# EDGAR Filing Document

**Accession Number:** 0000710124
**File Stem:** 0001145549-25-046187
**Filing Date:** 2025-7
**Character Count:** 271623
**Document Hash:** 3a771a76aa63cbb83bd550d460ead9c1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-046187.hdr.sgml**: 20250708

**ACCESSION NUMBER**: 0001145549-25-046187

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250708

**DATE AS OF CHANGE**: 20250708

**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:** 251110943

**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):** 2025-06-30

**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:** 39 days

- **WAL:** 104 days

- **Total Value of Portfolio Securities:** $32364965358.33

- **Amortized Cost of Portfolio Securities:** $32365370680.75

- **Cash:** $0.00

- **Total Other Assets:** $175719067.68

- **Total Liabilities:** $823447723.03

- **Net Assets of Series:** $31717642025.40

- **Number of Shares Outstanding (Series):** 31717020367.8500

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-06-02 | $15340670203.94           | $20681849468.21            | 48.0200%                  | 64.7400%                   |
| 2025-06-03 | $14933441170.89           | $20274865503.57            | 47.3400%                  | 64.2800%                   |
| 2025-06-04 | $15666874305.24           | $21103543706.36            | 48.5500%                  | 65.3900%                   |
| 2025-06-05 | $15135525236.83           | $20173228317.49            | 48.2900%                  | 64.3600%                   |
| 2025-06-06 | $15013306690.91           | $20051208451.10            | 47.9800%                  | 64.0700%                   |
| 2025-06-09 | $14301644365.43           | $19340142164.24            | 46.3600%                  | 62.6900%                   |
| 2025-06-10 | $14710298392.36           | $19484231454.04            | 47.2000%                  | 62.5200%                   |
| 2025-06-11 | $14548674090.86           | $19322786116.82            | 46.9200%                  | 62.3200%                   |
| 2025-06-12 | $13158565235.13           | $17939807927.28            | 44.4100%                  | 60.5500%                   |
| 2025-06-13 | $12563555201.30           | $17299988201.33            | 43.3400%                  | 59.6700%                   |
| 2025-06-16 | $12933752687.65           | $17434709248.79            | 44.9300%                  | 60.5600%                   |
| 2025-06-17 | $13624394446.50           | $18125497863.56            | 46.2200%                  | 61.4800%                   |
| 2025-06-18 | $14262556864.43           | $17743838824.92            | 48.9200%                  | 60.8600%                   |
| 2025-06-20 | $14847266958.70           | $19078779256.05            | 48.6400%                  | 62.5000%                   |
| 2025-06-23 | $15589584910.05           | $19821442712.64            | 49.9000%                  | 63.4500%                   |
| 2025-06-24 | $16243465145.25           | $20475434607.90            | 50.7800%                  | 64.0100%                   |
| 2025-06-25 | $16318840506.18           | $20475921628.94            | 50.9300%                  | 63.9000%                   |
| 2025-06-26 | $16066252553.81           | $20223436482.47            | 50.5300%                  | 63.6100%                   |
| 2025-06-27 | $17665090316.26           | $21867377050.84            | 52.8300%                  | 65.3900%                   |
| 2025-06-30 | $15928718760.89           | $20131313913.23            | 50.0400%                  | 63.2500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-06-02 | 4.3800%             |
| 2025-06-03 | 4.3800%             |
| 2025-06-04 | 4.3700%             |
| 2025-06-05 | 4.3700%             |
| 2025-06-06 | 4.3600%             |
| 2025-06-09 | 4.3400%             |
| 2025-06-10 | 4.3400%             |
| 2025-06-11 | 4.3400%             |
| 2025-06-12 | 4.3400%             |
| 2025-06-13 | 4.3400%             |
| 2025-06-16 | 4.3400%             |
| 2025-06-17 | 4.3400%             |
| 2025-06-18 | 4.3500%             |
| 2025-06-20 | 4.3500%             |
| 2025-06-23 | 4.3500%             |
| 2025-06-24 | 4.3500%             |
| 2025-06-25 | 4.3500%             |
| 2025-06-26 | 4.3600%             |
| 2025-06-27 | 4.3700%             |
| 2025-06-30 | 4.4000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-06-02 | 1.0000                      |
|  |  |
| 2025-06-03 | 1.0000                      |
|  |  |
| 2025-06-04 | 1.0000                      |
|  |  |
| 2025-06-05 | 1.0000                      |
|  |  |
| 2025-06-06 | 0.9999                      |
|  |  |
| 2025-06-09 | 0.9999                      |
|  |  |
| 2025-06-10 | 1.0000                      |
|  |  |
| 2025-06-11 | 0.9999                      |
|  |  |
| 2025-06-12 | 1.0000                      |
|  |  |
| 2025-06-13 | 1.0000                      |
|  |  |
| 2025-06-16 | 0.9999                      |
|  |  |
| 2025-06-17 | 0.9999                      |
|  |  |
| 2025-06-18 | 0.9999                      |
|  |  |
| 2025-06-20 | 0.9999                      |
|  |  |
| 2025-06-23 | 0.9999                      |
|  |  |
| 2025-06-24 | 0.9999                      |
|  |  |
| 2025-06-25 | 1.0000                      |
|  |  |
| 2025-06-26 | 1.0000                      |
|  |  |
| 2025-06-27 | 1.0000                      |
|  |  |
| 2025-06-30 | 1.0000                      |
|  |  |

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

### Class: Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $29412195661.02

- **Number of Shares Outstanding:** 29411647548.3500

- **Expense Reimbursement/Waiver:** 766458.93

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 0.9999          |
|  |  |
| 2025-06-09 | 0.9999          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 0.9999          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 0.9999          |
|  |  |
| 2025-06-17 | 0.9999          |
|  |  |
| 2025-06-18 | 0.9999          |
|  |  |
| 2025-06-20 | 0.9999          |
|  |  |
| 2025-06-23 | 0.9999          |
|  |  |
| 2025-06-24 | 0.9999          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $2848129918.07            | $1327997433.49          |
| 2025-06-03 | $1700576155.05            | $2490550584.30          |
| 2025-06-04 | $1805284190.23            | $1331776357.26          |
| 2025-06-05 | $1125851705.71            | $2053572182.11          |
| 2025-06-06 | $969809682.50             | $992265425.04           |
| 2025-06-09 | $789971944.54             | $1358889436.90          |
| 2025-06-10 | $748718349.79             | $835881640.71           |
| 2025-06-11 | $1552913380.06            | $1659473532.23          |
| 2025-06-12 | $1410586271.33            | $1815839949.74          |
| 2025-06-13 | $824412630.55             | $1355565586.62          |
| 2025-06-16 | $1019715064.77            | $1331960635.55          |
| 2025-06-17 | $1333502068.69            | $594528445.83           |
| 2025-06-18 | $743720339.08             | $1070043902.95          |
| 2025-06-20 | $2220080832.77            | $646976361.88           |
| 2025-06-23 | $1135483789.65            | $404675984.39           |
| 2025-06-24 | $1253151157.75            | $578111160.28           |
| 2025-06-25 | $1637341425.59            | $1653806238.71          |
| 2025-06-26 | $887999479.17             | $1256726099.92          |
| 2025-06-27 | $3112597144.07            | $1317751813.85          |
| 2025-06-30 | $3128012560.03            | $4535788727.56          |

**Total Gross Subscriptions (Month):** $30247858089.40

**Total Gross Redemptions (Month):** $28612181499.32

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.2000%           |
| 2025-06-03 | 4.2000%           |
| 2025-06-04 | 4.2000%           |
| 2025-06-05 | 4.2000%           |
| 2025-06-06 | 4.1800%           |
| 2025-06-09 | 4.1700%           |
| 2025-06-10 | 4.1700%           |
| 2025-06-11 | 4.1700%           |
| 2025-06-12 | 4.1700%           |
| 2025-06-13 | 4.1700%           |
| 2025-06-16 | 4.1700%           |
| 2025-06-17 | 4.1700%           |
| 2025-06-18 | 4.1800%           |
| 2025-06-20 | 4.1800%           |
| 2025-06-23 | 4.1800%           |
| 2025-06-24 | 4.1700%           |
| 2025-06-25 | 4.1800%           |
| 2025-06-26 | 4.1900%           |
| 2025-06-27 | 4.2200%           |
| 2025-06-30 | 4.2300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 66.4200%         | 0.0000%              |

### Class: Service Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $96709706.19

- **Number of Shares Outstanding:** 96708284.6400

- **Expense Reimbursement/Waiver:** 1826.87

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 1.0000          |
|  |  |
| 2025-06-09 | 0.9999          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 0.9999          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 0.9999          |
|  |  |
| 2025-06-17 | 0.9999          |
|  |  |
| 2025-06-18 | 0.9999          |
|  |  |
| 2025-06-20 | 0.9999          |
|  |  |
| 2025-06-23 | 0.9999          |
|  |  |
| 2025-06-24 | 0.9999          |
|  |  |
| 2025-06-25 | 0.9999          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $34456.65                 | $829408.34              |
| 2025-06-03 | $4390.95                  | $83743.61               |
| 2025-06-04 | $555.70                   | $3386746.01             |
| 2025-06-05 | $2441.46                  | $471422.51              |
| 2025-06-06 | $0.00                     | $142252.52              |
| 2025-06-09 | $19769843.54              | $0.00                   |
| 2025-06-10 | $321139.66                | $0.00                   |
| 2025-06-11 | $2939.73                  | $5287825.63             |
| 2025-06-12 | $0.00                     | $2682085.80             |
| 2025-06-13 | $4975.22                  | $2272296.63             |
| 2025-06-16 | $1524282.35               | $0.00                   |
| 2025-06-17 | $868952.88                | $0.00                   |
| 2025-06-18 | $13455.56                 | $1935040.88             |
| 2025-06-20 | $37451965.02              | $102839.57              |
| 2025-06-23 | $2277709.74               | $3.00                   |
| 2025-06-24 | $8140.15                  | $744062.74              |
| 2025-06-25 | $4909.10                  | $1159253.00             |
| 2025-06-26 | $238243.05                | $275598.95              |
| 2025-06-27 | $431549.74                | $1066587.45             |
| 2025-06-30 | $4851282.41               | $0.00                   |

**Total Gross Subscriptions (Month):** $67811232.91

**Total Gross Redemptions (Month):** $20439166.64

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.2000%           |
| 2025-06-03 | 4.2000%           |
| 2025-06-04 | 4.2000%           |
| 2025-06-05 | 4.2000%           |
| 2025-06-06 | 4.1800%           |
| 2025-06-09 | 4.1700%           |
| 2025-06-10 | 4.1700%           |
| 2025-06-11 | 4.1700%           |
| 2025-06-12 | 4.1700%           |
| 2025-06-13 | 4.1700%           |
| 2025-06-16 | 4.1700%           |
| 2025-06-17 | 4.1700%           |
| 2025-06-18 | 4.1800%           |
| 2025-06-20 | 4.1800%           |
| 2025-06-23 | 4.1800%           |
| 2025-06-24 | 4.1700%           |
| 2025-06-25 | 4.1800%           |
| 2025-06-26 | 4.1900%           |
| 2025-06-27 | 4.2200%           |
| 2025-06-30 | 4.2300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 85.9500%         | 0.0000%              |
| Depository institution or other banking institution |  | 14.0500%         | 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   |
|:---|:---|
| 2025-06-02 | 0.0000          |
|  |  |
| 2025-06-03 | 0.0000          |
|  |  |
| 2025-06-04 | 0.0000          |
|  |  |
| 2025-06-05 | 0.0000          |
|  |  |
| 2025-06-06 | 0.0000          |
|  |  |
| 2025-06-09 | 0.0000          |
|  |  |
| 2025-06-10 | 0.0000          |
|  |  |
| 2025-06-11 | 0.0000          |
|  |  |
| 2025-06-12 | 0.0000          |
|  |  |
| 2025-06-13 | 0.0000          |
|  |  |
| 2025-06-16 | 0.0000          |
|  |  |
| 2025-06-17 | 0.0000          |
|  |  |
| 2025-06-18 | 0.0000          |
|  |  |
| 2025-06-20 | 0.0000          |
|  |  |
| 2025-06-23 | 0.0000          |
|  |  |
| 2025-06-24 | 0.0000          |
|  |  |
| 2025-06-25 | 0.0000          |
|  |  |
| 2025-06-26 | 0.0000          |
|  |  |
| 2025-06-27 | 0.0000          |
|  |  |
| 2025-06-30 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $0.00                     | $0.00                   |
| 2025-06-03 | $0.00                     | $0.00                   |
| 2025-06-04 | $0.00                     | $0.00                   |
| 2025-06-05 | $0.00                     | $0.00                   |
| 2025-06-06 | $0.00                     | $0.00                   |
| 2025-06-09 | $0.00                     | $0.00                   |
| 2025-06-10 | $0.00                     | $0.00                   |
| 2025-06-11 | $0.00                     | $0.00                   |
| 2025-06-12 | $0.00                     | $0.00                   |
| 2025-06-13 | $0.00                     | $0.00                   |
| 2025-06-16 | $0.00                     | $0.00                   |
| 2025-06-17 | $0.00                     | $0.00                   |
| 2025-06-18 | $0.00                     | $0.00                   |
| 2025-06-20 | $0.00                     | $0.00                   |
| 2025-06-23 | $0.00                     | $0.00                   |
| 2025-06-24 | $0.00                     | $0.00                   |
| 2025-06-25 | $0.00                     | $0.00                   |
| 2025-06-26 | $0.00                     | $0.00                   |
| 2025-06-27 | $0.00                     | $0.00                   |
| 2025-06-30 | $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   |
|:---|:---|
| 2025-06-02 | 0.0000%           |
| 2025-06-03 | 0.0000%           |
| 2025-06-04 | 0.0000%           |
| 2025-06-05 | 0.0000%           |
| 2025-06-06 | 0.0000%           |
| 2025-06-09 | 0.0000%           |
| 2025-06-10 | 0.0000%           |
| 2025-06-11 | 0.0000%           |
| 2025-06-12 | 0.0000%           |
| 2025-06-13 | 0.0000%           |
| 2025-06-16 | 0.0000%           |
| 2025-06-17 | 0.0000%           |
| 2025-06-18 | 0.0000%           |
| 2025-06-20 | 0.0000%           |
| 2025-06-23 | 0.0000%           |
| 2025-06-24 | 0.0000%           |
| 2025-06-25 | 0.0000%           |
| 2025-06-26 | 0.0000%           |
| 2025-06-27 | 0.0000%           |
| 2025-06-30 | 0.0000%           |

### Class: Siebert Williams Shank Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $2208736658.19

- **Number of Shares Outstanding:** 2208664534.8600

- **Expense Reimbursement/Waiver:** 74919.51

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 0.9999          |
|  |  |
| 2025-06-09 | 0.9999          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 0.9999          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 0.9999          |
|  |  |
| 2025-06-17 | 0.9999          |
|  |  |
| 2025-06-18 | 0.9999          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $7999525.22               | $3213969.62             |
| 2025-06-03 | $421435849.76             | $41339595.90            |
| 2025-06-04 | $281481172.93             | $25456171.06            |
| 2025-06-05 | $0.00                     | $495004.56              |
| 2025-06-06 | $1230350.57               | $29282914.68            |
| 2025-06-09 | $200043368.14             | $107000000.00           |
| 2025-06-10 | $400029928.20             | $0.00                   |
| 2025-06-11 | $0.00                     | $52366042.26            |
| 2025-06-12 | $27000000.00              | $1000884445.83          |
| 2025-06-13 | $45053927.17              | $153000000.00           |
| 2025-06-16 | $99109871.38              | $100000.00              |
| 2025-06-17 | $0.00                     | $52013699.11            |
| 2025-06-18 | $9663.78                  | $26453.12               |
| 2025-06-20 | $20041886.90              | $268500000.00           |
| 2025-06-23 | $3925.08                  | $28000000.00            |
| 2025-06-24 | $69030700.58              | $1000000.00             |
| 2025-06-25 | $72000000.00              | $700000.00              |
| 2025-06-26 | $160278290.06             | $46068387.57            |
| 2025-06-27 | $80002389.14              | $233000000.00           |
| 2025-06-30 | $11738332.81              | $230299999.00           |

