# EDGAR Filing Document

**Accession Number:** 0000916620
**File Stem:** 0002066578-26-001208
**Filing Date:** 2026-5
**Character Count:** 211221
**Document Hash:** efb284e49e92ff137d4267721935dd37
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002066578-26-001208.hdr.sgml**: 20260507

**ACCESSION NUMBER**: 0002066578-26-001208

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260507

**DATE AS OF CHANGE**: 20260507

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08236
- **FILM NUMBER:** 26954261

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

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

## Series and Classes Contracts Data

### U.S. GOVERNMENT SELECT MONEY MARKET FUND (Series ID: S000001267)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000003413 | U.S. GOVERNMENT SELECT MONEY MARKET FUND | NOSXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-04-30

**Registrant Full Name:** Northern Funds

**CIK Number of Registrant:** 0000916620

**LEI of Registrant:** 5493004ZY1PEJR3C0A81

**Name of Series:** U.S. Government Select Money Market Fund

**LEI of Series:** 549300X8852RU7H63164

**EDGAR Series Identifier:** S000001267

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

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

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

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

### Service Providers
| Role                          | Details                                             | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | Northern Trust Investments, Inc.                    | 801-33358         |
| Independent Public Accountant | Deloitte & Touche LLP<br>City: Chicago<br>State: IL |  |
| Administrator                 | Northern Trust Investments, Inc.                    |  |
| Transfer Agent                | The Northern Trust Company<br>CIK: 0000838981       | 085-05127         |

