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 7.0000%  | 0.0000% | $1001906.00        | $777275.95         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $2147200.00        | $2132957.93        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $1168502.00        | $1192576.71        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1022.37           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $1644876.00        | $1686589.91        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $994.90            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $1266964.00        | $1283959.56        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1032.61           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $958.49            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $1024.00           | $939.26            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $1274740.00        | $1324676.03        | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-09-01      | 6.4010%  | 0.0000% | $1000.00           | $245.87            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $797.40            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1218986.00        | $995387.47         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $797.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $2000.00           | $1615.99           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $2000.00           | $1914.67           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $4000.00           | $2403.64           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $1044.14           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 6.0000%  | 0.0000% | $121266.00         | $111123.46         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $989.62            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $1061260.00        | $858276.68         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1054.08           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1005.04           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $932.29            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1622.67           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $951.05            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1314752.00        | $1281104.45        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1073190.00        | $1116240.74        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1960.46           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $996.67            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $2000.00           | $1431.10           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $2841292.00        | $2805800.64        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $16000.00          | $15901.95          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $969.93            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.73           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.60           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $20000.00          | $17247.65          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $12000.00          | $12286.15          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1478491.00        | $1099355.54        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $3083340.00        | $2936937.05        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1002.00           | $916.25            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $2785956.00        | $2424814.51        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1243928.00        | $1187691.19        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $844.06            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1055.44           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.30           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.79           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $913813.00         | $894286.28         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 4.5000%  | 0.0000% | $1219014.00        | $1113327.47        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $2192.00           | $2287.04           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $3001.00           | $3119.20           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 4.5000%  | 0.0000% | $10322.00          | $9414.77           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1242120.00        | $1159641.60        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1132776.00        | $823418.45         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $989.21            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1092788.00        | $894906.58         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.92           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $905.04            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1110224.00        | $824226.25         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1752.55           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.24           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.48           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $996.11            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1874.00           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $978.20            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1893.16           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1327588.00        | $1245758.02        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $1036527.00        | $982534.18         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1373040.00        | $1366355.61        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1096550.00        | $935894.33         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 6.5000%  | 0.0000% | $2000.00           | $1920.92           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.02           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1954.38           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.63           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 7.0000%  | 0.0000% | $2000.00           | $2101.77           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 7.0000%  | 0.0000% | $1047650.00        | $984832.76         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $915.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.01           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $1062962.00        | $1043932.94        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 7.0000%  | 0.0000% | $16293.00          | $17339.93          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1832.50           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.01           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1002.00           | $1045.25           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1111552.00        | $1072924.64        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $441573.00         | $445157.50         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.52           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $726430.00         | $728273.14         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.34           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.90           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1003.00           | $1041.38           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1064.56           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $1062.48           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 7.0000%  | 0.0000% | $1164464.00        | $1231663.81        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 7.0000%  | 0.0000% | $1008.00           | $1067.10           | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-10-01      | 2.4300%  | 0.0000% | $1000.00           | $885.02            | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-11-01      | 2.3300%  | 0.0000% | $1000.00           | $858.34            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $15004.00          | $11620.78          | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-02-01      | 1.2900%  | 0.0000% | $8082.00           | $6222.71           | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-04-01      | 2.4050%  | 0.0000% | $5690853.00        | $5339506.38        | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-04-01      | 4.3850%  | 0.0000% | $1214.00           | $1197.86           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $1036.00           | $1040.57           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $976.50            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $874.61            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $795.84            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $882.41            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $855.42            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $1003.00           | $903.39            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $982.84            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $939.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $1467.00           | $1143.79           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $3000.00           | $2095.34           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $914.69            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $977.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1054479.00        | $556228.67         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $622.32            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $780109.00         | $697861.34         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $698.05            | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-12-01      | 4.3000%  | 0.0000% | $1020.00           | $1022.92           | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-01-01      | 5.2400%  | 0.0000% | $1000.00           | $1027.73           | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-10-01      | 3.9100%  | 0.0000% | $1304898.00        | $1286474.58        | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-03-01      | 4.4200%  | 0.0000% | $9418968.00        | $9420176.42        | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-11-01      | 4.4900%  | 0.0000% | $1000.00           | $1008.29           | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-03-01      | 5.0700%  | 0.0000% | $1000.00           | $1020.28           | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-02-01      | 5.1400%  | 0.0000% | $1000.00           | $1022.93           | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-04-01      | 4.7400%  | 0.0000% | $165276.00         | $165920.58         | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-04-01      | 4.6500%  | 0.0000% | $7672040.00        | $7745706.92        | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-05-01      | 4.7700%  | 0.0000% | $2128000.00        | $2140591.38        | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-05-01      | 5.0400%  | 0.0000% | $884210.00         | $900103.30         | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-05-01      | 5.1200%  | 0.0000% | $2892000.00        | $2973220.86        | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-05-01      | 5.1500%  | 0.0000% | $1000.00           | $1022.56           | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-05-01      | 4.8900%  | 0.0000% | $1000.00           | $1011.35           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-09-01      | 4.0000%  | 0.0000% | $1016.00           | $138.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 3.0000%  | 0.0000% | $1024.00           | $607.05            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $639.45            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $659.39            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $687.04            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $1008.00           | $794.82            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $46960060.00       | $37022982.61       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $38418229.00       | $36563512.07       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $29818381.00       | $24494030.14       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $922.65            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $914.56            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $42576895.00       | $43466027.53       | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $1280.00           | $390.10            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 3.0000%  | 0.0000% | $1200.00           | $564.48            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $907142.00         | $724518.10         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $25773280.00       | $20590138.25       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $25355147.00       | $20362328.49       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $1100.00           | $934.38            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-01-01      | 6.0000%  | 0.0000% | $1001.00           | $16.68             | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-04-01      | 6.5000%  | 0.0000% | $1001.00           | $73.69             | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-09-01      | 6.0000%  | 0.0000% | $1001.00           | $8.31              | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $528.92            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $722.39            | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-04-01      | 6.0000%  | 0.0000% | $17812910.00       | $253728.43         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $2022.00           | $1985.06           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1001.31           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $982.54            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1061.60           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $923.08            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $2000.00           | $2011.34           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.42           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $993.23            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1012.19           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.39           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1059.50           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1068.07           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $1021.18           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $1019.12           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $1242945.00        | $1248533.89        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 6.5000%  | 0.0000% | $25896155.00       | $25557634.88       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $953.57            | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-05-20      | 4.5000%  | 0.0000% | $1001.00           | $72.97             | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-07-20      | 3.0000%  | 0.0000% | $1000.00           | $314.11            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-10-20      | 2.0000%  | 0.0000% | $220767.00         | $102843.84         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-04-20      | 3.5000%  | 0.0000% | $2024.00           | $1423.55           | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-06-20      | 3.5000%  | 0.0000% | $1024.00           | $725.34            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-03-20      | 3.5000%  | 0.0000% | $1008.00           | $700.67            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-02-20      | 2.5000%  | 0.0000% | $1387.00           | $880.40            | Agency Mortgage-Backed Securities  |
| GNMA          | 2072-10-20      | 7.2020%  | 0.0000% | $20127.00          | $18580.41          | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 5.5000%  | 0.0000% | $1000.00           | $924.26            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 5.5000%  | 0.0000% | $1000.00           | $806.28            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-20      | 7.5000%  | 0.0000% | $1000.00           | $789.21            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-11-20      | 8.0000%  | 0.0000% | $1000.00           | $1028.46           | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 7.5000%  | 0.0000% | $1006426.00        | $810917.43         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-04-20      | 5.5000%  | 0.0000% | $1000.00           | $977.24            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 5.5000%  | 0.0000% | $1000.00           | $993.80            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 7.5000%  | 0.0000% | $1000.00           | $515.04            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-08-20      | 7.5000%  | 0.0000% | $1000.00           | $510.64            | Agency Mortgage-Backed Securities  |
| GNMA          | 2073-08-20      | 6.5170%  | 0.0000% | $105621.00         | $43226.93          | Agency Mortgage-Backed Securities  |
| GNMA          | 2073-08-20      | 6.5510%  | 0.0000% | $3001.00           | $1383.60           | Agency Mortgage-Backed Securities  |
| GNMA          | 2073-10-20      | 6.5610%  | 0.0000% | $3000.00           | $1336.18           | Agency Mortgage-Backed Securities  |
| GNMA          | 2073-11-20      | 6.5730%  | 0.0000% | $2000.00           | $1260.27           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-09-20      | 6.0000%  | 0.0000% | $1000.00           | $1046.92           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-03-20      | 8.0000%  | 0.0000% | $1000.00           | $1061.60           | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 7.0000%  | 0.0000% | $1000.00           | $786.65            | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 7.0000%  | 0.0000% | $8427344.00        | $6657762.43        | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 7.0000%  | 0.0000% | $1000.00           | $550.48            | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 7.0000%  | 0.0000% | $1008.00           | $956.02            | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 7.0000%  | 0.0000% | $1024.00           | $753.96            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-07-20      | 7.5000%  | 0.0000% | $1000.00           | $1061.46           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-09-20      | 7.5000%  | 0.0000% | $1008.00           | $1027.07           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1029.29           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-11-20      | 6.0000%  | 0.0000% | $1000.00           | $992.97            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1031.37           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-10-20      | 6.5000%  | 0.0000% | $1000.00           | $779.42            | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-11-20      | 7.5000%  | 0.0000% | $1000.00           | $1073.63           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1032.53           | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1059.46           | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1035.30           | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-01-20      | 4.5000%  | 0.0000% | $1033.00           | $52.67             | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-06-20      | 4.5000%  | 0.0000% | $1026.00           | $42.37             | Agency Mortgage-Backed Securities  |
| GNMA          | 2038-11-15      | 6.0000%  | 0.0000% | $1001.00           | $13.89             | Agency Mortgage-Backed Securities  |
| USTR          | 2026-11-15      | 0.0000%  | 0.0000% | $396000.00         | $377641.04         | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 0.7500%  | 0.0000% | $56200.00          | $55988.13          | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 0.5000%  | 0.0000% | $6200.00           | $7931.44           | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 0.8750%  | 0.0000% | $500.00            | $627.77            | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $200.00            | $173.20            | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 0.7500%  | 0.0000% | $18370800.00       | $17931848.10       | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 0.7500%  | 0.0000% | $42100.00          | $40958.75          | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $10859700.00       | $10095329.03       | U.S. Treasuries (including strips) |
| USTR          | 2032-11-15      | 4.1250%  | 0.0000% | $931800.00         | $938962.85         | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.6250%  | 0.0000% | $900.00            | $905.32            | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 4.0000%  | 0.0000% | $274000.00         | $274606.91         | U.S. Treasuries (including strips) |
| USTR          | 2026-12-15      | 4.3750%  | 0.0000% | $7400.00           | $7472.38           | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 3.7500%  | 0.0000% | $100.00            | $99.88             | U.S. Treasuries (including strips) |
| USTR          | 2026-01-31      | 4.5309%  | 0.0000% | $200.00            | $200.20            | U.S. Treasuries (including strips) |
| USTR          | 2031-01-31      | 4.0000%  | 0.0000% | $4214500.00        | $4216493.46        | U.S. Treasuries (including strips) |
| USTR          | 2031-03-31      | 4.1250%  | 0.0000% | $68400.00          | $69749.46          | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 2.1250%  | 0.0000% | $37600.00          | $40398.16          | U.S. Treasuries (including strips) |
| USTR          | 2031-06-30      | 4.2500%  | 0.0000% | $1805200.00        | $1832240.38        | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $26400.00          | $26053.11          | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 4.1250%  | 0.0000% | $700.00            | $710.77            | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 4.2500%  | 0.0000% | $279000.00         | $282753.11         | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 4.2500%  | 0.0000% | $38160000.00       | $39240155.05       | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 3.7500%  | 0.0000% | $5555300.00        | $5587598.52        | U.S. Treasuries (including strips) |