**Total Gross Subscriptions (Month):** $1896489181.72

**Total Gross Redemptions (Month):** $2272746682.71

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.2000%           |
| 2025-06-03 | 4.2000%           |
| 2025-06-04 | 4.2000%           |
| 2025-06-05 | 4.2000%           |
| 2025-06-06 | 4.1800%           |
| 2025-06-09 | 4.1700%           |
| 2025-06-10 | 4.1700%           |
| 2025-06-11 | 4.1700%           |
| 2025-06-12 | 4.1700%           |
| 2025-06-13 | 4.1700%           |
| 2025-06-16 | 4.1700%           |
| 2025-06-17 | 4.1700%           |
| 2025-06-18 | 4.1800%           |
| 2025-06-20 | 4.1800%           |
| 2025-06-23 | 4.1800%           |
| 2025-06-24 | 4.1700%           |
| 2025-06-25 | 4.1800%           |
| 2025-06-26 | 4.1900%           |
| 2025-06-27 | 4.2200%           |
| 2025-06-30 | 4.2300%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 44.3700%         | 0.0000%              |
| Broker-dealer             |  | 12.7700%         | 0.0000%              |
| Non-financial corporation |  | 11.3000%         | 0.0000%              |
| Non-financial corporation |  | 8.8500%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.549996%
- **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):** $55005422.45
- **C.18.a - Value (excl. sponsor support):** $55005422.45
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 4.549996%
- **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):** $225036074.25
- **C.18.a - Value (excl. sponsor support):** $225036074.25
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 4.500000%
- **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):** $50028534.00
- **C.18.a - Value (excl. sponsor support):** $50028534.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 4.564998%
- **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):** $155073958.25
- **C.18.a - Value (excl. sponsor support):** $155073958.25
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 4.399999%
- **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):** $109999712.90
- **C.18.a - Value (excl. sponsor support):** $109999712.90
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 4.404999%
- **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):** $80000704.00
- **C.18.a - Value (excl. sponsor support):** $80000704.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 4.404999%
- **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):** $225002193.75
- **C.18.a - Value (excl. sponsor support):** $225002193.75
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.404999%
- **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):** $250016332.50
- **C.18.a - Value (excl. sponsor support):** $250016332.50
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.579999%
- **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):** $99999583.00
- **C.18.a - Value (excl. sponsor support):** $99999583.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.399999%
- **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):** $209999407.80
- **C.18.a - Value (excl. sponsor support):** $209999407.80
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.399999%
- **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):** $74999088.00
- **C.18.a - Value (excl. sponsor support):** $74999088.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 12: 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):** $305001720.20
- **C.18.a - Value (excl. sponsor support):** $305001720.20
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-09
- **C.12 - Maturity Date (WAL):** 2025-07-09
- **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 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.399999%
- **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):** $80000680.00
- **C.18.a - Value (excl. sponsor support):** $80000680.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.399999%
- **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):** $74996365.50
- **C.18.a - Value (excl. sponsor support):** $74996365.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.399999%
- **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):** $154998662.35
- **C.18.a - Value (excl. sponsor support):** $154998662.35
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 16: 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):** $484210323.00
- **C.18.a - Value (excl. sponsor support):** $484210323.00
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.340000%
- **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):** $34951290.15
- **C.18.a - Value (excl. sponsor support):** $34951290.15
- **C.19 - Percentage of Net Assets:** 0.1100%
- **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 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.494999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B52X5, C.4 - ISIN: US3130B52X53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $104998651.80
- **C.18.a - Value (excl. sponsor support):** $104998651.80
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.494999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5CZ9, C.4 - ISIN: US3130B5CZ98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $229863347.80
- **C.18.a - Value (excl. sponsor support):** $229863347.80
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.494999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5GH5, C.4 - ISIN: US3130B5GH54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $94999829.95
- **C.18.a - Value (excl. sponsor support):** $94999829.95
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 21: 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):** $249629602.50
- **C.18.a - Value (excl. sponsor support):** $249629602.50
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **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 22: 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):** $364909680.45
- **C.18.a - Value (excl. sponsor support):** $364909680.45
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **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 23: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.479998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5RJ9, C.4 - ISIN: US3130B5RJ91, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $71079949.53
- **C.18.a - Value (excl. sponsor support):** $71079949.53
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 24: 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):** $299619924.00
- **C.18.a - Value (excl. sponsor support):** $299619924.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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 25: 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: 3130B5U71, C.4 - ISIN: US3130B5U713, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299997348.00
- **C.18.a - Value (excl. sponsor support):** $299997348.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 26: 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: 3130B5VV7, C.4 - ISIN: US3130B5VV73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200018964.00
- **C.18.a - Value (excl. sponsor support):** $200018964.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 27: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.559997%
- **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):** $76984243.24
- **C.18.a - Value (excl. sponsor support):** $76984243.24
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 28: 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):** $311825026.40
- **C.18.a - Value (excl. sponsor support):** $311825026.40
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **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 29: 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):** $399794860.00
- **C.18.a - Value (excl. sponsor support):** $399794860.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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 30: 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):** $379635447.00
- **C.18.a - Value (excl. sponsor support):** $379635447.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **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 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: 3130B6DC7, C.4 - ISIN: US3130B6DC77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $599581908.00
- **C.18.a - Value (excl. sponsor support):** $599581908.00
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 32: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.438357%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6WK8, C.4 - ISIN: US3130B6WK82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74981212.50
- **C.18.a - Value (excl. sponsor support):** $74981212.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2027-07-07
- **C.13 - Final Legal Maturity Date:** 2027-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313JU3, C.4 - ISIN: US313313JU38, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10961775.00
- **C.18.a - Value (excl. sponsor support):** $10961775.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313KG2, C.4 - ISIN: US313313KG25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6965536.69
- **C.18.a - Value (excl. sponsor support):** $6965536.69
- **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? 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: 313313LF3, C.4 - ISIN: US313313LF33, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $21833166.74
- **C.18.a - Value (excl. sponsor support):** $21833166.74
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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 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: 313313QC5, C.4 - ISIN: US313313QC56, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19647572.20
- **C.18.a - Value (excl. sponsor support):** $19647572.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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 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: 313313QC5, C.4 - ISIN: US313313QC56, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34383251.35
- **C.18.a - Value (excl. sponsor support):** $34383251.35
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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 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: 313313RG5, C.4 - ISIN: US313313RG51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9795141.70
- **C.18.a - Value (excl. sponsor support):** $9795141.70
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 39: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HR0, C.4 - ISIN: US313385HR04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $69975675.00
- **C.18.a - Value (excl. sponsor support):** $69975675.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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 40: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HV1, C.4 - ISIN: US313385HV16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $224817563.25
- **C.18.a - Value (excl. sponsor support):** $224817563.25
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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 41: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HX7, C.4 - ISIN: US313385HX71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $159833200.00
- **C.18.a - Value (excl. sponsor support):** $159833200.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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 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: 313385JG2, C.4 - ISIN: US313385JG21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $115758140.00
- **C.18.a - Value (excl. sponsor support):** $115758140.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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 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: 313385JN7, C.4 - ISIN: US313385JN71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $289193800.00
- **C.18.a - Value (excl. sponsor support):** $289193800.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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 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: 313385MQ6, C.4 - ISIN: US313385MQ65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74158833.00
- **C.18.a - Value (excl. sponsor support):** $74158833.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 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: 313385MT0, C.4 - ISIN: US313385MT05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $153208372.05
- **C.18.a - Value (excl. sponsor support):** $153208372.05
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 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: 313385NU6, C.4 - ISIN: US313385NU68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $182358200.00
- **C.18.a - Value (excl. sponsor support):** $182358200.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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 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: 313385NW2, C.4 - ISIN: US313385NW25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $147823999.50
- **C.18.a - Value (excl. sponsor support):** $147823999.50
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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 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: 313385PK6, C.4 - ISIN: US313385PK68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $118082400.00
- **C.18.a - Value (excl. sponsor support):** $118082400.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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 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: 313385RE8, C.4 - ISIN: US313385RE80, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $122434861.25
- **C.18.a - Value (excl. sponsor support):** $122434861.25
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $151824696.35
- **C.18.a - Value (excl. sponsor support):** $151824696.35
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 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: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241038846.95
- **C.18.a - Value (excl. sponsor support):** $241038846.95
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 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: 313385RK4, C.4 - ISIN: US313385RK41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $195836750.00
- **C.18.a - Value (excl. sponsor support):** $195836750.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 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: 313385RL2, C.4 - ISIN: US313385RL24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $146861041.50
- **C.18.a - Value (excl. sponsor support):** $146861041.50
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 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: 313385RN8, C.4 - ISIN: US313385RN89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $73413999.75
- **C.18.a - Value (excl. sponsor support):** $73413999.75
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385RN8, C.4 - ISIN: US313385RN89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $434062720.66
- **C.18.a - Value (excl. sponsor support):** $434062720.66
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.519998%
- **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):** $32525379.58
- **C.18.a - Value (excl. sponsor support):** $32525379.58
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 57: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.524998%
- **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):** $52011496.16
- **C.18.a - Value (excl. sponsor support):** $52011496.16
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.514997%
- **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):** $95076194.75
- **C.18.a - Value (excl. sponsor support):** $95076194.75
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 59: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.489999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6E0, C.4 - ISIN: US3133EP6E00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80048148.80
- **C.18.a - Value (excl. sponsor support):** $80048148.80
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 60: 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: 3133EP6U4, C.4 - ISIN: US3133EP6U42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35024892.70
- **C.18.a - Value (excl. sponsor support):** $35024892.70
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 61: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.549996%
- **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):** $20009668.00
- **C.18.a - Value (excl. sponsor support):** $20009668.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 62: 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):** $70018210.50
- **C.18.a - Value (excl. sponsor support):** $70018210.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 63: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING 4.549996%
- **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):** $20001623.80
- **C.18.a - Value (excl. sponsor support):** $20001623.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.459996%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPR56, C.4 - ISIN: US3133EPR567, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20005132.40
- **C.18.a - Value (excl. sponsor support):** $20005132.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.549996%
- **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):** $125017672.50
- **C.18.a - Value (excl. sponsor support):** $125017672.50
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.519998%
- **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):** $95032911.80
- **C.18.a - Value (excl. sponsor support):** $95032911.80
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.519998%
- **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):** $35013395.20
- **C.18.a - Value (excl. sponsor support):** $35013395.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 68: 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):** $9999701.70
- **C.18.a - Value (excl. sponsor support):** $9999701.70
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.494999%
- **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):** $75020165.25
- **C.18.a - Value (excl. sponsor support):** $75020165.25
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 70: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.539999%
- **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):** $75056259.75
- **C.18.a - Value (excl. sponsor support):** $75056259.75
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.539999%
- **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):** $75057759.00
- **C.18.a - Value (excl. sponsor support):** $75057759.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 72: 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: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7703945.40
- **C.18.a - Value (excl. sponsor support):** $7703945.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 73: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.419997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJM4, C.4 - ISIN: US3133ERJM44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $74032277.32
- **C.18.a - Value (excl. sponsor support):** $74032277.32
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.509997%
- **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):** $60039398.40
- **C.18.a - Value (excl. sponsor support):** $60039398.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 75: 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):** $42017380.44
- **C.18.a - Value (excl. sponsor support):** $42017380.44
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 76: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.539999%
- **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):** $139996766.00
- **C.18.a - Value (excl. sponsor support):** $139996766.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 77: 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):** $19018176.92
- **C.18.a - Value (excl. sponsor support):** $19018176.92
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 78: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.509997%
- **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):** $35024123.05
- **C.18.a - Value (excl. sponsor support):** $35024123.05
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 79: 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):** $140130538.80
- **C.18.a - Value (excl. sponsor support):** $140130538.80
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 80: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.529998%
- **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):** $34999061.65
- **C.18.a - Value (excl. sponsor support):** $34999061.65
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 81: 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):** $50027519.00
- **C.18.a - Value (excl. sponsor support):** $50027519.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 82: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.494999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQP9, C.4 - ISIN: US3133ERQP91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40025161.20
- **C.18.a - Value (excl. sponsor support):** $40025161.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 83: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.529998%
- **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):** $43043373.24
- **C.18.a - Value (excl. sponsor support):** $43043373.24
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 84: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.539999%
- **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):** $117072981.09
- **C.18.a - Value (excl. sponsor support):** $117072981.09
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.539999%
- **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):** $40026599.20
