# EDGAR Filing Document

**Accession Number:** 0000710124
**File Stem:** 0001145549-25-038962
**Filing Date:** 2025-6
**Character Count:** 313889
**Document Hash:** 23f49dadd5a548de6ef11a4576d5bfd2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-038962.hdr.sgml**: 20250606

**ACCESSION NUMBER**: 0001145549-25-038962

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250606

**DATE AS OF CHANGE**: 20250606

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NORTHERN INSTITUTIONAL FUNDS
- **CENTRAL INDEX KEY:** 0000710124

**ORGANIZATION NAME:**
- **EIN:** 363209613
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03605
- **FILM NUMBER:** 251030306

**BUSINESS ADDRESS:**
- **STREET 1:** NORTHERN INSTITUTIONAL FUNDS
- **STREET 2:** 50 SOUTH LASALLE STREET
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60603
- **BUSINESS PHONE:** 800-637-1380

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BENCHMARK FUNDS
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BENCHMARK MONEY MARKET FUND DIVERSIFIED ASSETS & GOVERNMENT
- **DATE OF NAME CHANGE:** 19910422

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BENCHMARK MONEY MARKET FUND
- **DATE OF NAME CHANGE:** 19851020

## Series and Classes Contracts Data

### U.S. GOVERNMENT SELECT PORTFOLIO (Series ID: S000001275)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000003421 | SHARES                        | BGSXX           |
| C000003422 | SERVICE SHARES                | BSCXX           |
| C000003423 | PREMIER SHARES                | BSDXX           |
| C000146024 | Siebert Williams Shank Shares | WCGXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000710124

### General Information

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

**Registrant Full Name:** Northern Institutional Funds

**CIK Number of Registrant:** 0000710124

**LEI of Registrant:** 549300Y178DO5JBR1S04

**Name of Series:** U.S. GOVERNMENT SELECT PORTFOLIO

**LEI of Series:** 549300AJO32M060C4S84

**EDGAR Series Identifier:** S000001275

**Total number of share classes in the series:** 4

**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:** 002-80543

- **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:** 113 days

- **Total Value of Portfolio Securities:** $29219142824.83

- **Amortized Cost of Portfolio Securities:** $29221955762.03

- **Cash:** $1365197855.80

- **Total Other Assets:** $88722741.83

- **Total Liabilities:** $265017862.56

- **Net Assets of Series:** $30410858497.10

- **Number of Shares Outstanding (Series):** 30410229212.4900

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-05-01 | $16952344115.46           | $21633907744.12            | 53.9000%                  | 68.7800%                   |
| 2025-05-02 | $17302088304.15           | $22023698649.21            | 53.4800%                  | 68.0700%                   |
| 2025-05-05 | $16624498569.84           | $21331164434.93            | 51.9900%                  | 66.7100%                   |
| 2025-05-06 | $17285462615.29           | $21822321893.45            | 53.6700%                  | 67.7600%                   |
| 2025-05-07 | $18520400221.27           | $21499432937.49            | 57.9500%                  | 67.2700%                   |
| 2025-05-08 | $16294758824.41           | $21247410697.46            | 50.5700%                  | 65.9400%                   |
| 2025-05-09 | $15781521706.61           | $20734373361.45            | 49.7600%                  | 65.3800%                   |
| 2025-05-12 | $16119311782.64           | $21231696249.62            | 50.8000%                  | 66.9100%                   |
| 2025-05-13 | $15824747247.44           | $20937350207.33            | 49.7700%                  | 65.8500%                   |
| 2025-05-14 | $15351130692.84           | $20463952145.66            | 49.0100%                  | 65.3300%                   |
| 2025-05-15 | $14768829938.63           | $19906869884.38            | 48.0400%                  | 64.7500%                   |
| 2025-05-16 | $14825718349.06           | $19963976787.72            | 48.1300%                  | 64.8100%                   |
| 2025-05-19 | $14772435477.18           | $20026545604.85            | 47.7600%                  | 64.7400%                   |
| 2025-05-20 | $14743879228.25           | $20017902722.41            | 47.6800%                  | 64.7300%                   |
| 2025-05-21 | $13679948523.56           | $18929206510.59            | 45.4500%                  | 62.8900%                   |
| 2025-05-22 | $13665210398.09           | $18914702877.98            | 45.4200%                  | 62.8700%                   |
| 2025-05-23 | $13219715138.82           | $18469442111.60            | 44.6000%                  | 62.3100%                   |
| 2025-05-27 | $14514208901.78           | $20052945346.03            | 46.9100%                  | 64.8200%                   |
| 2025-05-28 | $13922450880.15           | $19301455650.60            | 45.7600%                  | 63.4300%                   |
| 2025-05-29 | $13270553923.90           | $18649808292.78            | 44.3400%                  | 62.3100%                   |
| 2025-05-30 | $13859540189.23           | $19239044156.54            | 45.4100%                  | 63.0400%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-05-01 | 4.3900%             |
| 2025-05-02 | 4.3900%             |
| 2025-05-05 | 4.4000%             |
| 2025-05-06 | 4.3900%             |
| 2025-05-07 | 4.3800%             |
| 2025-05-08 | 4.3800%             |
| 2025-05-09 | 4.3700%             |
| 2025-05-12 | 4.3500%             |
| 2025-05-13 | 4.3500%             |
| 2025-05-14 | 4.3500%             |
| 2025-05-15 | 4.3500%             |
| 2025-05-16 | 4.3500%             |
| 2025-05-19 | 4.3600%             |
| 2025-05-20 | 4.3500%             |
| 2025-05-21 | 4.3500%             |
| 2025-05-22 | 4.3500%             |
| 2025-05-23 | 4.4100%             |
| 2025-05-27 | 4.4000%             |
| 2025-05-28 | 4.4100%             |
| 2025-05-29 | 4.4100%             |
| 2025-05-30 | 4.3600%             |

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

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

### Class: Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $27776525888.09

- **Number of Shares Outstanding:** 27775970958.2700

- **Expense Reimbursement/Waiver:** 812296.37

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $1594299529.56            | $1668123289.56          |
| 2025-05-02 | $1535317655.92            | $685268579.60           |
| 2025-05-05 | $997184507.02             | $1443529664.79          |
| 2025-05-06 | $975047451.70             | $682384557.20           |
| 2025-05-07 | $465523648.70             | $600941554.36           |
| 2025-05-08 | $840140931.99             | $578697158.74           |
| 2025-05-09 | $912329231.05             | $1366144622.73          |
| 2025-05-12 | $429137238.36             | $469794947.69           |
| 2025-05-13 | $642327549.25             | $593646791.34           |
| 2025-05-14 | $994728943.92             | $1607174634.75          |
| 2025-05-15 | $1332140977.35            | $1621222117.78          |
| 2025-05-16 | $759809514.21             | $728295755.46           |
| 2025-05-19 | $649055859.54             | $508975838.15           |
| 2025-05-20 | $683437972.43             | $606947234.41           |
| 2025-05-21 | $585688940.39             | $1395953942.57          |
| 2025-05-22 | $699500243.33             | $741657672.23           |
| 2025-05-23 | $428501750.64             | $881212958.68           |
| 2025-05-27 | $1837485405.32            | $592567133.59           |
| 2025-05-28 | $1120713900.97            | $1584183914.69          |
| 2025-05-29 | $1332056322.33            | $1884343631.42          |
| 2025-05-30 | $1814798634.14            | $1246792935.75          |

**Total Gross Subscriptions (Month):** $20629226208.12

**Total Gross Redemptions (Month):** $21487858935.49

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2200%           |
| 2025-05-02 | 4.2300%           |
| 2025-05-05 | 4.2200%           |
| 2025-05-06 | 4.2200%           |
| 2025-05-07 | 4.2100%           |
| 2025-05-08 | 4.2100%           |
| 2025-05-09 | 4.1900%           |
| 2025-05-12 | 4.1800%           |
| 2025-05-13 | 4.1800%           |
| 2025-05-14 | 4.1800%           |
| 2025-05-15 | 4.1800%           |
| 2025-05-16 | 4.1800%           |
| 2025-05-19 | 4.1800%           |
| 2025-05-20 | 4.1800%           |
| 2025-05-21 | 4.1800%           |
| 2025-05-22 | 4.1800%           |
| 2025-05-23 | 4.2300%           |
| 2025-05-27 | 4.2300%           |
| 2025-05-28 | 4.2300%           |
| 2025-05-29 | 4.2400%           |
| 2025-05-30 | 4.2200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 66.8500%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.7400%          | 0.0000%              |

### Class: Service Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $49337651.33

- **Number of Shares Outstanding:** 49336218.3700

- **Expense Reimbursement/Waiver:** 1419.06

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $24076.30                 | $1525097.15             |
| 2025-05-02 | $465.31                   | $1248223.63             |
| 2025-05-05 | $117.58                   | $843800.54              |
| 2025-05-06 | $92471.81                 | $0.00                   |
| 2025-05-07 | $16741.39                 | $2382117.85             |
| 2025-05-08 | $1573081.96               | $0.00                   |
| 2025-05-09 | $251401.82                | $545091.74              |
| 2025-05-12 | $816291.80                | $0.00                   |
| 2025-05-13 | $8493.13                  | $94863.44               |
| 2025-05-14 | $14638.29                 | $3326518.88             |
| 2025-05-15 | $189403.08                | $538332.95              |
| 2025-05-16 | $11435.24                 | $349366.90              |
| 2025-05-19 | $1552416.41               | $10415.73               |
| 2025-05-20 | $406176.57                | $5479.65                |
| 2025-05-21 | $679.96                   | $464144.64              |
| 2025-05-22 | $1260587.82               | $0.00                   |
| 2025-05-23 | $0.00                     | $21993.80               |
| 2025-05-27 | $1519768.72               | $0.00                   |
| 2025-05-28 | $718.07                   | $143186.78              |
| 2025-05-29 | $308470.94                | $0.00                   |
| 2025-05-30 | $7212.90                  | $1516462.35             |

**Total Gross Subscriptions (Month):** $8054649.10

**Total Gross Redemptions (Month):** $13015096.03

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2200%           |
| 2025-05-02 | 4.2300%           |
| 2025-05-05 | 4.2200%           |
| 2025-05-06 | 4.2200%           |
| 2025-05-07 | 4.2100%           |
| 2025-05-08 | 4.2100%           |
| 2025-05-09 | 4.1900%           |
| 2025-05-12 | 4.1800%           |
| 2025-05-13 | 4.1800%           |
| 2025-05-14 | 4.1800%           |
| 2025-05-15 | 4.1800%           |
| 2025-05-16 | 4.1800%           |
| 2025-05-19 | 4.1800%           |
| 2025-05-20 | 4.1800%           |
| 2025-05-21 | 4.1800%           |
| 2025-05-22 | 4.1800%           |
| 2025-05-23 | 4.2300%           |
| 2025-05-27 | 4.2300%           |
| 2025-05-28 | 4.2300%           |
| 2025-05-29 | 4.2400%           |
| 2025-05-30 | 4.2200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 79.6300%         | 0.0000%              |
| Depository institution or other banking institution |  | 20.3700%         | 0.0000%              |

### Class: Premier Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $0.00

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.0000          |
|  |  |
| 2025-05-02 | 0.0000          |
|  |  |
| 2025-05-05 | 0.0000          |
|  |  |
| 2025-05-06 | 0.0000          |
|  |  |
| 2025-05-07 | 0.0000          |
|  |  |
| 2025-05-08 | 0.0000          |
|  |  |
| 2025-05-09 | 0.0000          |
|  |  |
| 2025-05-12 | 0.0000          |
|  |  |
| 2025-05-13 | 0.0000          |
|  |  |
| 2025-05-14 | 0.0000          |
|  |  |
| 2025-05-15 | 0.0000          |
|  |  |
| 2025-05-16 | 0.0000          |
|  |  |
| 2025-05-19 | 0.0000          |
|  |  |
| 2025-05-20 | 0.0000          |
|  |  |
| 2025-05-21 | 0.0000          |
|  |  |
| 2025-05-22 | 0.0000          |
|  |  |
| 2025-05-23 | 0.0000          |
|  |  |
| 2025-05-27 | 0.0000          |
|  |  |
| 2025-05-28 | 0.0000          |
|  |  |
| 2025-05-29 | 0.0000          |
|  |  |
| 2025-05-30 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $0.00                     | $0.00                   |
| 2025-05-02 | $0.00                     | $0.00                   |
| 2025-05-05 | $0.00                     | $0.00                   |
| 2025-05-06 | $0.00                     | $0.00                   |
| 2025-05-07 | $0.00                     | $0.00                   |
| 2025-05-08 | $0.00                     | $0.00                   |
| 2025-05-09 | $0.00                     | $0.00                   |
| 2025-05-12 | $0.00                     | $0.00                   |
| 2025-05-13 | $0.00                     | $0.00                   |
| 2025-05-14 | $0.00                     | $0.00                   |
| 2025-05-15 | $0.00                     | $0.00                   |
| 2025-05-16 | $0.00                     | $0.00                   |
| 2025-05-19 | $0.00                     | $0.00                   |
| 2025-05-20 | $0.00                     | $0.00                   |
| 2025-05-21 | $0.00                     | $0.00                   |
| 2025-05-22 | $0.00                     | $0.00                   |
| 2025-05-23 | $0.00                     | $0.00                   |
| 2025-05-27 | $0.00                     | $0.00                   |
| 2025-05-28 | $0.00                     | $0.00                   |
| 2025-05-29 | $0.00                     | $0.00                   |
| 2025-05-30 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 0.0000%           |
| 2025-05-02 | 0.0000%           |
| 2025-05-05 | 0.0000%           |
| 2025-05-06 | 0.0000%           |
| 2025-05-07 | 0.0000%           |
| 2025-05-08 | 0.0000%           |
| 2025-05-09 | 0.0000%           |
| 2025-05-12 | 0.0000%           |
| 2025-05-13 | 0.0000%           |
| 2025-05-14 | 0.0000%           |
| 2025-05-15 | 0.0000%           |
| 2025-05-16 | 0.0000%           |
| 2025-05-19 | 0.0000%           |
| 2025-05-20 | 0.0000%           |
| 2025-05-21 | 0.0000%           |
| 2025-05-22 | 0.0000%           |
| 2025-05-23 | 0.0000%           |
| 2025-05-27 | 0.0000%           |
| 2025-05-28 | 0.0000%           |
| 2025-05-29 | 0.0000%           |
| 2025-05-30 | 0.0000%           |

### Class: Siebert Williams Shank Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $2584994957.68

- **Number of Shares Outstanding:** 2584922035.8500

- **Expense Reimbursement/Waiver:** 76734.83

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $4719016.93               | $152508504.55           |
| 2025-05-02 | $90406312.25              | $41086814.35            |
| 2025-05-05 | $62029630.96              | $5205093.37             |
| 2025-05-06 | $77132919.83              | $140000000.00           |
| 2025-05-07 | $13012151.78              | $126400000.00           |
| 2025-05-08 | $17692.26                 | $700000.00              |
| 2025-05-09 | $2361611.83               | $63000000.00            |
| 2025-05-12 | $46000000.00              | $1266383.58             |
| 2025-05-13 | $15000000.00              | $1234796.88             |
| 2025-05-14 | $167700000.00             | $27265367.36            |
| 2025-05-15 | $86904.21                 | $295416547.44           |
| 2025-05-16 | $25032443.10              | $1000000.00             |
| 2025-05-19 | $103494.54                | $21745169.17            |
| 2025-05-20 | $16011484.09              | $106392318.89           |
| 2025-05-21 | $62303.45                 | $19700000.00            |
| 2025-05-22 | $24416079.27              | $0.00                   |
| 2025-05-23 | $5013934.24               | $0.00                   |
| 2025-05-27 | $289928145.75             | $252429678.78           |
| 2025-05-28 | $153005726.35             | $202528001.32           |
| 2025-05-29 | $52520031.44              | $1123107.49             |
| 2025-05-30 | $21699329.13              | $500000.00              |