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 46 days

- **WAL:** 107 days

- **Total Value of Portfolio Securities:** $4018621586.27

- **Amortized Cost of Portfolio Securities:** $4018799362.83

- **Cash:** $36637317.15

- **Total Other Assets:** $8517915.03

- **Total Liabilities:** $17280732.51

- **Net Assets of Series:** $4046673862.50

- **Number of Shares Outstanding (Series):** 4046731832.5500

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-04-01 | $2324660216.35            | $2924301174.69             | 51.7300%                  | 65.0800%                   |
| 2026-04-02 | $2380362621.39            | $2965015598.32             | 52.6100%                  | 65.5300%                   |
| 2026-04-03 | $0.00                     | $0.00                      | 0.0000%                   | 0.0000%                    |
| 2026-04-06 | $2362479473.02            | $2947180610.75             | 52.4100%                  | 65.3800%                   |
| 2026-04-07 | $2393617328.31            | $2973330506.25             | 52.7900%                  | 65.5700%                   |
| 2026-04-08 | $2456898582.10            | $3022623800.24             | 54.1500%                  | 66.6200%                   |
| 2026-04-09 | $2600771597.35            | $3156506805.68             | 55.3000%                  | 67.1200%                   |
| 2026-04-10 | $2651783982.18            | $3187533278.02             | 56.0200%                  | 67.3300%                   |
| 2026-04-13 | $2234053734.93            | $2769826843.27             | 51.7500%                  | 64.1600%                   |
| 2026-04-14 | $2037992687.74            | $2567773733.58             | 49.5200%                  | 62.4000%                   |
| 2026-04-15 | $1991664741.51            | $2521453724.84             | 48.9500%                  | 61.9700%                   |
| 2026-04-16 | $1943855933.26            | $2473652854.10             | 48.3400%                  | 61.5200%                   |
| 2026-04-17 | $2009657907.15            | $2564462765.49             | 49.1700%                  | 62.7400%                   |
| 2026-04-20 | $1994930679.77            | $2579590183.94             | 48.9800%                  | 63.3300%                   |
| 2026-04-21 | $1957742551.77            | $2562300287.88             | 48.2700%                  | 63.1800%                   |
| 2026-04-22 | $2370850086.75            | $2975420688.14             | 53.0500%                  | 66.5800%                   |
| 2026-04-23 | $2083589189.49            | $2663172656.16             | 50.1300%                  | 64.0800%                   |
| 2026-04-24 | $2059141414.97            | $2638737746.91             | 49.8400%                  | 63.8700%                   |
| 2026-04-27 | $2033889534.26            | $2648327382.87             | 49.5300%                  | 64.5000%                   |
| 2026-04-28 | $1954245685.98            | $2568699797.79             | 48.1900%                  | 63.3400%                   |
| 2026-04-29 | $2281963949.55            | $2596434324.56             | 55.8800%                  | 63.5800%                   |
| 2026-04-30 | $1960422330.99            | $2574908969.18             | 48.3000%                  | 63.4400%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-04-01 | 3.7100%             |
| 2026-04-02 | 3.7100%             |
| 2026-04-03 | 0.0000%             |
| 2026-04-06 | 3.7100%             |
| 2026-04-07 | 3.7100%             |
| 2026-04-08 | 3.7000%             |
| 2026-04-09 | 3.7000%             |
| 2026-04-10 | 3.6900%             |
| 2026-04-13 | 3.7000%             |
| 2026-04-14 | 3.7000%             |
| 2026-04-15 | 3.7100%             |
| 2026-04-16 | 3.7100%             |
| 2026-04-17 | 3.7200%             |
| 2026-04-20 | 3.7100%             |
| 2026-04-21 | 3.7100%             |
| 2026-04-22 | 3.7100%             |
| 2026-04-23 | 3.7000%             |
| 2026-04-24 | 3.7000%             |
| 2026-04-27 | 3.7100%             |