- **C.18.a - Value (excl. sponsor support):** $40026599.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 86: 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):** $70061396.30
- **C.18.a - Value (excl. sponsor support):** $70061396.30
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 87: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.549996%
- **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):** $180141759.00
- **C.18.a - Value (excl. sponsor support):** $180141759.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 88: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.539999%
- **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):** $40042139.60
- **C.18.a - Value (excl. sponsor support):** $40042139.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 89: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.549996%
- **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):** $260205322.00
- **C.18.a - Value (excl. sponsor support):** $260205322.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 90: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.529998%
- **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):** $20019561.60
- **C.18.a - Value (excl. sponsor support):** $20019561.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 91: 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):** $40036012.80
- **C.18.a - Value (excl. sponsor support):** $40036012.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 92: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.545000%
- **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):** $70051234.40
- **C.18.a - Value (excl. sponsor support):** $70051234.40
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 93: 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: 3133ETCV7, C.4 - ISIN: US3133ETCV71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $62001866.82
- **C.18.a - Value (excl. sponsor support):** $62001866.82
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 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: 3133ETCY1, C.4 - ISIN: US3133ETCY11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $146998190.43
- **C.18.a - Value (excl. sponsor support):** $146998190.43
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 95: 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):** $30999489.12
- **C.18.a - Value (excl. sponsor support):** $30999489.12
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 96: 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):** $70023071.30
- **C.18.a - Value (excl. sponsor support):** $70023071.30
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 97: 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):** $94998620.60
- **C.18.a - Value (excl. sponsor support):** $94998620.60
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 98: 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: 3133ETMJ3, C.4 - ISIN: US3133ETMJ34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55000910.25
- **C.18.a - Value (excl. sponsor support):** $55000910.25
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: 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: 3133ETNE3, C.4 - ISIN: US3133ETNE38, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89999942.40
- **C.18.a - Value (excl. sponsor support):** $89999942.40
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-06-24
- **C.13 - Final Legal Maturity Date:** 2027-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: 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: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55026609.00
- **C.18.a - Value (excl. sponsor support):** $55026609.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $259614757.45
- **C.18.a - Value (excl. sponsor support):** $259614757.45
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: 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):** $227327687.50
- **C.18.a - Value (excl. sponsor support):** $227327687.50
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **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 103: 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):** $154762400.05
- **C.18.a - Value (excl. sponsor support):** $154762400.05
- **C.19 - Percentage of Net Assets:** 0.4900%
- **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 104: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QZ3, C.4 - ISIN: US912797QZ38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $156886166.40
- **C.18.a - Value (excl. sponsor support):** $156886166.40
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $122388437.50
- **C.18.a - Value (excl. sponsor support):** $122388437.50
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $318209937.50
- **C.18.a - Value (excl. sponsor support):** $318209937.50
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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):** $74427734.25
- **C.18.a - Value (excl. sponsor support):** $74427734.25
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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):** $34956166.70
- **C.18.a - Value (excl. sponsor support):** $34956166.70
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAZ4, C.4 - ISIN: US91282CAZ41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $59036133.00
- **C.18.a - Value (excl. sponsor support):** $59036133.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 110: 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):** $285439746.45
- **C.18.a - Value (excl. sponsor support):** $285439746.45
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 111: 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):** $355724562.10
- **C.18.a - Value (excl. sponsor support):** $355724562.10
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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 112: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY JP MORGAN SECURITIES 4.399999%
- **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:** 4.7300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2030-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC            | 2037-07-01      | 6.5000%  | 0.0000% | $4347160.00        | $85095.14          | Agency Mortgage-Backed Securities   |
| FMAC            | 2037-11-01      | 6.0000%  | 0.0000% | $1068258.00        | $76653.56          | Agency Mortgage-Backed Securities   |
| FMAC            | 2035-05-01      | 5.5000%  | 0.0000% | $3250000.00        | $127456.79         | Agency Mortgage-Backed Securities   |
| FMAC            | 2038-12-01      | 5.5000%  | 0.0000% | $2000000.00        | $16059.31          | Agency Mortgage-Backed Securities   |
| FMAC            | 2039-05-01      | 5.0000%  | 0.0000% | $500000.00         | $35581.40          | Agency Mortgage-Backed Securities   |
| FMAC            | 2039-09-01      | 5.0000%  | 0.0000% | $1768046.00        | $25306.31          | Agency Mortgage-Backed Securities   |
| FMAC            | 2039-06-01      | 4.5000%  | 0.0000% | $103000.00         | $27657.16          | Agency Mortgage-Backed Securities   |
| FMAC            | 2039-07-01      | 4.5000%  | 0.0000% | $97000.00          | $31939.08          | Agency Mortgage-Backed Securities   |
| FMAC            | 2030-07-01      | 2.5000%  | 0.0000% | $272000.00         | $30572.46          | Agency Mortgage-Backed Securities   |
| FMAC            | 2033-03-01      | 3.5000%  | 0.0000% | $1837570.00        | $168639.72         | Agency Mortgage-Backed Securities   |
| FMAC            | 2041-04-01      | 4.5000%  | 0.0000% | $2010000.00        | $185376.93         | Agency Mortgage-Backed Securities   |
| FMAC            | 2042-11-01      | 3.0000%  | 0.0000% | $1646056.00        | $463944.31         | Agency Mortgage-Backed Securities   |
| FMAC            | 2043-01-01      | 2.5000%  | 0.0000% | $55500.00          | $10773.83          | Agency Mortgage-Backed Securities   |
| FMAC            | 2043-05-01      | 3.5000%  | 0.0000% | $600000.00         | $92384.90          | Agency Mortgage-Backed Securities   |
| FMAC            | 2048-05-01      | 4.0000%  | 0.0000% | $6580000.00        | $650126.75         | Agency Mortgage-Backed Securities   |
| FMAC            | 2043-12-01      | 4.5000%  | 0.0000% | $90000.00          | $18282.57          | Agency Mortgage-Backed Securities   |
| FMAC            | 2042-12-01      | 3.0000%  | 0.0000% | $88000.00          | $25729.71          | Agency Mortgage-Backed Securities   |
| FMAC            | 2030-07-01      | 5.0000%  | 0.0000% | $3444096.00        | $46428.22          | Agency Mortgage-Backed Securities   |
| FMAC            | 2031-03-01      | 4.5000%  | 0.0000% | $1000000.00        | $33513.26          | Agency Mortgage-Backed Securities   |
| FMAC            | 2035-07-01      | 3.5000%  | 0.0000% | $240000.00         | $34556.29          | Agency Mortgage-Backed Securities   |
| FMAC            | 2037-04-01      | 3.5000%  | 0.0000% | $216000.00         | $35038.12          | Agency Mortgage-Backed Securities   |
| FMAC            | 2038-05-01      | 3.5000%  | 0.0000% | $705000.00         | $87847.11          | Agency Mortgage-Backed Securities   |
| FMAC            | 2030-09-01      | 2.5000%  | 0.0000% | $165431.00         | $18923.80          | Agency Mortgage-Backed Securities   |
| FMAC            | 2049-01-01      | 4.0000%  | 0.0000% | $7038976.00        | $405312.52         | Agency Mortgage-Backed Securities   |
| FMAC            | 2048-11-01      | 4.0000%  | 0.0000% | $494362.00         | $19233.34          | Agency Mortgage-Backed Securities   |
| FMAC            | 2031-12-01      | 6.5000%  | 0.0000% | $10266000.00       | $82507.38          | Agency Mortgage-Backed Securities   |
| FMAC            | 2043-04-01      | 3.0000%  | 0.0000% | $760000.00         | $115332.74         | Agency Mortgage-Backed Securities   |
| FMAC            | 2047-02-01      | 3.0000%  | 0.0000% | $416000.00         | $86988.80          | Agency Mortgage-Backed Securities   |
| FMAC            | 2045-12-01      | 4.5000%  | 0.0000% | $729735.00         | $142600.76         | Agency Mortgage-Backed Securities   |
| FMAC            | 2048-07-01      | 4.0000%  | 0.0000% | $188000.00         | $41285.87          | Agency Mortgage-Backed Securities   |
| FMAC            | 2037-06-01      | 2.5000%  | 0.0000% | $620987.00         | $438957.28         | Agency Mortgage-Backed Securities   |
| FMAC            | 2038-08-01      | 4.5000%  | 0.0000% | $601043.00         | $440405.64         | Agency Mortgage-Backed Securities   |
| FMAC            | 2037-11-01      | 2.5000%  | 0.0000% | $84132.00          | $68550.94          | Agency Mortgage-Backed Securities   |
| FMAC            | 2039-11-01      | 5.5000%  | 0.0000% | $80000.00          | $72992.13          | Agency Mortgage-Backed Securities   |
| FMAC            | 2040-06-01      | 5.0000%  | 0.0000% | $65733120.00       | $66451436.94       | Agency Mortgage-Backed Securities   |
| FMAC            | 2035-03-01      | 3.5000%  | 0.0000% | $108000.00         | $23651.34          | Agency Mortgage-Backed Securities   |
| FMAC            | 2035-08-01      | 1.5000%  | 0.0000% | $152313.00         | $57768.68          | Agency Mortgage-Backed Securities   |
| FMAC            | 2035-12-01      | 2.5000%  | 0.0000% | $389038.00         | $135721.65         | Agency Mortgage-Backed Securities   |
| FMAC            | 2037-05-01      | 3.5000%  | 0.0000% | $24000.00          | $14561.73          | Agency Mortgage-Backed Securities   |
| FMAC            | 2037-09-01      | 2.5000%  | 0.0000% | $267452.00         | $164577.14         | Agency Mortgage-Backed Securities   |
| FMAC            | 2038-07-01      | 5.0000%  | 0.0000% | $40000.00          | $26486.14          | Agency Mortgage-Backed Securities   |
| FMAC            | 2039-03-01      | 5.5000%  | 0.0000% | $1000000.00        | $723578.80         | Agency Mortgage-Backed Securities   |
| FMAC            | 2039-02-01      | 4.5000%  | 0.0000% | $168820.00         | $139223.53         | Agency Mortgage-Backed Securities   |
| FMAC            | 2038-10-01      | 5.5000%  | 0.0000% | $1583000.00        | $1062976.92        | Agency Mortgage-Backed Securities   |
| FMAC            | 2039-12-01      | 5.0000%  | 0.0000% | $71966.00          | $63705.34          | Agency Mortgage-Backed Securities   |
| FMAC            | 2040-04-01      | 5.5000%  | 0.0000% | $290809856.00      | $275672798.75      | Agency Mortgage-Backed Securities   |
| FMAC            | 2041-09-01      | 2.5000%  | 0.0000% | $500000.00         | $311405.93         | Agency Mortgage-Backed Securities   |
| FMAC            | 2041-12-01      | 2.0000%  | 0.0000% | $700000.00         | $518205.32         | Agency Mortgage-Backed Securities   |
| FMAC            | 2050-07-01      | 4.0000%  | 0.0000% | $198627.00         | $115670.89         | Agency Mortgage-Backed Securities   |
| FMAC            | 2051-03-01      | 2.5000%  | 0.0000% | $100000.00         | $56401.29          | Agency Mortgage-Backed Securities   |
| FMAC            | 2051-08-01      | 3.0000%  | 0.0000% | $500000.00         | $335437.13         | Agency Mortgage-Backed Securities   |
| FMAC            | 2051-10-01      | 2.5000%  | 0.0000% | $984175.00         | $620696.18         | Agency Mortgage-Backed Securities   |
| FMAC            | 2052-10-01      | 4.5000%  | 0.0000% | $85000.00          | $64792.68          | Agency Mortgage-Backed Securities   |
| FMAC            | 2052-10-01      | 4.5000%  | 0.0000% | $73073.00          | $57247.43          | Agency Mortgage-Backed Securities   |
| FMAC            | 2052-10-01      | 5.0000%  | 0.0000% | $129000.00         | $102260.43         | Agency Mortgage-Backed Securities   |
| FMAC            | 2052-11-01      | 5.5000%  | 0.0000% | $500000.00         | $377856.56         | Agency Mortgage-Backed Securities   |
| FMAC            | 2052-06-01      | 4.5000%  | 0.0000% | $422450.00         | $279501.81         | Agency Mortgage-Backed Securities   |
| FMAC            | 2052-07-01      | 4.0000%  | 0.0000% | $7525000.00        | $5616527.32        | Agency Mortgage-Backed Securities   |
| FMAC            | 2052-08-01      | 4.0000%  | 0.0000% | $133860.00         | $111329.44         | Agency Mortgage-Backed Securities   |
| FMAC            | 2052-08-01      | 4.5000%  | 0.0000% | $195000.00         | $147412.11         | Agency Mortgage-Backed Securities   |
| FMAC            | 2052-06-01      | 3.0000%  | 0.0000% | $6000000.00        | $4344132.14        | Agency Mortgage-Backed Securities   |
| FMAC            | 2051-06-01      | 2.5000%  | 0.0000% | $241000.00         | $168115.25         | Agency Mortgage-Backed Securities   |
| FMAC            | 2053-01-01      | 5.5000%  | 0.0000% | $500000.00         | $418175.29         | Agency Mortgage-Backed Securities   |
| FMAC            | 2052-11-01      | 4.5000%  | 0.0000% | $142000.00         | $106573.81         | Agency Mortgage-Backed Securities   |
| FMAC            | 2053-08-01      | 5.0000%  | 0.0000% | $500000.00         | $418314.03         | Agency Mortgage-Backed Securities   |
| FMAC            | 2053-04-01      | 5.5000%  | 0.0000% | $100000.00         | $83229.15          | Agency Mortgage-Backed Securities   |
| FMAC            | 2053-06-01      | 5.5000%  | 0.0000% | $74000.00          | $63514.49          | Agency Mortgage-Backed Securities   |
| FMAC            | 2053-07-01      | 5.5000%  | 0.0000% | $189000.00         | $158812.71         | Agency Mortgage-Backed Securities   |
| FMAC            | 2054-04-01      | 6.0000%  | 0.0000% | $7117864.00        | $6413524.83        | Agency Mortgage-Backed Securities   |
| FMAC            | 2053-08-01      | 5.0000%  | 0.0000% | $590000.00         | $550309.47         | Agency Mortgage-Backed Securities   |
| FMAC            | 2053-08-01      | 5.5000%  | 0.0000% | $700000.00         | $615291.22         | Agency Mortgage-Backed Securities   |
| FMAC            | 2053-08-01      | 4.5000%  | 0.0000% | $6986784.00        | $6257322.05        | Agency Mortgage-Backed Securities   |
| FMAC            | 2054-04-01      | 6.5000%  | 0.0000% | $990780.00         | $863240.97         | Agency Mortgage-Backed Securities   |
| FMAC            | 2050-05-01      | 4.0000%  | 0.0000% | $135000.00         | $30167.79          | Agency Mortgage-Backed Securities   |
| FMAC            | 2055-01-01      | 6.0000%  | 0.0000% | $36686336.00       | $37187953.81       | Agency Mortgage-Backed Securities   |
| FMAC            | 2054-12-01      | 5.0000%  | 0.0000% | $45711424.00       | $44017785.26       | Agency Mortgage-Backed Securities   |
| FMAC            | 2050-04-01      | 3.5000%  | 0.0000% | $63000.00          | $16946.61          | Agency Mortgage-Backed Securities   |
| FMAC            | 2050-02-01      | 3.0000%  | 0.0000% | $400000.00         | $151603.92         | Agency Mortgage-Backed Securities   |
| FMAC            | 2053-09-01      | 5.5000%  | 0.0000% | $40000.00          | $34168.02          | Agency Mortgage-Backed Securities   |
| FMAC            | 2050-11-01      | 3.0000%  | 0.0000% | $108000.00         | $39024.62          | Agency Mortgage-Backed Securities   |
| FMAC            | 2051-09-01      | 2.5000%  | 0.0000% | $13000.00          | $8029.57           | Agency Mortgage-Backed Securities   |
| FMAC            | 2052-04-01      | 3.5000%  | 0.0000% | $50000000.00       | $35505377.97       | Agency Mortgage-Backed Securities   |
| FMAC            | 2052-05-01      | 3.5000%  | 0.0000% | $50000.00          | $36616.17          | Agency Mortgage-Backed Securities   |
| FMAC            | 2053-03-01      | 4.5000%  | 0.0000% | $475000.00         | $397376.82         | Agency Mortgage-Backed Securities   |
| FMAC            | 2053-06-01      | 6.5000%  | 0.0000% | $92000.00          | $66140.86          | Agency Mortgage-Backed Securities   |
| FMAC            | 2053-05-01      | 5.0000%  | 0.0000% | $300000.00         | $241959.04         | Agency Mortgage-Backed Securities   |
| FMAC            | 2053-10-01      | 6.5000%  | 0.0000% | $540000.00         | $460776.67         | Agency Mortgage-Backed Securities   |
| FMAC            | 2052-09-01      | 3.0000%  | 0.0000% | $19714.00          | $15278.57          | Agency Mortgage-Backed Securities   |
| FMAC            | 2053-05-01      | 4.5000%  | 0.0000% | $82805.00          | $68071.50          | Agency Mortgage-Backed Securities   |
| FMAC            | 2051-06-01      | 3.0000%  | 0.0000% | $200000.00         | $110916.79         | Agency Mortgage-Backed Securities   |
| FMAC            | 2051-08-01      | 2.5000%  | 0.0000% | $520000.00         | $334814.80         | Agency Mortgage-Backed Securities   |
| FMAC            | 2051-11-01      | 3.5000%  | 0.0000% | $1265898.00        | $820157.81         | Agency Mortgage-Backed Securities   |
| FMAC            | 2052-05-01      | 4.0000%  | 0.0000% | $184179.00         | $163265.48         | Agency Mortgage-Backed Securities   |
| FMAC            | 2052-06-01      | 5.0000%  | 0.0000% | $77412.00          | $55596.13          | Agency Mortgage-Backed Securities   |
| FMAC            | 2052-07-01      | 4.0000%  | 0.0000% | $150000.00         | $117958.72         | Agency Mortgage-Backed Securities   |
| FMAC            | 2052-08-01      | 4.5000%  | 0.0000% | $160000.00         | $118249.33         | Agency Mortgage-Backed Securities   |
| FMAC            | 2052-08-01      | 4.0000%  | 0.0000% | $83728.00          | $71018.60          | Agency Mortgage-Backed Securities   |
| FMAC            | 2052-09-01      | 5.5000%  | 0.0000% | $998354.00         | $723617.00         | Agency Mortgage-Backed Securities   |
| FMAC            | 2052-09-01      | 4.0000%  | 0.0000% | $77490.00          | $51788.34          | Agency Mortgage-Backed Securities   |
| FMAC            | 2052-10-01      | 4.5000%  | 0.0000% | $287550.00         | $232375.96         | Agency Mortgage-Backed Securities   |
| FMAC            | 2053-01-01      | 6.0000%  | 0.0000% | $500000.00         | $296709.00         | Agency Mortgage-Backed Securities   |
| FMAC            | 2053-01-01      | 5.5000%  | 0.0000% | $100000.00         | $62474.39          | Agency Mortgage-Backed Securities   |
| FMAC            | 2053-02-01      | 5.5000%  | 0.0000% | $504478.00         | $372418.51         | Agency Mortgage-Backed Securities   |
| FMAC            | 2053-02-01      | 5.0000%  | 0.0000% | $150829.00         | $114587.75         | Agency Mortgage-Backed Securities   |
| FMAC            | 2053-04-01      | 5.5000%  | 0.0000% | $600000.00         | $465888.20         | Agency Mortgage-Backed Securities   |
| FMAC            | 2053-05-01      | 4.5000%  | 0.0000% | $78898.00          | $59570.53          | Agency Mortgage-Backed Securities   |
| FMAC            | 2053-06-01      | 4.5000%  | 0.0000% | $167150.00         | $154907.54         | Agency Mortgage-Backed Securities   |
| FMAC            | 2053-07-01      | 5.0000%  | 0.0000% | $1796964.00        | $1694617.86        | Agency Mortgage-Backed Securities   |
| FMAC            | 2053-09-01      | 5.5000%  | 0.0000% | $1563970.00        | $1164340.19        | Agency Mortgage-Backed Securities   |
| FMAC            | 2053-08-01      | 6.0000%  | 0.0000% | $4082840.00        | $3696666.46        | Agency Mortgage-Backed Securities   |
| FMAC            | 2053-11-01      | 6.5000%  | 0.0000% | $243324.00         | $180548.91         | Agency Mortgage-Backed Securities   |
| FMAC            | 2054-08-01      | 6.0000%  | 0.0000% | $25084.00          | $25400.55          | Agency Mortgage-Backed Securities   |
| FMAC            | 2054-07-01      | 6.5000%  | 0.0000% | $307150.00         | $286159.71         | Agency Mortgage-Backed Securities   |
| FMAC            | 2054-08-01      | 5.5000%  | 0.0000% | $197082.00         | $194867.57         | Agency Mortgage-Backed Securities   |