### Security 110: FIXED INCOME CLEARING CORP-JP MORGAN

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 4.370000%
- **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: BNTAY5CN4
- **C.18 - Value (incl. sponsor support):** $3225000000.00
- **C.18.a - Value (excl. sponsor support):** $3225000000.00
- **C.19 - Percentage of Net Assets:** 15.0600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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? 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          | 2046-09-01      | 3.0000%  | 0.0000% | $885000.00         | $235805.07         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-09-01      | 4.0000%  | 0.0000% | $1674126.00        | $147369.15         | Agency Mortgage-Backed Securities |
| FMAC          | 2042-05-01      | 4.0000%  | 0.0000% | $59523968.00       | $9062465.23        | Agency Mortgage-Backed Securities |
| FMAC          | 2036-10-01      | 6.0000%  | 0.0000% | $14000000.00       | $655692.86         | Agency Mortgage-Backed Securities |
| FMAC          | 2043-02-01      | 3.5000%  | 0.0000% | $8986304.00        | $1299986.41        | Agency Mortgage-Backed Securities |
| FMAC          | 2032-09-01      | 3.5000%  | 0.0000% | $1150700.00        | $131175.90         | Agency Mortgage-Backed Securities |
| FMAC          | 2046-07-01      | 3.5000%  | 0.0000% | $40710000.00       | $9451318.09        | Agency Mortgage-Backed Securities |
| FMAC          | 2048-01-01      | 4.0000%  | 0.0000% | $1140796.00        | $142276.29         | Agency Mortgage-Backed Securities |
| FMAC          | 2035-11-01      | 1.5000%  | 0.0000% | $5674248.00        | $2497987.28        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $541000.00         | $414831.32         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 3.5000%  | 0.0000% | $258000.00         | $196565.25         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $145881856.00      | $130650756.25      | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 4.0000%  | 0.0000% | $31363520.00       | $26758783.14       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $336822524.00      | $310000680.19      | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $786169.00         | $768576.83         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 5.5000%  | 0.0000% | $2999700.00        | $2624301.10        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 3.5000%  | 0.0000% | $12828384.00       | $11120419.36       | Agency Mortgage-Backed Securities |
| GNMA          | 2042-04-15      | 3.0000%  | 0.0000% | $32500000.00       | $2649527.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2041-12-15      | 3.7500%  | 0.0000% | $88560.00          | $56103.40          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-02-15      | 3.0000%  | 0.0000% | $137000.00         | $19793.81          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-04-15      | 3.5000%  | 0.0000% | $50000.00          | $6699.50           | Agency Mortgage-Backed Securities |
| GNMA          | 2042-12-20      | 3.5000%  | 0.0000% | $3810450.00        | $458858.36         | Agency Mortgage-Backed Securities |
| GNMA          | 2027-04-20      | 3.5000%  | 0.0000% | $2574824.00        | $28675.16          | Agency Mortgage-Backed Securities |
| GNMA          | 2042-05-20      | 3.0000%  | 0.0000% | $1530000.00        | $127176.22         | Agency Mortgage-Backed Securities |
| GNMA          | 2028-01-20      | 2.0000%  | 0.0000% | $444249.00         | $12986.32          | Agency Mortgage-Backed Securities |
| GNMA          | 2028-04-20      | 2.5000%  | 0.0000% | $650000.00         | $23628.19          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-11-20      | 4.7500%  | 0.0000% | $78805920.00       | $1769524.85        | Agency Mortgage-Backed Securities |
| GNMA          | 2044-04-20      | 4.5000%  | 0.0000% | $75004800.00       | $1161387.70        | Agency Mortgage-Backed Securities |
| GNMA          | 2045-05-20      | 3.5000%  | 0.0000% | $114850.00         | $36225.07          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-05-20      | 3.5000%  | 0.0000% | $10317500.00       | $1102740.86        | Agency Mortgage-Backed Securities |
| GNMA          | 2046-12-20      | 2.5000%  | 0.0000% | $147650048.00      | $25391907.54       | Agency Mortgage-Backed Securities |
| GNMA          | 2028-10-20      | 6.5000%  | 0.0000% | $534789.00         | $67781.53          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-07-20      | 4.5000%  | 0.0000% | $1572604.00        | $118582.67         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-11-20      | 3.5000%  | 0.0000% | $151100000.00      | $18565223.13       | Agency Mortgage-Backed Securities |
| GNMA          | 2049-09-20      | 4.5000%  | 0.0000% | $1057290.00        | $125771.18         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-09-20      | 3.0000%  | 0.0000% | $1151644.00        | $72706.58          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-09-20      | 4.5000%  | 0.0000% | $12875584.00       | $409450.83         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 3.5000%  | 0.0000% | $4100000.00        | $281109.48         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-05-20      | 2.5000%  | 0.0000% | $200000.00         | $38793.61          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-06-20      | 2.5000%  | 0.0000% | $134486016.00      | $39379967.71       | Agency Mortgage-Backed Securities |
| GNMA          | 2035-06-20      | 4.5000%  | 0.0000% | $102477.00         | $48530.05          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-06-20      | 3.0000%  | 0.0000% | $1500000.00        | $234124.74         | Agency Mortgage-Backed Securities |
| GNMA          | 2037-05-20      | 4.5000%  | 0.0000% | $141434.00         | $111330.75         | Agency Mortgage-Backed Securities |
| GNMA          | 2037-06-20      | 1.5000%  | 0.0000% | $382912.00         | $190580.38         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 3.5000%  | 0.0000% | $1708152.00        | $857984.33         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-10-20      | 2.0000%  | 0.0000% | $3916270.00        | $2328629.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2037-09-20      | 4.5000%  | 0.0000% | $243418.00         | $128563.18         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-07-20      | 4.0000%  | 0.0000% | $802770.00         | $598605.76         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-08-20      | 3.0000%  | 0.0000% | $6709856.00        | $4380244.11        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-11-20      | 6.5000%  | 0.0000% | $290000.00         | $132425.86         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-03-20      | 2.5000%  | 0.0000% | $891075.00         | $601480.39         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-01-20      | 6.0000%  | 0.0000% | $1729999.00        | $1045839.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-02-20      | 5.0000%  | 0.0000% | $107594368.00      | $84940878.99       | Agency Mortgage-Backed Securities |
| GNMA          | 2053-03-20      | 4.5000%  | 0.0000% | $3263164.00        | $2628868.28        | Agency Mortgage-Backed Securities |
| GNMA          | 2038-12-20      | 6.5000%  | 0.0000% | $488677.00         | $419318.03         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-01-20      | 2.0000%  | 0.0000% | $240880.00         | $160403.81         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 3.5000%  | 0.0000% | $13464416.00       | $10965288.05       | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 4.0000%  | 0.0000% | $500000.00         | $452932.46         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 5.5000%  | 0.0000% | $16439616.00       | $15365707.94       | Agency Mortgage-Backed Securities |
| GNMA          | 2053-09-20      | 2.0000%  | 0.0000% | $409000.00         | $308575.26         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-10-20      | 3.5000%  | 0.0000% | $244075.00         | $181881.02         | Agency Mortgage-Backed Securities |
| GNMA          | 2038-11-20      | 6.5000%  | 0.0000% | $441196.00         | $318375.14         | Agency Mortgage-Backed Securities |
| GNMA          | 2039-05-20      | 6.5000%  | 0.0000% | $606559.00         | $591315.11         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-06-20      | 6.0000%  | 0.0000% | $45100000.00       | $37908267.95       | Agency Mortgage-Backed Securities |
| GNMA          | 2039-06-20      | 6.5000%  | 0.0000% | $457911.00         | $350698.70         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-08-15      | 3.0000%  | 0.0000% | $150256.00         | $15490.18          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-09-15      | 5.0000%  | 0.0000% | $909872.00         | $81090.77          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-08-15      | 4.5000%  | 0.0000% | $1377966.00        | $109690.17         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-07-15      | 4.5000%  | 0.0000% | $1997796.00        | $256636.14         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-08-15      | 4.5000%  | 0.0000% | $1889356.00        | $146913.07         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-10-15      | 4.5000%  | 0.0000% | $6563496.00        | $895282.33         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-10-15      | 4.0000%  | 0.0000% | $93000.00          | $30281.40          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-07-20      | 3.0000%  | 0.0000% | $275000.00         | $197717.93         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-10-20      | 3.5000%  | 0.0000% | $300000.00         | $219542.79         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-09-20      | 3.0000%  | 0.0000% | $275000.00         | $160390.68         | Agency Mortgage-Backed Securities |
| GNMA          | 2066-09-15      | 5.5500%  | 0.0000% | $5562480.00        | $5700557.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-06-20      | 3.0000%  | 0.0000% | $6308112.00        | $2707483.86        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-07-15      | 2.5000%  | 0.0000% | $10104672.00       | $3898676.38        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-06-20      | 4.0000%  | 0.0000% | $1072358.00        | $479175.63         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-08-20      | 3.0000%  | 0.0000% | $593269.00         | $365109.10         | Agency Mortgage-Backed Securities |
| GNMA          | 2031-05-20      | 7.0000%  | 0.0000% | $1225350.00        | $409206.37         | Agency Mortgage-Backed Securities |
| GNMA          | 2035-10-20      | 5.0000%  | 0.0000% | $9328080.00        | $3326881.05        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-09-20      | 4.0000%  | 0.0000% | $1000000.00        | $323688.69         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-11-15      | 2.5000%  | 0.0000% | $514958.00         | $244298.90         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-09-20      | 3.0000%  | 0.0000% | $690000.00         | $111156.96         | Agency Mortgage-Backed Securities |
| GNMA          | 2040-06-20      | 5.0000%  | 0.0000% | $1491558.00        | $576398.40         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-02-20      | 2.5000%  | 0.0000% | $117440.00         | $64397.96          | Agency Mortgage-Backed Securities |
| GNMA          | 2036-06-20      | 3.0000%  | 0.0000% | $1388734.00        | $1018207.30        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-05-20      | 2.5000%  | 0.0000% | $1897826.00        | $1330400.13        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-06-15      | 2.5000%  | 0.0000% | $8844256.00        | $6344689.66        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-07-20      | 3.5000%  | 0.0000% | $500000.00         | $74054.22          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-11-20      | 5.5000%  | 0.0000% | $1088882.00        | $267373.02         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 2.5000%  | 0.0000% | $1748826.00        | $1216638.54        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-04-20      | 3.0000%  | 0.0000% | $79720.00          | $22352.98          | Agency Mortgage-Backed Securities |