| 2026-04-28 | 3.7100%             |
| 2026-04-29 | 3.7100%             |
| 2026-04-30 | 3.7100%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-04-01 | 0.9999                      |
|  |  |
| 2026-04-02 | 1.0000                      |
|  |  |
| 2026-04-03 | 0.0000                      |
|  |  |
| 2026-04-06 | 0.9999                      |
|  |  |
| 2026-04-07 | 0.9999                      |
|  |  |
| 2026-04-08 | 0.9999                      |
|  |  |
| 2026-04-09 | 0.9999                      |
|  |  |
| 2026-04-10 | 1.0000                      |
|  |  |
| 2026-04-13 | 0.9999                      |
|  |  |
| 2026-04-14 | 0.9999                      |
|  |  |
| 2026-04-15 | 0.9999                      |
|  |  |
| 2026-04-16 | 0.9999                      |
|  |  |
| 2026-04-17 | 1.0000                      |
|  |  |
| 2026-04-20 | 0.9999                      |
|  |  |
| 2026-04-21 | 0.9999                      |
|  |  |
| 2026-04-22 | 0.9999                      |
|  |  |
| 2026-04-23 | 0.9999                      |
|  |  |
| 2026-04-24 | 1.0000                      |
|  |  |
| 2026-04-27 | 0.9999                      |
|  |  |
| 2026-04-28 | 0.9999                      |
|  |  |
| 2026-04-29 | 0.9999                      |
|  |  |
| 2026-04-30 | 0.9999                      |
|  |  |

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

### Class: Fund Level

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $4046673862.50

- **Number of Shares Outstanding:** 4046731832.5500

- **Expense Reimbursement/Waiver:** 35158.05

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9999          |
|  |  |
| 2026-04-02 | 1.0000          |
|  |  |
| 2026-04-03 | 0.0000          |
|  |  |
| 2026-04-06 | 0.9999          |
|  |  |
| 2026-04-07 | 0.9999          |
|  |  |
| 2026-04-08 | 0.9999          |
|  |  |
| 2026-04-09 | 0.9999          |
|  |  |
| 2026-04-10 | 1.0000          |
|  |  |
| 2026-04-13 | 0.9999          |
|  |  |
| 2026-04-14 | 0.9999          |
|  |  |
| 2026-04-15 | 0.9999          |
|  |  |
| 2026-04-16 | 0.9999          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 0.9999          |
|  |  |
| 2026-04-21 | 0.9999          |
|  |  |
| 2026-04-22 | 0.9999          |
|  |  |
| 2026-04-23 | 0.9999          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 0.9999          |
|  |  |
| 2026-04-28 | 0.9999          |
|  |  |
| 2026-04-29 | 0.9999          |
|  |  |
| 2026-04-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $118443550.18             | $108175586.72           |
| 2026-04-02 | $74748279.79              | $44245855.90            |
| 2026-04-03 | $0.00                     | $0.00                   |
| 2026-04-06 | $91871482.02              | $110729549.06           |
| 2026-04-07 | $93098274.91              | $66746812.52            |
| 2026-04-08 | $82424861.31              | $80280211.46            |
| 2026-04-09 | $224386445.76             | $59348569.86            |
| 2026-04-10 | $107592031.39             | $76390304.27            |
| 2026-04-13 | $26510281.06              | $444971907.78           |
| 2026-04-14 | $50753803.43              | $253025268.35           |
| 2026-04-15 | $121119912.01             | $167895940.43           |
| 2026-04-16 | $115109482.59             | $163090322.84           |
| 2026-04-17 | $113662041.75             | $48032444.53            |
| 2026-04-20 | $45406895.41              | $60953929.93            |
| 2026-04-21 | $17810041.93              | $35655767.51            |
| 2026-04-22 | $446461329.46             | $33515941.82            |
| 2026-04-23 | $67249805.46              | $380591587.58           |
| 2026-04-24 | $29833060.61              | $54805511.77            |
| 2026-04-27 | $20269089.30              | $46909710.79            |
| 2026-04-28 | $53885177.77              | $103571949.50           |
| 2026-04-29 | $60449407.06              | $33004237.44            |
| 2026-04-30 | $61623222.99              | $86438072.88            |