| FMAC            | 2054-09-01      | 5.5000%  | 0.0000% | $80183.00          | $73063.73          | Agency Mortgage-Backed Securities   |
| FMAC            | 2054-10-01      | 5.5000%  | 0.0000% | $1202160.00        | $1096727.60        | Agency Mortgage-Backed Securities   |
| FMAC            | 2054-10-01      | 4.5000%  | 0.0000% | $3819756.00        | $3637921.32        | Agency Mortgage-Backed Securities   |
| FMAC            | 2054-10-01      | 5.5000%  | 0.0000% | $496792.00         | $492619.20         | Agency Mortgage-Backed Securities   |
| FMAC            | 2054-11-01      | 5.0000%  | 0.0000% | $54302.00          | $52998.80          | Agency Mortgage-Backed Securities   |
| FMAC            | 2036-01-01      | 2.5000%  | 0.0000% | $530910.00         | $209760.87         | Agency Mortgage-Backed Securities   |
| FMAC            | 2036-06-01      | 2.0000%  | 0.0000% | $600000.00         | $298068.56         | Agency Mortgage-Backed Securities   |
| FMAC            | 2036-10-01      | 2.0000%  | 0.0000% | $323774.00         | $189748.60         | Agency Mortgage-Backed Securities   |
| FMAC            | 2037-02-01      | 1.5000%  | 0.0000% | $200000.00         | $125320.69         | Agency Mortgage-Backed Securities   |
| FMAC            | 2035-04-01      | 3.5000%  | 0.0000% | $1250422.00        | $385878.65         | Agency Mortgage-Backed Securities   |
| FMAC            | 2049-06-01      | 3.5000%  | 0.0000% | $1118758.00        | $165614.05         | Agency Mortgage-Backed Securities   |
| FMAC            | 2050-06-01      | 2.5000%  | 0.0000% | $505000.00         | $191758.27         | Agency Mortgage-Backed Securities   |
| FMAC            | 2050-06-01      | 2.5000%  | 0.0000% | $635000.00         | $234206.20         | Agency Mortgage-Backed Securities   |
| FMAC            | 2050-07-01      | 2.5000%  | 0.0000% | $1295212.00        | $174046.00         | Agency Mortgage-Backed Securities   |
| FMAC            | 2051-02-01      | 2.0000%  | 0.0000% | $260000.00         | $145182.51         | Agency Mortgage-Backed Securities   |
| FMAC            | 2051-04-01      | 3.0000%  | 0.0000% | $1000000.00        | $617012.52         | Agency Mortgage-Backed Securities   |
| FMAC            | 2051-09-01      | 2.0000%  | 0.0000% | $375000.00         | $230497.84         | Agency Mortgage-Backed Securities   |
| FMAC            | 2051-10-01      | 3.0000%  | 0.0000% | $390578.00         | $247541.18         | Agency Mortgage-Backed Securities   |
| FMAC            | 2052-04-01      | 4.0000%  | 0.0000% | $585000.00         | $394575.18         | Agency Mortgage-Backed Securities   |
| FMAC            | 2052-05-01      | 3.5000%  | 0.0000% | $814000.00         | $560149.99         | Agency Mortgage-Backed Securities   |
| FMAC            | 2052-10-01      | 4.5000%  | 0.0000% | $139546.00         | $121341.59         | Agency Mortgage-Backed Securities   |
| FMAC            | 2052-10-01      | 4.5000%  | 0.0000% | $349506.00         | $321696.74         | Agency Mortgage-Backed Securities   |
| FMAC            | 2053-04-01      | 4.0000%  | 0.0000% | $339516.00         | $246752.94         | Agency Mortgage-Backed Securities   |
| FMAC            | 2053-05-01      | 5.5000%  | 0.0000% | $75000.00          | $65061.93          | Agency Mortgage-Backed Securities   |
| FMAC            | 2053-08-01      | 5.5000%  | 0.0000% | $105644.00         | $92671.11          | Agency Mortgage-Backed Securities   |
| FMAC            | 2041-12-01      | 2.0000%  | 0.0000% | $6954432.00        | $4505145.12        | Agency Mortgage-Backed Securities   |
| FMAC            | 2044-10-01      | 6.5000%  | 0.0000% | $603102.00         | $371568.67         | Agency Mortgage-Backed Securities   |
| FMAC            | 2040-04-01      | 2.5000%  | 0.0000% | $500000.00         | $103921.74         | Agency Mortgage-Backed Securities   |
| FMAC            | 2041-12-01      | 2.0000%  | 0.0000% | $913000.00         | $580287.60         | Agency Mortgage-Backed Securities   |
| FMAC            | 2041-10-01      | 1.5000%  | 0.0000% | $40000.00          | $24814.50          | Agency Mortgage-Backed Securities   |
| FMAC            | 2036-04-01      | 2.5000%  | 0.0000% | $2388704.00        | $1237859.98        | Agency Mortgage-Backed Securities   |
| FMAC            | 2036-08-01      | 2.5000%  | 0.0000% | $351073.00         | $213852.26         | Agency Mortgage-Backed Securities   |
| FMAC            | 2035-06-01      | 4.0000%  | 0.0000% | $851021.00         | $841369.76         | Agency Mortgage-Backed Securities   |
| FMAC            | 2050-03-01      | 2.5000%  | 0.0000% | $13893056.00       | $1202997.34        | Agency Mortgage-Backed Securities   |
| FMAC            | 2054-04-01      | 5.5000%  | 0.0000% | $2726460.00        | $2658566.52        | Agency Mortgage-Backed Securities   |
| FMAC            | 2054-06-01      | 5.5000%  | 0.0000% | $1129400.00        | $984411.63         | Agency Mortgage-Backed Securities   |
| FMAC            | 2037-05-01      | 2.5000%  | 0.0000% | $472525.00         | $309273.55         | Agency Mortgage-Backed Securities   |
| FMAC            | 2037-06-01      | 2.5000%  | 0.0000% | $172335.00         | $112408.33         | Agency Mortgage-Backed Securities   |
| FMAC            | 2037-07-01      | 2.5000%  | 0.0000% | $719482.00         | $544650.96         | Agency Mortgage-Backed Securities   |
| FMAC            | 2038-01-01      | 2.5000%  | 0.0000% | $356103.00         | $272174.49         | Agency Mortgage-Backed Securities   |
| FMAC            | 2038-03-01      | 4.0000%  | 0.0000% | $549224.00         | $462676.69         | Agency Mortgage-Backed Securities   |
| FMAC            | 2038-08-01      | 5.5000%  | 0.0000% | $1766824.00        | $575410.73         | Agency Mortgage-Backed Securities   |
| FMAC            | 2040-02-01      | 5.0000%  | 0.0000% | $41526.00          | $33827.58          | Agency Mortgage-Backed Securities   |
| FMAC            | 2040-04-01      | 5.5000%  | 0.0000% | $9923312.00        | $8640383.31        | Agency Mortgage-Backed Securities   |
| FMAC            | 2031-12-30      | 1.5600%  | 0.0000% | $15000000.00       | $12696705.00       | Agency Debentures and Agency Strips |
| FMAC            | 2033-01-28      | 1.5500%  | 0.0000% | $15000000.00       | $12332871.67       | Agency Debentures and Agency Strips |
| FNMA            | 2028-07-01      | 5.0000%  | 0.0000% | $10088496.00       | $17788.18          | Agency Mortgage-Backed Securities   |
| FNMA            | 2032-05-01      | 6.5000%  | 0.0000% | $6262496.00        | $30960.18          | Agency Mortgage-Backed Securities   |
| FNMA            | 2044-07-01      | 5.0000%  | 0.0000% | $155085.00         | $24066.66          | Agency Mortgage-Backed Securities   |
| FNMA            | 2046-11-01      | 4.0000%  | 0.0000% | $221495.00         | $23035.01          | Agency Mortgage-Backed Securities   |
| FNMA            | 2043-08-01      | 2.7750%  | 0.0000% | $61503.00          | $39167.01          | Agency Mortgage-Backed Securities   |
| FNMA            | 2054-08-01      | 5.5000%  | 0.0000% | $1007568.00        | $994799.78         | Agency Mortgage-Backed Securities   |
| FNMA            | 2054-10-01      | 5.0000%  | 0.0000% | $1624576.00        | $1585817.57        | Agency Mortgage-Backed Securities   |
| FNMA            | 2054-12-01      | 5.0000%  | 0.0000% | $201183.00         | $196395.73         | Agency Mortgage-Backed Securities   |
| FNMA            | 2047-03-01      | 4.0000%  | 0.0000% | $235138.00         | $15478.13          | Agency Mortgage-Backed Securities   |
| FNMA            | 2058-05-01      | 3.0000%  | 0.0000% | $1716628.00        | $524940.61         | Agency Mortgage-Backed Securities   |
| FNMA            | 2062-03-01      | 5.0000%  | 0.0000% | $497197.00         | $378908.60         | Agency Mortgage-Backed Securities   |
| FNMA            | 2047-11-01      | 4.0000%  | 0.0000% | $3594500.00        | $485465.08         | Agency Mortgage-Backed Securities   |
| FNMA            | 2048-06-01      | 4.5000%  | 0.0000% | $350000.00         | $46655.08          | Agency Mortgage-Backed Securities   |
| FNMA            | 2036-10-01      | 1.5000%  | 0.0000% | $610839.00         | $362318.63         | Agency Mortgage-Backed Securities   |
| FNMA            | 2050-08-01      | 3.0000%  | 0.0000% | $1339396.00        | $604583.20         | Agency Mortgage-Backed Securities   |
| FNMA            | 2052-10-01      | 4.5000%  | 0.0000% | $96300.00          | $77807.78          | Agency Mortgage-Backed Securities   |
| FNMA            | 2037-03-01      | 7.0000%  | 0.0000% | $9830000.00        | $76942.48          | Agency Mortgage-Backed Securities   |
| FNMA            | 2047-06-01      | 5.5000%  | 0.0000% | $6709656.00        | $99448.85          | Agency Mortgage-Backed Securities   |
| FNMA            | 2027-10-01      | 6.0000%  | 0.0000% | $6000000.00        | $12770.72          | Agency Mortgage-Backed Securities   |
| FNMA            | 2048-12-01      | 4.0000%  | 0.0000% | $935886.00         | $73257.80          | Agency Mortgage-Backed Securities   |
| FNMA            | 2050-01-01      | 2.5000%  | 0.0000% | $300000.00         | $68811.77          | Agency Mortgage-Backed Securities   |
| FMAC            | 2055-02-01      | 6.5000%  | 0.0000% | $2971636.00        | $3061528.58        | Agency Mortgage-Backed Securities   |
| FMAC            | 2055-02-01      | 6.0000%  | 0.0000% | $4902752.00        | $4099904.88        | Agency Mortgage-Backed Securities   |
| FMAC            | 2055-02-01      | 4.5000%  | 0.0000% | $2863080.00        | $2634759.56        | Agency Mortgage-Backed Securities   |
| FMAC            | 2055-04-01      | 5.5000%  | 0.0000% | $305492.00         | $305781.74         | Agency Mortgage-Backed Securities   |
| FMAC            | 2055-04-01      | 5.0000%  | 0.0000% | $481229.00         | $472032.58         | Agency Mortgage-Backed Securities   |
| FMAC            | 2055-04-01      | 5.5000%  | 0.0000% | $394275.00         | $306473.81         | Agency Mortgage-Backed Securities   |
| FMAC            | 2055-05-01      | 5.5000%  | 0.0000% | $298734.00         | $299409.08         | Agency Mortgage-Backed Securities   |
| FMAC            | 2055-05-01      | 5.5000%  | 0.0000% | $4189280.00        | $4199872.72        | Agency Mortgage-Backed Securities   |
| FMAC            | 2055-06-01      | 6.0000%  | 0.0000% | $32698624.00       | $33347498.29       | Agency Mortgage-Backed Securities   |
| FMAC            | 2055-06-01      | 6.0000%  | 0.0000% | $68310528.00       | $70167094.28       | Agency Mortgage-Backed Securities   |
| FMAC            | 2055-07-01      | 6.5000%  | 0.0000% | $27328640.00       | $28435835.55       | Agency Mortgage-Backed Securities   |
| FMAC            | 2054-11-01      | 5.5000%  | 0.0000% | $30579520.00       | $29419672.14       | Agency Mortgage-Backed Securities   |
| FMAC            | 2055-03-01      | 6.5000%  | 0.0000% | $50648320.00       | $49751732.59       | Agency Mortgage-Backed Securities   |
| FMAC            | 2054-02-01      | 6.0000%  | 0.0000% | $585000.00         | $520256.24         | Agency Mortgage-Backed Securities   |
| FMAC            | 2053-10-01      | 4.5000%  | 0.0000% | $3526860.00        | $3173801.72        | Agency Mortgage-Backed Securities   |
| FMAC            | 2054-08-01      | 6.0000%  | 0.0000% | $72000.00          | $64088.48          | Agency Mortgage-Backed Securities   |
| GNMA            | 2042-10-20      | 3.5000%  | 0.0000% | $8032736.00        | $598170.20         | Agency Mortgage-Backed Securities   |
| GNMA            | 2043-06-20      | 7.3750%  | 0.0000% | $1364762.00        | $69499.98          | Agency Mortgage-Backed Securities   |
| GNMA            | 2044-04-20      | 4.5000%  | 0.0000% | $2085000.00        | $154229.25         | Agency Mortgage-Backed Securities   |
| GNMA            | 2047-09-20      | 3.5000%  | 0.0000% | $2750000.00        | $327504.53         | Agency Mortgage-Backed Securities   |
| GNMA            | 2050-08-20      | 2.0000%  | 0.0000% | $200000.00         | $88349.23          | Agency Mortgage-Backed Securities   |
| GNMA            | 2033-01-20      | 7.5000%  | 0.0000% | $93245.00          | $42623.64          | Agency Mortgage-Backed Securities   |
| GNMA            | 2051-04-20      | 1.5000%  | 0.0000% | $129146.00         | $94589.32          | Agency Mortgage-Backed Securities   |
| GNMA            | 2037-09-20      | 5.0000%  | 0.0000% | $294990.00         | $220452.89         | Agency Mortgage-Backed Securities   |
| GNMA            | 2037-11-20      | 3.5000%  | 0.0000% | $109066.00         | $72537.00          | Agency Mortgage-Backed Securities   |
| GNMA            | 2053-02-20      | 3.0000%  | 0.0000% | $300000.00         | $210212.64         | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-06-20      | 4.0000%  | 0.0000% | $339685.00         | $304449.87         | Agency Mortgage-Backed Securities   |
| GNMA            | 2039-01-20      | 7.0000%  | 0.0000% | $53054.00          | $51433.12          | Agency Mortgage-Backed Securities   |
| GNMA            | 2046-12-20      | 3.0000%  | 0.0000% | $144214.00         | $110714.48         | Agency Mortgage-Backed Securities   |
| GNMA            | 2038-03-20      | 7.0000%  | 0.0000% | $164370.00         | $102485.73         | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-06-20      | 5.0000%  | 0.0000% | $951427.00         | $900833.55         | Agency Mortgage-Backed Securities   |
| GNMA            | 2048-01-20      | 4.0000%  | 0.0000% | $1239172.00        | $210127.20         | Agency Mortgage-Backed Securities   |
| GNMA            | 2048-05-20      | 4.5000%  | 0.0000% | $4561240.00        | $453115.11         | Agency Mortgage-Backed Securities   |
| GNMA            | 2049-12-20      | 3.5000%  | 0.0000% | $71885.00          | $11873.27          | Agency Mortgage-Backed Securities   |
| GNMA            | 2050-08-20      | 2.5000%  | 0.0000% | $605364.00         | $396845.33         | Agency Mortgage-Backed Securities   |
| GNMA            | 2063-06-15      | 2.7800%  | 0.0000% | $721875.00         | $610713.23         | Agency Mortgage-Backed Securities   |
| GNMA            | 2050-09-20      | 3.5000%  | 0.0000% | $160000.00         | $92507.91          | Agency Mortgage-Backed Securities   |
| GNMA            | 2058-12-15      | 3.1700%  | 0.0000% | $85987.00          | $75192.74          | Agency Mortgage-Backed Securities   |
| GNMA            | 2046-06-20      | 3.0000%  | 0.0000% | $67782.00          | $50168.26          | Agency Mortgage-Backed Securities   |
| GNMA            | 2051-10-20      | 3.0000%  | 0.0000% | $465759.00         | $370266.70         | Agency Mortgage-Backed Securities   |
| GNMA            | 2064-05-15      | 2.7000%  | 0.0000% | $1173286.00        | $981957.01         | Agency Mortgage-Backed Securities   |
| GNMA            | 2045-11-20      | 4.0000%  | 0.0000% | $4507680.00        | $320096.47         | Agency Mortgage-Backed Securities   |
| GNMA            | 2052-08-20      | 2.5000%  | 0.0000% | $2184832.00        | $1727808.66        | Agency Mortgage-Backed Securities   |
| GNMA            | 2059-04-15      | 5.6800%  | 0.0000% | $44423.00          | $46172.21          | Agency Mortgage-Backed Securities   |
| GNMA            | 2059-04-15      | 5.6300%  | 0.0000% | $512008.00         | $529055.18         | Agency Mortgage-Backed Securities   |
| GNMA            | 2053-12-20      | 7.0000%  | 0.0000% | $3156920.00        | $299037.75         | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-01-20      | 6.5000%  | 0.0000% | $1074702.00        | $664787.66         | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-08-20      | 6.0000%  | 0.0000% | $362317.00         | $362162.35         | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-09-20      | 7.0000%  | 0.0000% | $1042324.00        | $1093717.66        | Agency Mortgage-Backed Securities   |
| GNMA            | 2064-09-20      | 6.5000%  | 0.0000% | $110638.00         | $20180.39          | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-10-20      | 7.0000%  | 0.0000% | $11239952.00       | $11586420.58       | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-10-20      | 6.0000%  | 0.0000% | $6389312.00        | $6519352.43        | Agency Mortgage-Backed Securities   |
| GNMA            | 2060-04-15      | 5.3400%  | 0.0000% | $1787514.00        | $1821768.41        | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-10-20      | 6.5000%  | 0.0000% | $737464.00         | $657737.33         | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-09-20      | 5.0000%  | 0.0000% | $2078344.00        | $2033658.89        | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-10-20      | 7.5000%  | 0.0000% | $1675488.00        | $1787959.91        | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-11-20      | 6.0000%  | 0.0000% | $9217008.00        | $9413490.51        | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-12-20      | 5.0000%  | 0.0000% | $6188216.00        | $6008147.38        | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-10-20      | 4.5000%  | 0.0000% | $20024384.00       | $18665198.23       | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-01-20      | 5.5000%  | 0.0000% | $727177.00         | $723423.20         | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-01-20      | 5.0000%  | 0.0000% | $657514.00         | $639244.22         | Agency Mortgage-Backed Securities   |
| GNMA            | 2054-12-20      | 7.0000%  | 0.0000% | $1629392.00        | $1684842.96        | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-01-20      | 5.0000%  | 0.0000% | $762027.00         | $740423.61         | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-01-20      | 4.5000%  | 0.0000% | $1455880.00        | $1377665.27        | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-01-20      | 6.5000%  | 0.0000% | $1464796.00        | $1524046.84        | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-02-20      | 5.0000%  | 0.0000% | $936636.00         | $911630.77         | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-01-20      | 5.0000%  | 0.0000% | $5882336.00        | $5717977.87        | Agency Mortgage-Backed Securities   |
| GNMA            | 2065-01-20      | 6.5000%  | 0.0000% | $29253.00          | $29985.70          | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-03-20      | 6.5000%  | 0.0000% | $2463824.00        | $2623053.07        | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-02-20      | 6.5000%  | 0.0000% | $2092080.00        | $2178801.76        | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-02-20      | 5.0000%  | 0.0000% | $6742112.00        | $6561667.04        | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-03-20      | 4.5000%  | 0.0000% | $11985584.00       | $11108160.40       | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-05-20      | 7.0000%  | 0.0000% | $1753246.00        | $1843721.44        | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-06-20      | 6.0000%  | 0.0000% | $8646000.00        | $8789855.03        | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-06-20      | 6.0000%  | 0.0000% | $7107650.00        | $7321898.26        | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-05-20      | 6.5000%  | 0.0000% | $3014556.00        | $3147642.61        | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-05-20      | 6.0000%  | 0.0000% | $35033024.00       | $36000984.09       | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-06-20      | 6.0000%  | 0.0000% | $3946960.00        | $4089079.50        | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-06-20      | 5.5000%  | 0.0000% | $9227104.00        | $9315827.73        | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-06-20      | 5.5000%  | 0.0000% | $7390650.00        | $7461715.21        | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-06-20      | 6.0000%  | 0.0000% | $31353792.00       | $32427889.30       | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-06-20      | 6.0000%  | 0.0000% | $25019008.00       | $25734785.13       | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-06-20      | 5.5000%  | 0.0000% | $1336998.00        | $1354945.26        | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-02-20      | 4.0000%  | 0.0000% | $33156224.00       | $30588920.28       | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-02-20      | 6.5000%  | 0.0000% | $55646976.00       | $56808176.31       | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-05-20      | 5.5000%  | 0.0000% | $384231424.00      | $385344494.07      | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-04-20      | 6.0000%  | 0.0000% | $727269.00         | $729096.68         | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-02-20      | 7.0000%  | 0.0000% | $4155104.00        | $4378817.22        | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-06-20      | 6.0000%  | 0.0000% | $1755696.00        | $1817242.50        | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-05-20      | 6.0000%  | 0.0000% | $4936888.00        | $5073426.32        | Agency Mortgage-Backed Securities   |
| GNMA            | 2055-06-20      | 6.0000%  | 0.0000% | $8030800.00        | $8312306.31        | Agency Mortgage-Backed Securities   |
| GNMA            | 2052-03-20      | 5.5000%  | 0.0000% | $3662088.00        | $3658293.26        | Agency Mortgage-Backed Securities   |
| 5.880 TVBD 36 C | 2036-04-01      | 5.8800%  | 0.0000% | $450000.00         | $503256.90         | Agency Debentures and Agency Strips |
| 5.375 TVBD 56 A | 2056-04-01      | 5.3750%  | 0.0000% | $370000.00         | $370162.50         | Agency Debentures and Agency Strips |
| 3.50 TVBD 42 B  | 2042-12-15      | 3.5000%  | 0.0000% | $1000000.00        | $812433.33         | Agency Debentures and Agency Strips |