| GNMA          | 2044-12-20      | 3.0000%  | 0.0000% | $600000.00         | $328092.33         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-02-20      | 3.0000%  | 0.0000% | $150000.00         | $101286.94         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-03-20      | 3.5000%  | 0.0000% | $1146078.00        | $664573.23         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-11-20      | 2.5000%  | 0.0000% | $800000.00         | $529704.73         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-11-20      | 3.0000%  | 0.0000% | $900000.00         | $510726.05         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-11-20      | 3.0000%  | 0.0000% | $945527.00         | $327951.81         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-12-20      | 3.0000%  | 0.0000% | $225000.00         | $129826.88         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-03-20      | 3.0000%  | 0.0000% | $125000.00         | $45269.96          | Agency Mortgage-Backed Securities |
| GNMA          | 2042-11-20      | 3.0000%  | 0.0000% | $500000.00         | $329132.08         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-11-20      | 3.0000%  | 0.0000% | $3975000.00        | $2353536.92        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 5.5000%  | 0.0000% | $2853908.00        | $2717179.11        | Agency Mortgage-Backed Securities |
| GNMA          | 2039-11-20      | 3.5000%  | 0.0000% | $453187.00         | $417476.66         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-07-15      | 4.5000%  | 0.0000% | $297114.00         | $95890.76          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-08-15      | 3.0000%  | 0.0000% | $651952.00         | $270738.44         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-04-15      | 3.5000%  | 0.0000% | $475000.00         | $50839.12          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-11-20      | 4.0000%  | 0.0000% | $1087636.00        | $202262.51         | Agency Mortgage-Backed Securities |
| GNMA          | 2044-08-20      | 4.0000%  | 0.0000% | $58000.00          | $15952.87          | Agency Mortgage-Backed Securities |
| GNMA          | 2044-10-20      | 3.5000%  | 0.0000% | $520000.00         | $67691.10          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-03-15      | 3.0000%  | 0.0000% | $10850960.00       | $1073055.10        | Agency Mortgage-Backed Securities |
| GNMA          | 2045-08-15      | 5.0000%  | 0.0000% | $962144.00         | $20647.78          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-10-20      | 6.5000%  | 0.0000% | $1771140.00        | $1199309.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2062-09-20      | 5.0000%  | 0.0000% | $3753072.00        | $2510131.31        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-06-20      | 6.5000%  | 0.0000% | $14190.00          | $14529.47          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-02-15      | 6.5000%  | 0.0000% | $2570832.00        | $2433795.82        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-12-20      | 6.0000%  | 0.0000% | $1068058.00        | $1115521.54        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-15      | 6.1300%  | 0.0000% | $722702.00         | $796876.76         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 6.0000%  | 0.0000% | $922570.00         | $810626.81         | Agency Mortgage-Backed Securities |
| GNMA          | 2063-06-20      | 6.5000%  | 0.0000% | $1014408.00        | $436188.38         | Agency Mortgage-Backed Securities |
| GNMA          | 2063-01-20      | 6.5000%  | 0.0000% | $276263.00         | $280896.48         | Agency Mortgage-Backed Securities |
| GNMA          | 2058-11-15      | 5.9900%  | 0.0000% | $23100.00          | $24044.53          | Agency Mortgage-Backed Securities |
| GNMA          | 2063-04-20      | 6.5000%  | 0.0000% | $67708.00          | $68872.29          | Agency Mortgage-Backed Securities |
| GNMA          | 2044-12-20      | 4.5000%  | 0.0000% | $1117018.00        | $724645.94         | Agency Mortgage-Backed Securities |
| GNMA          | 2063-06-20      | 6.0000%  | 0.0000% | $621921.00         | $247268.91         | Agency Mortgage-Backed Securities |
| GNMA          | 2063-06-20      | 6.0000%  | 0.0000% | $12531648.00       | $6932349.52        | Agency Mortgage-Backed Securities |
| GNMA          | 2063-04-20      | 6.5000%  | 0.0000% | $331418.00         | $135307.69         | Agency Mortgage-Backed Securities |
| GNMA          | 2063-06-20      | 6.5000%  | 0.0000% | $3772924.00        | $1230130.86        | Agency Mortgage-Backed Securities |
| GNMA          | 2063-05-20      | 6.5000%  | 0.0000% | $7144368.00        | $3189174.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2062-11-20      | 6.5000%  | 0.0000% | $90289.00          | $91798.40          | Agency Mortgage-Backed Securities |
| GNMA          | 2063-05-20      | 6.5000%  | 0.0000% | $11738896.00       | $7867513.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2063-04-20      | 6.5000%  | 0.0000% | $417687.00         | $117429.95         | Agency Mortgage-Backed Securities |
| GNMA          | 2058-12-15      | 6.0300%  | 0.0000% | $466054.00         | $488690.15         | Agency Mortgage-Backed Securities |
| GNMA          | 2066-04-15      | 5.8300%  | 0.0000% | $822631.00         | $867203.07         | Agency Mortgage-Backed Securities |
| GNMA          | 2063-08-20      | 6.0000%  | 0.0000% | $1124672.00        | $276230.81         | Agency Mortgage-Backed Securities |
| GNMA          | 2063-08-20      | 6.5000%  | 0.0000% | $515380.00         | $177482.90         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-01-20      | 4.0000%  | 0.0000% | $1584636.00        | $1299815.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-10-20      | 7.5000%  | 0.0000% | $1033926.00        | $528985.35         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.0000%  | 0.0000% | $1250010.00        | $1207085.56        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-04-20      | 6.5000%  | 0.0000% | $1115130.00        | $1150232.30        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-01-20      | 2.5000%  | 0.0000% | $1007636.00        | $810051.28         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-01-20      | 7.5000%  | 0.0000% | $2695836.00        | $1361315.08        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.5000%  | 0.0000% | $1782664.00        | $164303.10         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-02-20      | 7.0000%  | 0.0000% | $1139144.00        | $582999.89         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.5000%  | 0.0000% | $1277192.00        | $1077042.70        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.5000%  | 0.0000% | $1527570.00        | $1049546.23        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-04-20      | 5.0000%  | 0.0000% | $1285452.00        | $1172661.75        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.5000%  | 0.0000% | $3124640.00        | $2434249.83        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-02-20      | 7.5000%  | 0.0000% | $100019.00         | $103201.27         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.5000%  | 0.0000% | $4933352.00        | $5064643.81        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.0000%  | 0.0000% | $1257492.00        | $1095605.38        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-06-20      | 6.5000%  | 0.0000% | $1125814.00        | $827764.47         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-05-20      | 2.5000%  | 0.0000% | $66401.00          | $52587.28          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-11-20      | 6.5000%  | 0.0000% | $58389.00          | $59868.13          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-06-20      | 7.5000%  | 0.0000% | $1478938.00        | $573206.84         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.5000%  | 0.0000% | $1352710.00        | $1406139.45        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.0000%  | 0.0000% | $1107276.00        | $1023993.88        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 7.5000%  | 0.0000% | $1865378.00        | $1973645.77        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-05-20      | 6.5000%  | 0.0000% | $11111.00          | $11346.43          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 6.0000%  | 0.0000% | $27122.00          | $27978.99          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-07-20      | 6.5000%  | 0.0000% | $9193.00           | $9411.25           | Agency Mortgage-Backed Securities |
| GNMA          | 2064-10-20      | 6.5000%  | 0.0000% | $88639.00          | $48166.81          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-08-20      | 6.5000%  | 0.0000% | $73309.00          | $74965.58          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-08-20      | 6.5000%  | 0.0000% | $85997.00          | $85600.04          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 7.0000%  | 0.0000% | $2002072.00        | $1421140.77        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-08-20      | 6.5000%  | 0.0000% | $58146.00          | $41820.08          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-09-20      | 7.0000%  | 0.0000% | $7455504.00        | $5486990.03        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-01-20      | 6.5000%  | 0.0000% | $1555044.00        | $1595882.15        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-08-20      | 4.5000%  | 0.0000% | $604785.00         | $217167.96         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-10-20      | 6.5000%  | 0.0000% | $81788.00          | $83799.81          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-10-20      | 6.5000%  | 0.0000% | $244926.00         | $239040.32         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-09-20      | 6.0000%  | 0.0000% | $6882344.00        | $3830428.89        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-09-20      | 6.0000%  | 0.0000% | $1334154.00        | $562355.38         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-06-20      | 7.5000%  | 0.0000% | $93556.00          | $96678.50          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 6.0000%  | 0.0000% | $1171390.00        | $1196089.81        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 7.5000%  | 0.0000% | $3002452.00        | $3205024.02        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-05-20      | 6.5000%  | 0.0000% | $10390.00          | $10642.86          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 4.5000%  | 0.0000% | $9416880.00        | $8795518.78        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-10-20      | 6.5000%  | 0.0000% | $4526290.00        | $4205564.93        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-09-20      | 6.5000%  | 0.0000% | $106573.00         | $78226.29          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-11-20      | 5.5000%  | 0.0000% | $1649420.00        | $1558287.63        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-12-20      | 6.0000%  | 0.0000% | $1768112.00        | $1784251.32        | Agency Mortgage-Backed Securities |
| GNMA          | 2059-12-15      | 5.4800%  | 0.0000% | $1375352.00        | $1404310.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-10-20      | 6.5000%  | 0.0000% | $56074.00          | $57481.27          | Agency Mortgage-Backed Securities |