**Total Gross Subscriptions (Month):** $2022708476.19

**Total Gross Redemptions (Month):** $2458379482.94

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.3600%           |
| 2026-04-02 | 3.3600%           |
| 2026-04-03 | 0.0000%           |
| 2026-04-06 | 3.3600%           |
| 2026-04-07 | 3.3600%           |
| 2026-04-08 | 3.3500%           |
| 2026-04-09 | 3.3500%           |
| 2026-04-10 | 3.3300%           |
| 2026-04-13 | 3.3500%           |
| 2026-04-14 | 3.3400%           |
| 2026-04-15 | 3.3500%           |
| 2026-04-16 | 3.3600%           |
| 2026-04-17 | 3.3700%           |
| 2026-04-20 | 3.3600%           |
| 2026-04-21 | 3.3600%           |
| 2026-04-22 | 3.3600%           |
| 2026-04-23 | 3.3500%           |
| 2026-04-24 | 3.3600%           |
| 2026-04-27 | 3.3600%           |
| 2026-04-28 | 3.3600%           |
| 2026-04-29 | 3.3600%           |
| 2026-04-30 | 3.3600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 15.9700%         | 0.0000%              |
| Depository institution or other banking institution |  | 82.1100%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.735000%
- **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):** $4999839.60
- **C.18.a - Value (excl. sponsor support):** $4999839.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 2: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.730000%
- **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):** $10001905.30
- **C.18.a - Value (excl. sponsor support):** $10001905.30
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-07
- **C.13 - Final Legal Maturity Date:** 2027-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.759998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B87J5, C.4 - ISIN: US3130B87J50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $34996651.90
- **C.18.a - Value (excl. sponsor support):** $34996651.90
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-20
- **C.13 - Final Legal Maturity Date:** 2027-10-20
- **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 4: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8E24, C.4 - ISIN: US3130B8E240, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $43082119.09
- **C.18.a - Value (excl. sponsor support):** $43082119.09
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-11-23
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8F49, C.4 - ISIN: US3130B8F494, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49939523.00
- **C.18.a - Value (excl. sponsor support):** $49939523.00
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **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 6: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8UW0, C.4 - ISIN: US3130B8UW05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24961171.00
- **C.18.a - Value (excl. sponsor support):** $24961171.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **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 7: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8WC2, C.4 - ISIN: US3130B8WC23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19973890.60
- **C.18.a - Value (excl. sponsor support):** $19973890.60
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2027-01-11
- **C.12 - Maturity Date (WAL):** 2027-01-11
- **C.13 - Final Legal Maturity Date:** 2027-01-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.610000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8YT3, C.4 - ISIN: US3130B8YT30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $79971321.60
- **C.18.a - Value (excl. sponsor support):** $79971321.60
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **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 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZW5, C.4 - ISIN: US3130B8ZW59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $14998608.45
- **C.18.a - Value (excl. sponsor support):** $14998608.45
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **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 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.634999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B92N9, C.4 - ISIN: US3130B92N99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $44999923.05
- **C.18.a - Value (excl. sponsor support):** $44999923.05
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **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 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.634999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B97C8, C.4 - ISIN: US3130B97C89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9999921.30
- **C.18.a - Value (excl. sponsor support):** $9999921.30
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **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 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.634999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B97L8, C.4 - ISIN: US3130B97L88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19999769.60
- **C.18.a - Value (excl. sponsor support):** $19999769.60
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9B33, C.4 - ISIN: US3130B9B335, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19999807.80
- **C.18.a - Value (excl. sponsor support):** $19999807.80
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **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 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9BK5, C.4 - ISIN: US3130B9BK50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24999771.25
- **C.18.a - Value (excl. sponsor support):** $24999771.25
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **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 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9CC2, C.4 - ISIN: US3130B9CC26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9999869.30
- **C.18.a - Value (excl. sponsor support):** $9999869.30
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DJ6, C.4 - ISIN: US3130B9DJ69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4999935.70
- **C.18.a - Value (excl. sponsor support):** $4999935.70
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DP2, C.4 - ISIN: US3130B9DP20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $14999819.55
- **C.18.a - Value (excl. sponsor support):** $14999819.55
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DZ0, C.4 - ISIN: US3130B9DZ02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $34999636.00
- **C.18.a - Value (excl. sponsor support):** $34999636.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-02
- **C.13 - Final Legal Maturity Date:** 2026-09-02
- **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 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9HP8, C.4 - ISIN: US3130B9HP83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9999915.90
- **C.18.a - Value (excl. sponsor support):** $9999915.90
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **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 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9K25, C.4 - ISIN: US3130B9K252, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $20000008.60
- **C.18.a - Value (excl. sponsor support):** $20000008.60
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **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? No, C.23 Categorized at Level 3? No