**Total Gross Subscriptions (Month):** $1066259211.41

**Total Gross Redemptions (Month):** $1459501783.18

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2200%           |
| 2025-05-02 | 4.2300%           |
| 2025-05-05 | 4.2200%           |
| 2025-05-06 | 4.2200%           |
| 2025-05-07 | 4.2100%           |
| 2025-05-08 | 4.2100%           |
| 2025-05-09 | 4.1900%           |
| 2025-05-12 | 4.1800%           |
| 2025-05-13 | 4.1800%           |
| 2025-05-14 | 4.1800%           |
| 2025-05-15 | 4.1800%           |
| 2025-05-16 | 4.1800%           |
| 2025-05-19 | 4.1800%           |
| 2025-05-20 | 4.1800%           |
| 2025-05-21 | 4.1800%           |
| 2025-05-22 | 4.1800%           |
| 2025-05-23 | 4.2300%           |
| 2025-05-27 | 4.2300%           |
| 2025-05-28 | 4.2300%           |
| 2025-05-29 | 4.2400%           |
| 2025-05-30 | 4.2200%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 41.4400%         | 0.0000%              |
| Broker-dealer             |  | 10.8400%         | 0.0000%              |
| Broker-dealer             |  | 14.0900%         | 0.0000%              |
| Non-financial corporation |  | 9.6500%          | 0.0000%              |
| Non-financial corporation |  | 6.0500%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.489999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWP61, C.4 - ISIN: US3130AWP611, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $55005487.90
- **C.18.a - Value (excl. sponsor support):** $55005487.90
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.489999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWTG5, C.4 - ISIN: US3130AWTG57, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $225049405.50
- **C.18.a - Value (excl. sponsor support):** $225049405.50
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.439998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50034859.50
- **C.18.a - Value (excl. sponsor support):** $50034859.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.504996%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3YQ0, C.4 - ISIN: US3130B3YQ04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $154992222.10
- **C.18.a - Value (excl. sponsor support):** $154992222.10
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.339998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3ZP1, C.4 - ISIN: US3130B3ZP12, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $109998168.50
- **C.18.a - Value (excl. sponsor support):** $109998168.50
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-07-16
- **C.13 - Final Legal Maturity Date:** 2025-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.344998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3ZV8, C.4 - ISIN: US3130B3ZV89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $79998940.00
- **C.18.a - Value (excl. sponsor support):** $79998940.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.334997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B44B4, C.4 - ISIN: US3130B44B43, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49999720.50
- **C.18.a - Value (excl. sponsor support):** $49999720.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-11
- **C.13 - Final Legal Maturity Date:** 2025-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.344998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B45D9, C.4 - ISIN: US3130B45D99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $224988493.50
- **C.18.a - Value (excl. sponsor support):** $224988493.50
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-08-19
- **C.13 - Final Legal Maturity Date:** 2025-08-19
- **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 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.344998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4AR2, C.4 - ISIN: US3130B4AR26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250029260.00
- **C.18.a - Value (excl. sponsor support):** $250029260.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **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 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.519998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4BD2, C.4 - ISIN: US3130B4BD21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99998282.00
- **C.18.a - Value (excl. sponsor support):** $99998282.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.357000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4CQ2, C.4 - ISIN: US3130B4CQ25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $334799797.30
- **C.18.a - Value (excl. sponsor support):** $334799797.30
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.339998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4DC2, C.4 - ISIN: US3130B4DC20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $209996654.70
- **C.18.a - Value (excl. sponsor support):** $209996654.70
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.339998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4KL4, C.4 - ISIN: US3130B4KL46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74999487.75
- **C.18.a - Value (excl. sponsor support):** $74999487.75
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4LU3, C.4 - ISIN: US3130B4LU36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $304526527.15
- **C.18.a - Value (excl. sponsor support):** $304526527.15
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.339998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4SL6, C.4 - ISIN: US3130B4SL63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $79996320.80
- **C.18.a - Value (excl. sponsor support):** $79996320.80
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.339998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4T27, C.4 - ISIN: US3130B4T270, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74996321.25
- **C.18.a - Value (excl. sponsor support):** $74996321.25
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.339998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4UQ2, C.4 - ISIN: US3130B4UQ23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $155000323.95
- **C.18.a - Value (excl. sponsor support):** $155000323.95
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: 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):** $484170063.15
- **C.18.a - Value (excl. sponsor support):** $484170063.15
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: 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):** $34985565.30
- **C.18.a - Value (excl. sponsor support):** $34985565.30
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.434998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B52X5, C.4 - ISIN: US3130B52X53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $104999204.10
- **C.18.a - Value (excl. sponsor support):** $104999204.10
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.434998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5CZ9, C.4 - ISIN: US3130B5CZ98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $229857988.80
- **C.18.a - Value (excl. sponsor support):** $229857988.80
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-04
- **C.13 - Final Legal Maturity Date:** 2027-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.434998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5GH5, C.4 - ISIN: US3130B5GH54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $94999240.00
- **C.18.a - Value (excl. sponsor support):** $94999240.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-17
- **C.13 - Final Legal Maturity Date:** 2027-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: 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):** $249757010.00
- **C.18.a - Value (excl. sponsor support):** $249757010.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **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 24: 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):** $364998915.85
- **C.18.a - Value (excl. sponsor support):** $364998915.85
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-25
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3130B5RJ9, C.4 - ISIN: US3130B5RJ91, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $146076865.12
- **C.18.a - Value (excl. sponsor support):** $146076865.12
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-30
- **C.13 - Final Legal Maturity Date:** 2027-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: 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):** $300005448.00
- **C.18.a - Value (excl. sponsor support):** $300005448.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.429998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U71, C.4 - ISIN: US3130B5U713, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299991498.00
- **C.18.a - Value (excl. sponsor support):** $299991498.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-08
- **C.13 - Final Legal Maturity Date:** 2027-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.359999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VV7, C.4 - ISIN: US3130B5VV73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199995900.00
- **C.18.a - Value (excl. sponsor support):** $199995900.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62H8, C.4 - ISIN: US3130B62H85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $76983118.49
- **C.18.a - Value (excl. sponsor support):** $76983118.49
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-28
- **C.13 - Final Legal Maturity Date:** 2027-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: 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):** $311712423.22
- **C.18.a - Value (excl. sponsor support):** $311712423.22
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: 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):** $399693856.00
- **C.18.a - Value (excl. sponsor support):** $399693856.00
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-22
- **C.12 - Maturity Date (WAL):** 2025-10-22
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: 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):** $379509530.20
- **C.18.a - Value (excl. sponsor support):** $379509530.20
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: 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):** $599789172.00
- **C.18.a - Value (excl. sponsor support):** $599789172.00
- **C.19 - Percentage of Net Assets:** 1.9700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313GK8, C.4 - ISIN: US313313GK82, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49976639.00
- **C.18.a - Value (excl. sponsor support):** $49976639.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313GY8, C.4 - ISIN: US313313GY86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44910643.95
- **C.18.a - Value (excl. sponsor support):** $44910643.95
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-16
- **C.12 - Maturity Date (WAL):** 2025-06-16
- **C.13 - Final Legal Maturity Date:** 2025-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313HG6, C.4 - ISIN: US313313HG61, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29912395.80
- **C.18.a - Value (excl. sponsor support):** $29912395.80
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-24
- **C.12 - Maturity Date (WAL):** 2025-06-24
- **C.13 - Final Legal Maturity Date:** 2025-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 37: 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: 313313HJ0, C.4 - ISIN: US313313HJ01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $74763468.75
- **C.18.a - Value (excl. sponsor support):** $74763468.75
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-26
- **C.12 - Maturity Date (WAL):** 2025-06-26
- **C.13 - Final Legal Maturity Date:** 2025-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313JU3, C.4 - ISIN: US313313JU38, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10921903.08
- **C.18.a - Value (excl. sponsor support):** $10921903.08
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-07-30
- **C.12 - Maturity Date (WAL):** 2025-07-30
- **C.13 - Final Legal Maturity Date:** 2025-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: 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):** $6939957.50
- **C.18.a - Value (excl. sponsor support):** $6939957.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: 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):** $21754480.00
- **C.18.a - Value (excl. sponsor support):** $21754480.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: 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: 313313QC5, C.4 - ISIN: US313313QC56, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19572650.00
- **C.18.a - Value (excl. sponsor support):** $19572650.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **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 42: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385GZ3, C.4 - ISIN: US313385GZ39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $235503810.00
- **C.18.a - Value (excl. sponsor support):** $235503810.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-17
- **C.12 - Maturity Date (WAL):** 2025-06-17
- **C.13 - Final Legal Maturity Date:** 2025-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HC3, C.4 - ISIN: US313385HC35, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $269337711.60
- **C.18.a - Value (excl. sponsor support):** $269337711.60
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-20
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 44: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HF6, C.4 - ISIN: US313385HF65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $568402101.90
- **C.18.a - Value (excl. sponsor support):** $568402101.90
- **C.19 - Percentage of Net Assets:** 1.8700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-23
- **C.12 - Maturity Date (WAL):** 2025-06-23
- **C.13 - Final Legal Maturity Date:** 2025-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HR0, C.4 - ISIN: US313385HR04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $69722994.60
- **C.18.a - Value (excl. sponsor support):** $69722994.60
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 46: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HV1, C.4 - ISIN: US313385HV16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $224004874.50
- **C.18.a - Value (excl. sponsor support):** $224004874.50
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HX7, C.4 - ISIN: US313385HX71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $159255110.40
- **C.18.a - Value (excl. sponsor support):** $159255110.40
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-07-09
- **C.12 - Maturity Date (WAL):** 2025-07-09
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 48: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385JG2, C.4 - ISIN: US313385JG21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $115338445.04
- **C.18.a - Value (excl. sponsor support):** $115338445.04
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-07-18
- **C.12 - Maturity Date (WAL):** 2025-07-18
- **C.13 - Final Legal Maturity Date:** 2025-07-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385JN7, C.4 - ISIN: US313385JN71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $288143596.90
- **C.18.a - Value (excl. sponsor support):** $288143596.90
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-07-24
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MQ6, C.4 - ISIN: US313385MQ65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $73880656.50
- **C.18.a - Value (excl. sponsor support):** $73880656.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MT0, C.4 - ISIN: US313385MT05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $152632891.15
- **C.18.a - Value (excl. sponsor support):** $152632891.15
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NU6, C.4 - ISIN: US313385NU68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $181675960.70
- **C.18.a - Value (excl. sponsor support):** $181675960.70
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NW2, C.4 - ISIN: US313385NW25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $147270499.50
- **C.18.a - Value (excl. sponsor support):** $147270499.50
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PK6, C.4 - ISIN: US313385PK68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $117637867.20
- **C.18.a - Value (excl. sponsor support):** $117637867.20
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $151230077.60
- **C.18.a - Value (excl. sponsor support):** $151230077.60
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $240094822.55
- **C.18.a - Value (excl. sponsor support):** $240094822.55
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: 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):** $195068334.00
- **C.18.a - Value (excl. sponsor support):** $195068334.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: 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):** $146284437.00
- **C.18.a - Value (excl. sponsor support):** $146284437.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: 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: 3133EP3F0, C.4 - ISIN: US3133EP3F02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $32503338.08
- **C.18.a - Value (excl. sponsor support):** $32503338.08
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **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 60: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.464997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4H5, C.4 - ISIN: US3133EP4H58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $52008675.68
- **C.18.a - Value (excl. sponsor support):** $52008675.68
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: 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: 3133EP4L6, C.4 - ISIN: US3133EP4L60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95009529.45
- **C.18.a - Value (excl. sponsor support):** $95009529.45
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: 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: 3133EP6E0, C.4 - ISIN: US3133EP6E00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80008346.40
- **C.18.a - Value (excl. sponsor support):** $80008346.40
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **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 63: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.429998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6U4, C.4 - ISIN: US3133EP6U42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34996922.45
- **C.18.a - Value (excl. sponsor support):** $34996922.45
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.489999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPA96, C.4 - ISIN: US3133EPA969, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20011935.00
- **C.18.a - Value (excl. sponsor support):** $20011935.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: 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):** $70022221.50
- **C.18.a - Value (excl. sponsor support):** $70022221.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPNN1, C.4 - ISIN: US3133EPNN15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30002985.30
- **C.18.a - Value (excl. sponsor support):** $30002985.30
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-30
- **C.13 - Final Legal Maturity Date:** 2025-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING 4.489999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPQQ1, C.4 - ISIN: US3133EPQQ19, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20001429.00
- **C.18.a - Value (excl. sponsor support):** $20001429.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3133EPR56, C.4 - ISIN: US3133EPR567, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20004472.40
- **C.18.a - Value (excl. sponsor support):** $20004472.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.489999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPRW7, C.4 - ISIN: US3133EPRW77, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125018053.75
- **C.18.a - Value (excl. sponsor support):** $125018053.75
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.459996%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPS97, C.4 - ISIN: US3133EPS979, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95019377.15
- **C.18.a - Value (excl. sponsor support):** $95019377.15
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35013728.05
- **C.18.a - Value (excl. sponsor support):** $35013728.05
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.464997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2G5, C.4 - ISIN: US3133ER2G57, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999716.10
- **C.18.a - Value (excl. sponsor support):** $9999716.10
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.434998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBR1, C.4 - ISIN: US3133ERBR13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75025068.75
- **C.18.a - Value (excl. sponsor support):** $75025068.75
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **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 74: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.479998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD73, C.4 - ISIN: US3133ERD738, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $74997243.75
- **C.18.a - Value (excl. sponsor support):** $74997243.75
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.479998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $74996438.25
- **C.18.a - Value (excl. sponsor support):** $74996438.25
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: 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: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7704215.06
- **C.18.a - Value (excl. sponsor support):** $7704215.06
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **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 77: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.339998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJ44, C.4 - ISIN: US3133ERJ446, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44999718.30
- **C.18.a - Value (excl. sponsor support):** $44999718.30
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-11
- **C.13 - Final Legal Maturity Date:** 2025-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: 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):** $74008720.16
- **C.18.a - Value (excl. sponsor support):** $74008720.16
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: 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: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60021589.20
- **C.18.a - Value (excl. sponsor support):** $60021589.20
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **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 80: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.444999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLA7, C.4 - ISIN: US3133ERLA77, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $41996949.12
- **C.18.a - Value (excl. sponsor support):** $41996949.12
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **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 4.479998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN56, C.4 - ISIN: US3133ERN562, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $139994332.80
- **C.18.a - Value (excl. sponsor support):** $139994332.80
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: 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):** $19019652.27
- **C.18.a - Value (excl. sponsor support):** $19019652.27
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: 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: 3133ERPE5, C.4 - ISIN: US3133ERPE53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35026915.00
- **C.18.a - Value (excl. sponsor support):** $35026915.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **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 84: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.489999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ38, C.4 - ISIN: US3133ERQ383, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $139998888.40
- **C.18.a - Value (excl. sponsor support):** $139998888.40
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: 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: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34998316.15
- **C.18.a - Value (excl. sponsor support):** $34998316.15
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **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 86: 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):** $49996640.50
- **C.18.a - Value (excl. sponsor support):** $49996640.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.434998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQP9, C.4 - ISIN: US3133ERQP91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40021316.40
- **C.18.a - Value (excl. sponsor support):** $40021316.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: 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: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $43045450.14
- **C.18.a - Value (excl. sponsor support):** $43045450.14
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **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 89: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.479998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRV5, C.4 - ISIN: US3133ERRV50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $117011849.76
- **C.18.a - Value (excl. sponsor support):** $117011849.76
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.479998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTB7, C.4 - ISIN: US3133ERTB78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40016833.60
- **C.18.a - Value (excl. sponsor support):** $40016833.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.489999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVE8, C.4 - ISIN: US3133ERVE89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70000765.80
- **C.18.a - Value (excl. sponsor support):** $70000765.80
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **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 92: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.489999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVJ7, C.4 - ISIN: US3133ERVJ76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $180093900.60
- **C.18.a - Value (excl. sponsor support):** $180093900.60
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: 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: 3133ERVT5, C.4 - ISIN: US3133ERVT58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40022941.20
- **C.18.a - Value (excl. sponsor support):** $40022941.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.489999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWD9, C.4 - ISIN: US3133ERWD97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $260136024.20
- **C.18.a - Value (excl. sponsor support):** $260136024.20
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.469997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20019250.60
- **C.18.a - Value (excl. sponsor support):** $20019250.60
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **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 96: 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):** $40028918.80
- **C.18.a - Value (excl. sponsor support):** $40028918.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.484998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZB0, C.4 - ISIN: US3133ERZB05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69998142.20
- **C.18.a - Value (excl. sponsor support):** $69998142.20
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-30
- **C.13 - Final Legal Maturity Date:** 2026-10-30
- **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 98: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.369996%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCV7, C.4 - ISIN: US3133ETCV71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $61988340.90
- **C.18.a - Value (excl. sponsor support):** $61988340.90
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.429998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCY1, C.4 - ISIN: US3133ETCY11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $146995319.52
- **C.18.a - Value (excl. sponsor support):** $146995319.52
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-12
- **C.13 - Final Legal Maturity Date:** 2027-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: 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):** $30999025.36
- **C.18.a - Value (excl. sponsor support):** $30999025.36
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: 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):** $70019719.70
- **C.18.a - Value (excl. sponsor support):** $70019719.70
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 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 102: 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):** $94999655.15
- **C.18.a - Value (excl. sponsor support):** $94999655.15
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-19
- **C.13 - Final Legal Maturity Date:** 2027-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NW3, C.4 - ISIN: US912797NW34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $74788562.25
- **C.18.a - Value (excl. sponsor support):** $74788562.25
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-06-26
- **C.12 - Maturity Date (WAL):** 2025-06-26
- **C.13 - Final Legal Maturity Date:** 2025-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PL5, C.4 - ISIN: US912797PL50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $239971819.20
- **C.18.a - Value (excl. sponsor support):** $239971819.20
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: 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):** $226554570.10
- **C.18.a - Value (excl. sponsor support):** $226554570.10
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: 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):** $154237878.08
- **C.18.a - Value (excl. sponsor support):** $154237878.08
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: 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):** $74311523.25
- **C.18.a - Value (excl. sponsor support):** $74311523.25
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-11-15
- **C.12 - Maturity Date (WAL):** 2025-11-15
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 2.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y79, C.4 - ISIN: US912828Y792, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $34914550.65
- **C.18.a - Value (excl. sponsor support):** $34914550.65
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 109: 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):** $285551073.15
- **C.18.a - Value (excl. sponsor support):** $285551073.15
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 110: 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):** $355837576.35
- **C.18.a - Value (excl. sponsor support):** $355837576.35
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 111: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY JP MORGAN SECURITIES 4.339998%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BNT89HZR7
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 4.9300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2030-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB            | 2040-04-30      | 2.4700%  | 0.0000% | $30000000.00       | $21399760.00       | Agency Debentures and Agency Strips |
| FHLB            | 2026-02-24      | 0.7500%  | 0.0000% | $350000.00         | $341876.50         | Agency Debentures and Agency Strips |
| FHLB            | 2037-02-24      | 3.0000%  | 0.0000% | $2565000.00        | $2120403.42        | Agency Debentures and Agency Strips |
| FHLB            | 2037-09-28      | 5.2000%  | 0.0000% | $7575000.00        | $7409172.30        | Agency Debentures and Agency Strips |
| FMAC            | 2035-12-01      | 3.0000%  | 0.0000% | $35000.00          | $6871.05           | Agency Mortgage-Backed Securities   |
| FMAC            | 2043-01-01      | 2.5000%  | 0.0000% | $55500.00          | $10682.91          | Agency Mortgage-Backed Securities   |
| FMAC            | 2048-07-01      | 5.5000%  | 0.0000% | $3058844.00        | $243047.68         | Agency Mortgage-Backed Securities   |
| FMAC            | 2048-06-01      | 4.0000%  | 0.0000% | $2001256.00        | $307159.13         | Agency Mortgage-Backed Securities   |
| FMAC            | 2049-03-01      | 5.5000%  | 0.0000% | $1008754.00        | $162726.87         | Agency Mortgage-Backed Securities   |
| FMAC            | 2037-08-01      | 3.0000%  | 0.0000% | $500000.00         | $74427.06          | Agency Mortgage-Backed Securities   |
| FMAC            | 2045-03-01      | 3.5000%  | 0.0000% | $90000.00          | $14258.13          | Agency Mortgage-Backed Securities   |
| FMAC            | 2035-10-01      | 2.5000%  | 0.0000% | $1000000.00        | $505208.37         | Agency Mortgage-Backed Securities   |
| FMAC            | 2054-08-01      | 6.5000%  | 0.0000% | $1952874.00        | $1895319.04        | Agency Mortgage-Backed Securities   |
| FMAC            | 2055-01-01      | 5.5000%  | 0.0000% | $5100000.00        | $5048401.07        | Agency Mortgage-Backed Securities   |
| FMAC            | 2050-12-01      | 2.0000%  | 0.0000% | $63339584.00       | $34295310.19       | Agency Mortgage-Backed Securities   |
| FMAC            | 2055-05-01      | 7.0000%  | 0.0000% | $127744128.00      | $130385245.36      | Agency Mortgage-Backed Securities   |
| FMAC            | 2053-10-01      | 5.0000%  | 0.0000% | $12187424.00       | $11485674.00       | Agency Mortgage-Backed Securities   |
| FMAC            | 2052-08-01      | 4.0000%  | 0.0000% | $83728.00          | $70258.72          | Agency Mortgage-Backed Securities   |
| FMAC            | 2053-04-01      | 6.0000%  | 0.0000% | $1102966.00        | $1046413.27        | Agency Mortgage-Backed Securities   |
| FMAC            | 2053-07-01      | 5.5000%  | 0.0000% | $2378172.00        | $1907372.65        | Agency Mortgage-Backed Securities   |
| FMAC            | 2053-12-01      | 6.5000%  | 0.0000% | $115571.00         | $117600.81         | Agency Mortgage-Backed Securities   |
| FMAC            | 2051-03-01      | 3.0000%  | 0.0000% | $1035898.00        | $636329.16         | Agency Mortgage-Backed Securities   |
| FMAC            | 2044-12-01      | 4.5000%  | 0.0000% | $94421632.00       | $88031694.84       | Agency Mortgage-Backed Securities   |
| FMAC            | 2036-08-01      | 2.0000%  | 0.0000% | $84317696.00       | $48390378.05       | Agency Mortgage-Backed Securities   |
| FMAC            | 2039-07-01      | 6.5000%  | 0.0000% | $1153874.00        | $762277.44         | Agency Mortgage-Backed Securities   |
| FMAC            | 2039-06-01      | 6.5000%  | 0.0000% | $1183852.00        | $1172244.71        | Agency Mortgage-Backed Securities   |
| FMAC            | 2040-01-01      | 6.0000%  | 0.0000% | $1501486.00        | $1537051.24        | Agency Mortgage-Backed Securities   |
| FMAC            | 2040-04-01      | 5.0000%  | 0.0000% | $1690848.00        | $1690607.87        | Agency Mortgage-Backed Securities   |
| FHLB            | 2036-07-15      | 5.5000%  | 0.0000% | $3685000.00        | $4024185.82        | Agency Debentures and Agency Strips |
| FMAC            | 2028-03-15      | 0.0000%  | 0.0000% | $3821000.00        | $3410957.03        | Agency Mortgage-Backed Securities   |
| FMAC            | 2050-08-19      | 2.0500%  | 0.0000% | $1447000.00        | $763743.08         | Agency Debentures and Agency Strips |
| FNMA            | 2036-02-06      | 0.0000%  | 0.0000% | $2465000.00        | $1469948.52        | Agency Mortgage-Backed Securities   |
| FNMA            | 2036-11-01      | 3.0000%  | 0.0000% | $305000.00         | $69600.78          | Agency Mortgage-Backed Securities   |