| GNMA          | 2065-02-20      | 6.5000%  | 0.0000% | $33184.00          | $34065.39          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-10-20      | 4.5000%  | 0.0000% | $137358.00         | $128951.66         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-12-20      | 6.5000%  | 0.0000% | $444469.00         | $430677.52         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-01-20      | 6.0000%  | 0.0000% | $1509830.00        | $1525106.74        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 4.5000%  | 0.0000% | $1534580.00        | $1444333.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-12-20      | 6.5000%  | 0.0000% | $47072.00          | $48138.14          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-12-20      | 6.5000%  | 0.0000% | $10103952.00       | $9841700.24        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $1142550.00        | $1192697.81        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.0000%  | 0.0000% | $1042546.00        | $1078826.60        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-11-20      | 4.5000%  | 0.0000% | $401206.00         | $377379.60         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 6.0000%  | 0.0000% | $326155.00         | $329573.31         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 7.0000%  | 0.0000% | $3452408.00        | $3635242.21        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-02-20      | 6.5000%  | 0.0000% | $506081.00         | $519528.57         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 5.5000%  | 0.0000% | $1126884.00        | $1120489.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-12-20      | 4.5000%  | 0.0000% | $117624.00         | $110604.45         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-02-20      | 4.5000%  | 0.0000% | $97098.00          | $91296.86          | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 6.5000%  | 0.0000% | $1083028.00        | $1113165.22        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-02-20      | 6.5000%  | 0.0000% | $71708.00          | $73675.21          | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 6.5000%  | 0.0000% | $208588.00         | $214312.32         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $4290904.00        | $4450433.83        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 6.5000%  | 0.0000% | $2951176.00        | $3032009.20        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-06-20      | 5.5000%  | 0.0000% | $18015584.00       | $17880332.71       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $15187520.00       | $15808550.48       | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 7.0000%  | 0.0000% | $2724496.00        | $2820650.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 6.0000%  | 0.0000% | $543739.00         | $549759.15         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $1609590.00        | $1705540.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $8364176.00        | $8866316.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 6.0000%  | 0.0000% | $1016842.00        | $1028998.37        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 5.5000%  | 0.0000% | $183448.00         | $181985.27         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 5.5000%  | 0.0000% | $89764.00          | $89047.92          | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 5.5000%  | 0.0000% | $512055.00         | $507779.77         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 5.5000%  | 0.0000% | $474437.00         | $470346.51         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $1720148.00        | $1802241.57        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 5.0000%  | 0.0000% | $2959680.00        | $2902176.81        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $6233224.00        | $6316861.56        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 6.0000%  | 0.0000% | $1026050.00        | $1037833.52        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 6.5000%  | 0.0000% | $1119602.00        | $1150756.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 6.5000%  | 0.0000% | $5749264.00        | $5905451.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-06-20      | 6.0000%  | 0.0000% | $3197128.00        | $3235173.49        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-06-20      | 7.0000%  | 0.0000% | $4709376.00        | $4878997.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $1989918.00        | $2087560.09        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 5.5000%  | 0.0000% | $377124.00         | $374119.06         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $937076.00         | $965842.87         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $960039.00         | $987832.99         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $1628280.00        | $1651618.19        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.0000%  | 0.0000% | $1565224.00        | $1545853.73        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.0000%  | 0.0000% | $3565828.00        | $3507952.81        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $2122384.00        | $2212309.93        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $3721404.00        | $3878910.82        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $4226936.00        | $4404609.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $2619676.00        | $2732157.72        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.0000%  | 0.0000% | $1458546.00        | $1442276.97        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 7.0000%  | 0.0000% | $22616672.00       | $23085298.02       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $2529284.00        | $2612256.72        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-06-20      | 7.0000%  | 0.0000% | $900212.00         | $932648.12         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $2216048.00        | $2230055.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.0000%  | 0.0000% | $1155778.00        | $1133464.38        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 5.5000%  | 0.0000% | $1464660.00        | $1487478.42        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.0000%  | 0.0000% | $1105274.00        | $1089395.77        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 5.5000%  | 0.0000% | $105335.00         | $104545.86         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $3576130.00        | $3755308.72        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.0000%  | 0.0000% | $1005974.00        | $986538.94         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.0000%  | 0.0000% | $7014400.00        | $6878099.02        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 6.0000%  | 0.0000% | $2330104.00        | $2357947.09        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 6.5000%  | 0.0000% | $392304.00         | $403220.65         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.0000%  | 0.0000% | $3112248.00        | $3056431.38        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $2970736.00        | $2992959.54        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $19205056.00       | $20467667.47       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 7.0000%  | 0.0000% | $29581376.00       | $31551830.89       | Agency Mortgage-Backed Securities |
| GNMA          | 2065-06-20      | 6.5000%  | 0.0000% | $10898768.00       | $11206185.92       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 5.5000%  | 0.0000% | $4783432.00        | $4824159.73        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 5.5000%  | 0.0000% | $4313880.00        | $4350609.81        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $1886572.00        | $1970987.92        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-06-20      | 6.5000%  | 0.0000% | $3242812.00        | $3334277.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 5.5000%  | 0.0000% | $3613484.00        | $3648691.38        | Agency Mortgage-Backed Securities |
| GNMA          | 2040-05-20      | 6.0000%  | 0.0000% | $760280.00         | $757330.63         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-03-20      | 3.0000%  | 0.0000% | $122597.00         | $106695.43         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 4.5000%  | 0.0000% | $231339520.00      | $220278008.75      | Agency Mortgage-Backed Securities |
| GNMA          | 2040-07-20      | 5.5000%  | 0.0000% | $5100496.00        | $5212035.34        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $1577633792.00     | $1611221615.43     | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.0000%  | 0.0000% | $40855232.00       | $40978396.92       | Agency Mortgage-Backed Securities |
| GNMA          | 2040-03-20      | 5.5000%  | 0.0000% | $908301.00         | $905195.68         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-02-20      | 6.0000%  | 0.0000% | $1646636.00        | $1662946.57        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-02-20      | 5.5000%  | 0.0000% | $4673632.00        | $4644377.35        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-02-20      | 6.0000%  | 0.0000% | $1180430.00        | $1191001.52        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $25234752.00       | $26936226.38       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 5.0000%  | 0.0000% | $3039940.00        | $2986279.32        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $14890976.00       | $15087442.11       | Agency Mortgage-Backed Securities |
| GNMA          | 2065-02-20      | 6.5000%  | 0.0000% | $497546.00         | $510968.62         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $2280980.00        | $2277178.06        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-01-20      | 6.5000%  | 0.0000% | $88616.00          | $90948.73          | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 5.0000%  | 0.0000% | $5134832.00        | $4997453.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 6.0000%  | 0.0000% | $112172672.00      | $113265779.99      | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 5.5000%  | 0.0000% | $9403392.00        | $8873109.72        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 6.5000%  | 0.0000% | $35977088.00       | $36018822.13       | Agency Mortgage-Backed Securities |
| GNMA          | 2065-02-20      | 4.5000%  | 0.0000% | $991333.00         | $932863.80         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 4.5000%  | 0.0000% | $684142.00         | $642776.29         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $1465160.00        | $1521193.52        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-02-20      | 5.5000%  | 0.0000% | $267664.00         | $265517.87         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-12-20      | 4.5000%  | 0.0000% | $132261.00         | $124552.42         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $1548156.00        | $1569008.18        | Agency Mortgage-Backed Securities |
| GNMA          | 2046-05-15      | 4.5000%  | 0.0000% | $226810.00         | $13730.47          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-10-15      | 2.5000%  | 0.0000% | $476604.00         | $244401.68         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-04-15      | 3.0000%  | 0.0000% | $319683.00         | $199861.58         | Agency Mortgage-Backed Securities |
| GNMA          | 2044-08-20      | 4.0000%  | 0.0000% | $106000.00         | $15616.06          | Agency Mortgage-Backed Securities |
| GNMA          | 2032-12-15      | 5.5000%  | 0.0000% | $1392440.00        | $25587.75          | Agency Mortgage-Backed Securities |
| GNMA          | 2032-09-20      | 6.5000%  | 0.0000% | $5847679.00        | $19702.02          | Agency Mortgage-Backed Securities |
| GNMA          | 2032-10-20      | 6.5000%  | 0.0000% | $3570340.00        | $10756.67          | Agency Mortgage-Backed Securities |
| GNMA          | 2039-07-20      | 5.0000%  | 0.0000% | $390000.00         | $11381.10          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-05-20      | 5.0000%  | 0.0000% | $2249132.00        | $78659.77          | Agency Mortgage-Backed Securities |
| GNMA          | 2041-03-15      | 4.0000%  | 0.0000% | $250000.00         | $17913.00          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-12-15      | 4.0000%  | 0.0000% | $225000.00         | $17847.57          | Agency Mortgage-Backed Securities |
| GNMA          | 2030-09-20      | 3.5000%  | 0.0000% | $616463.00         | $20691.64          | Agency Mortgage-Backed Securities |
| GNMA          | 2027-08-20      | 4.6250%  | 0.0000% | $17850364.00       | $6662.81           | Agency Mortgage-Backed Securities |
| GNMA          | 2038-08-20      | 4.6250%  | 0.0000% | $49999996.00       | $78400.34          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-11-20      | 5.0000%  | 0.0000% | $354000.00         | $99161.91          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-06-20      | 2.5000%  | 0.0000% | $133000.00         | $74035.62          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-01-20      | 2.5000%  | 0.0000% | $90000.00          | $57143.96          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-02-20      | 2.5000%  | 0.0000% | $64706432.00       | $48894077.74       | Agency Mortgage-Backed Securities |
| GNMA          | 2033-09-15      | 5.0000%  | 0.0000% | $830992.00         | $10555.91          | Agency Mortgage-Backed Securities |
| GNMA          | 2036-03-15      | 5.0000%  | 0.0000% | $703790.00         | $26562.55          | Agency Mortgage-Backed Securities |
| GNMA          | 2036-12-15      | 6.0000%  | 0.0000% | $2214968.00        | $11004.50          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-07-15      | 6.5000%  | 0.0000% | $538597.00         | $10217.33          | Agency Mortgage-Backed Securities |
| GNMA          | 2039-01-15      | 5.5000%  | 0.0000% | $381245.00         | $6707.83           | Agency Mortgage-Backed Securities |
| GNMA          | 2039-11-15      | 5.0000%  | 0.0000% | $14081952.00       | $796862.67         | Agency Mortgage-Backed Securities |
| GNMA          | 2040-03-15      | 5.0000%  | 0.0000% | $9538608.00        | $2419410.66        | Agency Mortgage-Backed Securities |