### Security 21: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9QK9, C.4 - ISIN: US3130B9QK95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19999823.00
- **C.18.a - Value (excl. sponsor support):** $19999823.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **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 22: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9RY8, C.4 - ISIN: US3130B9RY80, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $20000025.20
- **C.18.a - Value (excl. sponsor support):** $20000025.20
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **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 23: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.847000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9WN6, C.4 - ISIN: US3130B9WN60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $20594558.58
- **C.18.a - Value (excl. sponsor support):** $20594558.58
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2027-04-09
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **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 24: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.744997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA3X3, C.4 - ISIN: US3130BA3X38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $14999731.35
- **C.18.a - Value (excl. sponsor support):** $14999731.35
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-30
- **C.13 - Final Legal Maturity Date:** 2028-03-30
- **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 25: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.744997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA7D3, C.4 - ISIN: US3130BA7D38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9999847.60
- **C.18.a - Value (excl. sponsor support):** $9999847.60
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-06
- **C.13 - Final Legal Maturity Date:** 2028-04-06
- **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 26: 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: 313384AQ2, C.4 - ISIN: US313384AQ29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19482888.80
- **C.18.a - Value (excl. sponsor support):** $19482888.80
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A22, C.4 - ISIN: US313385A228, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $64402830.70
- **C.18.a - Value (excl. sponsor support):** $64402830.70
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C61, C.4 - ISIN: US313385C612, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19776311.20
- **C.18.a - Value (excl. sponsor support):** $19776311.20
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 BANK DISCOUNT NOTES

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: 0
- **C.18 - Value (incl. sponsor support):** $9887156.90
- **C.18.a - Value (excl. sponsor support):** $9887156.90
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D52, C.4 - ISIN: US313385D529, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19762330.60
- **C.18.a - Value (excl. sponsor support):** $19762330.60
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **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 31: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385E36, C.4 - ISIN: US313385E360, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9875347.20
- **C.18.a - Value (excl. sponsor support):** $9875347.20
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-02
- **C.13 - Final Legal Maturity Date:** 2026-09-02
- **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 32: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385E44, C.4 - ISIN: US313385E444, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $31449804.75
- **C.18.a - Value (excl. sponsor support):** $31449804.75
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **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 33: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F92, C.4 - ISIN: US313385F920, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $147920791.50
- **C.18.a - Value (excl. sponsor support):** $147920791.50
- **C.19 - Percentage of Net Assets:** 3.6600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-09-16
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **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 34: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385J80, C.4 - ISIN: US313385J807, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $21295325.03
- **C.18.a - Value (excl. sponsor support):** $21295325.03
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **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 35: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WJ1, C.4 - ISIN: US313385WJ13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9996011.10
- **C.18.a - Value (excl. sponsor support):** $9996011.10
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 36: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WM4, C.4 - ISIN: US313385WM42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19986038.80
- **C.18.a - Value (excl. sponsor support):** $19986038.80
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **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 37: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WN2, C.4 - ISIN: US313385WN25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19984044.40
- **C.18.a - Value (excl. sponsor support):** $19984044.40
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-05-08
- **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? Yes, C.23 Categorized at Level 3? No