| FNMA            | 2027-01-01      | 4.0000%  | 0.0000% | $20000000.00       | $262733.57         | Agency Mortgage-Backed Securities   |
| FNMA            | 2055-03-01      | 4.0000%  | 0.0000% | $285925.00         | $257144.22         | Agency Mortgage-Backed Securities   |
| FNMA            | 2046-11-01      | 4.0000%  | 0.0000% | $221495.00         | $22792.49          | Agency Mortgage-Backed Securities   |
| FNMA            | 2044-02-01      | 4.5000%  | 0.0000% | $100000.00         | $11843.61          | Agency Mortgage-Backed Securities   |
| FNMA            | 2053-11-01      | 6.5000%  | 0.0000% | $803938.00         | $814151.57         | Agency Mortgage-Backed Securities   |
| FNMA            | 2053-12-01      | 7.5000%  | 0.0000% | $1220806.00        | $1307651.03        | Agency Mortgage-Backed Securities   |
| FNMA            | 2054-03-01      | 6.5000%  | 0.0000% | $1073744.00        | $728534.20         | Agency Mortgage-Backed Securities   |
| FNMA            | 2055-03-01      | 6.5000%  | 0.0000% | $1022978.00        | $1055976.47        | Agency Mortgage-Backed Securities   |
| FNMA            | 2055-01-01      | 6.5000%  | 0.0000% | $1988804.00        | $2064790.56        | Agency Mortgage-Backed Securities   |
| FNMA            | 2055-02-01      | 7.0000%  | 0.0000% | $1706264.00        | $1801421.76        | Agency Mortgage-Backed Securities   |
| FNMA            | 2040-05-01      | 5.5000%  | 0.0000% | $1081510.00        | $1110989.32        | Agency Mortgage-Backed Securities   |
| FNMA            | 2055-05-01      | 6.0000%  | 0.0000% | $4331544.00        | $4448133.28        | Agency Mortgage-Backed Securities   |
| FNMA            | 2055-05-01      | 6.0000%  | 0.0000% | $8403296.00        | $8602423.30        | Agency Mortgage-Backed Securities   |
| FNMA            | 2055-05-01      | 5.5000%  | 0.0000% | $13108800.00       | $13022918.43       | Agency Mortgage-Backed Securities   |
| FNMA            | 2055-05-01      | 6.0000%  | 0.0000% | $2559780.00        | $2645948.17        | Agency Mortgage-Backed Securities   |
| FNMA            | 2055-05-01      | 6.5000%  | 0.0000% | $1073148.00        | $1126911.76        | Agency Mortgage-Backed Securities   |
| FNMA            | 2055-05-01      | 6.5000%  | 0.0000% | $1051464.00        | $1095298.60        | Agency Mortgage-Backed Securities   |
| FNMA            | 2055-05-01      | 6.5000%  | 0.0000% | $1460186.00        | $1509550.67        | Agency Mortgage-Backed Securities   |
| FNMA            | 2055-05-01      | 7.0000%  | 0.0000% | $1018644.00        | $1084467.64        | Agency Mortgage-Backed Securities   |
| FNMA            | 2055-05-01      | 7.0000%  | 0.0000% | $1152750.00        | $1219642.80        | Agency Mortgage-Backed Securities   |
| FNMA            | 2055-05-01      | 7.0000%  | 0.0000% | $8237696.00        | $8658904.95        | Agency Mortgage-Backed Securities   |
| FNMA            | 2047-03-01      | 4.0000%  | 0.0000% | $235138.00         | $15306.00          | Agency Mortgage-Backed Securities   |
| FNMA            | 2047-05-01      | 3.5000%  | 0.0000% | $170000.00         | $55017.88          | Agency Mortgage-Backed Securities   |
| FNMA            | 2056-11-01      | 4.5000%  | 0.0000% | $2458936.00        | $861789.39         | Agency Mortgage-Backed Securities   |
| FNMA            | 2047-05-01      | 3.0000%  | 0.0000% | $55905.00          | $13915.17          | Agency Mortgage-Backed Securities   |
| FNMA            | 2033-05-01      | 4.0000%  | 0.0000% | $1046310.00        | $120552.61         | Agency Mortgage-Backed Securities   |
| FNMA            | 2048-10-01      | 4.0000%  | 0.0000% | $239000.00         | $29381.78          | Agency Mortgage-Backed Securities   |
| FNMA            | 2036-06-01      | 2.5000%  | 0.0000% | $1158576.00        | $694994.07         | Agency Mortgage-Backed Securities   |
| FNMA            | 2051-10-01      | 3.5000%  | 0.0000% | $128694.00         | $56231.86          | Agency Mortgage-Backed Securities   |
| FNMA            | 2051-12-01      | 2.5000%  | 0.0000% | $6023120.00        | $4094096.13        | Agency Mortgage-Backed Securities   |
| FNMA            | 2052-11-01      | 5.0000%  | 0.0000% | $1000000.00        | $742921.45         | Agency Mortgage-Backed Securities   |
| FNMA            | 2053-08-01      | 5.5000%  | 0.0000% | $3562816.00        | $2656726.36        | Agency Mortgage-Backed Securities   |
| FNMA            | 2047-08-01      | 4.5000%  | 0.0000% | $150537.00         | $17346.51          | Agency Mortgage-Backed Securities   |
| FNMA            | 2049-10-01      | 4.5000%  | 0.0000% | $343000.00         | $52352.12          | Agency Mortgage-Backed Securities   |
| FNMA            | 2049-07-01      | 3.5000%  | 0.0000% | $56000.00          | $6579.43           | Agency Mortgage-Backed Securities   |
| FNMA            | 2050-03-01      | 4.0000%  | 0.0000% | $457099.00         | $69951.94          | Agency Mortgage-Backed Securities   |
| FNMA            | 2050-06-01      | 4.0000%  | 0.0000% | $500487.00         | $114495.59         | Agency Mortgage-Backed Securities   |
| FNMA            | 2040-08-01      | 2.0000%  | 0.0000% | $200000.00         | $104122.02         | Agency Mortgage-Backed Securities   |
| FNMA            | 2051-03-01      | 2.0000%  | 0.0000% | $250000.00         | $147521.40         | Agency Mortgage-Backed Securities   |
| FNMA            | 2053-01-01      | 4.5000%  | 0.0000% | $2455000.00        | $2001246.76        | Agency Mortgage-Backed Securities   |
| FNMA            | 2053-07-01      | 4.0000%  | 0.0000% | $650204.00         | $486961.99         | Agency Mortgage-Backed Securities   |
| FNMA            | 2053-11-01      | 5.5000%  | 0.0000% | $13059800.00       | $11949690.25       | Agency Mortgage-Backed Securities   |
| FNMA            | 2053-10-01      | 6.0000%  | 0.0000% | $43403584.00       | $40922891.05       | Agency Mortgage-Backed Securities   |
| FNMA            | 2055-05-01      | 5.0000%  | 0.0000% | $103169536.00      | $100207825.23      | Agency Mortgage-Backed Securities   |
| FNMA            | 2035-05-01      | 3.5000%  | 0.0000% | $589916.00         | $170062.60         | Agency Mortgage-Backed Securities   |
| FNMA            | 2035-12-01      | 2.0000%  | 0.0000% | $350000.00         | $142286.13         | Agency Mortgage-Backed Securities   |
| FNMA            | 2050-05-01      | 4.0000%  | 0.0000% | $65886464.00       | $26580132.97       | Agency Mortgage-Backed Securities   |
| FNMA            | 2037-04-01      | 2.5000%  | 0.0000% | $13000.00          | $8442.24           | Agency Mortgage-Backed Securities   |
| FNMA            | 2052-05-01      | 3.5000%  | 0.0000% | $1900000.00        | $1333181.06        | Agency Mortgage-Backed Securities   |
| FNMA            | 2052-05-01      | 4.0000%  | 0.0000% | $700000.00         | $539789.18         | Agency Mortgage-Backed Securities   |
| FNMA            | 2052-10-01      | 4.5000%  | 0.0000% | $548485.00         | $446376.36         | Agency Mortgage-Backed Securities   |
| FNMA            | 2049-09-01      | 5.0000%  | 0.0000% | $10000000.00       | $8121547.61        | Agency Mortgage-Backed Securities   |
| FNMA            | 2051-08-01      | 2.0000%  | 0.0000% | $1185774.00        | $844222.01         | Agency Mortgage-Backed Securities   |
| FNMA            | 2052-01-25      | 2.5000%  | 0.0000% | $5418984.00        | $3896213.67        | Agency Mortgage-Backed Securities   |
| FNMA            | 2037-10-01      | 7.5000%  | 0.0000% | $3505496.00        | $21490.38          | Agency Mortgage-Backed Securities   |
| FNMA            | 2037-02-01      | 5.5000%  | 0.0000% | $1325000.00        | $6750.11           | Agency Mortgage-Backed Securities   |
| FNMA            | 2042-12-01      | 3.5000%  | 0.0000% | $200000.00         | $20394.72          | Agency Mortgage-Backed Securities   |
| FNMA            | 2040-05-01      | 5.5000%  | 0.0000% | $583458.00         | $18779.67          | Agency Mortgage-Backed Securities   |
| FNMA            | 2047-10-01      | 4.0000%  | 0.0000% | $237006.00         | $28582.02          | Agency Mortgage-Backed Securities   |
| FNMA            | 2036-08-01      | 2.0000%  | 0.0000% | $1000000.00        | $568391.47         | Agency Mortgage-Backed Securities   |
| FNMA            | 2049-03-01      | 4.0000%  | 0.0000% | $1667574.00        | $113743.86         | Agency Mortgage-Backed Securities   |
| FNMA            | 2034-08-01      | 3.5000%  | 0.0000% | $429000.00         | $45879.63          | Agency Mortgage-Backed Securities   |
| FNMA            | 2039-05-01      | 4.5000%  | 0.0000% | $9037380.00        | $7712041.73        | Agency Mortgage-Backed Securities   |
| FNMA            | 2052-04-01      | 3.5000%  | 0.0000% | $277000.00         | $192881.26         | Agency Mortgage-Backed Securities   |
| FNMA            | 2052-11-01      | 3.5000%  | 0.0000% | $40000.00          | $31343.21          | Agency Mortgage-Backed Securities   |
| FNMA            | 2053-03-01      | 3.5000%  | 0.0000% | $84000.00          | $66022.38          | Agency Mortgage-Backed Securities   |
| FNMA            | 2054-11-01      | 6.5000%  | 0.0000% | $45750800.00       | $41348633.65       | Agency Mortgage-Backed Securities   |
| FNMA            | 2055-01-01      | 3.5000%  | 0.0000% | $131542.00         | $115115.63         | Agency Mortgage-Backed Securities   |
| FNMA            | 2055-02-01      | 6.0000%  | 0.0000% | $382000.00         | $371775.22         | Agency Mortgage-Backed Securities   |
| FNMA            | 2035-04-01      | 5.5000%  | 0.0000% | $328000.00         | $334074.35         | Agency Mortgage-Backed Securities   |
| FNMA            | 2035-05-01      | 4.0000%  | 0.0000% | $3763600.00        | $3663568.11        | Agency Mortgage-Backed Securities   |
| FNMA            | 2037-02-01      | 5.5000%  | 0.0000% | $229197568.00      | $880481.52         | Agency Mortgage-Backed Securities   |
| FMAC            | 2055-01-01      | 4.5000%  | 0.0000% | $1135262.00        | $1063681.13        | Agency Mortgage-Backed Securities   |
| FMAC            | 2055-02-01      | 6.5000%  | 0.0000% | $1977614.00        | $2038108.49        | Agency Mortgage-Backed Securities   |
| FMAC            | 2055-03-01      | 5.5000%  | 0.0000% | $23329280.00       | $22767770.30       | Agency Mortgage-Backed Securities   |
| FMAC            | 2055-03-01      | 6.5000%  | 0.0000% | $1940210.00        | $1146087.11        | Agency Mortgage-Backed Securities   |
| FMAC            | 2055-03-01      | 7.0000%  | 0.0000% | $10201680.00       | $9524055.90        | Agency Mortgage-Backed Securities   |
| FMAC            | 2055-04-01      | 7.0000%  | 0.0000% | $1442066.00        | $1518991.29        | Agency Mortgage-Backed Securities   |
| FMAC            | 2055-05-01      | 5.0000%  | 0.0000% | $1227706.00        | $1194021.89        | Agency Mortgage-Backed Securities   |
| FMAC            | 2055-04-01      | 5.0000%  | 0.0000% | $1123242.00        | $1097354.39        | Agency Mortgage-Backed Securities   |
| FMAC            | 2055-05-01      | 7.0000%  | 0.0000% | $1097320.00        | $1155122.31        | Agency Mortgage-Backed Securities   |
| FMAC            | 2055-04-01      | 6.0000%  | 0.0000% | $120465152.00      | $121826993.51      | Agency Mortgage-Backed Securities   |
| GNMA            | 2042-02-15      | 4.0000%  | 0.0000% | $125000.00         | $10615.43          | Agency Mortgage-Backed Securities   |
| GNMA            | 2042-10-20      | 3.5000%  | 0.0000% | $8032736.00        | $590479.51         | Agency Mortgage-Backed Securities   |
| GNMA            | 2043-03-20      | 2.5000%  | 0.0000% | $4115144.00        | $575815.68         | Agency Mortgage-Backed Securities   |
| GNMA            | 2044-04-20      | 4.5000%  | 0.0000% | $2085000.00        | $153283.07         | Agency Mortgage-Backed Securities   |
| GNMA            | 2045-12-20      | 3.5000%  | 0.0000% | $1334692.00        | $139304.48         | Agency Mortgage-Backed Securities   |
| GNMA            | 2032-05-20      | 3.5000%  | 0.0000% | $215000.00         | $23373.47          | Agency Mortgage-Backed Securities   |
| GNMA            | 2032-09-20      | 3.5000%  | 0.0000% | $625000.00         | $75607.84          | Agency Mortgage-Backed Securities   |
| GNMA            | 2047-09-20      | 3.5000%  | 0.0000% | $2750000.00        | $324357.76         | Agency Mortgage-Backed Securities   |
| GNMA            | 2048-01-20      | 6.0000%  | 0.0000% | $600000.00         | $78434.85          | Agency Mortgage-Backed Securities   |
| GNMA            | 2034-03-20      | 4.5000%  | 0.0000% | $134799.00         | $31085.96          | Agency Mortgage-Backed Securities   |
| GNMA            | 2049-12-20      | 3.0000%  | 0.0000% | $1329000.00        | $232275.31         | Agency Mortgage-Backed Securities   |
| GNMA            | 2050-08-20      | 3.0000%  | 0.0000% | $750000.00         | $181477.02         | Agency Mortgage-Backed Securities   |
| GNMA            | 2050-08-20      | 2.0000%  | 0.0000% | $200000.00         | $87701.86          | Agency Mortgage-Backed Securities   |
| GNMA            | 2050-04-20      | 5.0000%  | 0.0000% | $3107456.00        | $617329.42         | Agency Mortgage-Backed Securities   |
| GNMA            | 2050-11-20      | 3.0000%  | 0.0000% | $21235808.00       | $7212482.04        | Agency Mortgage-Backed Securities   |
| GNMA            | 2051-04-20      | 2.5000%  | 0.0000% | $115000.00         | $56759.67          | Agency Mortgage-Backed Securities   |
| GNMA            | 2051-04-20      | 4.5000%  | 0.0000% | $539290.00         | $242214.57         | Agency Mortgage-Backed Securities   |
| GNMA            | 2052-07-20      | 4.5000%  | 0.0000% | $132934000.00      | $101506964.56      | Agency Mortgage-Backed Securities   |
| GNMA            | 2052-08-20      | 5.0000%  | 0.0000% | $1660050.00        | $1116761.01        | Agency Mortgage-Backed Securities   |
| GNMA            | 2037-09-20      | 5.0000%  | 0.0000% | $294990.00         | $220271.73         | Agency Mortgage-Backed Securities   |
| GNMA            | 2052-10-20      | 3.5000%  | 0.0000% | $740457.00         | $551915.81         | Agency Mortgage-Backed Securities   |
| GNMA            | 2037-11-20      | 3.5000%  | 0.0000% | $109066.00         | $72858.96          | Agency Mortgage-Backed Securities   |
| GNMA            | 2053-02-20      | 3.0000%  | 0.0000% | $300000.00         | $209170.26         | Agency Mortgage-Backed Securities   |
| GNMA            | 2053-04-20      | 4.5000%  | 0.0000% | $14478640.00       | $12039456.43       | Agency Mortgage-Backed Securities   |
| GNMA            | 2053-04-20      | 3.0000%  | 0.0000% | $825000.00         | $667015.19         | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-06-20      | 4.0000%  | 0.0000% | $339685.00         | $301820.61         | Agency Mortgage-Backed Securities   |
| GNMA            | 2053-07-20      | 5.0000%  | 0.0000% | $4807510.00        | $4178512.63        | Agency Mortgage-Backed Securities   |
| GNMA            | 2053-11-20      | 4.0000%  | 0.0000% | $1527254.00        | $1340452.06        | Agency Mortgage-Backed Securities   |
| GNMA            | 2039-01-20      | 7.0000%  | 0.0000% | $53054.00          | $51432.87          | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-03-20      | 5.5000%  | 0.0000% | $50708928.00       | $43785365.10       | Agency Mortgage-Backed Securities   |
| GNMA            | 2046-12-20      | 3.0000%  | 0.0000% | $144214.00         | $110358.52         | Agency Mortgage-Backed Securities   |
| GNMA            | 2038-03-20      | 7.0000%  | 0.0000% | $164370.00         | $102459.91         | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-06-20      | 5.0000%  | 0.0000% | $951427.00         | $894049.13         | Agency Mortgage-Backed Securities   |
| GNMA            | 2047-07-15      | 4.5000%  | 0.0000% | $1997796.00        | $255583.97         | Agency Mortgage-Backed Securities   |
| GNMA            | 2047-12-15      | 3.0000%  | 0.0000% | $78696.00          | $36695.29          | Agency Mortgage-Backed Securities   |
| GNMA            | 2047-12-15      | 3.0000%  | 0.0000% | $769953.00         | $270097.58         | Agency Mortgage-Backed Securities   |
| GNMA            | 2048-08-20      | 5.0000%  | 0.0000% | $3000000.00        | $350355.83         | Agency Mortgage-Backed Securities   |
| GNMA            | 2048-05-20      | 4.5000%  | 0.0000% | $4561240.00        | $447742.51         | Agency Mortgage-Backed Securities   |
| GNMA            | 2049-02-20      | 3.0000%  | 0.0000% | $704333.00         | $127511.52         | Agency Mortgage-Backed Securities   |
| GNMA            | 2061-08-15      | 3.2300%  | 0.0000% | $49051.00          | $42449.48          | Agency Mortgage-Backed Securities   |
| GNMA            | 2049-12-20      | 3.5000%  | 0.0000% | $71885.00          | $11711.72          | Agency Mortgage-Backed Securities   |
| GNMA            | 2050-08-20      | 2.5000%  | 0.0000% | $605364.00         | $392042.58         | Agency Mortgage-Backed Securities   |
| GNMA            | 2050-09-20      | 2.0000%  | 0.0000% | $1156490.00        | $811252.71         | Agency Mortgage-Backed Securities   |
| GNMA            | 2050-09-20      | 3.5000%  | 0.0000% | $160000.00         | $91206.20          | Agency Mortgage-Backed Securities   |
| GNMA            | 2063-04-15      | 2.8000%  | 0.0000% | $77897.00          | $64787.75          | Agency Mortgage-Backed Securities   |
| GNMA            | 2046-06-20      | 3.0000%  | 0.0000% | $67782.00          | $49642.62          | Agency Mortgage-Backed Securities   |
| GNMA            | 2051-06-20      | 2.5000%  | 0.0000% | $32107648.00       | $16436116.20       | Agency Mortgage-Backed Securities   |
| GNMA            | 2051-10-20      | 3.0000%  | 0.0000% | $465759.00         | $365791.85         | Agency Mortgage-Backed Securities   |
| GNMA            | 2043-06-20      | 3.0000%  | 0.0000% | $3000000.00        | $1441999.44        | Agency Mortgage-Backed Securities   |
| GNMA            | 2043-06-20      | 3.0000%  | 0.0000% | $97993.00          | $69885.15          | Agency Mortgage-Backed Securities   |
| GNMA            | 2039-10-20      | 5.5000%  | 0.0000% | $1751722.00        | $973797.48         | Agency Mortgage-Backed Securities   |
| GNMA            | 2049-11-20      | 5.5000%  | 0.0000% | $6845480.00        | $2674636.85        | Agency Mortgage-Backed Securities   |
| GNMA            | 2048-03-20      | 3.0000%  | 0.0000% | $675000.00         | $250843.91         | Agency Mortgage-Backed Securities   |
| GNMA            | 2047-12-20      | 3.0000%  | 0.0000% | $1363258.00        | $810046.06         | Agency Mortgage-Backed Securities   |
| GNMA            | 2043-07-20      | 2.5000%  | 0.0000% | $2179280.00        | $1267980.48        | Agency Mortgage-Backed Securities   |
| GNMA            | 2049-09-20      | 5.5000%  | 0.0000% | $3079848.00        | $1604239.74        | Agency Mortgage-Backed Securities   |
| GNMA            | 2047-08-15      | 3.0000%  | 0.0000% | $651952.00         | $270587.18         | Agency Mortgage-Backed Securities   |
| GNMA            | 2043-08-20      | 3.5000%  | 0.0000% | $4011000.00        | $532016.03         | Agency Mortgage-Backed Securities   |
| GNMA            | 2045-03-20      | 3.5000%  | 0.0000% | $9866464.00        | $1851596.25        | Agency Mortgage-Backed Securities   |
| GNMA            | 2045-11-20      | 4.0000%  | 0.0000% | $4507680.00        | $316105.27         | Agency Mortgage-Backed Securities   |
| GNMA            | 2052-11-20      | 5.0000%  | 0.0000% | $1913814.00        | $1680910.76        | Agency Mortgage-Backed Securities   |
| GNMA            | 2052-08-20      | 2.5000%  | 0.0000% | $2184832.00        | $1706162.55        | Agency Mortgage-Backed Securities   |
| GNMA            | 2053-05-20      | 6.0000%  | 0.0000% | $1088354.00        | $675047.64         | Agency Mortgage-Backed Securities   |
| GNMA            | 2063-04-20      | 6.5000%  | 0.0000% | $67708.00          | $68674.84          | Agency Mortgage-Backed Securities   |
| GNMA            | 2063-05-20      | 5.0000%  | 0.0000% | $615358.00         | $495681.90         | Agency Mortgage-Backed Securities   |
| GNMA            | 2053-10-20      | 7.0000%  | 0.0000% | $1272906.00        | $1328450.80        | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-01-20      | 7.5000%  | 0.0000% | $1541866.00        | $1529951.34        | Agency Mortgage-Backed Securities   |
| GNMA            | 2053-09-20      | 6.5000%  | 0.0000% | $1985420.00        | $2046413.94        | Agency Mortgage-Backed Securities   |
| GNMA            | 2053-09-20      | 7.0000%  | 0.0000% | $4316912.00        | $3238928.09        | Agency Mortgage-Backed Securities   |
| GNMA            | 2059-04-15      | 5.5000%  | 0.0000% | $22211.00          | $22405.76          | Agency Mortgage-Backed Securities   |
| GNMA            | 2053-12-20      | 7.0000%  | 0.0000% | $3279504.00        | $765118.35         | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-01-20      | 7.0000%  | 0.0000% | $5256720.00        | $5363074.94        | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-01-20      | 6.5000%  | 0.0000% | $1074702.00        | $900359.35         | Agency Mortgage-Backed Securities   |
| GNMA            | 2064-02-20      | 5.0000%  | 0.0000% | $1427188.00        | $1102721.65        | Agency Mortgage-Backed Securities   |
| GNMA            | 2064-09-20      | 6.5000%  | 0.0000% | $25121.00          | $25658.90          | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-04-20      | 6.5000%  | 0.0000% | $1267270.00        | $1076770.78        | Agency Mortgage-Backed Securities   |
| GNMA            | 2050-02-20      | 7.0000%  | 0.0000% | $1139144.00        | $657360.58         | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-04-20      | 6.5000%  | 0.0000% | $1289070.00        | $1330234.64        | Agency Mortgage-Backed Securities   |
| GNMA            | 2065-02-20      | 7.0000%  | 0.0000% | $445374.00         | $457609.31         | Agency Mortgage-Backed Securities   |
| GNMA            | 2062-04-20      | 3.5000%  | 0.0000% | $104290.00         | $89842.30          | Agency Mortgage-Backed Securities   |
| GNMA            | 2064-04-20      | 5.0000%  | 0.0000% | $149035.00         | $142780.25         | Agency Mortgage-Backed Securities   |
| GNMA            | 2062-09-20      | 5.0000%  | 0.0000% | $154708.00         | $148176.45         | Agency Mortgage-Backed Securities   |
| GNMA            | 2064-05-20      | 6.5000%  | 0.0000% | $8528.00           | $8703.00           | Agency Mortgage-Backed Securities   |
| GNMA            | 2064-05-20      | 6.5000%  | 0.0000% | $16226.00          | $16534.10          | Agency Mortgage-Backed Securities   |
| GNMA            | 2060-03-15      | 5.8200%  | 0.0000% | $1476090.00        | $1534690.14        | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-07-20      | 7.0000%  | 0.0000% | $4005384.00        | $4198731.76        | Agency Mortgage-Backed Securities   |
| GNMA            | 2064-05-20      | 6.5000%  | 0.0000% | $410484.00         | $379194.65         | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-08-20      | 6.0000%  | 0.0000% | $362317.00         | $372014.68         | Agency Mortgage-Backed Securities   |
| GNMA            | 2061-06-20      | 4.5000%  | 0.0000% | $265999.00         | $246126.84         | Agency Mortgage-Backed Securities   |
| GNMA            | 2064-06-20      | 6.5000%  | 0.0000% | $108566.00         | $91412.68          | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-09-20      | 7.0000%  | 0.0000% | $1042324.00        | $1089798.41        | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-10-20      | 6.0000%  | 0.0000% | $6389312.00        | $6483622.00        | Agency Mortgage-Backed Securities   |
| GNMA            | 2064-08-20      | 4.0000%  | 0.0000% | $149640.00         | $134686.53         | Agency Mortgage-Backed Securities   |
| GNMA            | 2064-07-20      | 6.5000%  | 0.0000% | $16921.00          | $17271.15          | Agency Mortgage-Backed Securities   |
| GNMA            | 2060-03-20      | 3.0000%  | 0.0000% | $884683.00         | $745468.78         | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-10-20      | 6.5000%  | 0.0000% | $2083932.00        | $2001229.22        | Agency Mortgage-Backed Securities   |
| GNMA            | 2063-08-20      | 6.5000%  | 0.0000% | $11210.00          | $11450.82          | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-09-20      | 5.0000%  | 0.0000% | $2078344.00        | $2012226.64        | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-10-20      | 5.0000%  | 0.0000% | $1100680.00        | $1071691.61        | Agency Mortgage-Backed Securities   |
| GNMA            | 2064-09-20      | 6.5000%  | 0.0000% | $1135492.00        | $911972.45         | Agency Mortgage-Backed Securities   |
| GNMA            | 2064-10-20      | 6.0000%  | 0.0000% | $2581844.00        | $2604794.43        | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-12-20      | 5.0000%  | 0.0000% | $6188216.00        | $5944162.15        | Agency Mortgage-Backed Securities   |
| GNMA            | 2064-10-20      | 6.0000%  | 0.0000% | $1637520.00        | $1433338.70        | Agency Mortgage-Backed Securities   |
| GNMA            | 2064-08-20      | 4.5000%  | 0.0000% | $147718.00         | $137090.59         | Agency Mortgage-Backed Securities   |
| GNMA            | 2064-10-20      | 6.5000%  | 0.0000% | $200678.00         | $165025.85         | Agency Mortgage-Backed Securities   |
| GNMA            | 2065-03-20      | 6.0000%  | 0.0000% | $111875.00         | $112910.59         | Agency Mortgage-Backed Securities   |
| GNMA            | 2065-03-20      | 4.5000%  | 0.0000% | $112218.00         | $103553.50         | Agency Mortgage-Backed Securities   |
| GNMA            | 2065-03-20      | 3.5000%  | 0.0000% | $175793.00         | $152854.09         | Agency Mortgage-Backed Securities   |
| GNMA            | 2064-11-20      | 4.5000%  | 0.0000% | $294735.00         | $274355.47         | Agency Mortgage-Backed Securities   |
| GNMA            | 2064-12-20      | 6.0000%  | 0.0000% | $492303.00         | $496407.41         | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-12-20      | 5.0000%  | 0.0000% | $2251732.00        | $2163167.03        | Agency Mortgage-Backed Securities   |
| GNMA            | 2064-12-20      | 6.5000%  | 0.0000% | $102476.00         | $104737.38         | Agency Mortgage-Backed Securities   |
| GNMA            | 2064-11-20      | 6.0000%  | 0.0000% | $1015818.00        | $1023448.06        | Agency Mortgage-Backed Securities   |
| GNMA            | 2064-10-20      | 4.5000%  | 0.0000% | $277298.00         | $261275.08         | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-01-20      | 5.5000%  | 0.0000% | $919465.00         | $907748.96         | Agency Mortgage-Backed Securities   |
| GNMA            | 2065-01-20      | 3.5000%  | 0.0000% | $764238.00         | $663893.70         | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-01-20      | 5.0000%  | 0.0000% | $2571296.00        | $2502477.21        | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-01-20      | 5.0000%  | 0.0000% | $657514.00         | $632460.20         | Agency Mortgage-Backed Securities   |
| GNMA            | 2065-01-20      | 7.0000%  | 0.0000% | $242427.00         | $249078.25         | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-12-20      | 7.0000%  | 0.0000% | $1629392.00        | $1678577.53        | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-01-20      | 5.0000%  | 0.0000% | $762027.00         | $732538.67         | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-12-20      | 7.0000%  | 0.0000% | $8823488.00        | $9250320.29        | Agency Mortgage-Backed Securities   |
| GNMA            | 2064-11-20      | 4.0000%  | 0.0000% | $1065980.00        | $962991.96         | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-01-20      | 4.5000%  | 0.0000% | $1455880.00        | $1363232.00        | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-01-20      | 6.5000%  | 0.0000% | $4139240.00        | $4295090.61        | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-02-20      | 7.0000%  | 0.0000% | $1029506.00        | $1081151.40        | Agency Mortgage-Backed Securities   |
| GNMA            | 2065-01-20      | 4.0000%  | 0.0000% | $1255712.00        | $1142953.94        | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-02-20      | 5.0000%  | 0.0000% | $936636.00         | $901953.46         | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-01-20      | 5.0000%  | 0.0000% | $5882336.00        | $5667517.61        | Agency Mortgage-Backed Securities   |
| GNMA            | 2065-02-20      | 4.0000%  | 0.0000% | $559771.00         | $505337.60         | Agency Mortgage-Backed Securities   |
| GNMA            | 2065-03-20      | 6.5000%  | 0.0000% | $206114.00         | $210964.30         | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-02-20      | 6.5000%  | 0.0000% | $2092080.00        | $2159633.32        | Agency Mortgage-Backed Securities   |
| GNMA            | 2065-01-20      | 7.0000%  | 0.0000% | $124482.00         | $127678.33         | Agency Mortgage-Backed Securities   |
| GNMA            | 2064-10-20      | 6.0000%  | 0.0000% | $156037.00         | $157342.54         | Agency Mortgage-Backed Securities   |
| GNMA            | 2065-01-20      | 4.0000%  | 0.0000% | $528089.00         | $476687.97         | Agency Mortgage-Backed Securities   |
| GNMA            | 2065-01-20      | 4.5000%  | 0.0000% | $84442.00          | $78658.54          | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-03-20      | 6.5000%  | 0.0000% | $12196208.00       | $12852920.06       | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-02-20      | 5.0000%  | 0.0000% | $6742112.00        | $6503269.05        | Agency Mortgage-Backed Securities   |
| GNMA            | 2065-02-20      | 6.0000%  | 0.0000% | $3689592.00        | $3719662.37        | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-04-20      | 7.0000%  | 0.0000% | $3211688.00        | $3315552.45        | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-05-20      | 7.0000%  | 0.0000% | $1753246.00        | $1842266.87        | Agency Mortgage-Backed Securities   |
| GNMA            | 2065-04-20      | 4.0000%  | 0.0000% | $2204556.00        | $1993085.05        | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-05-20      | 6.5000%  | 0.0000% | $8017280.00        | $8395271.59        | Agency Mortgage-Backed Securities   |
| GNMA            | 2065-04-20      | 6.0000%  | 0.0000% | $1312754.00        | $1325468.46        | Agency Mortgage-Backed Securities   |
| GNMA            | 2065-03-20      | 4.0000%  | 0.0000% | $413725.00         | $374028.60         | Agency Mortgage-Backed Securities   |
| GNMA            | 2065-03-20      | 3.0000%  | 0.0000% | $814979.00         | $692836.49         | Agency Mortgage-Backed Securities   |
| GNMA            | 2065-04-20      | 5.0000%  | 0.0000% | $106438.00         | $102663.36         | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-05-20      | 6.0000%  | 0.0000% | $71181184.00       | $72744204.15       | Agency Mortgage-Backed Securities   |
| GNMA            | 2030-04-20      | 7.0000%  | 0.0000% | $60827.00          | $61163.77          | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-05-20      | 5.5000%  | 0.0000% | $122958848.00      | $122532863.96      | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-04-20      | 6.0000%  | 0.0000% | $1095756.00        | $1100525.92        | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-04-20      | 5.5000%  | 0.0000% | $3070780.00        | $3071927.11        | Agency Mortgage-Backed Securities   |
| GNMA            | 2065-02-20      | 4.0000%  | 0.0000% | $742270.00         | $668545.90         | Agency Mortgage-Backed Securities   |
| GNMA            | 2064-12-20      | 6.0000%  | 0.0000% | $266120.00         | $266778.25         | Agency Mortgage-Backed Securities   |
| GNMA            | 2064-05-20      | 7.0000%  | 0.0000% | $233598.00         | $240090.96         | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-02-20      | 7.0000%  | 0.0000% | $4155104.00        | $4362870.61        | Agency Mortgage-Backed Securities   |
| GNMA            | 2064-11-20      | 3.0000%  | 0.0000% | $454286.00         | $385319.37         | Agency Mortgage-Backed Securities   |
| GNMA            | 2065-02-20      | 6.5000%  | 0.0000% | $97401.00          | $99658.23          | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-03-20      | 7.0000%  | 0.0000% | $2049524.00        | $2167179.50        | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-03-20      | 7.0000%  | 0.0000% | $2874508.00        | $3031244.58        | Agency Mortgage-Backed Securities   |
| GNMA            | 2065-03-20      | 4.5000%  | 0.0000% | $384429.00         | $358597.44         | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-05-20      | 5.5000%  | 0.0000% | $6085488.00        | $6112054.54        | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-05-20      | 6.0000%  | 0.0000% | $5094336.00        | $5206204.22        | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-05-20      | 6.0000%  | 0.0000% | $7438280.00        | $7601612.22        | Agency Mortgage-Backed Securities   |
| GNMA            | 2065-02-20      | 4.5000%  | 0.0000% | $991333.00         | $924034.36         | Agency Mortgage-Backed Securities   |
| GNMA            | 2065-04-20      | 4.5000%  | 0.0000% | $684142.00         | $638130.94         | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-03-20      | 6.0000%  | 0.0000% | $6014240.00        | $6040920.94        | Agency Mortgage-Backed Securities   |
| GNMA            | 2065-04-20      | 3.5000%  | 0.0000% | $2781832.00        | $2418854.50        | Agency Mortgage-Backed Securities   |
| GNMA            | 2052-03-20      | 5.5000%  | 0.0000% | $4630464.00        | $4591488.46        | Agency Mortgage-Backed Securities   |
| GNMA            | 2032-07-15      | 6.5000%  | 0.0000% | $17186448.00       | $31983.79          | Agency Mortgage-Backed Securities   |
| GNMA            | 2040-05-20      | 5.0000%  | 0.0000% | $2249132.00        | $79850.16          | Agency Mortgage-Backed Securities   |
| GNMA            | 2040-11-20      | 4.0000%  | 0.0000% | $3000000.00        | $69979.67          | Agency Mortgage-Backed Securities   |
| GNMA            | 2042-08-15      | 3.0000%  | 0.0000% | $2000000.00        | $251652.45         | Agency Mortgage-Backed Securities   |
| GNMA            | 2041-12-15      | 4.0000%  | 0.0000% | $137006.00         | $10753.52          | Agency Mortgage-Backed Securities   |
| GNMA            | 2034-06-20      | 4.8750%  | 0.0000% | $40044480.00       | $943218.39         | Agency Mortgage-Backed Securities   |
| GNMA            | 2051-03-20      | 2.5000%  | 0.0000% | $1065000.00        | $648924.42         | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-11-20      | 5.0000%  | 0.0000% | $102749280.00      | $98244406.49       | Agency Mortgage-Backed Securities   |
| GNMA            | 2046-04-15      | 2.5000%  | 0.0000% | $2550650.00        | $1533597.03        | Agency Mortgage-Backed Securities   |
| GNMA            | 2040-06-15      | 5.0000%  | 0.0000% | $258108.00         | $7321.14           | Agency Mortgage-Backed Securities   |
| 5.880 TVBD 36 C | 2036-04-01      | 5.8800%  | 0.0000% | $450000.00         | $493315.05         | Agency Debentures and Agency Strips |