### Security 111: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARK 4.370000%
- **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: BNTAY5CQ7
- **C.18 - Value (incl. sponsor support):** $160000000.00
- **C.18.a - Value (excl. sponsor support):** $160000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2052-05-01      | 4.1000%  | 0.0000% | $2329579.00        | $1952224.96        | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-09-01      | 3.7000%  | 0.0000% | $4407914.00        | $3848350.30        | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-11-01      | 2.4000%  | 0.0000% | $7239078.00        | $5588199.03        | Agency Mortgage-Backed Securities  |
| FMAC          | 2030-05-01      | 4.1900%  | 0.0000% | $2500000.00        | $2457829.17        | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-09-01      | 3.7800%  | 0.0000% | $1262780.00        | $1171026.41        | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-08-01      | 3.8400%  | 0.0000% | $1813483.00        | $1724109.12        | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-07-01      | 3.7750%  | 0.0000% | $2684695.00        | $2542641.97        | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-08-01      | 3.7500%  | 0.0000% | $5477000.00        | $5328003.69        | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-08-01      | 3.8500%  | 0.0000% | $3647673.00        | $3421109.95        | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-02-01      | 4.0800%  | 0.0000% | $1005733.00        | $971236.36         | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-01-01      | 3.9300%  | 0.0000% | $5788263.00        | $5410080.40        | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-02-01      | 4.0600%  | 0.0000% | $1272878.00        | $1223023.61        | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-02-01      | 3.9000%  | 0.0000% | $3772000.00        | $3589231.51        | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-02-01      | 3.9600%  | 0.0000% | $3562190.00        | $3399893.06        | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-02-01      | 3.8700%  | 0.0000% | $1575029.00        | $1490946.08        | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-02-01      | 3.7100%  | 0.0000% | $4206903.00        | $3943401.01        | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-12-01      | 1.7400%  | 0.0000% | $2990000.00        | $2615391.87        | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-10-01      | 2.3100%  | 0.0000% | $2960649.00        | $2038924.95        | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-01-01      | 1.9750%  | 0.0000% | $540000.00         | $462473.73         | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-12-01      | 2.4100%  | 0.0000% | $213848.00         | $148835.29         | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-07-01      | 4.2400%  | 0.0000% | $4050000.00        | $3979928.25        | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-07-01      | 3.8800%  | 0.0000% | $4340000.00        | $4178674.97        | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-02-01      | 4.5000%  | 0.0000% | $5880000.00        | $5867816.64        | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-04-01      | 4.7100%  | 0.0000% | $3544817.00        | $3477618.79        | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-04-01      | 4.1400%  | 0.0000% | $2556.00           | $2550.36           | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-08-01      | 4.6300%  | 0.0000% | $9039.00           | $9150.16           | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-05-01      | 4.4900%  | 0.0000% | $4005000.00        | $3975285.57        | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-06-01      | 4.6800%  | 0.0000% | $1446104.00        | $1459466.01        | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-03-01      | 4.8150%  | 0.0000% | $2710000.00        | $2752841.03        | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-09-01      | 4.6400%  | 0.0000% | $2518.00           | $2550.95           | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-09-01      | 5.0600%  | 0.0000% | $1004000.00        | $1018116.58        | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-11-01      | 5.4000%  | 0.0000% | $1858000.00        | $1936102.89        | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-03-01      | 5.2250%  | 0.0000% | $1937000.00        | $1982963.73        | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-10-01      | 5.3800%  | 0.0000% | $2019000.00        | $2088536.08        | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-03-01      | 5.0600%  | 0.0000% | $2334942.00        | $2334695.75        | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-03-01      | 5.1200%  | 0.0000% | $1999000.00        | $2048050.80        | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-08-01      | 5.2700%  | 0.0000% | $3870000.00        | $3961933.35        | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-05-01      | 4.8300%  | 0.0000% | $1387640.00        | $1409627.15        | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-04-01      | 5.0300%  | 0.0000% | $3338406.00        | $3418770.43        | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-11-01      | 5.0300%  | 0.0000% | $3300000.00        | $3363692.20        | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-11-01      | 5.0300%  | 0.0000% | $4416000.00        | $4501231.74        | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-03-01      | 5.1900%  | 0.0000% | $1281090.00        | $1323924.52        | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-07-01      | 4.1000%  | 0.0000% | $6134100.00        | $6062218.58        | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-07-01      | 4.3700%  | 0.0000% | $4651000.00        | $4654802.97        | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-04-01      | 4.8600%  | 0.0000% | $5164798.00        | $5240929.71        | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-05-01      | 5.1500%  | 0.0000% | $1999.00           | $2054.88           | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-05-01      | 4.9450%  | 0.0000% | $4210000.00        | $4300013.31        | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-05-01      | 4.8900%  | 0.0000% | $2966.00           | $3020.36           | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-06-01      | 4.5100%  | 0.0000% | $1496495.00        | $1493369.32        | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-06-01      | 4.8950%  | 0.0000% | $2900000.00        | $2960610.48        | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-06-01      | 4.9350%  | 0.0000% | $2200000.00        | $2249877.30        | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-06-01      | 4.8650%  | 0.0000% | $4068880.00        | $4140012.84        | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-06-01      | 4.7400%  | 0.0000% | $2994154.00        | $3024308.13        | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-06-01      | 4.5500%  | 0.0000% | $4387000.00        | $4419164.02        | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-06-01      | 4.5600%  | 0.0000% | $5067540.00        | $5107006.00        | Agency Mortgage-Backed Securities  |
| USTR          | 2027-10-31      | 0.5000%  | 0.0000% | $12821400.00       | $11900477.30       | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 3.7500%  | 0.0000% | $699500.00         | $698226.89         | U.S. Treasuries (including strips) |