### Security 38: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XC5, C.4 - ISIN: US313385XC50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $29934183.30
- **C.18.a - Value (excl. sponsor support):** $29934183.30
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 39: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YE0, C.4 - ISIN: US313385YE08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19904000.00
- **C.18.a - Value (excl. sponsor support):** $19904000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-06-17
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 40: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YF7, C.4 - ISIN: US313385YF72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $29853000.00
- **C.18.a - Value (excl. sponsor support):** $29853000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **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? 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: 313385YN0, C.4 - ISIN: US313385YN07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $34804000.00
- **C.18.a - Value (excl. sponsor support):** $34804000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **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? 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: 313385ZD1, C.4 - ISIN: US313385ZD16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $30601481.89
- **C.18.a - Value (excl. sponsor support):** $30601481.89
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **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 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: 313385ZG4, C.4 - ISIN: US313385ZG47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9926102.80
- **C.18.a - Value (excl. sponsor support):** $9926102.80
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **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 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: 313385ZK5, C.4 - ISIN: US313385ZK58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74423301.75
- **C.18.a - Value (excl. sponsor support):** $74423301.75
- **C.19 - Percentage of Net Assets:** 1.8400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **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 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: 313385ZT6, C.4 - ISIN: US313385ZT67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19830236.20
- **C.18.a - Value (excl. sponsor support):** $19830236.20
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **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? 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: 313385ZY5, C.4 - ISIN: US313385ZY52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19820250.00
- **C.18.a - Value (excl. sponsor support):** $19820250.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-29
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.759998%
- **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):** $5002543.65
- **C.18.a - Value (excl. sponsor support):** $5002543.65
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 48: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.780000%
- **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):** $5000379.90
- **C.18.a - Value (excl. sponsor support):** $5000379.90
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 49: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.780000%
- **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):** $10001007.40
- **C.18.a - Value (excl. sponsor support):** $10001007.40
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 50: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4400345.58
- **C.18.a - Value (excl. sponsor support):** $4400345.58
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 51: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25001481.25
- **C.18.a - Value (excl. sponsor support):** $25001481.25
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **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 52: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERK75, C.4 - ISIN: US3133ERK758, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10000942.30
- **C.18.a - Value (excl. sponsor support):** $10000942.30
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-16
- **C.13 - Final Legal Maturity Date:** 2026-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.749998%
- **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):** $12002392.80
- **C.18.a - Value (excl. sponsor support):** $12002392.80
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 54: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.780000%
- **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):** $20002063.00
- **C.18.a - Value (excl. sponsor support):** $20002063.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 55: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.780000%
- **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):** $5000936.20
- **C.18.a - Value (excl. sponsor support):** $5000936.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 56: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.769999%
- **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):** $5001897.85
- **C.18.a - Value (excl. sponsor support):** $5001897.85
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 57: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.784997%
- **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):** $10000486.00
- **C.18.a - Value (excl. sponsor support):** $10000486.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 58: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.769999%
- **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):** $7002800.00
- **C.18.a - Value (excl. sponsor support):** $7002800.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 59: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV99, C.4 - ISIN: US3133ERV995, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40001849.20
- **C.18.a - Value (excl. sponsor support):** $40001849.20
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.769999%
- **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):** $20006310.00
- **C.18.a - Value (excl. sponsor support):** $20006310.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 61: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15004802.70
- **C.18.a - Value (excl. sponsor support):** $15004802.70
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.730000%
- **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):** $5001264.40
- **C.18.a - Value (excl. sponsor support):** $5001264.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 63: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.775000%
- **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):** $25003457.00
- **C.18.a - Value (excl. sponsor support):** $25003457.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 64: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.759998%
- **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):** $4999885.65
- **C.18.a - Value (excl. sponsor support):** $4999885.65
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 65: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.730000%
- **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):** $4999240.55
- **C.18.a - Value (excl. sponsor support):** $4999240.55
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 66: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.739997%
- **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):** $14998451.55
- **C.18.a - Value (excl. sponsor support):** $14998451.55
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 67: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.730000%
- **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):** $5002179.90
- **C.18.a - Value (excl. sponsor support):** $5002179.90
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **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 68: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.749998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPS0, C.4 - ISIN: US3133ETPS06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24997593.25
- **C.18.a - Value (excl. sponsor support):** $24997593.25
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-15
- **C.13 - Final Legal Maturity Date:** 2027-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.764999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSD0, C.4 - ISIN: US3133ETSD00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14998698.75
- **C.18.a - Value (excl. sponsor support):** $14998698.75
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-08-04
- **C.13 - Final Legal Maturity Date:** 2027-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.744997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT56, C.4 - ISIN: US3133ETT565, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10005205.70
- **C.18.a - Value (excl. sponsor support):** $10005205.70
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-11-12
- **C.13 - Final Legal Maturity Date:** 2027-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 3.784997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETZJ9, C.4 - ISIN: US3133ETZJ96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4999771.95
- **C.18.a - Value (excl. sponsor support):** $4999771.95