### Security 113: 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:** 3.1500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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           | $59.80             | Agency Mortgage-Backed Securities |
| FMAC          | 2034-11-01      | 6.0000%  | 0.0000% | $2047.00           | $28.09             | Agency Mortgage-Backed Securities |
| FMAC          | 2037-02-01      | 4.5000%  | 0.0000% | $1223.00           | $32.05             | Agency Mortgage-Backed Securities |
| FMAC          | 2045-11-01      | 4.0000%  | 0.0000% | $4891593.00        | $1441170.01        | Agency Mortgage-Backed Securities |
| FMAC          | 2034-03-01      | 4.5000%  | 0.0000% | $2718055.00        | $230447.98         | Agency Mortgage-Backed Securities |
| FMAC          | 2047-07-01      | 4.0000%  | 0.0000% | $832392.00         | $176723.17         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-10-01      | 2.5000%  | 0.0000% | $1365000.00        | $251547.58         | Agency Mortgage-Backed Securities |
| FMAC          | 2047-01-01      | 3.5000%  | 0.0000% | $20330000.00       | $7558307.29        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-03-01      | 3.0000%  | 0.0000% | $1375132.00        | $878233.95         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 4.0000%  | 0.0000% | $323200.00         | $224490.67         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 6.5000%  | 0.0000% | $18200000.00       | $16479103.39       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.0000%  | 0.0000% | $1414032.00        | $1204759.77        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.0000%  | 0.0000% | $1016000.00        | $812832.59         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 5.0000%  | 0.0000% | $189000.00         | $180864.36         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-04-01      | 2.0000%  | 0.0000% | $104095.00         | $78314.17          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 2.5000%  | 0.0000% | $1605586.00        | $1275309.16        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 2.0000%  | 0.0000% | $662079.00         | $496046.64         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 2.5000%  | 0.0000% | $16662186.00       | $4026721.01        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.5000%  | 0.0000% | $290000.00         | $187205.18         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $6155742.00        | $5318352.88        | Agency Mortgage-Backed Securities |
| FMAC          | 2030-07-15      | 9.0000%  | 0.0000% | $2427015.00        | $25349.00          | Agency Mortgage-Backed Securities |
| FMAC          | 2050-10-01      | 2.5000%  | 0.0000% | $305092.00         | $151764.87         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-02-01      | 2.0000%  | 0.0000% | $400000.00         | $190641.97         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-02-01      | 2.5000%  | 0.0000% | $160000.00         | $78048.02          | Agency Mortgage-Backed Securities |
| FMAC          | 2051-03-01      | 2.0000%  | 0.0000% | $625000.00         | $318078.05         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-10-01      | 3.0000%  | 0.0000% | $3000.00           | $1716.19           | Agency Mortgage-Backed Securities |
| FMAC          | 2051-12-01      | 2.5000%  | 0.0000% | $115000.00         | $74992.54          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-03-01      | 2.0000%  | 0.0000% | $2049019.00        | $1341732.52        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-03-01      | 3.0000%  | 0.0000% | $2103745.00        | $1489037.93        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $18203000.00       | $15178836.90       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 5.5000%  | 0.0000% | $2858352.00        | $2497313.97        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 7.5000%  | 0.0000% | $2370384.00        | $2272493.01        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 7.0000%  | 0.0000% | $1525316.00        | $1521736.79        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 7.0000%  | 0.0000% | $1522025.00        | $1609159.67        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 7.0000%  | 0.0000% | $1598229.00        | $1686804.55        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 4.0000%  | 0.0000% | $1394140.00        | $1141799.27        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $3001.00           | $3014.05           | Agency Mortgage-Backed Securities |
| FMAC          | 2050-06-01      | 2.5000%  | 0.0000% | $599000.00         | $266998.58         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-03-01      | 2.0000%  | 0.0000% | $620000.00         | $350559.44         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 4.5000%  | 0.0000% | $8070535.00        | $6243594.73        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 5.0000%  | 0.0000% | $1706467.00        | $1347328.42        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $18297000.00       | $14064736.30       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $11854978.00       | $9344319.11        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $1108763.00        | $835581.16         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $10676552.00       | $8822844.80        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $1799000.00        | $1499677.85        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $10387004.00       | $9008630.82        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-09-01      | 2.5000%  | 0.0000% | $349000.00         | $140676.26         | Agency Mortgage-Backed Securities |
| FMAC          | 2040-12-01      | 2.5000%  | 0.0000% | $1850000.00        | $884038.67         | Agency Mortgage-Backed Securities |
| FMAC          | 2042-07-01      | 3.5000%  | 0.0000% | $369084.00         | $276062.45         | Agency Mortgage-Backed Securities |
| FMAC          | 2043-02-01      | 6.0000%  | 0.0000% | $300000.00         | $176787.59         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-06-01      | 4.0000%  | 0.0000% | $16549520.00       | $2524218.51        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 4.0000%  | 0.0000% | $2717039.00        | $2284090.42        | Agency Mortgage-Backed Securities |
| FMAC          | 2043-08-01      | 4.0000%  | 0.0000% | $3193412.00        | $2305440.29        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-03-01      | 6.0000%  | 0.0000% | $31528.00          | $30557.56          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $1510785.00        | $1353744.74        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 6.5000%  | 0.0000% | $1421894.00        | $1067505.58        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $1489947.00        | $1401235.40        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $15274245.00       | $12747649.07       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-01-01      | 4.0000%  | 0.0000% | $80965419.00       | $7675583.98        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 4.0000%  | 0.0000% | $105241525.00      | $15916232.41       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 3.5000%  | 0.0000% | $50517368.00       | $6735698.87        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $13000.00          | $2280.17           | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.0000%  | 0.0000% | $1448182.00        | $180776.71         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $10294091.00       | $1015710.48        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 3.5000%  | 0.0000% | $69600000.00       | $14113166.91       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $1000000.00        | $890946.09         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $920753.00         | $854799.29         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 6.5000%  | 0.0000% | $392068.00         | $258898.23         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 7.0000%  | 0.0000% | $1524527.00        | $879128.42         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 7.0000%  | 0.0000% | $1410885.00        | $932288.63         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 6.0000%  | 0.0000% | $1647725.00        | $1662169.59        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $338369.00         | $275858.23         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $2405824.00        | $2245625.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1230882.00        | $1121498.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1886394.00        | $1887088.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.0000%  | 0.0000% | $1236708.00        | $1202641.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $14799735.00       | $14493464.41       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $1891620.00        | $1937445.46        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $2392163.00        | $2445026.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $2932555.00        | $2994440.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $5265037.00        | $5393937.88        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.5000%  | 0.0000% | $3427260.00        | $3433553.22        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-01-01      | 6.5000%  | 0.0000% | $1718218.00        | $1771830.01        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $145777.00         | $146542.07         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $2166113.00        | $2169343.04        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $297726.00         | $299460.45         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $9560561.00        | $9758926.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $4793239.00        | $4984801.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $3650093.00        | $3735951.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $5593268.00        | $5612002.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $5211282.00        | $5430602.78        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $8013855.00        | $8238445.96        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $10610517.00       | $10901673.12       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $35421257.00       | $36311865.46       | Agency Mortgage-Backed Securities |
| FNMA          | 2057-02-01      | 4.5000%  | 0.0000% | $50000000.00       | $14337072.70       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 4.0000%  | 0.0000% | $18345557.00       | $6979204.85        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-09-01      | 2.5000%  | 0.0000% | $22256658.00       | $8029053.82        | Agency Mortgage-Backed Securities |
| FNMA          | 2062-03-01      | 4.0000%  | 0.0000% | $4469725.00        | $3430513.49        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 3.5000%  | 0.0000% | $12765112.00       | $8335625.25        | Agency Mortgage-Backed Securities |
| FNMA          | 2063-06-01      | 2.5000%  | 0.0000% | $22780324.00       | $16586976.11       | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 4.0000%  | 0.0000% | $42691847.00       | $12656336.08       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 4.0000%  | 0.0000% | $29284665.00       | $9910001.11        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $6025544.00        | $1274289.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-12-01      | 4.0000%  | 0.0000% | $810000.00         | $117660.95         | Agency Mortgage-Backed Securities |
| FNMA          | 2043-10-01      | 2.5000%  | 0.0000% | $1075000.00        | $331693.04         | Agency Mortgage-Backed Securities |
| FNMA          | 2032-08-01      | 1.7546%  | 0.0000% | $730000.00         | $621498.78         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 4.9040%  | 0.0000% | $11564069.00       | $9369897.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-03-01      | 4.0000%  | 0.0000% | $1790779.00        | $218785.99         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-04-01      | 3.0000%  | 0.0000% | $171445.00         | $107190.43         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $1000000.00        | $456947.77         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $47527.00          | $20426.79          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $7208789.00        | $3995112.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $2680620.00        | $1592528.07        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-09-01      | 1.8200%  | 0.0000% | $12455560.00       | $10189322.06       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 3.0000%  | 0.0000% | $1646411.00        | $872128.04         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.0000%  | 0.0000% | $1469362.00        | $1430596.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $225000.00         | $171238.13         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.5000%  | 0.0000% | $7040257.00        | $5491669.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $1150000.00        | $830691.72         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.0000%  | 0.0000% | $683153.00         | $473414.86         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $16645000.00       | $13238976.93       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $1586915.00        | $1496883.62        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 5.0000%  | 0.0000% | $17146043.00       | $15131295.00       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 4.5000%  | 0.0000% | $1483890.00        | $1209405.23        | Agency Mortgage-Backed Securities |
| FNMA          | 2030-07-01      | 4.9000%  | 0.0000% | $7888000.00        | $8102441.82        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-03-01      | 5.2100%  | 0.0000% | $2274344.00        | $2354219.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2030-06-01      | 4.6300%  | 0.0000% | $2639686.00        | $2680893.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-09-01      | 3.5000%  | 0.0000% | $4196816.00        | $1142519.99        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-09-01      | 3.5000%  | 0.0000% | $62824506.00       | $15927481.80       | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 4.5000%  | 0.0000% | $24700000.00       | $8044672.88        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 4.5000%  | 0.0000% | $44460965.00       | $14474953.77       | Agency Mortgage-Backed Securities |
| FNMA          | 2048-02-01      | 4.5000%  | 0.0000% | $50000012.00       | $14046201.57       | Agency Mortgage-Backed Securities |
| FNMA          | 2049-04-01      | 4.5000%  | 0.0000% | $7719705.00        | $2179767.48        | Agency Mortgage-Backed Securities |
| FNMA          | 2039-06-01      | 4.0000%  | 0.0000% | $2107286.00        | $555691.75         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-01-01      | 3.5000%  | 0.0000% | $1854000.00        | $502117.26         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 3.5000%  | 0.0000% | $25000000.00       | $12987890.49       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $12726748.00       | $7021432.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.0000%  | 0.0000% | $4887191.00        | $2536400.13        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.5000%  | 0.0000% | $4007.00           | $1911.57           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $7806945.00        | $4492057.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $13702886.00       | $7055669.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $17448267.00       | $9984289.56        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $24836107.00       | $12887990.65       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $3606397.00        | $2039381.63        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $15171500.00       | $8557648.93        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $3053729.00        | $1761942.79        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $27820098.00       | $16111743.83       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-05-01      | 1.5000%  | 0.0000% | $23771141.00       | $13307864.27       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-06-01      | 2.0000%  | 0.0000% | $4427858.00        | $2596176.96        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $1773000.00        | $1088732.71        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $1250000.00        | $769398.20         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $2222.00           | $1491.40           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $23150000.00       | $14852374.85       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $406032.00         | $311210.16         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.0000%  | 0.0000% | $13159001.00       | $10032083.54       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $40000000.00       | $31264555.25       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $380476.00         | $290025.31         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $11234000.00       | $8628122.24        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 5.0000%  | 0.0000% | $900000.00         | $690761.61         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $884564.00         | $648937.28         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $15935679.00       | $12410113.77       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1941166.00        | $1530363.74        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $17391345.00       | $14649605.21       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1075000.00        | $910288.29         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 4.5000%  | 0.0000% | $19497196.00       | $15173197.13       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $17092000.00       | $14378784.22       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1812290.00        | $1488930.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 7.0000%  | 0.0000% | $1653764.00        | $928886.07         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $25869229.00       | $22000387.49       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $13903922.00       | $12020073.35       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 7.5000%  | 0.0000% | $15724112.00       | $11919893.34       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-03-01      | 6.5000%  | 0.0000% | $2000.00           | $1863.94           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $5302680.00        | $5106079.84        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 5.0000%  | 0.0000% | $2900000.00        | $558290.09         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-04-01      | 4.5000%  | 0.0000% | $4408000.00        | $1369088.87        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $1660000.00        | $717077.38         | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 3.5000%  | 0.0000% | $4171573.00        | $1747873.53        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $4002.00           | $2114.52           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $4200000.00        | $1683980.60        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1155.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 3.0000%  | 0.0000% | $623589.00         | $307885.67         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 3.0000%  | 0.0000% | $856005.00         | $578321.55         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $375000.00         | $237700.13         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.5000%  | 0.0000% | $2283000.00        | $1692426.00        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 3.5000%  | 0.0000% | $2300000.00        | $1525664.21        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-10-01      | 4.0000%  | 0.0000% | $19851193.00       | $15385283.93       | Agency Mortgage-Backed Securities |
| FNMA          | 2036-07-01      | 2.5000%  | 0.0000% | $2895000.00        | $2002175.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 5.5000%  | 0.0000% | $298911.00         | $255206.27         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 3.0000%  | 0.0000% | $5903244.00        | $4622150.39        | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 3.0000%  | 0.0000% | $13148760.00       | $10369562.24       | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 6.0000%  | 0.0000% | $1015000.00        | $912365.89         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.5000%  | 0.0000% | $41435592.00       | $40036099.87       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $28984364.00       | $29562853.31       | Agency Mortgage-Backed Securities |
| FNMA          | 2038-01-01      | 5.5000%  | 0.0000% | $12598657.00       | $777297.80         | Agency Mortgage-Backed Securities |
| FNMA          | 2028-03-01      | 2.0000%  | 0.0000% | $6930000.00        | $348712.26         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-01-01      | 3.0000%  | 0.0000% | $6409905.00        | $686852.51         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $9691553.00        | $6439365.12        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $1182364.00        | $866654.18         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.0000%  | 0.0000% | $228000.00         | $177857.07         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $830000.00         | $670449.46         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $26833565.00       | $21589311.88       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $1236651.00        | $987664.66         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 5.0000%  | 0.0000% | $3890465.00        | $3173632.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $144226.00         | $119674.55         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $999000.00         | $852238.53         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $8213389.00        | $7780285.46        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-11-01      | 4.0000%  | 0.0000% | $25166635.00       | $2637026.26        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $1535984.00        | $1503873.08        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 6.5000%  | 0.0000% | $2243000.00        | $2299073.49        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.5000%  | 0.0000% | $2679722.00        | $2779958.45        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.5000%  | 0.0000% | $3795100.00        | $3947020.41        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $1861714.00        | $1816966.25        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $40435.00          | $36428.88          | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $1859097.00        | $1901298.21        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.5000%  | 0.0000% | $265857.00         | $265293.93         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.5000%  | 0.0000% | $4650816.00        | $4570212.24        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 5.0000%  | 0.0000% | $2235212.00        | $2209498.58        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $4243210.00        | $4405027.34        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 7.0000%  | 0.0000% | $3630659.00        | $3839866.77        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $2306663.00        | $2377457.56        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 5.5000%  | 0.0000% | $1285769.00        | $1030155.71        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 6.5000%  | 0.0000% | $4940226.00        | $4406444.15        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $1701622.00        | $1666687.32        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $3773260.00        | $3625432.20        | Agency Mortgage-Backed Securities |