### Security 112: BANK OF AMERICA NA

- **C.1 - Title:** TRI-PARTY BANK OF AMERICA 4.370000%
- **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: BNTAY5D45
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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? 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          | 2045-06-01      | 3.0000%  | 0.0000% | $500000000.00      | $64135177.99       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $265400993.00      | $64276312.50       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-03-01      | 4.0000%  | 0.0000% | $131233013.00      | $19160892.27       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $152664015.00      | $64186684.67       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $154317619.00      | $64941068.18       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $56283385.00       | $32299864.49       | Agency Mortgage-Backed Securities |

### Security 113: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES 4.370000%
- **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: BNTAY5D52
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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? 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          | 2028-02-25      | 1.1000%  | 0.0000% | $20000000.00       | $18656933.33       | Agency Debentures and Agency Strips |
| FHLB          | 2026-09-22      | 1.0000%  | 0.0000% | $3110000.00        | $3011762.36        | Agency Debentures and Agency Strips |
| FHLB          | 2026-12-21      | 1.2500%  | 0.0000% | $50000.00          | $48126.84          | Agency Debentures and Agency Strips |
| FHLB          | 2026-11-17      | 4.6250%  | 0.0000% | $45000.00          | $45702.85          | Agency Debentures and Agency Strips |
| FHLB          | 2025-11-12      | 0.0000%  | 0.0000% | $647000.00         | $639104.01         | Agency Debentures and Agency Strips |
| FMAC          | 2027-10-13      | 0.9000%  | 0.0000% | $10000000.00       | $9352600.00        | Agency Debentures and Agency Strips |
| FMAC          | 2027-08-26      | 4.0000%  | 0.0000% | $20000000.00       | $20286644.44       | Agency Debentures and Agency Strips |
| FMAC          | 2026-06-08      | 3.6000%  | 0.0000% | $50000000.00       | $49960000.00       | Agency Debentures and Agency Strips |