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **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 72: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.590000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAL4, C.4 - ISIN: US3133EWAL47, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14977162.20
- **C.18.a - Value (excl. sponsor support):** $14977162.20
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2027-01-20
- **C.12 - Maturity Date (WAL):** 2027-01-20
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **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 73: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.634999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBM1, C.4 - ISIN: US3133EWBM11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14999979.75
- **C.18.a - Value (excl. sponsor support):** $14999979.75
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.744997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHH6, C.4 - ISIN: US3133EWHH61, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999921.80
- **C.18.a - Value (excl. sponsor support):** $9999921.80
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **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 75: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.709998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJG6, C.4 - ISIN: US3133EWJG60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44999333.55
- **C.18.a - Value (excl. sponsor support):** $44999333.55
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-21
- **C.13 - Final Legal Maturity Date:** 2028-03-21
- **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 76: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SP3, C.4 - ISIN: US912797SP38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $19988007.80
- **C.18.a - Value (excl. sponsor support):** $19988007.80
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TN7, C.4 - ISIN: US912797TN70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4565171.10
- **C.18.a - Value (excl. sponsor support):** $4565171.10
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UG0, C.4 - ISIN: US912797UG01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $73959237.75
- **C.18.a - Value (excl. sponsor support):** $73959237.75
- **C.19 - Percentage of Net Assets:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-09-17
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UH8, C.4 - ISIN: US912797UH83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $29561209.20
- **C.18.a - Value (excl. sponsor support):** $29561209.20
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-09-24
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UK1, C.4 - ISIN: US912797UK13, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $11618095.58
- **C.18.a - Value (excl. sponsor support):** $11618095.58
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UL9, C.4 - ISIN: US912797UL95, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14149655.71
- **C.18.a - Value (excl. sponsor support):** $14149655.71
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-10-22
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UT2, C.4 - ISIN: US912797UT22, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $19736329.45
- **C.18.a - Value (excl. sponsor support):** $19736329.45
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-11
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9970117.20
- **C.18.a - Value (excl. sponsor support):** $9970117.20
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y95, C.4 - ISIN: US912828Y958, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $17919035.10
- **C.18.a - Value (excl. sponsor support):** $17919035.10
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YU8, C.4 - ISIN: US912828YU85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4940156.25
- **C.18.a - Value (excl. sponsor support):** $4940156.25
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 86: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZS2, C.4 - ISIN: US912828ZS21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9652734.40
- **C.18.a - Value (excl. sponsor support):** $9652734.40
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **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 87: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9952500.00
- **C.18.a - Value (excl. sponsor support):** $9952500.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $74431171.50
- **C.18.a - Value (excl. sponsor support):** $74431171.50
- **C.19 - Percentage of Net Assets:** 1.8400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9300902.81
- **C.18.a - Value (excl. sponsor support):** $9300902.81
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 90: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4, C.4 - ISIN: US91282CDK45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14788623.00
- **C.18.a - Value (excl. sponsor support):** $14788623.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CET4, C.4 - ISIN: US91282CET45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4938085.95
- **C.18.a - Value (excl. sponsor support):** $4938085.95
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **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 92: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJT9, C.4 - ISIN: US91282CJT99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $65121875.00
- **C.18.a - Value (excl. sponsor support):** $65121875.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.804876%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $55022421.30
- **C.18.a - Value (excl. sponsor support):** $55022421.30
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $45073019.70
- **C.18.a - Value (excl. sponsor support):** $45073019.70
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $25075195.25
- **C.18.a - Value (excl. sponsor support):** $25075195.25
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNE7, C.4 - ISIN: US91282CNE74, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $10007421.90
- **C.18.a - Value (excl. sponsor support):** $10007421.90
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **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 97: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.721882%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $75005405.25
- **C.18.a - Value (excl. sponsor support):** $75005405.25
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **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 98: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY JP MORGAN SECURITIES 3.640000%
- **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):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 3.7100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **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          | 2037-12-28      | 2.7000%  | 0.0000% | $8188000.00        | $6837782.42        | Agency Debentures and Agency Strips |
| FMAC          | 2033-10-25      | 1.5400%  | 0.0000% | $20000000.00       | $16310757.78       | Agency Debentures and Agency Strips |
| FNMA          | 2062-03-01      | 5.0000%  | 0.0000% | $16704896.00       | $11595177.67       | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-01-01      | 4.4200%  | 0.0000% | $10276699.00       | $10230665.10       | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $50326080.00       | $28627603.40       | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $1682080.00        | $1200596.61        | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-01-01      | 6.5000%  | 0.0000% | $21130000.00       | $16191911.66       | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-02-01      | 4.5000%  | 0.0000% | $3044056.00        | $2925438.49        | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $11000000.00       | $9302909.25        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $49967120.00       | $45942533.22       | Agency Mortgage-Backed Securities   |
| GNMA          | 2046-03-20      | 5.5000%  | 0.0000% | $74917.00          | $5482.02           | Agency Mortgage-Backed Securities   |
| GNMA          | 2045-12-20      | 4.5000%  | 0.0000% | $190894.00         | $13652.91          | Agency Mortgage-Backed Securities   |
| GNMA          | 2052-05-20      | 5.0000%  | 0.0000% | $184350.00         | $114868.83         | Agency Mortgage-Backed Securities   |
| GNMA          | 2048-03-15      | 3.0000%  | 0.0000% | $25000.00          | $15513.87          | Agency Mortgage-Backed Securities   |
| GNMA          | 2062-09-20      | 5.5000%  | 0.0000% | $665000.00         | $204213.31         | Agency Mortgage-Backed Securities   |
| GNMA          | 2063-08-15      | 2.6500%  | 0.0000% | $75050.00          | $63180.15          | Agency Mortgage-Backed Securities   |
| GNMA          | 2049-04-20      | 4.0000%  | 0.0000% | $509088.00         | $324884.97         | Agency Mortgage-Backed Securities   |
| GNMA          | 2060-07-15      | 5.8500%  | 0.0000% | $1578130.00        | $1658635.52        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $631286.00         | $668871.20         | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $2180088.00        | $2028665.44        | Agency Mortgage-Backed Securities   |
| GNMA          | 2036-12-15      | 6.0000%  | 0.0000% | $2214955.00        | $9709.70           | Agency Mortgage-Backed Securities   |