### Security 114: 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: BNTASKT18
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 2.3600%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2037-05-15      | 5.0000%  | 0.0000% | $82126700.00       | $87546651.57       | U.S. Treasuries (including strips) |
| USTR          | 2040-08-15      | 3.8750%  | 0.0000% | $136605700.00      | $127092201.33      | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 3.0000%  | 0.0000% | $9800200.00        | $7552220.32        | U.S. Treasuries (including strips) |
| USTR          | 2046-11-15      | 2.8750%  | 0.0000% | $1000.00           | $736.69            | U.S. Treasuries (including strips) |
| USTR          | 2048-02-15      | 1.0000%  | 0.0000% | $860900.00         | $824837.97         | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 1.7500%  | 0.0000% | $282943900.00      | $188815323.88      | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 2.2500%  | 0.0000% | $310367800.00      | $191239291.33      | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 0.1250%  | 0.0000% | $1000.00           | $613.61            | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 2.3750%  | 0.0000% | $145391000.00      | $106555470.99      | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 4.0000%  | 0.0000% | $1000.00           | $914.05            | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 0.3750%  | 0.0000% | $42760000.00       | $55371794.03       | U.S. Treasuries (including strips) |

### Security 115: FIXED INCOME CLEARING CORP-JP MORGAN

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 4.400000%
- **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: BNTATRX74
- **C.18 - Value (incl. sponsor support):** $1275000000.00
- **C.18.a - Value (excl. sponsor support):** $1275000000.00
- **C.19 - Percentage of Net Assets:** 4.0200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2053-03-01      | 6.0000%  | 0.0000% | $100000.00         | $77874.37          | Agency Mortgage-Backed Securities |
| FNMA          | 2027-04-01      | 3.0000%  | 0.0000% | $2000000.00        | $90608.10          | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.0000%  | 0.0000% | $100000.00         | $33268.13          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-02-01      | 6.0000%  | 0.0000% | $5680952.00        | $580290.84         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $68552.00          | $54314.71          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $1942666.00        | $1941756.45        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $203024.00         | $194246.84         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1634724.00        | $1677617.23        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $92036.00          | $85067.79          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $36231.00          | $35826.75          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1071204.00        | $1072794.20        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1002312.00        | $977697.40         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 4.5000%  | 0.0000% | $1300440.00        | $1040800.71        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $1102348.00        | $1108575.77        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $1259250.00        | $1271305.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $5131664.00        | $5319192.36        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $7993160.00        | $8359202.71        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $3067040.00        | $3178843.16        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $4103384.00        | $4277543.53        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $4926744.00        | $5083416.10        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $1180702.00        | $1192482.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-06-01      | 4.0000%  | 0.0000% | $76803.00          | $75240.23          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-06-01      | 5.0000%  | 0.0000% | $1565710.00        | $1582896.45        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $11067312.00       | $11489843.52       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $4413616.00        | $4590691.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $4075920.00        | $632261.46         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 4.5000%  | 0.0000% | $28000.00          | $10578.05          | Agency Mortgage-Backed Securities |
| FNMA          | 2040-05-01      | 5.0000%  | 0.0000% | $5397272.00        | $5434316.30        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.0000%  | 0.0000% | $4333200.00        | $4222674.69        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 6.0000%  | 0.0000% | $1282038.00        | $1298759.47        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 4.0000%  | 0.0000% | $315980.00         | $279341.41         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 5.0000%  | 0.0000% | $4106760.00        | $3711891.77        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $6517104.00        | $5751033.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-09-01      | 5.0000%  | 0.0000% | $18000000.00       | $2765643.36        | Agency Mortgage-Backed Securities |
| FNMA          | 2035-04-01      | 2.5000%  | 0.0000% | $101000.00         | $36531.44          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $1225772.00        | $590975.98         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $271260.00         | $189737.91         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $302753.00         | $224298.74         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-12-01      | 2.5000%  | 0.0000% | $698552.00         | $446448.29         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $70439440.00       | $61863293.96       | Agency Mortgage-Backed Securities |
| FNMA          | 2037-10-01      | 2.5000%  | 0.0000% | $1799008.00        | $1228683.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 4.5000%  | 0.0000% | $241000.00         | $206947.06         | Agency Mortgage-Backed Securities |
| FNMA          | 2039-09-01      | 6.5000%  | 0.0000% | $2759236.00        | $2538328.32        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-10-01      | 6.0000%  | 0.0000% | $4393416.00        | $4311481.49        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-06-01      | 5.5000%  | 0.0000% | $56101440.00       | $57418957.41       | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $100000.00         | $77956.92          | Agency Mortgage-Backed Securities |
| FNMA          | 2037-11-01      | 2.5000%  | 0.0000% | $1123522.00        | $840553.16         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $950000.00         | $734297.02         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.0000%  | 0.0000% | $1207048.00        | $931563.56         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $4000000.00        | $3516678.65        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $775336.00         | $589723.24         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 3.5000%  | 0.0000% | $3091000.00        | $376592.49         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-11-01      | 2.0000%  | 0.0000% | $122167296.00      | $78047687.62       | Agency Mortgage-Backed Securities |
| FNMA          | 2041-01-01      | 2.0000%  | 0.0000% | $2500000.00        | $1365363.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 5.0000%  | 0.0000% | $18499500.00       | $16729204.90       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 4.0000%  | 0.0000% | $8000.00           | $6976.15           | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 6.5000%  | 0.0000% | $1711932.00        | $702545.46         | Agency Mortgage-Backed Securities |
| FNMA          | 2039-07-01      | 5.0000%  | 0.0000% | $121975.00         | $96332.72          | Agency Mortgage-Backed Securities |
| FNMA          | 2039-09-01      | 4.0000%  | 0.0000% | $285578.00         | $233306.21         | Agency Mortgage-Backed Securities |
| FNMA          | 2039-10-01      | 2.5000%  | 0.0000% | $963177.00         | $866058.95         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-05-01      | 4.0000%  | 0.0000% | $3647716.00        | $3520508.27        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 5.0000%  | 0.0000% | $11555856.00       | $11314719.30       | Agency Mortgage-Backed Securities |
| FNMA          | 2045-05-01      | 6.5000%  | 0.0000% | $309810.00         | $321696.76         | Agency Mortgage-Backed Securities |
| FNMA          | 2030-12-01      | 6.5000%  | 0.0000% | $65116288.00       | $1263077.90        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-12-01      | 3.5000%  | 0.0000% | $2000000.00        | $150782.48         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-01-15      | 3.5000%  | 0.0000% | $9500050.00        | $1347777.04        | Agency Mortgage-Backed Securities |
| GNMA          | 2042-12-20      | 4.7500%  | 0.0000% | $625000.00         | $20610.19          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-01-20      | 3.0000%  | 0.0000% | $4015180.00        | $440207.65         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-03-20      | 4.5000%  | 0.0000% | $513553.00         | $39215.92          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-12-20      | 3.5000%  | 0.0000% | $1334692.00        | $140923.55         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-05-20      | 3.5000%  | 0.0000% | $1126842.00        | $133603.93         | Agency Mortgage-Backed Securities |
| GNMA          | 2031-09-20      | 2.5000%  | 0.0000% | $1081204.00        | $117179.27         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-07-20      | 3.5000%  | 0.0000% | $8629000.00        | $1075522.82        | Agency Mortgage-Backed Securities |
| GNMA          | 2033-06-20      | 4.0000%  | 0.0000% | $41274176.00       | $3847662.40        | Agency Mortgage-Backed Securities |
| GNMA          | 2049-10-20      | 3.0000%  | 0.0000% | $1574644.00        | $250355.62         | Agency Mortgage-Backed Securities |
| GNMA          | 2033-09-20      | 4.0000%  | 0.0000% | $62263104.00       | $8057033.56        | Agency Mortgage-Backed Securities |
| GNMA          | 2033-09-20      | 4.0000%  | 0.0000% | $62570240.00       | $7600954.72        | Agency Mortgage-Backed Securities |
| GNMA          | 2033-11-20      | 4.0000%  | 0.0000% | $29695232.00       | $3846439.32        | Agency Mortgage-Backed Securities |
| GNMA          | 2034-03-20      | 4.0000%  | 0.0000% | $62684352.00       | $7162940.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-09-20      | 2.5000%  | 0.0000% | $3219816.00        | $1248665.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2038-06-20      | 4.5000%  | 0.0000% | $140895.00         | $101176.44         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-05-20      | 3.0000%  | 0.0000% | $1165306.00        | $811869.42         | Agency Mortgage-Backed Securities |
| GNMA          | 2039-02-20      | 6.5000%  | 0.0000% | $1021794.00        | $492660.41         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-08-15      | 4.5000%  | 0.0000% | $593572.00         | $42357.23          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-05-15      | 3.0000%  | 0.0000% | $182306.00         | $92470.91          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-10-20      | 5.0000%  | 0.0000% | $1490046.00        | $295604.56         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-12-15      | 5.5000%  | 0.0000% | $457737.00         | $48134.96          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-04-20      | 4.5000%  | 0.0000% | $3599732.00        | $291246.61         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-05-20      | 4.5000%  | 0.0000% | $2764640.00        | $348259.21         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-10-20      | 4.0000%  | 0.0000% | $400000.00         | $94947.90          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-12-20      | 3.5000%  | 0.0000% | $1685162.00        | $491009.74         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-03-20      | 3.0000%  | 0.0000% | $655000.00         | $102509.85         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-09-20      | 3.0000%  | 0.0000% | $61018.00          | $47890.73          | Agency Mortgage-Backed Securities |
| GNMA          | 2063-04-15      | 2.7200%  | 0.0000% | $56656.00          | $47580.68          | Agency Mortgage-Backed Securities |
| GNMA          | 2060-07-15      | 3.1100%  | 0.0000% | $90794.00          | $79168.67          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-08-20      | 3.0000%  | 0.0000% | $125398.00         | $59268.41          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-06-20      | 3.0000%  | 0.0000% | $97993.00          | $70642.81          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-08-20      | 5.0000%  | 0.0000% | $500000.00         | $388602.30         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-11-20      | 3.0000%  | 0.0000% | $250000.00         | $100086.39         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-01-20      | 3.0000%  | 0.0000% | $625000.00         | $310333.09         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 5.5000%  | 0.0000% | $31874912.00       | $31143769.13       | Agency Mortgage-Backed Securities |
| GNMA          | 2043-02-20      | 3.5000%  | 0.0000% | $7000000.00        | $1067882.98        | Agency Mortgage-Backed Securities |
| GNMA          | 2045-03-20      | 3.5000%  | 0.0000% | $9866464.00        | $1875470.68        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-11-20      | 5.0000%  | 0.0000% | $1913814.00        | $1701001.80        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-04-20      | 2.0000%  | 0.0000% | $1318252.00        | $583052.22         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-10-20      | 7.5000%  | 0.0000% | $1606342.00        | $457846.16         | Agency Mortgage-Backed Securities |
| GNMA          | 2062-11-20      | 5.0000%  | 0.0000% | $148719.00         | $143419.13         | Agency Mortgage-Backed Securities |
| GNMA          | 2063-12-20      | 7.5000%  | 0.0000% | $92870.00          | $95808.95          | Agency Mortgage-Backed Securities |
| GNMA          | 2059-09-15      | 5.4800%  | 0.0000% | $172918.00         | $177347.81         | Agency Mortgage-Backed Securities |
| GNMA          | 2062-09-20      | 5.0000%  | 0.0000% | $156341.00         | $151967.35         | Agency Mortgage-Backed Securities |
| GNMA          | 2067-04-15      | 5.3000%  | 0.0000% | $5523592.00        | $5505869.25        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-09-20      | 6.5000%  | 0.0000% | $356261.00         | $233068.65         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 6.0000%  | 0.0000% | $1340868.00        | $1364933.54        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 6.0000%  | 0.0000% | $203918.00         | $210652.12         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-01-20      | 6.5000%  | 0.0000% | $1555044.00        | $1593968.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-10-20      | 6.5000%  | 0.0000% | $56915.00          | $24873.38          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-09-20      | 6.5000%  | 0.0000% | $17371.00          | $17778.64          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-10-20      | 6.5000%  | 0.0000% | $57632.00          | $40559.73          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-10-20      | 6.0000%  | 0.0000% | $2581844.00        | $2263113.18        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-09-20      | 4.5000%  | 0.0000% | $391475.00         | $369462.92         | Agency Mortgage-Backed Securities |
| GNMA          | 2062-09-20      | 5.0000%  | 0.0000% | $307527.00         | $299249.76         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-12-20      | 6.0000%  | 0.0000% | $628101.00         | $635867.53         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-01-20      | 5.0000%  | 0.0000% | $979108.00         | $954031.56         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-12-20      | 6.5000%  | 0.0000% | $152981.00         | $100174.97         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-11-20      | 4.0000%  | 0.0000% | $396285.00         | $361949.48         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-11-20      | 6.5000%  | 0.0000% | $25928.00          | $26537.62          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 7.0000%  | 0.0000% | $1722124.00        | $1780734.48        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-11-20      | 6.0000%  | 0.0000% | $538899.00         | $543142.36         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 7.5000%  | 0.0000% | $1209210.00        | $1292423.83        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 6.5000%  | 0.0000% | $1564267.00        | $1639781.70        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 5.0000%  | 0.0000% | $2571296.00        | $2532883.37        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-10-20      | 6.5000%  | 0.0000% | $52514.00          | $53923.39          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 5.5000%  | 0.0000% | $923307.00         | $921191.89         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $1830376.00        | $1887237.24        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 4.5000%  | 0.0000% | $8760304.00        | $8101636.36        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 4.5000%  | 0.0000% | $301376.00         | $285450.88         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-10-20      | 6.0000%  | 0.0000% | $156037.00         | $157974.41         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 6.5000%  | 0.0000% | $1083028.00        | $1111810.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-12-20      | 4.5000%  | 0.0000% | $389488.00         | $369143.61         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-01-20      | 5.0000%  | 0.0000% | $424208.00         | $413787.18         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 4.0000%  | 0.0000% | $2204556.00        | $2019328.76        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $1407760.00        | $1462627.92        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $3580560.00        | $3759655.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 4.5000%  | 0.0000% | $2277884.00        | $2160359.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 4.5000%  | 0.0000% | $1265838.00        | $1201197.48        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $5240352.00        | $5379013.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 6.5000%  | 0.0000% | $1754426.00        | $1801058.84        | Agency Mortgage-Backed Securities |
| GNMA          | 2062-08-20      | 3.0000%  | 0.0000% | $124876.00         | $108009.20         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $3277672.00        | $3386131.26        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $2193550.00        | $2256306.00        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $1127438.00        | $1159693.25        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $2604968.00        | $2682531.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 7.0000%  | 0.0000% | $1285292.00        | $1327093.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $1326602.00        | $1380555.35        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $1383802.00        | $1397957.68        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $1318264.00        | $1366903.11        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-06-20      | 7.0000%  | 0.0000% | $1023760.00        | $1057422.14        | Agency Mortgage-Backed Securities |
| GNMA          | 2035-10-20      | 1.5000%  | 0.0000% | $50010.00          | $41696.33          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 6.0000%  | 0.0000% | $770339840.00      | $778530157.22      | Agency Mortgage-Backed Securities |
| GNMA          | 2040-05-20      | 5.0000%  | 0.0000% | $103870.00         | $103522.69         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 4.5000%  | 0.0000% | $56204480.00       | $53802359.50       | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 6.5000%  | 0.0000% | $743540.00         | $762393.99         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 6.0000%  | 0.0000% | $329324.00         | $333687.77         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 3.5000%  | 0.0000% | $796725.00         | $703839.39         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 3.5000%  | 0.0000% | $315366.00         | $278612.83         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-02-20      | 3.5000%  | 0.0000% | $500000.00         | $101344.82         | Agency Mortgage-Backed Securities |
| GNMA          | 2040-05-20      | 5.0000%  | 0.0000% | $2249126.00        | $79681.40          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-11-20      | 4.0000%  | 0.0000% | $3000000.00        | $70552.85          | Agency Mortgage-Backed Securities |
| GNMA          | 2041-06-15      | 6.0000%  | 0.0000% | $2469004.00        | $508818.02         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-03-20      | 3.5000%  | 0.0000% | $100000.00         | $75364.07          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-11-15      | 5.0000%  | 0.0000% | $100000.00         | $76526.29          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-05-20      | 5.5000%  | 0.0000% | $200000.00         | $166295.35         | Agency Mortgage-Backed Securities |
| GNMA          | 2041-01-20      | 4.0000%  | 0.0000% | $1528000.00        | $178518.04         | Agency Mortgage-Backed Securities |
| GNMA          | 2040-12-15      | 5.5000%  | 0.0000% | $15000000.00       | $516410.13         | Agency Mortgage-Backed Securities |
| GNMA          | 2035-10-15      | 5.0000%  | 0.0000% | $2634000.00        | $60434.00          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 3.5000%  | 0.0000% | $1264210.00        | $545261.85         | Agency Mortgage-Backed Securities |
| GNMA          | 2039-01-15      | 5.0000%  | 0.0000% | $3779000.00        | $33782.08          | Agency Mortgage-Backed Securities |