### Security 112: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY ROYAL BANK OF CANADA 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BNTALTCT3
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 3.2900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2036-12-01      | 7.5000%  | 0.0000% | $2515.00           | $61.35             | Agency Mortgage-Backed Securities |
| FMAC          | 2034-11-01      | 6.0000%  | 0.0000% | $2294.00           | $31.63             | Agency Mortgage-Backed Securities |
| FMAC          | 2037-02-01      | 4.5000%  | 0.0000% | $1223.00           | $31.97             | Agency Mortgage-Backed Securities |
| FMAC          | 2045-11-01      | 4.0000%  | 0.0000% | $4891593.00        | $1612615.92        | Agency Mortgage-Backed Securities |
| FMAC          | 2034-03-01      | 4.5000%  | 0.0000% | $2718055.00        | $231479.27         | Agency Mortgage-Backed Securities |
| FMAC          | 2047-07-01      | 4.0000%  | 0.0000% | $832392.00         | $176512.08         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-10-01      | 2.5000%  | 0.0000% | $1365000.00        | $251637.99         | Agency Mortgage-Backed Securities |
| FMAC          | 2047-01-01      | 3.5000%  | 0.0000% | $20330000.00       | $7662459.23        | Agency Mortgage-Backed Securities |
| FMAC          | 2047-02-01      | 3.5000%  | 0.0000% | $1229.00           | $425.16            | Agency Mortgage-Backed Securities |
| FMAC          | 2043-01-01      | 4.0000%  | 0.0000% | $1011040.00        | $838526.72         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-03-01      | 3.0000%  | 0.0000% | $1375132.00        | $865121.74         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 4.0000%  | 0.0000% | $323200.00         | $221842.27         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 6.5000%  | 0.0000% | $18200000.00       | $16504046.67       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.0000%  | 0.0000% | $1414032.00        | $1195659.44        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.0000%  | 0.0000% | $1016000.00        | $818450.78         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 5.0000%  | 0.0000% | $189000.00         | $179198.13         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-04-01      | 2.0000%  | 0.0000% | $104095.00         | $77528.99          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 2.5000%  | 0.0000% | $1605586.00        | $1265408.46        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 2.0000%  | 0.0000% | $662079.00         | $493265.81         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 2.5000%  | 0.0000% | $16662186.00       | $3993040.94        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.5000%  | 0.0000% | $290000.00         | $185647.62         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $6155742.00        | $5392725.22        | Agency Mortgage-Backed Securities |
| FMAC          | 2030-07-15      | 9.0000%  | 0.0000% | $2427006.00        | $27426.77          | Agency Mortgage-Backed Securities |
| FMAC          | 2050-10-01      | 2.5000%  | 0.0000% | $305092.00         | $149784.20         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-11-01      | 2.5000%  | 0.0000% | $450000.00         | $197402.84         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-02-01      | 2.0000%  | 0.0000% | $400000.00         | $187844.38         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-02-01      | 2.5000%  | 0.0000% | $160000.00         | $77051.63          | Agency Mortgage-Backed Securities |
| FMAC          | 2051-03-01      | 2.0000%  | 0.0000% | $625000.00         | $313369.29         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-10-01      | 3.0000%  | 0.0000% | $3000.00           | $1703.66           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $115000.00         | $74590.56          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-03-01      | 2.0000%  | 0.0000% | $2049019.00        | $1333731.82        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-03-01      | 3.0000%  | 0.0000% | $2103745.00        | $1466656.48        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $10189998.00       | $7749765.20        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $18203000.00       | $15508233.91       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 7.0000%  | 0.0000% | $1525316.00        | $1514253.40        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 7.0000%  | 0.0000% | $1522025.00        | $1599882.93        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 7.0000%  | 0.0000% | $1598229.00        | $1674754.19        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 4.0000%  | 0.0000% | $1394140.00        | $1273199.72        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $3001.00           | $2984.56           | Agency Mortgage-Backed Securities |
| FMAC          | 2050-06-01      | 2.5000%  | 0.0000% | $599000.00         | $263364.14         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-03-01      | 2.0000%  | 0.0000% | $620000.00         | $346840.85         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 4.5000%  | 0.0000% | $8070535.00        | $6248660.07        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 5.0000%  | 0.0000% | $1706467.00        | $1331612.16        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $18297000.00       | $14100835.54       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $11854978.00       | $9380161.75        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $1108763.00        | $832266.35         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $10676552.00       | $8743723.83        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $1799000.00        | $1504012.92        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $10387004.00       | $9111081.47        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-09-01      | 2.5000%  | 0.0000% | $349000.00         | $139993.01         | Agency Mortgage-Backed Securities |
| FMAC          | 2040-12-01      | 2.5000%  | 0.0000% | $1850000.00        | $863444.63         | Agency Mortgage-Backed Securities |
| FMAC          | 2042-07-01      | 3.5000%  | 0.0000% | $369084.00         | $273140.55         | Agency Mortgage-Backed Securities |
| FMAC          | 2042-06-01      | 4.0000%  | 0.0000% | $6241.00           | $4440.61           | Agency Mortgage-Backed Securities |
| FMAC          | 2042-12-01      | 4.0000%  | 0.0000% | $868662.00         | $692182.82         | Agency Mortgage-Backed Securities |
| FMAC          | 2043-02-01      | 6.0000%  | 0.0000% | $300000.00         | $181072.65         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-03-01      | 6.0000%  | 0.0000% | $31528.00          | $30375.63          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $1510785.00        | $1343217.21        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 6.5000%  | 0.0000% | $1421894.00        | $1065143.50        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $1489947.00        | $1419251.10        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $15274245.00       | $12703358.13       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-01-01      | 4.0000%  | 0.0000% | $80965419.00       | $7614816.90        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 4.0000%  | 0.0000% | $105241525.00      | $15712330.20       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 3.5000%  | 0.0000% | $50517368.00       | $6661163.71        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $13000.00          | $2254.43           | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.0000%  | 0.0000% | $1448186.00        | $179124.15         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $10294091.00       | $1014501.62        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 3.5000%  | 0.0000% | $69600000.00       | $13954599.90       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $1000000.00        | $892016.34         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $920753.00         | $848003.16         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 7.0000%  | 0.0000% | $1524527.00        | $1018285.80        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 7.0000%  | 0.0000% | $1410885.00        | $926699.11         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 6.0000%  | 0.0000% | $1647725.00        | $1652810.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $295039.00         | $300436.41         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1230882.00        | $1114264.23        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $601735.00         | $593243.59         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1886394.00        | $1871587.79        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.0000%  | 0.0000% | $1236708.00        | $1190655.69        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $1077921.00        | $1103248.79        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1970.00           | $1953.69           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $14799735.00       | $14375717.23       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $1891620.00        | $1923572.63        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $2392163.00        | $2429070.96        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $2932555.00        | $2975889.68        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $5265037.00        | $5358878.35        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $3427260.00        | $3406742.41        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $1718218.00        | $1765168.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1255484.00        | $1279326.18        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $145777.00         | $145488.54         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $2166113.00        | $2149880.48        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $297726.00         | $296869.25         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $2383830.00        | $2371180.65        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $5593268.00        | $5560371.51        | Agency Mortgage-Backed Securities |
| FNMA          | 2057-02-01      | 4.5000%  | 0.0000% | $50000000.00       | $14232661.36       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 4.0000%  | 0.0000% | $18345557.00       | $6961432.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-09-01      | 2.5000%  | 0.0000% | $22256658.00       | $7948769.38        | Agency Mortgage-Backed Securities |
| FNMA          | 2062-03-01      | 4.0000%  | 0.0000% | $4469725.00        | $3416811.72        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 3.5000%  | 0.0000% | $12765112.00       | $8289142.09        | Agency Mortgage-Backed Securities |
| FNMA          | 2063-06-01      | 2.5000%  | 0.0000% | $22780324.00       | $16323895.26       | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 4.0000%  | 0.0000% | $42691847.00       | $12580984.62       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 4.0000%  | 0.0000% | $29284665.00       | $9842676.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $6025544.00        | $1260665.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-12-01      | 4.0000%  | 0.0000% | $810000.00         | $121211.54         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-10-01      | 2.5000%  | 0.0000% | $1075000.00        | $329868.11         | Agency Mortgage-Backed Securities |
| FNMA          | 2032-08-01      | 1.7550%  | 0.0000% | $730000.00         | $613859.97         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 4.9020%  | 0.0000% | $11564069.00       | $9453837.08        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.0000%  | 0.0000% | $1790779.00        | $216278.92         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-04-01      | 3.0000%  | 0.0000% | $171445.00         | $105608.03         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $1000000.00        | $450867.82         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $47527.00          | $21222.97          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $7208789.00        | $3956670.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $2680554.00        | $1573706.85        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-09-01      | 1.8200%  | 0.0000% | $12455560.00       | $10053456.81       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 3.0000%  | 0.0000% | $1646411.00        | $858316.08         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.0000%  | 0.0000% | $1469362.00        | $1417307.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $225000.00         | $170785.86         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $7040257.00        | $5424081.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $159000.00         | $129796.94         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $1150000.00        | $832005.07         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.0000%  | 0.0000% | $683153.00         | $467665.69         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-07-01      | 4.5000%  | 0.0000% | $29716.00          | $25075.03          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $16645000.00       | $13431999.55       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $1586915.00        | $1504283.21        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $17146043.00       | $14941436.72       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 4.5000%  | 0.0000% | $1483890.00        | $1194629.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2030-07-01      | 4.9000%  | 0.0000% | $7888000.00        | $8085993.69        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-09-01      | 3.5000%  | 0.0000% | $4196816.00        | $1134455.44        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-09-01      | 3.5000%  | 0.0000% | $62824506.00       | $15773422.63       | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 4.5000%  | 0.0000% | $24700000.00       | $8009780.53        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 4.5000%  | 0.0000% | $44460965.00       | $14359337.27       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 4.5000%  | 0.0000% | $50000012.00       | $14136123.47       | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $7719705.00        | $2165311.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2039-06-01      | 4.0000%  | 0.0000% | $2107286.00        | $554756.36         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1854000.00        | $496174.59         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 3.5000%  | 0.0000% | $25000000.00       | $12987994.70       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $12726748.00       | $6939773.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $4887191.00        | $2515558.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.5000%  | 0.0000% | $4007.00           | $1891.04           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $7806945.00        | $4443649.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $13702886.00       | $7009390.89        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $17448267.00       | $9889007.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $24836107.00       | $12764826.10       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $3606397.00        | $2019689.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $15171500.00       | $8459081.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $3053729.00        | $1745425.48        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $27820098.00       | $15924609.01       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 1.5000%  | 0.0000% | $23771141.00       | $13124965.72       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $2641999.00        | $1607986.01        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $1250000.00        | $764485.23         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $2222.00           | $1469.77           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $23150000.00       | $14952943.52       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $406032.00         | $309851.83         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.0000%  | 0.0000% | $13159001.00       | $10016375.43       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $380476.00         | $287566.12         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $11234000.00       | $8635688.01        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $884564.00         | $641651.95         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $15935679.00       | $12530207.86       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1941166.00        | $1530648.08        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $4284246.00        | $3304267.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $17391345.00       | $14483112.77       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1075000.00        | $907324.12         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 4.5000%  | 0.0000% | $19497196.00       | $15175022.97       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $17092000.00       | $14382853.32       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1812290.00        | $1490185.29        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 7.0000%  | 0.0000% | $1653764.00        | $1070187.85        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $25869229.00       | $22047848.01       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $2109988.00        | $1664039.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $13903922.00       | $12163954.78       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 7.5000%  | 0.0000% | $15724112.00       | $12200426.39       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 6.5000%  | 0.0000% | $2000.00           | $1854.89           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $5302680.00        | $5110510.87        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $18059328.00       | $16954362.62       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1182990.00        | $1153188.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $7710262.00        | $6250011.45        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-05-01      | 5.0000%  | 0.0000% | $570526.00         | $548280.81         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 5.0000%  | 0.0000% | $2900000.00        | $557951.96         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 4.5000%  | 0.0000% | $4408000.00        | $1369145.90        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 3.5000%  | 0.0000% | $4171573.00        | $1735275.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $4002.00           | $2094.99           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $4200000.00        | $1667978.54        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 3.0000%  | 0.0000% | $1100000.00        | $512164.95         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $6998000.00        | $4314133.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1147.05           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 3.0000%  | 0.0000% | $623589.00         | $303387.50         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 3.0000%  | 0.0000% | $856005.00         | $570149.81         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 3.0000%  | 0.0000% | $8257887.00        | $5098581.50        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $375000.00         | $240044.25         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $2283000.00        | $1679155.54        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 3.5000%  | 0.0000% | $2300000.00        | $1515771.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 4.5000%  | 0.0000% | $1226000.00        | $964793.27         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.0000%  | 0.0000% | $1998000.00        | $1348268.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.0000%  | 0.0000% | $19851193.00       | $15330301.65       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $1985492.00        | $1720715.25        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 5.5000%  | 0.0000% | $298911.00         | $256670.26         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 3.0000%  | 0.0000% | $5903244.00        | $4581008.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 6.0000%  | 0.0000% | $4502152.00        | $4116668.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $13148760.00       | $10261006.71       | Agency Mortgage-Backed Securities |
| FNMA          | 2033-07-01      | 3.5000%  | 0.0000% | $1042180.00        | $779314.40         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 6.0000%  | 0.0000% | $1015000.00        | $918011.07         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 3.5000%  | 0.0000% | $974956.00         | $833222.95         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.5000%  | 0.0000% | $41587568.00       | $40636534.96       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $3788907.00        | $3750336.69        | Agency Mortgage-Backed Securities |
| FNMA          | 2039-01-01      | 6.5000%  | 0.0000% | $10716700.00       | $543170.72         | Agency Mortgage-Backed Securities |
| FNMA          | 2038-01-01      | 5.5000%  | 0.0000% | $12598657.00       | $776923.98         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 3.5000%  | 0.0000% | $16130213.00       | $2791257.45        | Agency Mortgage-Backed Securities |
| FNMA          | 2028-03-01      | 2.0000%  | 0.0000% | $6930000.00        | $363630.10         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 3.5000%  | 0.0000% | $9027881.00        | $1221423.46        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-01-01      | 3.0000%  | 0.0000% | $6409905.00        | $697274.52         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $1270990.00        | $238637.93         | Agency Mortgage-Backed Securities |
| FNMA          | 2031-07-01      | 1.5000%  | 0.0000% | $4790661.00        | $2127173.13        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $5032000.00        | $3089889.87        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 1.5000%  | 0.0000% | $1058970.00        | $549477.38         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $2100000.00        | $1392674.11        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $761000.00         | $549367.66         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 3.0000%  | 0.0000% | $350357.00         | $256909.53         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $1182364.00        | $856827.02         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.0000%  | 0.0000% | $228000.00         | $176758.78         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $830000.00         | $665280.47         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $26239876.00       | $21030904.82       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $26833565.00       | $21506738.51       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $1236651.00        | $988281.68         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 4.0000%  | 0.0000% | $4912.00           | $3764.34           | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.0000%  | 0.0000% | $3890465.00        | $3166580.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 4.0000%  | 0.0000% | $43360.00          | $28686.29          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $144226.00         | $120154.14         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 5.5000%  | 0.0000% | $41333132.00       | $29623270.51       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $999000.00         | $853916.51         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $6433578.00        | $6058983.56        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-01-01      | 4.0000%  | 0.0000% | $1599218.00        | $1482165.12        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-11-01      | 4.0000%  | 0.0000% | $25166635.00       | $2630036.97        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $1535984.00        | $1486525.81        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 6.5000%  | 0.0000% | $2243000.00        | $2283234.04        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.5000%  | 0.0000% | $2679722.00        | $2766470.91        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.5000%  | 0.0000% | $3795100.00        | $3926015.41        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $40435.00          | $41044.05          | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $1859097.00        | $1888009.40        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $8238602.00        | $8410268.31        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.5000%  | 0.0000% | $265857.00         | $263878.09         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.5000%  | 0.0000% | $2014321.00        | $2080295.13        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.5000%  | 0.0000% | $4650816.00        | $4798739.76        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $4243210.00        | $4382200.22        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $2808573.00        | $2900708.73        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $3218112.00        | $3214436.67        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 7.0000%  | 0.0000% | $3630659.00        | $3816013.86        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $959204.00         | $990411.37         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $3015712.00        | $3057476.04        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $1049874.00        | $1072079.77        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $10691238.00       | $10865722.56       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 5.5000%  | 0.0000% | $1285769.00        | $1022527.42        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-03-01      | 5.5000%  | 0.0000% | $2618412.00        | $2417805.96        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $108831.00         | $100327.50         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $3404624.00        | $3086329.72        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $4099189.00        | $3772352.95        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $1701622.00        | $1653069.85        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $7749560.00        | $7423267.68        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 5.0000%  | 0.0000% | $6406165.00        | $6161576.68        | Agency Mortgage-Backed Securities |