### Security 114: NATWEST MARKETS SECURITIES INC

- **C.1 - Title:** TRI-PARTY NATWEST MARKETS SECURI 4.370000%
- **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: BNTAY5DM5
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 3.2700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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? 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          | 2027-06-09      | 3.0400%  | 0.0000% | $85000.00          | $83948.64          | Agency Debentures and Agency Strips |
| FHLB          | 2025-12-04      | 2.6000%  | 0.0000% | $50000.00          | $49895.03          | Agency Debentures and Agency Strips |
| FHLB          | 2025-12-12      | 2.6250%  | 0.0000% | $185000.00         | $184507.88         | Agency Debentures and Agency Strips |
| FHLB          | 2026-09-11      | 1.8750%  | 0.0000% | $100000.00         | $98437.27          | Agency Debentures and Agency Strips |
| FHLB          | 2027-09-10      | 2.6250%  | 0.0000% | $200000.00         | $196876.05         | Agency Debentures and Agency Strips |
| FHLB          | 2027-06-11      | 3.1250%  | 0.0000% | $605000.00         | $597457.64         | Agency Debentures and Agency Strips |
| FHLB          | 2028-06-09      | 3.5000%  | 0.0000% | $250000.00         | $248501.39         | Agency Debentures and Agency Strips |
| FHLB          | 2028-11-16      | 3.2500%  | 0.0000% | $240000.00         | $237457.40         | Agency Debentures and Agency Strips |
| FHLB          | 2039-06-10      | 3.2500%  | 0.0000% | $250000.00         | $207342.54         | Agency Debentures and Agency Strips |
| FHLB          | 2026-12-04      | 2.3000%  | 0.0000% | $150000.00         | $147109.00         | Agency Debentures and Agency Strips |
| FHLB          | 2028-12-08      | 2.0000%  | 0.0000% | $90000.00          | $84851.95          | Agency Debentures and Agency Strips |
| FHLB          | 2027-09-10      | 0.6250%  | 0.0000% | $95000.00          | $88838.57          | Agency Debentures and Agency Strips |
| FHLB          | 2027-06-11      | 1.0000%  | 0.0000% | $150000.00         | $142259.83         | Agency Debentures and Agency Strips |
| FHLB          | 2026-06-12      | 0.8750%  | 0.0000% | $500000.00         | $486494.49         | Agency Debentures and Agency Strips |
| FHLB          | 2028-09-08      | 1.0000%  | 0.0000% | $85000.00          | $78229.01          | Agency Debentures and Agency Strips |
| FHLB          | 2026-12-21      | 1.2500%  | 0.0000% | $1095000.00        | $1054604.23        | Agency Debentures and Agency Strips |
| FHLB          | 2032-03-12      | 2.0000%  | 0.0000% | $40000.00          | $35162.77          | Agency Debentures and Agency Strips |
| FHLB          | 2027-12-10      | 4.2500%  | 0.0000% | $25000.00          | $25301.97          | Agency Debentures and Agency Strips |
| FHLB          | 2026-12-11      | 4.5000%  | 0.0000% | $1000000.00        | $1012004.00        | Agency Debentures and Agency Strips |
| FHLB          | 2033-06-10      | 4.0000%  | 0.0000% | $200000.00         | $195547.33         | Agency Debentures and Agency Strips |
| FHLB          | 2028-06-30      | 4.0000%  | 0.0000% | $6625000.00        | $6669588.45        | Agency Debentures and Agency Strips |
| FHLB          | 2027-12-10      | 4.7500%  | 0.0000% | $600000.00         | $614068.90         | Agency Debentures and Agency Strips |
| FHLB          | 2026-11-17      | 4.6250%  | 0.0000% | $9660000.00        | $9816578.40        | Agency Debentures and Agency Strips |
| FHLB          | 2027-01-15      | 4.1250%  | 0.0000% | $425000.00         | $426463.00         | Agency Debentures and Agency Strips |
| FHLB          | 2034-03-10      | 4.3750%  | 0.0000% | $325000.00         | $327634.91         | Agency Debentures and Agency Strips |
| FHLB          | 2027-04-09      | 4.7500%  | 0.0000% | $3630000.00        | $3727951.11        | Agency Debentures and Agency Strips |
| FHLB          | 2025-09-12      | 5.1250%  | 0.0000% | $500000.00         | $510257.60         | Agency Debentures and Agency Strips |
| FHLB          | 2029-06-08      | 4.6250%  | 0.0000% | $1965000.00        | $2025659.60        | Agency Debentures and Agency Strips |
| FHLB          | 2026-10-09      | 4.0000%  | 0.0000% | $585000.00         | $591944.21         | Agency Debentures and Agency Strips |
| FHLB          | 2026-01-16      | 4.2500%  | 0.0000% | $235000.00         | $235430.01         | Agency Debentures and Agency Strips |
| FHLB          | 2027-03-10      | 4.0000%  | 0.0000% | $2105000.00        | $2137238.55        | Agency Debentures and Agency Strips |
| FHLB          | 2027-12-10      | 2.5000%  | 0.0000% | $100000.00         | $97028.47          | Agency Debentures and Agency Strips |
| FHLB          | 2028-08-21      | 6.0700%  | 0.0000% | $75000.00          | $81583.56          | Agency Debentures and Agency Strips |
| FHLB          | 2030-02-15      | 7.1250%  | 0.0000% | $5000000.00        | $5808605.83        | Agency Debentures and Agency Strips |
| FHLB          | 2036-03-14      | 5.1250%  | 0.0000% | $35000.00          | $36986.48          | Agency Debentures and Agency Strips |
| FHLB          | 2036-03-14      | 5.6250%  | 0.0000% | $7805000.00        | $8575230.57        | Agency Debentures and Agency Strips |
| FHLB          | 2036-07-15      | 5.5000%  | 0.0000% | $14390000.00       | $15541249.56       | Agency Debentures and Agency Strips |
| FMAC          | 2031-03-15      | 6.7500%  | 0.0000% | $1153000.00        | $1337296.67        | Agency Debentures and Agency Strips |
| FMAC          | 2032-07-15      | 6.2500%  | 0.0000% | $285000.00         | $320946.14         | Agency Debentures and Agency Strips |
| FNMA          | 2030-05-15      | 0.0000%  | 0.0000% | $2053000.00        | $1684188.81        | Agency Debentures and Agency Strips |
| FNMA          | 2029-05-15      | 6.2500%  | 0.0000% | $17899000.00       | $19584592.57       | Agency Debentures and Agency Strips |
| FNMA          | 2030-01-15      | 7.1250%  | 0.0000% | $50296000.00       | $56819122.97       | Agency Debentures and Agency Strips |
| FNMA          | 2030-05-15      | 7.2500%  | 0.0000% | $1066000.00        | $1233332.74        | Agency Debentures and Agency Strips |
| FNMA          | 2030-11-15      | 6.6250%  | 0.0000% | $2306000.00        | $2617017.39        | Agency Debentures and Agency Strips |
| FNMA          | 2030-08-05      | 0.8750%  | 0.0000% | $378000.00         | $327181.60         | Agency Debentures and Agency Strips |
| FNMA          | 2027-10-08      | 0.7500%  | 0.0000% | $13818000.00       | $12938168.79       | Agency Debentures and Agency Strips |
| FNMA          | 2026-09-24      | 1.8750%  | 0.0000% | $1846000.00        | $1812673.39        | Agency Debentures and Agency Strips |
| USTR          | 2025-08-07      | 0.0000%  | 0.0000% | $735400.00         | $734877.13         | U.S. Treasuries (including strips)  |
| USTR          | 2025-09-04      | 0.0000%  | 0.0000% | $15926300.00       | $15862148.86       | U.S. Treasuries (including strips)  |
| USTR          | 2025-10-02      | 0.0000%  | 0.0000% | $2659600.00        | $2640155.66        | U.S. Treasuries (including strips)  |
| USTR          | 2025-10-30      | 0.0000%  | 0.0000% | $33141800.00       | $32790496.92       | U.S. Treasuries (including strips)  |
| USTR          | 2025-11-28      | 0.0000%  | 0.0000% | $11772200.00       | $11608330.98       | U.S. Treasuries (including strips)  |
| USTR          | 2025-12-26      | 0.0000%  | 0.0000% | $10496100.00       | $10317487.87       | U.S. Treasuries (including strips)  |
| USTR          | 2026-01-22      | 0.0000%  | 0.0000% | $23256900.00       | $22792110.85       | U.S. Treasuries (including strips)  |
| USTR          | 2026-02-19      | 0.0000%  | 0.0000% | $14479000.00       | $14148965.67       | U.S. Treasuries (including strips)  |
| USTR          | 2025-08-14      | 0.0000%  | 0.0000% | $34896900.00       | $34843158.77       | U.S. Treasuries (including strips)  |
| USTR          | 2025-08-21      | 0.0000%  | 0.0000% | $3073900.00        | $3066596.41        | U.S. Treasuries (including strips)  |
| USTR          | 2025-08-28      | 0.0000%  | 0.0000% | $7276900.00        | $7253577.54        | U.S. Treasuries (including strips)  |
| USTR          | 2026-03-19      | 0.0000%  | 0.0000% | $468800.00         | $456689.02         | U.S. Treasuries (including strips)  |
| USTR          | 2025-09-11      | 0.0000%  | 0.0000% | $30000600.00       | $29854467.08       | U.S. Treasuries (including strips)  |
| USTR          | 2025-09-25      | 0.0000%  | 0.0000% | $14608100.00       | $14513030.49       | U.S. Treasuries (including strips)  |
| USTR          | 2026-04-16      | 0.0000%  | 0.0000% | $24995900.00       | $24275568.15       | U.S. Treasuries (including strips)  |
| USTR          | 2025-10-09      | 0.0000%  | 0.0000% | $9200200.00        | $9125347.17        | U.S. Treasuries (including strips)  |
| USTR          | 2025-10-23      | 0.0000%  | 0.0000% | $499800.00         | $494914.46         | U.S. Treasuries (including strips)  |
| USTR          | 2025-08-05      | 0.0000%  | 0.0000% | $9867500.00        | $9862852.41        | U.S. Treasuries (including strips)  |
| USTR          | 2025-08-12      | 0.0000%  | 0.0000% | $7695700.00        | $7685664.81        | U.S. Treasuries (including strips)  |
| USTR          | 2025-08-19      | 0.0000%  | 0.0000% | $13375800.00       | $13347256.04       | U.S. Treasuries (including strips)  |
| USTR          | 2025-08-26      | 0.0000%  | 0.0000% | $99400.00          | $99104.58          | U.S. Treasuries (including strips)  |
| USTR          | 2025-09-02      | 0.0000%  | 0.0000% | $4954600.00        | $4935846.84        | U.S. Treasuries (including strips)  |
| USTR          | 2026-05-14      | 0.0000%  | 0.0000% | $7661200.00        | $7416914.98        | U.S. Treasuries (including strips)  |
| USTR          | 2025-11-06      | 0.0000%  | 0.0000% | $7011900.00        | $6932525.29        | U.S. Treasuries (including strips)  |
| USTR          | 2025-11-13      | 0.0000%  | 0.0000% | $6901400.00        | $6817865.45        | U.S. Treasuries (including strips)  |
| USTR          | 2025-11-20      | 0.0000%  | 0.0000% | $17756300.00       | $17527048.41       | U.S. Treasuries (including strips)  |
| USTR          | 2025-12-04      | 0.0000%  | 0.0000% | $9999900.00        | $9854591.45        | U.S. Treasuries (including strips)  |
| USTR          | 2025-09-16      | 0.0000%  | 0.0000% | $24980800.00       | $24844704.60       | U.S. Treasuries (including strips)  |
| USTR          | 2025-09-23      | 0.0000%  | 0.0000% | $19995200.00       | $19869250.24       | U.S. Treasuries (including strips)  |
| USTR          | 2025-09-30      | 0.0000%  | 0.0000% | $4753500.00        | $4719930.78        | U.S. Treasuries (including strips)  |
| USTR          | 2026-06-11      | 0.0000%  | 0.0000% | $895400.00         | $864337.68         | U.S. Treasuries (including strips)  |
| USTR          | 2025-12-11      | 0.0000%  | 0.0000% | $4628700.00        | $4558056.78        | U.S. Treasuries (including strips)  |
| USTR          | 2025-12-18      | 0.0000%  | 0.0000% | $869200.00         | $855188.50         | U.S. Treasuries (including strips)  |
| USTR          | 2025-10-07      | 0.0000%  | 0.0000% | $21828000.00       | $21655580.63       | U.S. Treasuries (including strips)  |
| USTR          | 2025-10-14      | 0.0000%  | 0.0000% | $3167000.00        | $3139374.26        | U.S. Treasuries (including strips)  |
| USTR          | 2025-10-21      | 0.0000%  | 0.0000% | $81000.00          | $80226.37          | U.S. Treasuries (including strips)  |
| USTR          | 2025-10-28      | 0.0000%  | 0.0000% | $44868600.00       | $44404120.25       | U.S. Treasuries (including strips)  |
| USTR          | 2026-07-09      | 0.0000%  | 0.0000% | $3878600.00        | $3733245.59        | U.S. Treasuries (including strips)  |
| USTR          | 2026-01-08      | 0.0000%  | 0.0000% | $9184800.00        | $9016213.00        | U.S. Treasuries (including strips)  |
| USTR          | 2026-01-15      | 0.0000%  | 0.0000% | $9500100.00        | $9317660.08        | U.S. Treasuries (including strips)  |
| USTR          | 2026-01-29      | 0.0000%  | 0.0000% | $19873000.00       | $19460734.61       | U.S. Treasuries (including strips)  |
| USTR          | 2025-11-04      | 0.0000%  | 0.0000% | $26203700.00       | $25912445.87       | U.S. Treasuries (including strips)  |
| USTR          | 2025-11-12      | 0.0000%  | 0.0000% | $7086900.00        | $7001105.99        | U.S. Treasuries (including strips)  |
| USTR          | 2025-11-18      | 0.0000%  | 0.0000% | $24600300.00       | $24285219.36       | U.S. Treasuries (including strips)  |
| USTR          | 2033-11-15      | 4.5000%  | 0.0000% | $9597200.00        | $9872205.47        | U.S. Treasuries (including strips)  |