### Security 116: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES 4.400000%
- **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: BNTATRX90
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2028-05-12      | 4.5500%  | 0.0000% | $1000.00           | $1005.37           | Agency Debentures and Agency Strips |
| GNMA          | 2044-02-20      | 5.6250%  | 0.0000% | $112752.00         | $2824.64           | Agency Mortgage-Backed Securities   |
| GNMA          | 2052-05-20      | 2.5000%  | 0.0000% | $4608.00           | $3064.65           | Agency Mortgage-Backed Securities   |
| GNMA          | 2051-09-20      | 3.0000%  | 0.0000% | $5018.00           | $2916.10           | Agency Mortgage-Backed Securities   |
| GNMA          | 2052-10-20      | 5.0000%  | 0.0000% | $2000.00           | $1560.27           | Agency Mortgage-Backed Securities   |
| GNMA          | 2054-07-20      | 6.5000%  | 0.0000% | $20480.00          | $14613.42          | Agency Mortgage-Backed Securities   |
| GNMA          | 2054-05-20      | 5.5000%  | 0.0000% | $3000.00           | $2800.69           | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $2944.00           | $3025.22           | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $1800.00           | $1804.27           | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $2792.00           | $2871.88           | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $1024.00           | $1057.59           | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $3584.00           | $3602.50           | Agency Mortgage-Backed Securities   |
| GNMA          | 2028-08-15      | 7.0000%  | 0.0000% | $745462.00         | $233.15            | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-10-20      | 4.6250%  | 0.0000% | $448156.00         | $1034.06           | Agency Mortgage-Backed Securities   |
| USTR          | 2029-08-15      | 1.6250%  | 0.0000% | $124384000.00      | $115113670.80      | U.S. Treasuries (including strips)  |
| USTR          | 2030-05-15      | 0.6250%  | 0.0000% | $2400.00           | $2062.15           | U.S. Treasuries (including strips)  |
| USTR          | 2026-01-31      | 4.4850%  | 0.0000% | $170500.00         | $171988.85         | U.S. Treasuries (including strips)  |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $37494400.00       | $37670267.48       | U.S. Treasuries (including strips)  |

### Security 117: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY JP MORGAN SECURITIES 4.400000%
- **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: BNTATRXC3
- **C.18 - Value (incl. sponsor support):** $1300000000.00
- **C.18.a - Value (excl. sponsor support):** $1300000000.00
- **C.19 - Percentage of Net Assets:** 4.1000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2029-12-17      | 0.0000%  | 0.0000% | $153958000.00      | $129078849.07      | Agency Debentures and Agency Strips |
| FHLB          | 2045-04-10      | 5.8700%  | 0.0000% | $1400000.00        | $1408248.02        | Agency Debentures and Agency Strips |
| FMAC          | 2043-04-01      | 3.5000%  | 0.0000% | $725000.00         | $59036.34          | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-04-01      | 4.5000%  | 0.0000% | $800000.00         | $108080.31         | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-05-01      | 5.0000%  | 0.0000% | $1711670.00        | $176387.55         | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-05-01      | 4.0000%  | 0.0000% | $665701.00         | $114457.43         | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-07-01      | 4.0000%  | 0.0000% | $91601.00          | $8887.55           | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-03-01      | 6.0000%  | 0.0000% | $3478000.00        | $113099.39         | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-10-01      | 3.0000%  | 0.0000% | $70000.00          | $11163.39          | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-02-01      | 3.5000%  | 0.0000% | $189299200.00      | $26366693.49       | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-09-01      | 6.0000%  | 0.0000% | $20000.00          | $19088.08          | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-10-01      | 2.5000%  | 0.0000% | $271806.00         | $91836.35          | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-01-01      | 5.0000%  | 0.0000% | $151748.00         | $95400.60          | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-09-01      | 5.0000%  | 0.0000% | $84000.00          | $69393.12          | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-05-01      | 2.0000%  | 0.0000% | $100000.00         | $75616.14          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 5.0000%  | 0.0000% | $210000.00         | $161333.41         | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 4.5000%  | 0.0000% | $117000.00         | $91954.78          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $810000.00         | $712918.56         | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-05-01      | 4.5000%  | 0.0000% | $385000.00         | $341126.63         | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 3.0000%  | 0.0000% | $44300000.00       | $34324075.87       | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $330000.00         | $288367.84         | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-12-01      | 6.0000%  | 0.0000% | $86163000.00       | $74425689.54       | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-02-01      | 6.5000%  | 0.0000% | $76594.00          | $65863.67          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $21413000.00       | $18797120.72       | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-05-01      | 4.5000%  | 0.0000% | $78100.00          | $70059.41          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $234000.00         | $201007.25         | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-03-01      | 4.5000%  | 0.0000% | $9436320.00        | $8920235.98        | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 5.5000%  | 0.0000% | $213123840.00      | $206205797.82      | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $824471.00         | $752612.91         | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-12-01      | 3.0000%  | 0.0000% | $1896000.00        | $334975.37         | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-06-01      | 4.5000%  | 0.0000% | $991300.00         | $197198.76         | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-12-01      | 2.0000%  | 0.0000% | $24021536.00       | $12983488.46       | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-11-01      | 1.5000%  | 0.0000% | $29660.00          | $18261.78          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-11-01      | 3.0000%  | 0.0000% | $1170000.00        | $704312.43         | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 2.0000%  | 0.0000% | $1200000.00        | $801702.70         | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 4.0000%  | 0.0000% | $70884480.00       | $61153842.27       | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-05-01      | 3.5000%  | 0.0000% | $512486.00         | $457992.87         | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-06-01      | 5.5000%  | 0.0000% | $1492880.00        | $174948.18         | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-02-01      | 4.5000%  | 0.0000% | $1212628.00        | $854283.67         | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-10-01      | 3.0000%  | 0.0000% | $115000.00         | $70886.62          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 5.0000%  | 0.0000% | $1411272.00        | $1012580.08        | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $273000.00         | $224635.95         | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 4.0000%  | 0.0000% | $139107.00         | $121514.27         | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $972000.00         | $639313.65         | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-01-01      | 6.5000%  | 0.0000% | $795417.00         | $670513.35         | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-04-01      | 4.5000%  | 0.0000% | $53905.00          | $48644.45          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 6.5000%  | 0.0000% | $2092032.00        | $1878979.49        | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 5.0000%  | 0.0000% | $324438.00         | $281084.90         | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-01-01      | 6.0000%  | 0.0000% | $1951938.00        | $1769722.10        | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-08-01      | 7.5000%  | 0.0000% | $1056174.00        | $396821.82         | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-11-01      | 4.5000%  | 0.0000% | $1785306.00        | $1564962.50        | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-07-01      | 2.0000%  | 0.0000% | $400000.00         | $268704.09         | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $1298610.00        | $1335740.76        | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-11-01      | 3.0000%  | 0.0000% | $506598.00         | $302290.97         | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-03-01      | 3.0000%  | 0.0000% | $2300000.00        | $1591760.89        | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 4.5000%  | 0.0000% | $865000.00         | $680010.22         | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 5.0000%  | 0.0000% | $64997120.00       | $53924794.31       | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-01-01      | 5.0000%  | 0.0000% | $124690688.00      | $107335683.62      | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-09-01      | 2.5000%  | 0.0000% | $575000.00         | $231773.19         | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-05-01      | 3.5000%  | 0.0000% | $1119424.00        | $417668.15         | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-04-01      | 3.5000%  | 0.0000% | $977000.00         | $268734.94         | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $13835664.00       | $9560714.58        | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-07-01      | 5.5000%  | 0.0000% | $1299900.00        | $1187347.31        | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $1482516.00        | $1418443.65        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-03-01      | 5.0000%  | 0.0000% | $9957520.00        | $9791339.31        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $1308638.00        | $1364670.85        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-04-01      | 4.0000%  | 0.0000% | $1161744.00        | $1063988.54        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-05-01      | 5.0000%  | 0.0000% | $2946836.00        | $2895142.72        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $3137480.00        | $3161975.50        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-05-01      | 5.0000%  | 0.0000% | $9583200.00        | $8974624.64        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $135178.00         | $135607.40         | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $3033612.00        | $3124472.73        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-07-01      | 4.5000%  | 0.0000% | $1336040.00        | $1282802.82        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $5370250.00        | $5448712.33        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $32824704.00       | $34141609.24       | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-01-01      | 5.0000%  | 0.0000% | $570000.00         | $542249.04         | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 5.0000%  | 0.0000% | $91629184.00       | $88768841.79       | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $188390400.00      | $189498051.91      | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $20119456.00       | $19037133.47       | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-06-01      | 6.0000%  | 0.0000% | $70169216.00       | $70401651.70       | Agency Mortgage-Backed Securities   |
| GNMA          | 2048-05-20      | 4.0000%  | 0.0000% | $1496698.00        | $668341.38         | Agency Mortgage-Backed Securities   |
| GNMA          | 2050-10-20      | 3.0000%  | 0.0000% | $713031.00         | $350468.41         | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $1153518.00        | $1192996.39        | Agency Mortgage-Backed Securities   |
| GNMA          | 2054-07-20      | 7.0000%  | 0.0000% | $1147726.00        | $1181515.72        | Agency Mortgage-Backed Securities   |
| GNMA          | 2054-10-20      | 7.0000%  | 0.0000% | $4523712.00        | $4668400.09        | Agency Mortgage-Backed Securities   |
| GNMA          | 2054-10-20      | 5.0000%  | 0.0000% | $1771474.00        | $1745724.41        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $687548.00         | $706716.13         | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $1181580.00        | $1234713.42        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $1066658.00        | $1102738.06        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $1414004.00        | $1461641.05        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $4454448.00        | $4610595.70        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-05-20      | 4.5000%  | 0.0000% | $5327512.00        | $4941148.23        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $1567854.00        | $1582929.78        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $1692522.00        | $1751853.92        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $3444984.00        | $3450604.68        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $2470288.00        | $2553090.40        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $1181984.00        | $1223417.66        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $5815784.00        | $6015017.25        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-06-20      | 5.0000%  | 0.0000% | $3406348.00        | $3370202.48        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $15745168.00       | $16266180.85       | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $21866360.00       | $22583562.02       | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $8602912.00        | $8685633.78        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $5784536.00        | $5854370.13        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $7456576.00        | $7531481.45        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $7370216.00        | $7441084.72        | Agency Mortgage-Backed Securities   |
| GNMA          | 2065-06-20      | 6.5000%  | 0.0000% | $2689468.00        | $2760954.35        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $4143320.00        | $4183160.32        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $10160480.00       | $10444525.06       | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-07-15      | 4.5000%  | 0.0000% | $8692592.00        | $486040.40         | Agency Mortgage-Backed Securities   |

### Security 118: BANK OF AMERICA NA

- **C.1 - Title:** TRI-PARTY BANK OF AMERICA 4.400000%
- **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: BNTATRXD1
- **C.18 - Value (incl. sponsor support):** $481000000.00
- **C.18.a - Value (excl. sponsor support):** $481000000.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-08-15      | 2.8750%  | 0.0000% | $498001600.00      | $490620063.41      | U.S. Treasuries (including strips) |