### Security 113: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BAN 4.300000%
- **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: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BNTALTDX3
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 2.4700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-04-15      | 3.6250%  | 0.0000% | $103217600.00      | $217639520.45      | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 1.3750%  | 0.0000% | $17732000.00       | $20180467.29       | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 0.8750%  | 0.0000% | $5234100.00        | $4942853.85        | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 0.1250%  | 0.0000% | $36918900.00       | $24090970.15       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 0.5000%  | 0.0000% | $2415000.00        | $3068192.98        | U.S. Treasuries (including strips) |
| USTR          | 2029-01-15      | 0.8750%  | 0.0000% | $446000.00         | $555239.05         | U.S. Treasuries (including strips) |
| USTR          | 2025-08-15      | 2.0000%  | 0.0000% | $81216100.00       | $81278949.57       | U.S. Treasuries (including strips) |
| USTR          | 2030-07-15      | 0.1250%  | 0.0000% | $19000000.00       | $22098462.93       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 0.5000%  | 0.0000% | $251004600.00      | $233100545.55      | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 1.2500%  | 0.0000% | $37499800.00       | $34946482.87       | U.S. Treasuries (including strips) |
| USTR          | 2032-01-15      | 0.1250%  | 0.0000% | $111180700.00      | $115057272.92      | U.S. Treasuries (including strips) |
| USTR          | 2025-09-15      | 3.5000%  | 0.0000% | $2441800.00        | $2452981.64        | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $200.00            | $206.88            | U.S. Treasuries (including strips) |
| USTR          | 2034-01-15      | 1.7500%  | 0.0000% | $3929000.00        | $4035001.91        | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 4.5060%  | 0.0000% | $1546100.00        | $1552870.94        | U.S. Treasuries (including strips) |