### Security 115: FIXED INCOME CLEARING CORP-BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-BARCLAYS BANK PLC 4.400000%
- **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: BNTAY5DQ6
- **C.18 - Value (incl. sponsor support):** $3575000000.00
- **C.18.a - Value (excl. sponsor support):** $3575000000.00
- **C.19 - Percentage of Net Assets:** 16.6900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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? 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          | 2025-09-11      | 0.0000%  | 0.0000% | $100.00            | $99.51             | U.S. Treasuries (including strips) |
| USTR          | 2025-09-25      | 0.0000%  | 0.0000% | $93000.00          | $92394.76          | U.S. Treasuries (including strips) |
| USTR          | 2025-09-09      | 0.0000%  | 0.0000% | $200.00            | $199.08            | U.S. Treasuries (including strips) |
| USTR          | 2025-11-25      | 0.0000%  | 0.0000% | $204700.00         | $201910.35         | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 6.6250%  | 0.0000% | $35897800.00       | $38507205.12       | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 5.5000%  | 0.0000% | $4498700.00        | $4825616.01        | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 6.2500%  | 0.0000% | $26540000.00       | $29533219.58       | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 5.3750%  | 0.0000% | $544000.00         | $594178.45         | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $705200.00         | $689493.56         | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 2.6250%  | 0.0000% | $23542600.00       | $22855916.34       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 2.0000%  | 0.0000% | $9977000.00        | $9758182.27        | U.S. Treasuries (including strips) |
| USTR          | 2029-11-15      | 1.7500%  | 0.0000% | $19995500.00       | $18407611.05       | U.S. Treasuries (including strips) |
| USTR          | 2030-02-15      | 1.5000%  | 0.0000% | $10270000.00       | $9321077.19        | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 0.3750%  | 0.0000% | $50000000.00       | $46620000.00       | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.6250%  | 0.0000% | $400.00            | $340.94            | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 0.5000%  | 0.0000% | $293191000.00      | $273975204.39      | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $85.57             | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 0.6250%  | 0.0000% | $100.00            | $92.89             | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 0.6250%  | 0.0000% | $7776700.00        | $7200784.77        | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 0.7500%  | 0.0000% | $4300100.00        | $3981208.88        | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $86.61             | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 0.7500%  | 0.0000% | $199700.00         | $194286.53         | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $54237900.00       | $50420310.57       | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 1.2500%  | 0.0000% | $700100.00         | $599973.12         | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 1.2500%  | 0.0000% | $61466100.00       | $56963872.10       | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 0.8750%  | 0.0000% | $1456700.00        | $1407473.25        | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 2.8750%  | 0.0000% | $159151000.00      | $154689122.14      | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 2.7500%  | 0.0000% | $400000.00         | $394605.20         | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 2.7500%  | 0.0000% | $50000000.00       | $48208666.65       | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 2.6250%  | 0.0000% | $50000000.00       | $47673600.00       | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.0000%  | 0.0000% | $53996500.00       | $54717893.24       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 4.1250%  | 0.0000% | $116024000.00      | $117752931.64      | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 3.8750%  | 0.0000% | $477000.00         | $479339.36         | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 3.8750%  | 0.0000% | $50540000.00       | $50842144.95       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 3.5000%  | 0.0000% | $245691000.00      | $243424991.91      | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 4.0000%  | 0.0000% | $100000000.00      | $101964543.50      | U.S. Treasuries (including strips) |
| USTR          | 2026-03-15      | 4.6250%  | 0.0000% | $50183000.00       | $51195028.02       | U.S. Treasuries (including strips) |
| USTR          | 2030-03-31      | 3.6250%  | 0.0000% | $3867400.00        | $3863479.74        | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.6250%  | 0.0000% | $10527000.00       | $10589312.82       | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.5000%  | 0.0000% | $53400000.00       | $52874383.80       | U.S. Treasuries (including strips) |
| USTR          | 2033-05-15      | 3.3750%  | 0.0000% | $13658000.00       | $13023583.45       | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 4.0000%  | 0.0000% | $140850000.00      | $141161982.75      | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 4.3750%  | 0.0000% | $3998600.00        | $4087101.63        | U.S. Treasuries (including strips) |
| USTR          | 2025-08-31      | 5.0000%  | 0.0000% | $6283800.00        | $6415081.42        | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 4.5000%  | 0.0000% | $87504000.00       | $90011406.21       | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 4.3750%  | 0.0000% | $3850000.00        | $3937181.97        | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 3.7500%  | 0.0000% | $115468200.00      | $115325708.43      | U.S. Treasuries (including strips) |
| USTR          | 2025-12-31      | 4.2500%  | 0.0000% | $100000000.00      | $100312216.30      | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $100.00            | $100.07            | U.S. Treasuries (including strips) |
| USTR          | 2029-02-28      | 4.2500%  | 0.0000% | $4498300.00        | $4631957.26        | U.S. Treasuries (including strips) |
| USTR          | 2027-03-15      | 4.2500%  | 0.0000% | $279100000.00      | $284677394.85      | U.S. Treasuries (including strips) |
| USTR          | 2031-03-31      | 4.1250%  | 0.0000% | $159588000.00      | $162736511.65      | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 4.1250%  | 0.0000% | $100000000.00      | $102163700.00      | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 4.5000%  | 0.0000% | $310000.00         | $315046.49         | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 4.8750%  | 0.0000% | $515400.00         | $523976.52         | U.S. Treasuries (including strips) |
| USTR          | 2031-04-30      | 4.6250%  | 0.0000% | $38380700.00       | $40020150.79       | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $109196000.00      | $111054648.26      | U.S. Treasuries (including strips) |
| USTR          | 2031-05-31      | 4.6250%  | 0.0000% | $4500000.00        | $4674228.00        | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 4.3750%  | 0.0000% | $38434700.00       | $38819899.25       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 4.3750%  | 0.0000% | $250000.00         | $250501.75         | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $8680000.00        | $8565947.73        | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 3.7500%  | 0.0000% | $3375500.00        | $3422514.42        | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 4.4909%  | 0.0000% | $196409000.00      | $196603052.09      | U.S. Treasuries (including strips) |
| USTR          | 2031-10-31      | 4.1250%  | 0.0000% | $548738000.00      | $556294945.36      | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $107498800.00      | $107994763.23      | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 4.6250%  | 0.0000% | $33174500.00       | $34655594.27       | U.S. Treasuries (including strips) |

### Security 116: FIXED INCOME CLEARING CORP-BANK OF NEW YORK MELLON

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARING-BANK OF NEW YORK MELLON 4.360000%
- **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: BNTAY5DW3
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.8700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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? 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          | 2041-05-15      | 2.2500%  | 0.0000% | $220384700.00      | $159097892.33      | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 1.2500%  | 0.0000% | $291022700.00      | $248902124.36      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 4.360000%
- **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: BNTAY5E02
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 4.6700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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? 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          | 2025-10-30      | 0.0000%  | 0.0000% | $22037000.00       | $21803407.80       | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 2.8750%  | 0.0000% | $1026988800.00     | $998196655.50      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Northern Funds

**Date:** 2025-08-07

**By:** Kevin P. O Rourke

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

**Title of Signing Officer:** President