### Security 119: FIXED INCOME CLEARING CORP-BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-BARCLAYS BANK PLC 4.420000%
- **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: BNTATRY99
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 18.9200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2025-11-30      | 4.8750%  | 0.0000% | $31167500.00       | $31354782.46       | U.S. Treasuries (including strips) |
| USTR          | 2030-11-30      | 4.3750%  | 0.0000% | $11136300.00       | $11448506.91       | U.S. Treasuries (including strips) |
| USTR          | 2025-12-26      | 0.0000%  | 0.0000% | $111275700.00      | $109011684.61      | U.S. Treasuries (including strips) |
| USTR          | 2025-07-03      | 0.0000%  | 0.0000% | $200000.00         | $199954.20         | U.S. Treasuries (including strips) |
| USTR          | 2025-07-31      | 0.0000%  | 0.0000% | $236900.00         | $236083.17         | U.S. Treasuries (including strips) |
| USTR          | 2025-08-21      | 0.0000%  | 0.0000% | $8559700.00        | $8507605.67        | U.S. Treasuries (including strips) |
| USTR          | 2025-08-19      | 0.0000%  | 0.0000% | $250000.00         | $248534.25         | U.S. Treasuries (including strips) |
| USTR          | 2025-11-06      | 0.0000%  | 0.0000% | $184000.00         | $181291.52         | U.S. Treasuries (including strips) |
| USTR          | 2025-09-16      | 0.0000%  | 0.0000% | $317000.00         | $314121.64         | U.S. Treasuries (including strips) |
| USTR          | 2025-10-07      | 0.0000%  | 0.0000% | $2597000.00        | $2567287.72        | U.S. Treasuries (including strips) |
| USTR          | 2025-10-21      | 0.0000%  | 0.0000% | $17000000.00       | $16777623.00       | U.S. Treasuries (including strips) |
| USTR          | 2026-02-15      | 6.0000%  | 0.0000% | $12387100.00       | $12790395.37       | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 6.6250%  | 0.0000% | $100000.00         | $107206.25         | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 6.3750%  | 0.0000% | $2309400.00        | $2488385.82        | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 6.2500%  | 0.0000% | $36568000.00       | $40747667.55       | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 1.5000%  | 0.0000% | $8549400.00        | $8365980.52        | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $10578200.00       | $10344610.96       | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 2.2500%  | 0.0000% | $500.00            | $484.63            | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 2.7500%  | 0.0000% | $1550100.00        | $1527979.34        | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $2034000.00        | $1994444.30        | U.S. Treasuries (including strips) |
| USTR          | 2025-08-31      | 2.7500%  | 0.0000% | $50777700.00       | $51085202.03       | U.S. Treasuries (including strips) |
| USTR          | 2026-01-31      | 2.6250%  | 0.0000% | $118400.00         | $118590.76         | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 2.6250%  | 0.0000% | $44712900.00       | $43460642.13       | U.S. Treasuries (including strips) |
| USTR          | 2026-02-28      | 2.5000%  | 0.0000% | $153307000.00      | $152870848.18      | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 2.3750%  | 0.0000% | $25593000.00       | $25335171.54       | U.S. Treasuries (including strips) |
| USTR          | 2029-05-15      | 2.3750%  | 0.0000% | $45098200.00       | $42995440.05       | U.S. Treasuries (including strips) |
| USTR          | 2026-05-15      | 1.6250%  | 0.0000% | $7301100.00        | $7162913.91        | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 2.0000%  | 0.0000% | $13582100.00       | $13273541.85       | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 2.2500%  | 0.0000% | $77553400.00       | $76292838.04       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 1.8750%  | 0.0000% | $19237700.00       | $18957663.28       | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 1.7500%  | 0.0000% | $12121600.00       | $11751927.56       | U.S. Treasuries (including strips) |
| USTR          | 2030-02-15      | 1.5000%  | 0.0000% | $35625600.00       | $32394925.34       | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 1.1250%  | 0.0000% | $416600.00         | $400189.13         | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 0.6250%  | 0.0000% | $200500.00         | $190161.81         | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 0.5000%  | 0.0000% | $2506000.00        | $2364012.05        | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.6250%  | 0.0000% | $79623900.00       | $68457384.54       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 0.5000%  | 0.0000% | $5973000.00        | $5601748.18        | U.S. Treasuries (including strips) |
| USTR          | 2025-07-31      | 0.2500%  | 0.0000% | $3000000.00        | $2992673.74        | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 0.3750%  | 0.0000% | $20529200.00       | $19180264.60       | U.S. Treasuries (including strips) |
| USTR          | 2025-09-30      | 0.2500%  | 0.0000% | $1069300.00        | $1059193.60        | U.S. Treasuries (including strips) |
| USTR          | 2025-10-31      | 0.2500%  | 0.0000% | $87800.00          | $86659.42          | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 0.5000%  | 0.0000% | $90741600.00       | $84298202.68       | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 0.6250%  | 0.0000% | $140208700.00      | $130316596.95      | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $124217300.00      | $107795206.76      | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 1.1250%  | 0.0000% | $23039600.00       | $21615836.12       | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 1.2500%  | 0.0000% | $7769800.00        | $7272299.79        | U.S. Treasuries (including strips) |
| USTR          | 2031-05-15      | 1.6250%  | 0.0000% | $118339300.00      | $104445940.74      | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 0.7500%  | 0.0000% | $20000.00          | $19421.66          | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $45418800.00       | $42255971.02       | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $109354400.00      | $101189086.95      | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 1.2500%  | 0.0000% | $41553900.00       | $35681818.74       | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 0.8750%  | 0.0000% | $242100.00         | $233675.78         | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 1.3750%  | 0.0000% | $5310700.00        | $4931458.73        | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 1.3750%  | 0.0000% | $10270000.00       | $8789885.03        | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 1.2500%  | 0.0000% | $41795200.00       | $40336404.99       | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 1.3750%  | 0.0000% | $1395000.00        | $1287633.82        | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 1.7500%  | 0.0000% | $14998400.00       | $14108700.62       | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $88.38             | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 1.8750%  | 0.0000% | $9210000.00        | $8981021.28        | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 2.5000%  | 0.0000% | $1983600.00        | $1952883.65        | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 2.7500%  | 0.0000% | $100.00            | $98.65             | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 2.7500%  | 0.0000% | $1978500.00        | $1910558.50        | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.2500%  | 0.0000% | $318600.00         | $315583.81         | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 2.7500%  | 0.0000% | $22530000.00       | $22337549.37       | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 2.6250%  | 0.0000% | $230657800.00      | $223203879.14      | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.8750%  | 0.0000% | $1181500.00        | $1197136.64        | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.0000%  | 0.0000% | $171156200.00      | $173756308.29      | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 4.1250%  | 0.0000% | $80891500.00       | $82129110.50       | U.S. Treasuries (including strips) |
| USTR          | 2025-11-15      | 4.5000%  | 0.0000% | $1596400.00        | $1606211.47        | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 3.8750%  | 0.0000% | $4234200.00        | $4261786.78        | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 3.8750%  | 0.0000% | $12164100.00       | $12242135.50       | U.S. Treasuries (including strips) |
| USTR          | 2025-12-15      | 4.0000%  | 0.0000% | $1947000.00        | $1948747.13        | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 3.8750%  | 0.0000% | $95988300.00       | $96294598.67       | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 3.8750%  | 0.0000% | $98332100.00       | $98694257.12       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 3.5000%  | 0.0000% | $164420100.00      | $165877480.64      | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 3.5000%  | 0.0000% | $33913400.00       | $33972876.03       | U.S. Treasuries (including strips) |
| USTR          | 2026-02-15      | 4.0000%  | 0.0000% | $13595000.00       | $13779200.38       | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 3.5000%  | 0.0000% | $123103300.00      | $120065293.49      | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 4.0000%  | 0.0000% | $116525600.00      | $118879635.02      | U.S. Treasuries (including strips) |
| USTR          | 2026-03-15      | 4.6250%  | 0.0000% | $52400.00          | $53278.73          | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.5000%  | 0.0000% | $28389800.00       | $28154125.77       | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 3.5000%  | 0.0000% | $45939100.00       | $45924152.79       | U.S. Treasuries (including strips) |
| USTR          | 2026-05-15      | 3.6250%  | 0.0000% | $390300.00         | $390540.14         | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 3.7500%  | 0.0000% | $22601100.00       | $22592325.57       | U.S. Treasuries (including strips) |
| USTR          | 2026-06-15      | 4.1250%  | 0.0000% | $28754500.00       | $28831204.76       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 4.0000%  | 0.0000% | $25622900.00       | $25824526.60       | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 4.0000%  | 0.0000% | $7115000.00        | $7285628.98        | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 3.8750%  | 0.0000% | $262136300.00      | $261439008.79      | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 4.3750%  | 0.0000% | $7977600.00        | $8141656.21        | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 4.3750%  | 0.0000% | $3419000.00        | $3534035.94        | U.S. Treasuries (including strips) |
| USTR          | 2025-09-30      | 5.0000%  | 0.0000% | $2109100.00        | $2138458.03        | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 4.6250%  | 0.0000% | $8768600.00        | $8929239.22        | U.S. Treasuries (including strips) |
| USTR          | 2025-10-31      | 4.4100%  | 0.0000% | $86400.00          | $87083.44          | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $34305600.00       | $35796413.04       | U.S. Treasuries (including strips) |
| USTR          | 2030-10-31      | 4.8750%  | 0.0000% | $100.00            | $105.64            | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 4.5000%  | 0.0000% | $91273500.00       | $94095128.98       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 4.6250%  | 0.0000% | $197000.00         | $200004.89         | U.S. Treasuries (including strips) |
| USTR          | 2030-12-31      | 3.7500%  | 0.0000% | $3507800.00        | $3485907.82        | U.S. Treasuries (including strips) |
| USTR          | 2028-12-31      | 3.7500%  | 0.0000% | $57289800.00       | $57300169.45       | U.S. Treasuries (including strips) |
| USTR          | 2025-12-31      | 4.2500%  | 0.0000% | $9089800.00        | $9089081.91        | U.S. Treasuries (including strips) |
| USTR          | 2026-01-31      | 4.4850%  | 0.0000% | $5071200.00        | $5115488.06        | U.S. Treasuries (including strips) |
| USTR          | 2031-01-31      | 4.0000%  | 0.0000% | $49999800.00       | $51112724.85       | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $703530400.00      | $705459569.71      | U.S. Treasuries (including strips) |
| USTR          | 2026-02-28      | 4.6250%  | 0.0000% | $21153000.00       | $21533497.63       | U.S. Treasuries (including strips) |
| USTR          | 2031-02-28      | 4.2500%  | 0.0000% | $198681900.00      | $205044424.39      | U.S. Treasuries (including strips) |
| USTR          | 2029-02-28      | 4.2500%  | 0.0000% | $113574400.00      | $117087673.46      | U.S. Treasuries (including strips) |
| USTR          | 2027-03-15      | 4.2500%  | 0.0000% | $14084400.00       | $14360515.33       | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 4.5000%  | 0.0000% | $7212500.00        | $7367058.55        | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 4.6250%  | 0.0000% | $122548800.00      | $127219801.43      | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $50261900.00       | $51227318.01       | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 4.8750%  | 0.0000% | $6913700.00        | $6989673.97        | U.S. Treasuries (including strips) |
| USTR          | 2031-05-31      | 4.6250%  | 0.0000% | $120375100.00      | $125265818.01      | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 4.3750%  | 0.0000% | $80655600.00       | $83242237.59       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 4.3750%  | 0.0000% | $28691400.00       | $29326784.05       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 3.7500%  | 0.0000% | $147500.00         | $149574.56         | U.S. Treasuries (including strips) |
| USTR          | 2027-09-15      | 3.3750%  | 0.0000% | $110079200.00      | $110355738.65      | U.S. Treasuries (including strips) |
| USTR          | 2031-09-30      | 3.6250%  | 0.0000% | $82017000.00       | $81269659.30       | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 3.5000%  | 0.0000% | $14747000.00       | $14798587.75       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 3.8750%  | 0.0000% | $8846000.00        | $8943840.72        | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.1250%  | 0.0000% | $36887100.00       | $37630509.18       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 4.4450%  | 0.0000% | $3100.00           | $3126.50           | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $60371000.00       | $60773161.42       | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 4.1250%  | 0.0000% | $33368900.00       | $33836039.57       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $150000000.00      | $151272091.05      | U.S. Treasuries (including strips) |
| USTR          | 2031-11-30      | 4.1250%  | 0.0000% | $101681700.00      | $102884101.15      | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 4.1250%  | 0.0000% | $11225400.00       | $11417232.52       | U.S. Treasuries (including strips) |
| USTR          | 2027-12-15      | 4.0000%  | 0.0000% | $100229200.00      | $101062840.74      | U.S. Treasuries (including strips) |
| USTR          | 2031-12-31      | 4.5000%  | 0.0000% | $100000000.00      | $102961200.00      | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 4.3750%  | 0.0000% | $268063700.00      | $274431821.26      | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 4.6250%  | 0.0000% | $21512700.00       | $22525322.75       | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 4.1250%  | 0.0000% | $38023500.00       | $38732116.28       | U.S. Treasuries (including strips) |
| USTR          | 2032-02-29      | 4.1250%  | 0.0000% | $1367800.00        | $1396804.57        | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 3.7500%  | 0.0000% | $1800.00           | $1810.47           | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.8750%  | 0.0000% | $48557000.00       | $48678635.28       | 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 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTATRYE8
- **C.18 - Value (incl. sponsor support):** $3550000000.00
- **C.18.a - Value (excl. sponsor support):** $3550000000.00
- **C.19 - Percentage of Net Assets:** 11.1900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2048-11-15      | 3.3750%  | 0.0000% | $159742200.00      | $125822022.09      | U.S. Treasuries (including strips) |
| USTR          | 2051-11-15      | 1.8750%  | 0.0000% | $411148300.00      | $227080392.49      | U.S. Treasuries (including strips) |
| USTR          | 2052-08-15      | 3.0000%  | 0.0000% | $879200000.00      | $637892873.32      | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.5000%  | 0.0000% | $675000000.00      | $669054350.25      | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 4.6250%  | 0.0000% | $612875000.00      | $636323178.91      | U.S. Treasuries (including strips) |
| USTR          | 2031-04-30      | 4.6250%  | 0.0000% | $643182000.00      | $671325354.59      | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 3.7500%  | 0.0000% | $650000000.00      | $653501875.00      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 4.390000%
- **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: BNTATRYK4
- **C.18 - Value (incl. sponsor support):** $1350000000.00
- **C.18.a - Value (excl. sponsor support):** $1350000000.00
- **C.19 - Percentage of Net Assets:** 4.2600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2025-11-30      | 2.8750%  | 0.0000% | $26689800.00       | $26594532.29       | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 1.6250%  | 0.0000% | $190350400.00      | $176237646.79      | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 0.5000%  | 0.0000% | $70908800.00       | $66891164.41       | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 0.7500%  | 0.0000% | $27576600.00       | $26947240.06       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 1.2500%  | 0.0000% | $233392800.00      | $217814435.09      | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.2500%  | 0.0000% | $52604000.00       | $52105997.93       | U.S. Treasuries (including strips) |
| USTR          | 2026-01-15      | 3.8750%  | 0.0000% | $64526200.00       | $65578450.49       | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 4.0000%  | 0.0000% | $32259000.00       | $32910692.13       | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 4.6250%  | 0.0000% | $72517000.00       | $75315526.53       | U.S. Treasuries (including strips) |
| USTR          | 2025-10-31      | 5.0000%  | 0.0000% | $385600.00         | $389572.47         | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 4.1250%  | 0.0000% | $11891200.00       | $12127101.04       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 3.7500%  | 0.0000% | $620598400.00      | $624087714.50      | U.S. Treasuries (including strips) |

### Security 122: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK P 4.360000%
- **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: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BNTATT837
- **C.18 - Value (incl. sponsor support):** $485000000.00
- **C.18.a - Value (excl. sponsor support):** $485000000.00
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB          | 2026-02-17      | 0.6250%  | 0.0000% | $68500000.00       | $67142331.90       | Agency Debentures and Agency Strips |
| FHLB          | 2032-06-16      | 5.1700%  | 0.0000% | $7840000.00        | $7865703.88        | Agency Debentures and Agency Strips |
| FNMA          | 2030-05-15      | 0.0000%  | 0.0000% | $27737000.00       | $22777513.45       | Agency Debentures and Agency Strips |
| FNMA          | 2030-11-15      | 0.0000%  | 0.0000% | $493203000.00      | $396914978.31      | Agency Debentures and Agency Strips |

## N-MFP: Signatures

**Registrant:** Northern Institutional Funds

**Date:** 2025-07-08

**By:** Kevin P. O Rourke

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

**Title of Signing Officer:** President