### Security 114: FIXED INCOME CLEARING CORP-JP MORGAN

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTAPNFB8
- **C.18 - Value (incl. sponsor support):** $1275000000.00
- **C.18.a - Value (excl. sponsor support):** $1275000000.00
- **C.19 - Percentage of Net Assets:** 4.1900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2043-09-01      | 5.0000%  | 0.0000% | $1781232.00        | $117343.05         | Agency Mortgage-Backed Securities |
| FMAC          | 2037-03-01      | 2.5000%  | 0.0000% | $767721.00         | $528309.09         | Agency Mortgage-Backed Securities |
| FMAC          | 2035-12-01      | 2.5000%  | 0.0000% | $1000000.00        | $500874.42         | Agency Mortgage-Backed Securities |
| FMAC          | 2037-06-01      | 2.5000%  | 0.0000% | $735000.00         | $460664.40         | Agency Mortgage-Backed Securities |
| FMAC          | 2039-07-01      | 6.0000%  | 0.0000% | $650053.00         | $581544.65         | Agency Mortgage-Backed Securities |
| FMAC          | 2037-12-01      | 3.0000%  | 0.0000% | $1705568.00        | $1287208.19        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-05-01      | 4.0000%  | 0.0000% | $513193.00         | $494214.26         | Agency Mortgage-Backed Securities |
| FMAC          | 2041-12-01      | 2.0000%  | 0.0000% | $1500000.00        | $954620.25         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.0000%  | 0.0000% | $2250000.00        | $1609745.70        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $900000.00         | $751479.20         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $1300000.00        | $1116656.09        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.0000%  | 0.0000% | $20003616.00       | $16199936.68       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $359256.00         | $334618.63         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $182402048.00      | $179239739.57      | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $3584070.00        | $3291351.15        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 6.0000%  | 0.0000% | $221000.00         | $219229.64         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $28144256.00       | $27193242.60       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 7.0000%  | 0.0000% | $17590000.00       | $16965941.19       | Agency Mortgage-Backed Securities |
| FMAC          | 2050-12-01      | 1.5000%  | 0.0000% | $200000.00         | $108356.55         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 4.5000%  | 0.0000% | $14577248.00       | $12630752.04       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 4.5000%  | 0.0000% | $575000.00         | $477835.84         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-06-01      | 3.0000%  | 0.0000% | $200000.00         | $109087.40         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 2.0000%  | 0.0000% | $2825000.00        | $1878589.65        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $2700000.00        | $2124413.55        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 4.0000%  | 0.0000% | $701435.00         | $595416.16         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.5000%  | 0.0000% | $128879.00         | $110279.22         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 5.0000%  | 0.0000% | $500000.00         | $459567.49         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 6.0000%  | 0.0000% | $1157002.00        | $1133039.71        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $770754.00         | $478140.29         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.0000%  | 0.0000% | $2335376.00        | $1831071.43        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $9840000.00        | $9717164.61        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.0000%  | 0.0000% | $1830508.00        | $1729391.99        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $1563970.00        | $1153502.74        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $9691952.00        | $7806447.81        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $7384928.00        | $6795410.87        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 7.5000%  | 0.0000% | $1147842.00        | $1219506.13        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 7.0000%  | 0.0000% | $4946656.00        | $4378597.49        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $4494224.00        | $4372604.17        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $36014400.00       | $33454745.59       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $891412.00         | $869398.98         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $17345792.00       | $15084666.62       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $2620500.00        | $2458672.69        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 7.0000%  | 0.0000% | $1064060.00        | $1116624.27        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $36082752.00       | $34617730.02       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $1110610.00        | $1107532.94        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $8998550.00        | $8053569.83        | Agency Mortgage-Backed Securities |
| FMAC          | 2050-01-01      | 4.0000%  | 0.0000% | $600000.00         | $111536.31         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-07-01      | 2.5000%  | 0.0000% | $4300000.00        | $1725886.62        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 3.5000%  | 0.0000% | $1478064.00        | $892584.91         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 4.0000%  | 0.0000% | $3800000.00        | $2918666.21        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $2947000.00        | $2582012.60        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $64997120.00       | $53813430.15       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.0000%  | 0.0000% | $500000.00         | $454366.28         | Agency Mortgage-Backed Securities |
| FMAC          | 2045-05-01      | 4.5000%  | 0.0000% | $938526.00         | $903689.80         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-04-01      | 3.5000%  | 0.0000% | $977000.00         | $265289.09         | Agency Mortgage-Backed Securities |
| FMAC          | 2043-11-01      | 3.0000%  | 0.0000% | $300000.00         | $123774.37         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $1104228.00        | $1092929.30        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $7725608.00        | $7483070.33        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $1270740.00        | $889144.95         | Agency Mortgage-Backed Securities |
| FMAC          | 2039-11-01      | 6.5000%  | 0.0000% | $337297.00         | $342640.63         | Agency Mortgage-Backed Securities |
| FMAC          | 2040-05-01      | 4.5000%  | 0.0000% | $1782134.00        | $1760181.68        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-11-01      | 3.5000%  | 0.0000% | $2035000.00        | $672645.99         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-08-01      | 5.5000%  | 0.0000% | $147000.00         | $5334.51           | Agency Mortgage-Backed Securities |
| FNMA          | 2032-08-01      | 3.5000%  | 0.0000% | $332371.00         | $24193.43          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-11-01      | 3.0000%  | 0.0000% | $320000.00         | $85650.30          | Agency Mortgage-Backed Securities |
| FNMA          | 2032-08-01      | 4.0000%  | 0.0000% | $547000.00         | $17258.67          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 3.0000%  | 0.0000% | $100000.00         | $25026.65          | Agency Mortgage-Backed Securities |
| FNMA          | 2033-12-01      | 3.5000%  | 0.0000% | $615144.00         | $122685.04         | Agency Mortgage-Backed Securities |
| FNMA          | 2030-10-01      | 3.0000%  | 0.0000% | $1000000.00        | $103591.14         | Agency Mortgage-Backed Securities |
| FNMA          | 2046-01-01      | 3.5000%  | 0.0000% | $600000.00         | $128643.73         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 2.5000%  | 0.0000% | $80000.00          | $15478.39          | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.0000%  | 0.0000% | $3407692.00        | $148813.42         | Agency Mortgage-Backed Securities |
| FNMA          | 2034-01-01      | 5.5000%  | 0.0000% | $232596224.00      | $1629447.98        | Agency Mortgage-Backed Securities |
| FNMA          | 2035-11-01      | 5.5000%  | 0.0000% | $11258020.00       | $976113.98         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $1288208.00        | $974892.10         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.0000%  | 0.0000% | $1160582.00        | $1163877.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $4528912.00        | $3265132.42        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $3663188.00        | $1752937.71        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $1159624.00        | $1139034.38        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1027846.00        | $1061307.09        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $1830602.00        | $1867709.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 6.5000%  | 0.0000% | $1453042.00        | $1489922.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-11-01      | 4.5000%  | 0.0000% | $1347774.00        | $1285336.45        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1262304.00        | $1261930.00        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1002260.00        | $1004934.59        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1319906.00        | $1311563.71        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.5000%  | 0.0000% | $1816402.00        | $1883761.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $1238010.00        | $1201504.73        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 7.0000%  | 0.0000% | $1152264.00        | $1050119.26        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 4.5000%  | 0.0000% | $1208976.00        | $1118052.60        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 7.0000%  | 0.0000% | $2042996.00        | $2152097.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $1056168.00        | $1115369.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $1476484.00        | $1514325.30        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-04-01      | 5.5000%  | 0.0000% | $1004016.00        | $1019629.86        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 6.5000%  | 0.0000% | $1856772.00        | $1921146.49        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $15163140.00       | $3627225.41        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-04-01      | 4.5000%  | 0.0000% | $2830000.00        | $841348.09         | Agency Mortgage-Backed Securities |
| FNMA          | 2057-09-01      | 3.0000%  | 0.0000% | $35232.00          | $11671.35          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 2.5000%  | 0.0000% | $500000.00         | $219958.36         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1000000.00        | $396286.57         | Agency Mortgage-Backed Securities |
| FNMA          | 2061-09-01      | 3.0000%  | 0.0000% | $1000000.00        | $646354.15         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 3.5000%  | 0.0000% | $316305.00         | $72993.57          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 5.0000%  | 0.0000% | $75000.00          | $13846.76          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-08-01      | 5.0000%  | 0.0000% | $636789.00         | $105730.89         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-09-01      | 4.0000%  | 0.0000% | $2105000.00        | $647439.97         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 3.5000%  | 0.0000% | $1000000.00        | $188068.78         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-11-01      | 5.0000%  | 0.0000% | $300000.00         | $64981.54          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-02-01      | 3.0000%  | 0.0000% | $312000.00         | $72601.92          | Agency Mortgage-Backed Securities |
| FNMA          | 2035-08-01      | 2.0000%  | 0.0000% | $10185520.00       | $3453913.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2035-08-01      | 2.0000%  | 0.0000% | $13200736.00       | $4974549.45        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.5000%  | 0.0000% | $425000.00         | $187297.03         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $1646120.00        | $1625510.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-03-01      | 2.0000%  | 0.0000% | $851278.00         | $545124.78         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-08-01      | 3.0000%  | 0.0000% | $416878.00         | $280389.77         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1437054.00        | $1223709.88        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.0000%  | 0.0000% | $55000.00          | $13197.22          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 3.0000%  | 0.0000% | $500000.00         | $188700.54         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.5000%  | 0.0000% | $450000.00         | $199832.23         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 1.5000%  | 0.0000% | $4732400.00        | $2192537.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.5000%  | 0.0000% | $4000000.00        | $2321816.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 3.5000%  | 0.0000% | $996990.00         | $429172.93         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-04-01      | 2.5000%  | 0.0000% | $1713000.00        | $1031815.53        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-10-01      | 1.5000%  | 0.0000% | $610839.00         | $360961.74         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $269550.00         | $175790.45         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $121424.00         | $97815.38          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $100000.00         | $82754.12          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-10-01      | 4.5000%  | 0.0000% | $321961.00         | $207921.10         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $1461134.00        | $1103564.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 4.5000%  | 0.0000% | $1258944.00        | $1053025.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 7.0000%  | 0.0000% | $1046966.00        | $936351.81         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-11-01      | 4.0000%  | 0.0000% | $1050582.00        | $965912.52         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 4.0000%  | 0.0000% | $153000.00         | $13618.87          | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $3099936.00        | $670437.92         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-05-01      | 3.0000%  | 0.0000% | $7400000.00        | $3512075.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 1.5000%  | 0.0000% | $4397016.00        | $2202188.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2036-04-01      | 2.0000%  | 0.0000% | $592000.00         | $273466.18         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 3.5000%  | 0.0000% | $22000.00          | $9700.65           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $282942.00         | $185913.03         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $100000.00         | $77045.65          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $200000.00         | $147298.97         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 5.5000%  | 0.0000% | $200000.00         | $170566.02         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $200000.00         | $189207.40         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-02-01      | 5.5000%  | 0.0000% | $2711204.00        | $2455648.65        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-08-01      | 5.5000%  | 0.0000% | $3431000.00        | $46989.13          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-07-01      | 3.5000%  | 0.0000% | $2906028.00        | $217501.05         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 2.5000%  | 0.0000% | $194000.00         | $37119.48          | Agency Mortgage-Backed Securities |
| FNMA          | 2030-07-01      | 5.0000%  | 0.0000% | $350000.00         | $6975.46           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 4.0000%  | 0.0000% | $22194080.00       | $1290001.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2032-02-01      | 2.5000%  | 0.0000% | $1000000.00        | $167628.20         | Agency Mortgage-Backed Securities |
| FNMA          | 2032-09-01      | 3.5000%  | 0.0000% | $497759.00         | $124527.67         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 4.0000%  | 0.0000% | $1939164.00        | $231131.56         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-06-01      | 5.0000%  | 0.0000% | $226192.00         | $17376.88          | Agency Mortgage-Backed Securities |
| FNMA          | 2048-07-01      | 4.0000%  | 0.0000% | $2464196.00        | $209522.37         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 3.5000%  | 0.0000% | $450000.00         | $13508.77          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-11-01      | 2.5000%  | 0.0000% | $100000.00         | $45829.18          | Agency Mortgage-Backed Securities |
| FNMA          | 2041-01-01      | 2.0000%  | 0.0000% | $2500000.00        | $1345256.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2037-06-01      | 3.5000%  | 0.0000% | $11000.00          | $6740.25           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $6304864.00        | $5053617.97        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-10-01      | 4.0000%  | 0.0000% | $1033752.00        | $950190.57         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $1888686.00        | $1735037.15        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $7079792.00        | $7153867.56        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 7.0000%  | 0.0000% | $1094724.00        | $1155071.17        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 5.0000%  | 0.0000% | $3564992.00        | $3444144.50        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 5.0000%  | 0.0000% | $2872092.00        | $2400225.68        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 4.5000%  | 0.0000% | $2515492.00        | $2375709.88        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $2099132.00        | $2184781.04        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 7.0000%  | 0.0000% | $3131596.00        | $3298347.13        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 7.0000%  | 0.0000% | $2039570.00        | $2150430.76        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $14104256.00       | $13960111.15       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $111586304.00      | $112829894.40      | Agency Mortgage-Backed Securities |
| FMAC          | 2048-05-01      | 4.5000%  | 0.0000% | $44129280.00       | $42533808.53       | Agency Mortgage-Backed Securities |
| GNMA          | 2041-12-15      | 4.0000%  | 0.0000% | $9235200.00        | $521957.40         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-12-20      | 4.7500%  | 0.0000% | $625000.00         | $20632.03          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-03-20      | 5.5000%  | 0.0000% | $74936.00          | $6067.62           | Agency Mortgage-Backed Securities |
| GNMA          | 2032-05-20      | 4.0000%  | 0.0000% | $125681.00         | $24151.64          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-10-20      | 2.5000%  | 0.0000% | $1700000.00        | $308070.25         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-07-20      | 3.0000%  | 0.0000% | $6984208.00        | $964178.72         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-09-20      | 4.5000%  | 0.0000% | $12875584.00       | $412113.32         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-09-20      | 2.5000%  | 0.0000% | $3219816.00        | $1240821.22        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-09-20      | 2.0000%  | 0.0000% | $205000.00         | $96268.79          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-11-20      | 1.5000%  | 0.0000% | $117395.00         | $56509.55          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-12-20      | 2.5000%  | 0.0000% | $365000.00         | $138898.65         | Agency Mortgage-Backed Securities |
| GNMA          | 2037-06-20      | 1.5000%  | 0.0000% | $382912.00         | $191168.42         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-05-20      | 5.0000%  | 0.0000% | $992031.00         | $752782.12         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-02-20      | 4.0000%  | 0.0000% | $1004156.00        | $855173.09         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-08-15      | 4.5000%  | 0.0000% | $2359548.00        | $215281.38         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-09-15      | 4.0000%  | 0.0000% | $2584612.00        | $153324.12         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-11-15      | 4.0000%  | 0.0000% | $532187.00         | $24820.41          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-01-15      | 4.5000%  | 0.0000% | $122050.00         | $17645.33          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-06-15      | 4.5000%  | 0.0000% | $187169.00         | $10445.67          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-09-15      | 4.0000%  | 0.0000% | $42000.00          | $17001.64          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-11-20      | 2.5000%  | 0.0000% | $5429090.00        | $3714845.21        | Agency Mortgage-Backed Securities |
| GNMA          | 2048-05-20      | 4.5000%  | 0.0000% | $9925776.00        | $790414.68         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-08-20      | 4.5000%  | 0.0000% | $433000.00         | $38110.20          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-07-20      | 4.5000%  | 0.0000% | $300000.00         | $14075.68          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-10-15      | 2.5000%  | 0.0000% | $853452.00         | $609975.99         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 3.5000%  | 0.0000% | $1568108.00        | $398962.49         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-03-20      | 3.0000%  | 0.0000% | $200000.00         | $40743.71          | Agency Mortgage-Backed Securities |
| GNMA          | 2062-12-20      | 5.0000%  | 0.0000% | $138170.00         | $100803.66         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-02-20      | 3.0000%  | 0.0000% | $82731.00          | $33290.61          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-03-20      | 3.0000%  | 0.0000% | $875608.00         | $418695.47         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-03-15      | 4.0000%  | 0.0000% | $60571.00          | $47677.55          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-03-20      | 2.5000%  | 0.0000% | $4709552.00        | $2041828.77        | Agency Mortgage-Backed Securities |
| GNMA          | 2045-03-20      | 3.5000%  | 0.0000% | $3487392.00        | $411160.02         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-06-15      | 4.5000%  | 0.0000% | $145337.00         | $15267.48          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $1622694.00        | $1676204.18        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 6.0000%  | 0.0000% | $922570.00         | $810503.51         | Agency Mortgage-Backed Securities |
| GNMA          | 2063-05-20      | 6.5000%  | 0.0000% | $7144368.00        | $3384093.40        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-08-20      | 5.0000%  | 0.0000% | $3417916.00        | $2974430.17        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.5000%  | 0.0000% | $1231416.00        | $1113927.08        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-07-20      | 3.5000%  | 0.0000% | $162188.00         | $139146.08         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.5000%  | 0.0000% | $1449492.00        | $1172020.38        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-04-20      | 6.5000%  | 0.0000% | $1267210.00        | $1313496.87        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-03-20      | 4.5000%  | 0.0000% | $105012.00         | $97173.45          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-04-20      | 6.0000%  | 0.0000% | $1019774.00        | $890679.47         | Agency Mortgage-Backed Securities |
| GNMA          | 2062-09-20      | 4.5000%  | 0.0000% | $400195.00         | $369875.31         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-05-20      | 5.0000%  | 0.0000% | $549924.00         | $526922.88         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 6.0000%  | 0.0000% | $1454226.00        | $1476996.30        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.0000%  | 0.0000% | $1917252.00        | $1783256.71        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-04-20      | 6.0000%  | 0.0000% | $2206884.00        | $2243519.78        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $1506868.00        | $1496326.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-08-20      | 6.5000%  | 0.0000% | $19167.00          | $13896.18          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 6.5000%  | 0.0000% | $1272742.00        | $1313510.19        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-08-20      | 4.5000%  | 0.0000% | $593910.00         | $551029.39         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 6.5000%  | 0.0000% | $6367448.00        | $6687001.14        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-10-20      | 6.5000%  | 0.0000% | $4526290.00        | $4415166.97        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-10-20      | 6.5000%  | 0.0000% | $520306.00         | $471790.19         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-11-20      | 5.5000%  | 0.0000% | $1649420.00        | $1628315.56        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-11-20      | 4.0000%  | 0.0000% | $396285.00         | $357235.49         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 7.5000%  | 0.0000% | $1464748.00        | $1556478.68        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-11-20      | 5.0000%  | 0.0000% | $229595.00         | $221066.48         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-11-20      | 4.5000%  | 0.0000% | $919781.00         | $855560.61         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-11-20      | 4.0000%  | 0.0000% | $179373.00         | $161769.20         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-11-20      | 4.5000%  | 0.0000% | $1793710.00        | $1671907.64        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 4.5000%  | 0.0000% | $1534580.00        | $1435523.85        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 5.0000%  | 0.0000% | $1590664.00        | $1554993.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $2505876.00        | $2642467.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $1367656.00        | $1407760.24        | Agency Mortgage-Backed Securities |
| GNMA          | 2062-05-20      | 2.5000%  | 0.0000% | $237612.00         | $188231.20         | Agency Mortgage-Backed Securities |
| GNMA          | 2060-04-15      | 5.8100%  | 0.0000% | $2054456.00        | $2134051.19        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-02-20      | 4.0000%  | 0.0000% | $649734.00         | $586444.50         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-02-20      | 6.5000%  | 0.0000% | $108441.00         | $110954.68         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-01-20      | 5.0000%  | 0.0000% | $663362.00         | $639085.07         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-01-20      | 3.0000%  | 0.0000% | $297519.00         | $252406.30         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-01-20      | 5.0000%  | 0.0000% | $172961.00         | $166616.31         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-01-20      | 3.5000%  | 0.0000% | $343799.00         | $298454.39         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 5.5000%  | 0.0000% | $1618352.00        | $1618974.72        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $7326504.00        | $7541348.84        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $4290904.00        | $4437987.13        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 4.5000%  | 0.0000% | $226046.00         | $214692.16         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 4.0000%  | 0.0000% | $122994.00         | $113303.70         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 5.0000%  | 0.0000% | $624550.00         | $602369.18         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 5.5000%  | 0.0000% | $183448.00         | $182066.56         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 5.5000%  | 0.0000% | $163115.00         | $161886.02         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 5.5000%  | 0.0000% | $474437.00         | $469585.67         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.0000%  | 0.0000% | $1266568.00        | $1304795.49        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 4.5000%  | 0.0000% | $1167892.00        | $1099045.94        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 4.5000%  | 0.0000% | $2289852.00        | $2137393.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $24648672.00       | $24657879.66       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $2975299.00        | $3062547.66        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-02-20      | 3.0000%  | 0.0000% | $219574.00         | $189936.93         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 4.0000%  | 0.0000% | $218390.00         | $199634.50         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $3547300.00        | $3559955.19        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 6.5000%  | 0.0000% | $45518720.00       | $46625603.77       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $4666776.00        | $4840669.93        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $3014556.00        | $3119722.14        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 3.5000%  | 0.0000% | $186136.00         | $165031.98         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-02-20      | 4.5000%  | 0.0000% | $263704.00         | $248596.93         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $2027752.00        | $2035235.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $3102920.00        | $3104069.80        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 5.5000%  | 0.0000% | $1088724.00        | $1077597.84        | Agency Mortgage-Backed Securities |
| GNMA          | 2038-11-20      | 2.5000%  | 0.0000% | $75809.00          | $66472.51          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-07-20      | 5.0000%  | 0.0000% | $265359360.00      | $257934864.13      | Agency Mortgage-Backed Securities |
| GNMA          | 2040-05-20      | 5.0000%  | 0.0000% | $103870.00         | $104100.26         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 6.5000%  | 0.0000% | $743540.00         | $761017.68         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $4236480.00        | $4372604.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $1866766.00        | $1935091.71        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $3280880.00        | $3415452.22        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $29038592.00       | $29676260.11       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $1002864.00        | $1010537.47        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $2014064.00        | $2101118.11        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.5000%  | 0.0000% | $3524380.00        | $3648711.49        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $4093032.00        | $4094560.98        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 4.0000%  | 0.0000% | $404051.00         | $365574.12         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $1057264.00        | $1092157.24        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $34406592.00       | $34140881.91       | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 5.0000%  | 0.0000% | $5134832.00        | $4955671.43        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $1037998.00        | $1088264.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $1019438.00        | $1079636.04        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 3.0000%  | 0.0000% | $459434.00         | $390592.29         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-07-20      | 4.5000%  | 0.0000% | $1650676.00        | $367409.92         | Agency Mortgage-Backed Securities |
| GNMA          | 2032-07-15      | 6.5000%  | 0.0000% | $12247038.00       | $7714.20           | Agency Mortgage-Backed Securities |
| GNMA          | 2031-03-20      | 6.5000%  | 0.0000% | $24547823.00       | $26442.93          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-05-20      | 4.5000%  | 0.0000% | $200000.00         | $7217.87           | Agency Mortgage-Backed Securities |
| GNMA          | 2040-06-20      | 5.0000%  | 0.0000% | $1721916.00        | $63550.49          | Agency Mortgage-Backed Securities |
| GNMA          | 2041-08-15      | 4.0000%  | 0.0000% | $832075.00         | $59744.43          | Agency Mortgage-Backed Securities |
| GNMA          | 2030-07-20      | 3.5000%  | 0.0000% | $1156002.00        | $55219.79          | Agency Mortgage-Backed Securities |
| GNMA          | 2028-06-15      | 6.5000%  | 0.0000% | $49346816.00       | $59093.16          | Agency Mortgage-Backed Securities |
| GNMA          | 2034-04-20      | 5.3750%  | 0.0000% | $2967756.00        | $56703.12          | Agency Mortgage-Backed Securities |
| GNMA          | 2035-01-20      | 5.6250%  | 0.0000% | $1450000.00        | $16999.97          | Agency Mortgage-Backed Securities |
| GNMA          | 2042-09-15      | 3.0000%  | 0.0000% | $300000.00         | $36468.75          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-03-15      | 5.5000%  | 0.0000% | $993000.00         | $141012.71         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-08-15      | 4.5000%  | 0.0000% | $409530.00         | $80479.82          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-08-15      | 4.5000%  | 0.0000% | $206753.00         | $47044.33          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-06-15      | 4.0000%  | 0.0000% | $95465.00          | $9912.63           | Agency Mortgage-Backed Securities |
| GNMA          | 2048-10-20      | 4.5000%  | 0.0000% | $1524000.00        | $131043.75         | Agency Mortgage-Backed Securities |
| GNMA          | 2034-05-20      | 3.0000%  | 0.0000% | $700000.00         | $138532.54         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-12-20      | 4.5000%  | 0.0000% | $11349456.00       | $1497471.87        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-09-20      | 5.0000%  | 0.0000% | $6550984.00        | $6241877.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-03-20      | 2.5000%  | 0.0000% | $140235.00         | $91227.42          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-12-20      | 2.5000%  | 0.0000% | $476204.00         | $334008.79         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-02-15      | 5.0000%  | 0.0000% | $8777968.00        | $6816402.14        | Agency Mortgage-Backed Securities |
| GNMA          | 2040-12-15      | 4.0000%  | 0.0000% | $378568.00         | $56949.30          | Agency Mortgage-Backed Securities |
| GNMA          | 2028-07-15      | 3.0000%  | 0.0000% | $753837.00         | $66707.96          | Agency Mortgage-Backed Securities |
| GNMA          | 2036-04-15      | 5.5000%  | 0.0000% | $367219.00         | $13646.02          | Agency Mortgage-Backed Securities |
| GNMA          | 2039-05-15      | 4.5000%  | 0.0000% | $60000000.00       | $1217345.57        | Agency Mortgage-Backed Securities |
| GNMA          | 2039-02-15      | 5.0000%  | 0.0000% | $1000000.00        | $11400.97          | Agency Mortgage-Backed Securities |
| GNMA          | 2039-07-15      | 4.0000%  | 0.0000% | $902928.00         | $61230.03          | Agency Mortgage-Backed Securities |

### Security 115: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARK 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BNTAPNFC6
- **C.18 - Value (incl. sponsor support):** $547000000.00
- **C.18.a - Value (excl. sponsor support):** $547000000.00
- **C.19 - Percentage of Net Assets:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2034-01-02      | 0.0000%  | 0.0000% | $606000.00         | $405201.90         | Agency Debentures and Agency Strips |
| FHLB          | 2033-10-24      | 4.1000%  | 0.0000% | $1040000.00        | $986844.56         | Agency Debentures and Agency Strips |
| FHLB          | 2027-02-10      | 0.8300%  | 0.0000% | $10000.00          | $9490.96           | Agency Debentures and Agency Strips |
| FHLB          | 2028-02-15      | 4.6600%  | 0.0000% | $3465000.00        | $3478486.07        | Agency Debentures and Agency Strips |
| FHLB          | 2028-04-25      | 4.6500%  | 0.0000% | $5715000.00        | $5730498.12        | Agency Debentures and Agency Strips |
| FMAC          | 2028-05-23      | 4.5500%  | 0.0000% | $463626000.00      | $464031157.61      | Agency Mortgage-Backed Securities   |
| FNMA          | 2029-05-15      | 6.2500%  | 0.0000% | $17665000.00       | $19145753.91       | Agency Debentures and Agency Strips |
| FNMA          | 2029-05-15      | 6.2500%  | 0.0000% | $500000.00         | $541912.08         | Agency Debentures and Agency Strips |
| FNMA          | 2030-11-15      | 6.6250%  | 0.0000% | $192000.00         | $215798.29         | Agency Debentures and Agency Strips |
| FNMA          | 2027-11-05      | 4.5900%  | 0.0000% | $69000.00          | $69361.56          | Agency Debentures and Agency Strips |
| GNMA          | 2038-12-20      | 6.5000%  | 0.0000% | $3055000.00        | $108293.93         | Agency Mortgage-Backed Securities   |
| GNMA          | 2027-04-20      | 2.5000%  | 0.0000% | $4050000.00        | $69399.00          | Agency Mortgage-Backed Securities   |
| GNMA          | 2027-12-20      | 2.5000%  | 0.0000% | $4000000.00        | $124126.76         | Agency Mortgage-Backed Securities   |
| GNMA          | 2028-01-20      | 2.5000%  | 0.0000% | $1440000.00        | $51154.57          | Agency Mortgage-Backed Securities   |
| GNMA          | 2028-08-20      | 3.5000%  | 0.0000% | $9887851.00        | $337616.15         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-03-20      | 5.5000%  | 0.0000% | $7740174.00        | $395093.63         | Agency Mortgage-Backed Securities   |
| GNMA          | 2028-08-20      | 2.0000%  | 0.0000% | $908975.00         | $50176.68          | Agency Mortgage-Backed Securities   |
| GNMA          | 2028-09-20      | 1.5000%  | 0.0000% | $425970.00         | $58331.48          | Agency Mortgage-Backed Securities   |
| GNMA          | 2028-10-20      | 3.5000%  | 0.0000% | $10000000.00       | $344137.66         | Agency Mortgage-Backed Securities   |
| GNMA          | 2028-11-20      | 2.5000%  | 0.0000% | $1075000.00        | $52303.93          | Agency Mortgage-Backed Securities   |
| GNMA          | 2030-01-20      | 4.0000%  | 0.0000% | $1294315.00        | $53300.45          | Agency Mortgage-Backed Securities   |
| GNMA          | 2030-03-20      | 4.0000%  | 0.0000% | $1808807.00        | $79294.55          | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-11-20      | 5.5000%  | 0.0000% | $3952790.00        | $252414.92         | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-03-20      | 4.0000%  | 0.0000% | $1079916.00        | $74779.38          | Agency Mortgage-Backed Securities   |
| GNMA          | 2030-05-20      | 3.5000%  | 0.0000% | $7733540.00        | $624773.68         | Agency Mortgage-Backed Securities   |
| GNMA          | 2030-03-20      | 2.0000%  | 0.0000% | $1249336.00        | $77562.44          | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-11-20      | 6.0000%  | 0.0000% | $1568727.00        | $110395.35         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-01-20      | 6.5000%  | 0.0000% | $2188071.00        | $238694.47         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-12-20      | 6.5000%  | 0.0000% | $895853.00         | $159668.88         | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-02-20      | 4.0000%  | 0.0000% | $817233.00         | $120911.27         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-08-20      | 6.5000%  | 0.0000% | $866983.00         | $70679.89          | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-04-20      | 7.0000%  | 0.0000% | $274724.00         | $68047.53          | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-09-20      | 3.0000%  | 0.0000% | $607862.00         | $51212.07          | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-08-20      | 3.5000%  | 0.0000% | $651200.00         | $227031.74         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-01-20      | 6.0000%  | 0.0000% | $1189283.00        | $410323.14         | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-11-20      | 2.0000%  | 0.0000% | $962705.00         | $155949.68         | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-02-20      | 4.0000%  | 0.0000% | $363142.00         | $111236.55         | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-04-20      | 2.5000%  | 0.0000% | $545244.00         | $72249.40          | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-04-20      | 2.0000%  | 0.0000% | $2195972.00        | $746502.20         | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-03-20      | 4.0000%  | 0.0000% | $321530.00         | $84801.53          | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-04-20      | 4.0000%  | 0.0000% | $240078.00         | $95677.63          | Agency Mortgage-Backed Securities   |
| GNMA          | 2037-06-20      | 6.5000%  | 0.0000% | $2079689.00        | $791267.66         | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-12-20      | 2.0000%  | 0.0000% | $2537136.00        | $1069512.08        | Agency Mortgage-Backed Securities   |
| GNMA          | 2037-06-20      | 1.5000%  | 0.0000% | $342008.00         | $170747.15         | Agency Mortgage-Backed Securities   |
| GNMA          | 2037-10-20      | 6.5000%  | 0.0000% | $2317058.00        | $931500.22         | Agency Mortgage-Backed Securities   |
| GNMA          | 2036-05-20      | 3.5000%  | 0.0000% | $2054806.00        | $762467.30         | Agency Mortgage-Backed Securities   |
| GNMA          | 2036-08-20      | 2.0000%  | 0.0000% | $593749.00         | $309016.27         | Agency Mortgage-Backed Securities   |
| GNMA          | 2036-10-20      | 3.5000%  | 0.0000% | $131731.00         | $60210.19          | Agency Mortgage-Backed Securities   |
| GNMA          | 2036-11-20      | 3.5000%  | 0.0000% | $306267.00         | $156349.71         | Agency Mortgage-Backed Securities   |
| GNMA          | 2037-02-20      | 2.0000%  | 0.0000% | $3118278.00        | $1847572.96        | Agency Mortgage-Backed Securities   |
| GNMA          | 2037-12-20      | 4.5000%  | 0.0000% | $133507.00         | $69187.16          | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-10-20      | 6.0000%  | 0.0000% | $105638.00         | $71909.28          | Agency Mortgage-Backed Securities   |
| GNMA          | 2037-11-20      | 6.5000%  | 0.0000% | $511058.00         | $274556.75         | Agency Mortgage-Backed Securities   |
| GNMA          | 2037-07-20      | 7.0000%  | 0.0000% | $112388.00         | $80705.38          | Agency Mortgage-Backed Securities   |
| GNMA          | 2037-04-20      | 6.0000%  | 0.0000% | $201804.00         | $77414.11          | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-01-20      | 6.5000%  | 0.0000% | $231634.00         | $91816.17          | Agency Mortgage-Backed Securities   |
| GNMA          | 2037-04-20      | 2.0000%  | 0.0000% | $350000.00         | $219075.92         | Agency Mortgage-Backed Securities   |
| GNMA          | 2037-07-20      | 4.5000%  | 0.0000% | $7778195.00        | $4223647.45        | Agency Mortgage-Backed Securities   |
| GNMA          | 2037-09-20      | 4.0000%  | 0.0000% | $443630.00         | $289744.73         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-09-20      | 5.5000%  | 0.0000% | $125571.00         | $84413.46          | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-08-20      | 2.5000%  | 0.0000% | $1153419.00        | $775320.57         | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-07-20      | 2.0000%  | 0.0000% | $2592692.00        | $1093299.34        | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-07-20      | 3.0000%  | 0.0000% | $1806984.00        | $706735.43         | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-07-20      | 3.5000%  | 0.0000% | $1849685.00        | $326318.34         | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-08-20      | 2.0000%  | 0.0000% | $3152192.00        | $1568524.04        | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-01-20      | 6.0000%  | 0.0000% | $1028340.00        | $504754.05         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-01-20      | 6.0000%  | 0.0000% | $2028437.00        | $1111518.39        | Agency Mortgage-Backed Securities   |
| GNMA          | 2037-04-20      | 4.0000%  | 0.0000% | $1021484.00        | $947571.22         | Agency Mortgage-Backed Securities   |
| GNMA          | 2028-01-15      | 3.5000%  | 0.0000% | $2468461.00        | $106913.35         | Agency Mortgage-Backed Securities   |
| GNMA          | 2028-04-15      | 3.0000%  | 0.0000% | $10000000.00       | $305192.30         | Agency Mortgage-Backed Securities   |
| GNMA          | 2030-08-15      | 2.5000%  | 0.0000% | $3853969.00        | $338239.47         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-12-20      | 6.5000%  | 0.0000% | $1069616.00        | $560858.63         | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-11-15      | 7.2000%  | 0.0000% | $665000.00         | $320885.08         | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-08-15      | 5.7500%  | 0.0000% | $1767130.00        | $78240.45          | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-12-15      | 6.5000%  | 0.0000% | $1012631.00        | $51073.01          | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-01-15      | 5.2500%  | 0.0000% | $3195168.00        | $163358.77         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-02-15      | 5.2500%  | 0.0000% | $1033609.00        | $68802.97          | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-02-15      | 5.7000%  | 0.0000% | $642870.00         | $70701.05          | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-03-15      | 5.2500%  | 0.0000% | $1243112.00        | $105986.22         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-06-15      | 5.4500%  | 0.0000% | $604192.00         | $277714.68         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-06-15      | 5.8000%  | 0.0000% | $274400.00         | $130921.15         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-06-15      | 5.7500%  | 0.0000% | $1026600.00        | $481542.84         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-06-15      | 5.5000%  | 0.0000% | $741000.00         | $341481.47         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-06-15      | 6.0000%  | 0.0000% | $652500.00         | $332054.25         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-08-15      | 5.0000%  | 0.0000% | $10556487.00       | $121308.70         | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-10-15      | 6.0000%  | 0.0000% | $17804076.00       | $247429.84         | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-05-15      | 5.5000%  | 0.0000% | $15132649.00       | $120571.88         | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-07-20      | 6.5000%  | 0.0000% | $15184175.00       | $64890.97          | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-09-20      | 6.0000%  | 0.0000% | $28060936.00       | $202740.18         | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-12-15      | 6.0000%  | 0.0000% | $10000000.00       | $122288.83         | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-12-15      | 6.0000%  | 0.0000% | $12920075.00       | $108873.06         | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-12-15      | 6.0000%  | 0.0000% | $23000000.00       | $75439.21          | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-12-15      | 6.0000%  | 0.0000% | $5932408.00        | $135312.18         | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-02-15      | 6.4500%  | 0.0000% | $2125000.00        | $77143.56          | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-12-15      | 6.0000%  | 0.0000% | $14494873.00       | $61467.31          | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-12-15      | 6.0000%  | 0.0000% | $22304477.00       | $82968.58          | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-12-15      | 6.0000%  | 0.0000% | $25002459.00       | $198122.40         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-07-15      | 4.6250%  | 0.0000% | $284000.00         | $123626.20         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-07-15      | 4.3750%  | 0.0000% | $842100.00         | $359526.55         | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-10-15      | 6.0000%  | 0.0000% | $30092951.00       | $151404.99         | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-04-15      | 7.2500%  | 0.0000% | $255200.00         | $119657.89         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-07-15      | 4.4500%  | 0.0000% | $1300000.00        | $558271.36         | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-10-15      | 5.7500%  | 0.0000% | $567000.00         | $248731.38         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-05-15      | 5.7200%  | 0.0000% | $1633700.00        | $745522.33         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-05-15      | 6.0000%  | 0.0000% | $1067500.00        | $496973.84         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-04-15      | 5.5000%  | 0.0000% | $21764135.00       | $132905.55         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-05-15      | 5.5000%  | 0.0000% | $16828698.00       | $76415.42          | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-04-15      | 5.2500%  | 0.0000% | $302400.00         | $134623.75         | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-08-15      | 6.5000%  | 0.0000% | $10522388.00       | $144232.14         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-12-20      | 4.5000%  | 0.0000% | $9281930.00        | $329776.35         | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-02-20      | 5.5000%  | 0.0000% | $4215000.00        | $55107.80          | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-04-20      | 4.5000%  | 0.0000% | $15124572.00       | $211082.02         | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-09-20      | 6.5000%  | 0.0000% | $128691690.00      | $203576.80         | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-12-20      | 6.5000%  | 0.0000% | $27919379.00       | $62701.50          | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-10-20      | 6.5000%  | 0.0000% | $72865188.00       | $123577.79         | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-01-20      | 5.5000%  | 0.0000% | $18900075.00       | $89771.81          | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-04-20      | 6.5000%  | 0.0000% | $141106196.00      | $292302.70         | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-06-20      | 6.5000%  | 0.0000% | $384188379.00      | $1164668.91        | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-09-20      | 5.0000%  | 0.0000% | $14866938.00       | $213328.37         | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-06-20      | 5.0000%  | 0.0000% | $6898000.00        | $99211.58          | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-07-20      | 5.4500%  | 0.0000% | $623637.00         | $185831.18         | Agency Mortgage-Backed Securities   |
| GNMA          | 2037-10-20      | 6.5000%  | 0.0000% | $20400000.00       | $235223.00         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-04-20      | 5.0000%  | 0.0000% | $13766240.00       | $193248.65         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-06-20      | 6.0000%  | 0.0000% | $40560680.00       | $90234.62          | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-07-20      | 5.5000%  | 0.0000% | $20360460.00       | $60018.32          | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-08-20      | 5.5000%  | 0.0000% | $28742000.00       | $115354.96         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-08-20      | 6.0000%  | 0.0000% | $87130000.00       | $128308.58         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-09-20      | 6.0000%  | 0.0000% | $8299197.00        | $75644.36          | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-11-20      | 5.5000%  | 0.0000% | $49930332.00       | $65539.96          | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-11-20      | 6.0000%  | 0.0000% | $6557881.00        | $74671.03          | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-01-20      | 6.0000%  | 0.0000% | $22736000.00       | $62380.42          | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-01-20      | 6.0000%  | 0.0000% | $4626246.00        | $59542.65          | Agency Mortgage-Backed Securities   |
| GNMA          | 2027-03-20      | 3.0000%  | 0.0000% | $12000000.00       | $112299.33         | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-01-20      | 8.0000%  | 0.0000% | $1349785.00        | $94717.34          | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-01-20      | 6.0000%  | 0.0000% | $3299892.00        | $144641.50         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-11-20      | 6.0000%  | 0.0000% | $3144088.00        | $99623.61          | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-07-15      | 5.4500%  | 0.0000% | $250000.00         | $115715.05         | Agency Mortgage-Backed Securities   |
| GNMA          | 2036-09-20      | 5.4900%  | 0.0000% | $433012.00         | $64786.26          | Agency Mortgage-Backed Securities   |
| GNMA          | 2030-01-20      | 3.0000%  | 0.0000% | $1083312.00        | $128519.97         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-08-15      | 5.7300%  | 0.0000% | $250000.00         | $120308.65         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-07-15      | 4.6800%  | 0.0000% | $1562700.00        | $907275.64         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-08-15      | 4.4500%  | 0.0000% | $627500.00         | $366265.57         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-07-15      | 4.7500%  | 0.0000% | $320631.00         | $141078.26         | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-11-15      | 6.0000%  | 0.0000% | $430391.00         | $195554.12         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-11-15      | 5.3500%  | 0.0000% | $334800.00         | $209433.06         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-11-15      | 5.3500%  | 0.0000% | $431900.00         | $270170.67         | Agency Mortgage-Backed Securities   |
| GNMA          | 2030-12-15      | 5.6000%  | 0.0000% | $650000.00         | $226685.25         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-10-15      | 5.8500%  | 0.0000% | $622000.00         | $297941.10         | Agency Mortgage-Backed Securities   |
| GNMA          | 2029-08-15      | 5.0000%  | 0.0000% | $513000.00         | $137777.87         | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-08-15      | 5.0000%  | 0.0000% | $413000.00         | $167238.73         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-05-15      | 5.7500%  | 0.0000% | $9000208.00        | $102637.14         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-05-15      | 5.5000%  | 0.0000% | $24557345.00       | $260905.23         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-05-15      | 5.5000%  | 0.0000% | $22361970.00       | $167183.65         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-04-15      | 6.0000%  | 0.0000% | $3011200.00        | $100034.25         | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-01-15      | 5.3900%  | 0.0000% | $141567.00         | $74635.05          | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-01-15      | 7.5000%  | 0.0000% | $11593842.00       | $50779.01          | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-09-15      | 6.0500%  | 0.0000% | $617659.00         | $141851.92         | Agency Mortgage-Backed Securities   |
| GNMA          | 2030-01-15      | 8.0000%  | 0.0000% | $10000000.00       | $50864.52          | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-10-20      | 6.5000%  | 0.0000% | $1770705.00        | $62857.49          | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-03-15      | 5.0000%  | 0.0000% | $10012086.00       | $89404.66          | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-03-15      | 8.3750%  | 0.0000% | $388900.00         | $199633.80         | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-04-15      | 4.5000%  | 0.0000% | $3725522.00        | $58995.84          | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-08-15      | 6.5000%  | 0.0000% | $1030186.00        | $83760.85          | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-09-15      | 6.5000%  | 0.0000% | $1006970.00        | $55302.88          | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-11-15      | 7.0000%  | 0.0000% | $1000426.00        | $69341.48          | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-11-15      | 6.0000%  | 0.0000% | $46863543.00       | $82596.37          | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-12-15      | 6.0000%  | 0.0000% | $19168780.00       | $60131.46          | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-12-15      | 6.0000%  | 0.0000% | $35572540.00       | $129659.34         | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-12-15      | 6.0000%  | 0.0000% | $35640468.00       | $224839.90         | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-12-15      | 6.0000%  | 0.0000% | $25117732.00       | $142622.38         | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-12-15      | 6.0000%  | 0.0000% | $16615881.00       | $143824.89         | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-01-15      | 5.5000%  | 0.0000% | $12000000.00       | $167350.79         | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-01-15      | 5.5000%  | 0.0000% | $2815572.00        | $79836.21          | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-11-15      | 6.8700%  | 0.0000% | $922900.00         | $401891.70         | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-12-15      | 6.0000%  | 0.0000% | $9025143.00        | $108667.35         | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-02-15      | 5.0000%  | 0.0000% | $15000000.00       | $214718.02         | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-05-15      | 5.0000%  | 0.0000% | $16766000.00       | $282290.37         | Agency Mortgage-Backed Securities   |
| GNMA          | 2029-02-15      | 7.5000%  | 0.0000% | $419993213.00      | $186345.41         | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-08-15      | 6.0000%  | 0.0000% | $39877534.00       | $208121.87         | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-01-20      | 5.6250%  | 0.0000% | $2100000.00        | $51373.15          | Agency Mortgage-Backed Securities   |
| GNMA          | 2028-09-15      | 2.5000%  | 0.0000% | $10000000.00       | $525581.90         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-01-15      | 6.0000%  | 0.0000% | $358299.00         | $93755.15          | Agency Mortgage-Backed Securities   |
| GNMA          | 2036-06-15      | 6.0000%  | 0.0000% | $6451103.00        | $213305.99         | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-11-15      | 7.0000%  | 0.0000% | $6091865.00        | $4934073.82        | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-12-15      | 2.5000%  | 0.0000% | $1184750.00        | $381596.66         | Agency Mortgage-Backed Securities   |
| GNMA          | 2028-06-15      | 4.0000%  | 0.0000% | $1088809.00        | $150700.77         | Agency Mortgage-Backed Securities   |
| GNMA          | 2028-03-15      | 2.5000%  | 0.0000% | $1000000.00        | $93854.54          | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-12-15      | 4.5000%  | 0.0000% | $30439997.00       | $472572.04         | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-11-20      | 6.0000%  | 0.0000% | $91710336.00       | $1687545.33        | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-04-15      | 5.0000%  | 0.0000% | $3955204.00        | $81792.77          | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-03-15      | 6.5000%  | 0.0000% | $14000000.00       | $250318.31         | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-07-15      | 6.5000%  | 0.0000% | $1887114.00        | $54534.43          | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-09-15      | 4.5000%  | 0.0000% | $22300000.00       | $389208.94         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-10-15      | 5.0000%  | 0.0000% | $8841717.00        | $108090.04         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-01-15      | 5.0000%  | 0.0000% | $5311500.00        | $145688.41         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-07-15      | 5.0000%  | 0.0000% | $9668000.00        | $120306.76         | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-08-20      | 6.5000%  | 0.0000% | $2000000.00        | $102318.88         | Agency Mortgage-Backed Securities   |
| GNMA          | 2036-10-15      | 6.5000%  | 0.0000% | $4291628.00        | $53693.98          | Agency Mortgage-Backed Securities   |
| GNMA          | 2037-09-15      | 4.5000%  | 0.0000% | $1990395.00        | $170376.08         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-09-15      | 5.0000%  | 0.0000% | $21533342.00       | $390596.38         | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-11-15      | 5.7300%  | 0.0000% | $702800.00         | $365863.28         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-09-15      | 4.5000%  | 0.0000% | $7400669.00        | $141265.38         | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-11-15      | 6.5000%  | 0.0000% | $1018685.00        | $63851.37          | Agency Mortgage-Backed Securities   |
| GNMA          | 2030-02-15      | 5.3500%  | 0.0000% | $920200.00         | $286337.52         | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-10-15      | 5.0000%  | 0.0000% | $2500000.00        | $71342.02          | Agency Mortgage-Backed Securities   |
| GNMA          | 2037-02-15      | 6.5000%  | 0.0000% | $21112936.00       | $290573.74         | Agency Mortgage-Backed Securities   |
| GNMA          | 2036-12-15      | 5.5000%  | 0.0000% | $11397736.00       | $64964.90          | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-03-15      | 5.0000%  | 0.0000% | $6675000.00        | $57615.25          | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-02-15      | 5.5000%  | 0.0000% | $6741264.00        | $58297.84          | Agency Mortgage-Backed Securities   |
| GNMA          | 2037-11-20      | 5.0000%  | 0.0000% | $10000000.00       | $120274.40         | Agency Mortgage-Backed Securities   |
| GNMA          | 2037-12-20      | 5.0000%  | 0.0000% | $6516870.00        | $62658.97          | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-11-15      | 5.5000%  | 0.0000% | $2697298.00        | $55723.52          | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-07-15      | 5.5000%  | 0.0000% | $12000000.00       | $126258.15         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-11-15      | 5.5000%  | 0.0000% | $4000000.00        | $144325.93         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-11-15      | 5.0000%  | 0.0000% | $13756430.00       | $162301.10         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-02-15      | 5.0000%  | 0.0000% | $4222141.00        | $80946.63          | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-02-15      | 5.0000%  | 0.0000% | $5340592.00        | $246625.19         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-12-15      | 6.5000%  | 0.0000% | $11614640.00       | $97701.89          | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-01-15      | 5.0000%  | 0.0000% | $8775000.00        | $88716.83          | Agency Mortgage-Backed Securities   |
| GNMA          | 2028-10-15      | 4.5000%  | 0.0000% | $963519.00         | $144818.39         | Agency Mortgage-Backed Securities   |
| GNMA          | 2030-10-15      | 4.5000%  | 0.0000% | $1070968.00        | $209873.11         | Agency Mortgage-Backed Securities   |
| TVIN 09/15/31 | 2031-09-15      | 0.0000%  | 0.0000% | $83000.00          | $62823.61          | Agency Debentures and Agency Strips |
| USTR          | 2026-07-31      | 4.3750%  | 0.0000% | $11300.00          | $11493.03          | U.S. Treasuries (including strips)  |
| GNMA          | 2031-07-20      | 4.0000%  | 0.0000% | $2497020.00        | $349323.31         | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-08-20      | 4.0000%  | 0.0000% | $1000000.00        | $141283.03         | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-04-20      | 3.5000%  | 0.0000% | $1008767.00        | $230008.32         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-12-20      | 4.0000%  | 0.0000% | $1702278.00        | $1068328.43        | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-03-20      | 3.5000%  | 0.0000% | $1957908.00        | $958479.86         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-05-20      | 3.7500%  | 0.0000% | $1434220.00        | $518917.42         | Agency Mortgage-Backed Securities   |
| GNMA          | 2029-06-15      | 7.8750%  | 0.0000% | $8106916.00        | $2465484.03        | Agency Mortgage-Backed Securities   |

### Security 116: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BNTAPNFJ1
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB          | 2026-02-24      | 0.7500%  | 0.0000% | $20000000.00       | $19528200.00       | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $97949.00          | $73030.60          | Agency Mortgage-Backed Securities   |
| GNMA          | 2047-03-20      | 3.5000%  | 0.0000% | $215412.00         | $25618.62          | Agency Mortgage-Backed Securities   |
| GNMA          | 2054-07-20      | 6.5000%  | 0.0000% | $122062848.00      | $92439811.80       | Agency Mortgage-Backed Securities   |
| GNMA          | 2050-02-15      | 3.5000%  | 0.0000% | $149177.00         | $24725.95          | Agency Mortgage-Backed Securities   |
| GNMA          | 2050-11-20      | 3.5000%  | 0.0000% | $2708900.00        | $447497.30         | Agency Mortgage-Backed Securities   |
| GNMA          | 2045-04-15      | 3.5000%  | 0.0000% | $1007356.00        | $101941.26         | Agency Mortgage-Backed Securities   |
| GNMA          | 2059-08-15      | 5.1400%  | 0.0000% | $682890.00         | $676160.40         | Agency Mortgage-Backed Securities   |
| GNMA          | 2059-08-15      | 5.5000%  | 0.0000% | $659777.00         | $668008.58         | Agency Mortgage-Backed Securities   |
| GNMA          | 2064-04-20      | 3.0000%  | 0.0000% | $185303.00         | $155840.72         | Agency Mortgage-Backed Securities   |
| GNMA          | 2064-04-20      | 7.5000%  | 0.0000% | $146129.00         | $150145.51         | Agency Mortgage-Backed Securities   |
| GNMA          | 2064-08-20      | 3.0000%  | 0.0000% | $203689.00         | $171867.82         | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-02-20      | 5.5000%  | 0.0000% | $1042066.00        | $1044059.95        | Agency Mortgage-Backed Securities   |
| GNMA          | 2064-11-20      | 2.5000%  | 0.0000% | $316047.00         | $251675.54         | Agency Mortgage-Backed Securities   |
| GNMA          | 2065-01-20      | 4.0000%  | 0.0000% | $173356.00         | $156493.31         | Agency Mortgage-Backed Securities   |
| GNMA          | 2075-03-20      | 6.1420%  | 0.0000% | $4555320.00        | $4862547.31        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $1267606.00        | $1266998.19        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-03-20      | 5.5000%  | 0.0000% | $305453.00         | $308255.39         | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-04-20      | 4.5000%  | 0.0000% | $25066400.00       | $23345672.48       | Agency Mortgage-Backed Securities   |
| GNMA          | 2054-02-20      | 7.0000%  | 0.0000% | $1380762.00        | $1457296.98        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-03-20      | 6.0000%  | 0.0000% | $1366172.00        | $1395703.92        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-03-20      | 6.0000%  | 0.0000% | $245228.00         | $250162.58         | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $5174520.00        | $5331230.03        | Agency Mortgage-Backed Securities   |
| GNMA          | 2027-09-20      | 4.6250%  | 0.0000% | $3653609.00        | $1244.51           | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-07-20      | 4.6250%  | 0.0000% | $199995.00         | $1384.27           | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-08-20      | 4.2500%  | 0.0000% | $1131884.00        | $172974.04         | Agency Mortgage-Backed Securities   |

### Security 117: BANK OF AMERICA NA

- **C.1 - Title:** TRI-PARTY BANK OF AMERICA 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: BNTAPNFL6
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $66480442.00       | $44236332.39       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $63271390.00       | $33013668.24       | Agency Mortgage-Backed Securities |

### Security 118: FIXED INCOME CLEARING CORP-BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-BARCLAYS BANK PLC 4.370000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTAPNGC5
- **C.18 - Value (incl. sponsor support):** $4225000000.00
- **C.18.a - Value (excl. sponsor support):** $4225000000.00
- **C.19 - Percentage of Net Assets:** 13.8900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-12-15      | 4.0000%  | 0.0000% | $160187000.00      | $163563222.64      | U.S. Treasuries (including strips) |
| USTR          | 2025-06-12      | 0.0000%  | 0.0000% | $1000.00           | $998.82            | U.S. Treasuries (including strips) |
| USTR          | 2025-07-10      | 0.0000%  | 0.0000% | $1000000.00        | $995536.00         | U.S. Treasuries (including strips) |
| USTR          | 2025-09-04      | 0.0000%  | 0.0000% | $700.00            | $692.28            | U.S. Treasuries (including strips) |
| USTR          | 2025-11-28      | 0.0000%  | 0.0000% | $24999800.00       | $24481479.15       | U.S. Treasuries (including strips) |
| USTR          | 2025-12-26      | 0.0000%  | 0.0000% | $3192900.00        | $3117905.16        | U.S. Treasuries (including strips) |
| USTR          | 2025-07-03      | 0.0000%  | 0.0000% | $68000.00          | $67753.23          | U.S. Treasuries (including strips) |
| USTR          | 2025-07-31      | 0.0000%  | 0.0000% | $26000.00          | $25819.98          | U.S. Treasuries (including strips) |
| USTR          | 2025-08-21      | 0.0000%  | 0.0000% | $2973000.00        | $2945071.64        | U.S. Treasuries (including strips) |
| USTR          | 2025-06-10      | 0.0000%  | 0.0000% | $100.00            | $99.91             | U.S. Treasuries (including strips) |
| USTR          | 2025-07-01      | 0.0000%  | 0.0000% | $539900.00         | $538071.36         | U.S. Treasuries (including strips) |
| USTR          | 2025-09-18      | 0.0000%  | 0.0000% | $100.00            | $98.74             | U.S. Treasuries (including strips) |
| USTR          | 2025-07-29      | 0.0000%  | 0.0000% | $200.00            | $198.66            | U.S. Treasuries (including strips) |
| USTR          | 2025-08-05      | 0.0000%  | 0.0000% | $295600.00         | $293378.57         | U.S. Treasuries (including strips) |
| USTR          | 2025-11-06      | 0.0000%  | 0.0000% | $144000.00         | $141382.94         | U.S. Treasuries (including strips) |
| USTR          | 2025-11-13      | 0.0000%  | 0.0000% | $45000000.00       | $44143650.00       | U.S. Treasuries (including strips) |
| USTR          | 2025-11-20      | 0.0000%  | 0.0000% | $200.00            | $196.04            | U.S. Treasuries (including strips) |
| USTR          | 2025-08-15      | 6.8750%  | 0.0000% | $3369500.00        | $3460626.04        | U.S. Treasuries (including strips) |
| USTR          | 2026-02-15      | 6.0000%  | 0.0000% | $13877400.00       | $14295395.18       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 6.3750%  | 0.0000% | $52375400.00       | $56060214.54       | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 6.2500%  | 0.0000% | $1426000.00        | $1572895.90        | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $200.00            | $194.32            | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $48650093.75       | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 2.8750%  | 0.0000% | $38312600.00       | $37449059.62       | U.S. Treasuries (including strips) |
| USTR          | 2025-08-31      | 2.7500%  | 0.0000% | $100.00            | $100.28            | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 3.1250%  | 0.0000% | $49913000.00       | $48716524.34       | U.S. Treasuries (including strips) |
| USTR          | 2026-01-31      | 2.6250%  | 0.0000% | $114400.00         | $114148.33         | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 2.6250%  | 0.0000% | $5900000.00        | $5682746.87        | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 2.3750%  | 0.0000% | $10072300.00       | $9927169.65        | U.S. Treasuries (including strips) |
| USTR          | 2029-05-15      | 2.3750%  | 0.0000% | $4315900.00        | $4076100.27        | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 1.8750%  | 0.0000% | $1132400.00        | $1114084.95        | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 2.0000%  | 0.0000% | $100.00            | $97.22             | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 2.2500%  | 0.0000% | $6700.00           | $6553.18           | U.S. Treasuries (including strips) |
| USTR          | 2025-07-31      | 2.8750%  | 0.0000% | $1748600.00        | $1760709.00        | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 1.8750%  | 0.0000% | $19768100.00       | $19388625.10       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 1.6250%  | 0.0000% | $1392800.00        | $1355987.40        | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 1.7500%  | 0.0000% | $165900.00         | $161402.18         | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 0.6250%  | 0.0000% | $92900.00          | $87609.67          | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.6250%  | 0.0000% | $15832800.00       | $13465000.88       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 0.3750%  | 0.0000% | $25000000.00       | $23209643.38       | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.6250%  | 0.0000% | $1422700.00        | $1200551.91        | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 0.5000%  | 0.0000% | $148653000.00      | $138049642.90      | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 0.6250%  | 0.0000% | $7675100.00        | $7106673.12        | U.S. Treasuries (including strips) |
| USTR          | 2025-11-30      | 0.3750%  | 0.0000% | $500000.00         | $491206.85         | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 0.6250%  | 0.0000% | $5852700.00        | $5401519.92        | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 1.1250%  | 0.0000% | $5276100.00        | $4913816.22        | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 1.2500%  | 0.0000% | $7240000.00        | $6725388.20        | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 1.2500%  | 0.0000% | $300000000.00      | $279637697.70      | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 0.6250%  | 0.0000% | $128024000.00      | $123233669.40      | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 1.2500%  | 0.0000% | $62102100.00       | $52630546.06       | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 0.8750%  | 0.0000% | $2165700.00        | $2080240.24        | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 1.3750%  | 0.0000% | $89299900.00       | $75412467.31       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 1.2500%  | 0.0000% | $173884900.00      | $168011182.66      | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 1.2500%  | 0.0000% | $100.00            | $96.33             | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 1.7500%  | 0.0000% | $17898000.00       | $16687178.14       | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 2.7500%  | 0.0000% | $87500.00          | $85789.71          | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 2.8750%  | 0.0000% | $52400400.00       | $48348427.72       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 2.6250%  | 0.0000% | $108950000.00      | $107658385.22      | U.S. Treasuries (including strips) |
| USTR          | 2025-06-15      | 2.8750%  | 0.0000% | $3500.00           | $3543.09           | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.2500%  | 0.0000% | $26257200.00       | $26269536.97       | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 2.6250%  | 0.0000% | $199030000.00      | $190751574.84      | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.1250%  | 0.0000% | $21014000.00       | $20502972.77       | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.8750%  | 0.0000% | $1381000.00        | $1385290.02        | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 4.1250%  | 0.0000% | $300.00            | $303.55            | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.0000%  | 0.0000% | $46400000.00       | $46630926.77       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 4.1250%  | 0.0000% | $21243200.00       | $21420894.53       | U.S. Treasuries (including strips) |
| USTR          | 2032-11-15      | 4.1250%  | 0.0000% | $5716800.00        | $5697610.91        | U.S. Treasuries (including strips) |
| USTR          | 2025-12-15      | 4.0000%  | 0.0000% | $100.00            | $101.72            | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 3.8750%  | 0.0000% | $300.00            | $303.66            | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 3.8750%  | 0.0000% | $66864600.00       | $67921102.80       | U.S. Treasuries (including strips) |
| USTR          | 2026-01-15      | 3.8750%  | 0.0000% | $300.00            | $303.73            | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 3.5000%  | 0.0000% | $127180800.00      | $127402161.36      | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 3.5000%  | 0.0000% | $124335000.00      | $119563426.66      | U.S. Treasuries (including strips) |
| USTR          | 2030-03-31      | 3.6250%  | 0.0000% | $2000.00           | $1980.23           | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.5000%  | 0.0000% | $20778800.00       | $20385088.72       | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 3.7500%  | 0.0000% | $50000000.00       | $50376398.90       | U.S. Treasuries (including strips) |
| USTR          | 2026-06-15      | 4.1250%  | 0.0000% | $4756000.00        | $4842824.64        | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 4.0000%  | 0.0000% | $300.00            | $305.99            | U.S. Treasuries (including strips) |
| USTR          | 2025-06-30      | 4.6250%  | 0.0000% | $100.00            | $101.93            | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 4.5000%  | 0.0000% | $470900.00         | $480714.85         | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 4.1250%  | 0.0000% | $200.00            | $204.08            | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 4.0000%  | 0.0000% | $600.00            | $607.65            | U.S. Treasuries (including strips) |
| USTR          | 2025-07-31      | 4.4260%  | 0.0000% | $6999700.00        | $7026030.76        | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 4.1250%  | 0.0000% | $15800000.00       | $16041620.05       | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 4.3750%  | 0.0000% | $177880400.00      | $182332499.87      | U.S. Treasuries (including strips) |
| USTR          | 2026-09-15      | 4.6250%  | 0.0000% | $104993200.00      | $106707490.12      | U.S. Treasuries (including strips) |
| USTR          | 2025-09-30      | 5.0000%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| USTR          | 2025-10-31      | 4.4710%  | 0.0000% | $1500.00           | $1506.15           | U.S. Treasuries (including strips) |
| USTR          | 2030-10-31      | 4.8750%  | 0.0000% | $528870100.00      | $552349385.93      | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 4.5000%  | 0.0000% | $3400.00           | $3454.80           | U.S. Treasuries (including strips) |
| USTR          | 2030-11-30      | 4.3750%  | 0.0000% | $50000.00          | $51897.84          | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 4.0000%  | 0.0000% | $22600000.00       | $22954100.66       | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 4.1250%  | 0.0000% | $200.00            | $202.80            | U.S. Treasuries (including strips) |
| USTR          | 2031-02-28      | 4.2500%  | 0.0000% | $200.00            | $203.96            | U.S. Treasuries (including strips) |
| USTR          | 2029-02-28      | 4.2500%  | 0.0000% | $100.00            | $102.17            | U.S. Treasuries (including strips) |
| USTR          | 2031-03-31      | 4.1250%  | 0.0000% | $51250000.00       | $51724231.37       | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 4.5000%  | 0.0000% | $3800.00           | $3836.34           | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 4.5000%  | 0.0000% | $600.00            | $607.30            | U.S. Treasuries (including strips) |
| USTR          | 2031-06-30      | 4.2500%  | 0.0000% | $344454800.00      | $353237879.68      | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 4.6250%  | 0.0000% | $200.00            | $204.85            | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 4.4830%  | 0.0000% | $50000000.00       | $50228609.90       | U.S. Treasuries (including strips) |
| USTR          | 2031-07-31      | 4.1250%  | 0.0000% | $246249800.00      | $249808130.05      | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $1601600.00        | $1559816.82        | U.S. Treasuries (including strips) |
| USTR          | 2026-08-31      | 3.7500%  | 0.0000% | $8489400.00        | $8533961.69        | U.S. Treasuries (including strips) |
| USTR          | 2031-08-31      | 3.7500%  | 0.0000% | $298578300.00      | $295288593.55      | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.5000%  | 0.0000% | $5741100.00        | $5671676.93        | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 3.5000%  | 0.0000% | $50587100.00       | $50518843.08       | U.S. Treasuries (including strips) |
| USTR          | 2031-10-31      | 4.1250%  | 0.0000% | $2100.00           | $2105.70           | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 4.2500%  | 0.0000% | $17253900.00       | $17678232.89       | U.S. Treasuries (including strips) |
| USTR          | 2032-01-31      | 4.3750%  | 0.0000% | $63884000.00       | $65591421.66       | U.S. Treasuries (including strips) |

### Security 119: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARK 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BNTAPNGG6
- **C.18 - Value (incl. sponsor support):** $27000000.00
- **C.18.a - Value (excl. sponsor support):** $27000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-02-28      | 1.8750%  | 0.0000% | $100.00            | $96.90             | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 2.5000%  | 0.0000% | $10600.00          | $10368.48          | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 2.5000%  | 0.0000% | $540900.00         | $529085.85         | U.S. Treasuries (including strips) |
| USTR          | 2027-03-15      | 4.2500%  | 0.0000% | $200.00            | $202.65            | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 4.3750%  | 0.0000% | $13900.00          | $14137.44          | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 3.8750%  | 0.0000% | $26866800.00       | $26986154.66       | U.S. Treasuries (including strips) |

### Security 120: FIXED INCOME CLEARING CORP-BANK OF NEW YORK MELLON

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARING-BANK OF NEW YORK MELLON 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTAPNGH4
- **C.18 - Value (incl. sponsor support):** $3550000000.00
- **C.18.a - Value (excl. sponsor support):** $3550000000.00
- **C.19 - Percentage of Net Assets:** 11.6700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2049-11-15      | 2.3750%  | 0.0000% | $247476800.00      | $155300618.73      | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 4.5000%  | 0.0000% | $623000000.00      | $597225354.27      | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 1.5000%  | 0.0000% | $626642000.00      | $581660879.63      | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 2.5000%  | 0.0000% | $622000000.00      | $608414500.54      | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 2.8750%  | 0.0000% | $603000000.00      | $580754576.25      | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 2.8750%  | 0.0000% | $545920200.00      | $502937650.73      | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 4.8750%  | 0.0000% | $577000000.00      | $594706439.97      | U.S. Treasuries (including strips) |

### Security 121: FIXED INCOME CLEARING CORP-JP MORGAN

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTAPNGN1
- **C.18 - Value (incl. sponsor support):** $1350000000.00
- **C.18.a - Value (excl. sponsor support):** $1350000000.00
- **C.19 - Percentage of Net Assets:** 4.4400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2025-12-26      | 0.0000%  | 0.0000% | $5727700.00        | $5593167.78        | U.S. Treasuries (including strips) |
| USTR          | 2025-07-31      | 0.0000%  | 0.0000% | $851070400.00      | $845177588.55      | U.S. Treasuries (including strips) |
| USTR          | 2025-06-03      | 0.0000%  | 0.0000% | $71330000.00       | $71321654.39       | U.S. Treasuries (including strips) |
| USTR          | 2025-08-21      | 0.0000%  | 0.0000% | $520400.00         | $515511.36         | U.S. Treasuries (including strips) |
| USTR          | 2025-09-11      | 0.0000%  | 0.0000% | $1054400.00        | $1041998.15        | U.S. Treasuries (including strips) |
| USTR          | 2025-07-15      | 0.0000%  | 0.0000% | $20318200.00       | $20215979.14       | U.S. Treasuries (including strips) |
| USTR          | 2025-10-16      | 0.0000%  | 0.0000% | $484600.00         | $476952.53         | U.S. Treasuries (including strips) |
| USTR          | 2025-10-23      | 0.0000%  | 0.0000% | $11700.00          | $11506.14          | U.S. Treasuries (including strips) |
| USTR          | 2025-08-05      | 0.0000%  | 0.0000% | $587200.00         | $582787.19         | U.S. Treasuries (including strips) |
| USTR          | 2025-11-13      | 0.0000%  | 0.0000% | $33415400.00       | $32779504.94       | U.S. Treasuries (including strips) |
| USTR          | 2025-09-09      | 0.0000%  | 0.0000% | $231400.00         | $228712.29         | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 0.7500%  | 0.0000% | $18600.00          | $18049.62          | U.S. Treasuries (including strips) |
| USTR          | 2029-02-28      | 1.8750%  | 0.0000% | $62300800.00       | $58193529.36       | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 2.8750%  | 0.0000% | $197411200.00      | $190350344.26      | U.S. Treasuries (including strips) |
| USTR          | 2025-08-15      | 3.1250%  | 0.0000% | $66979500.00       | $67394967.21       | U.S. Treasuries (including strips) |
| USTR          | 2025-10-15      | 4.2500%  | 0.0000% | $541200.00         | $543840.19         | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 4.0000%  | 0.0000% | $1000000.00        | $1019969.59        | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 4.4510%  | 0.0000% | $30635100.00       | $30748221.05       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 4.1250%  | 0.0000% | $50000000.00       | $50785804.15       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Northern Institutional Funds

**Date:** 2025-06-06

**By:** Kevin P. O Rourke

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

**Title of Signing Officer:** President