### Security 99: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BAN 3.650000%
- **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: BNTBZU488
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 3.7100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2031-08-15      | 0.0000%  | 0.0000% | $67.89             | $54.64             | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 4.5000%  | 0.0000% | $3802700.00        | $3642313.12        | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 4.1250%  | 0.0000% | $156964300.00      | $142565387.21      | U.S. Treasuries (including strips) |
| USTR          | 2029-02-28      | 1.8750%  | 0.0000% | $7159400.00        | $6791958.23        | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $102.64            | U.S. Treasuries (including strips) |
| USTR          | 2034-07-15      | 1.8750%  | 0.0000% | $200.00            | $211.74            | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 0.0000%  | 0.0000% | $23.15             | $16.75             | U.S. Treasuries (including strips) |

### Security 100: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY ROYAL BANK OF CANADA 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BNTBZU6N3
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 3.7100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2056-03-01      | 6.0000%  | 0.0000% | $2526556.00        | $2679691.40        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 6.0000%  | 0.0000% | $2588184.00        | $2752102.32        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $1441965.00        | $1440739.00        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-04-01      | 5.5000%  | 0.0000% | $2532983.00        | $2603517.85        | Agency Mortgage-Backed Securities  |
| GNMA          | 2027-05-15      | 2.5000%  | 0.0000% | $1457000.00        | $10017.75          | Agency Mortgage-Backed Securities  |
| GNMA          | 2042-05-15      | 4.5000%  | 0.0000% | $1033579.00        | $268609.21         | Agency Mortgage-Backed Securities  |
| GNMA          | 2027-07-15      | 2.5000%  | 0.0000% | $750000.00         | $4129.16           | Agency Mortgage-Backed Securities  |
| GNMA          | 2028-08-20      | 2.0000%  | 0.0000% | $1925000.00        | $65832.15          | Agency Mortgage-Backed Securities  |
| GNMA          | 2028-12-20      | 4.0000%  | 0.0000% | $1025000.00        | $26747.37          | Agency Mortgage-Backed Securities  |
| GNMA          | 2029-08-20      | 2.5000%  | 0.0000% | $2260000.00        | $106998.68         | Agency Mortgage-Backed Securities  |
| GNMA          | 2031-04-20      | 3.5000%  | 0.0000% | $1003784.00        | $85753.24          | Agency Mortgage-Backed Securities  |
| GNMA          | 2030-11-20      | 3.5000%  | 0.0000% | $1505000.00        | $93620.18          | Agency Mortgage-Backed Securities  |
| GNMA          | 2031-11-20      | 3.0000%  | 0.0000% | $1200796.00        | $118705.44         | Agency Mortgage-Backed Securities  |
| GNMA          | 2032-12-20      | 3.5000%  | 0.0000% | $1200000.00        | $132908.19         | Agency Mortgage-Backed Securities  |
| GNMA          | 2033-03-20      | 2.0000%  | 0.0000% | $367696.00         | $47592.28          | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-05-20      | 3.5000%  | 0.0000% | $822182.00         | $171877.59         | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-06-20      | 5.0000%  | 0.0000% | $15000000.00       | $1076233.35        | Agency Mortgage-Backed Securities  |
| GNMA          | 2033-06-20      | 4.0000%  | 0.0000% | $1000000.00        | $75553.41          | Agency Mortgage-Backed Securities  |
| GNMA          | 2034-03-20      | 4.5000%  | 0.0000% | $509974.00         | $66891.49          | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-03-20      | 5.0000%  | 0.0000% | $1621998.00        | $103852.29         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-09-20      | 5.0000%  | 0.0000% | $1042529.00        | $122294.04         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-01-20      | 2.5000%  | 0.0000% | $216328.00         | $158719.00         | Agency Mortgage-Backed Securities  |
| GNMA          | 2038-03-20      | 6.5000%  | 0.0000% | $3087557.00        | $486257.55         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-01-20      | 3.5000%  | 0.0000% | $500740.00         | $246471.13         | Agency Mortgage-Backed Securities  |
| GNMA          | 2035-03-20      | 2.5000%  | 0.0000% | $2000000.00        | $314781.13         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-04-20      | 3.5000%  | 0.0000% | $185260.00         | $93047.29          | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-06-20      | 5.0000%  | 0.0000% | $2212820.00        | $336014.47         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-05-20      | 6.0000%  | 0.0000% | $1888947.00        | $285413.82         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-09-20      | 5.0000%  | 0.0000% | $1108209.00        | $239774.09         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-09-20      | 5.5000%  | 0.0000% | $733117.00         | $255553.35         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-09-20      | 6.0000%  | 0.0000% | $823809.00         | $133017.84         | Agency Mortgage-Backed Securities  |
| GNMA          | 2037-10-20      | 6.5000%  | 0.0000% | $417185.00         | $115843.79         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-08-20      | 3.0000%  | 0.0000% | $264449.00         | $214045.14         | Agency Mortgage-Backed Securities  |
| GNMA          | 2036-06-20      | 2.5000%  | 0.0000% | $1000000.00        | $386968.48         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-03-20      | 2.5000%  | 0.0000% | $221346.00         | $163028.34         | Agency Mortgage-Backed Securities  |
| GNMA          | 2036-05-20      | 3.0000%  | 0.0000% | $347198.00         | $103671.52         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-05-20      | 3.0000%  | 0.0000% | $237345.00         | $109915.94         | Agency Mortgage-Backed Securities  |
| GNMA          | 2038-08-20      | 7.0000%  | 0.0000% | $84789.00          | $73163.45          | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-04-20      | 3.5000%  | 0.0000% | $88868.00          | $69021.63          | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-08-20      | 3.0000%  | 0.0000% | $213780.00         | $121874.26         | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-07-20      | 7.0000%  | 0.0000% | $62513.00          | $54719.74          | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-10-20      | 2.5000%  | 0.0000% | $445304.00         | $229371.78         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-10-20      | 3.0000%  | 0.0000% | $130158.00         | $104479.17         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-12-20      | 2.5000%  | 0.0000% | $551547.00         | $92845.71          | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-01-20      | 2.5000%  | 0.0000% | $632123.00         | $474699.03         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-08-20      | 3.0000%  | 0.0000% | $118034.00         | $95153.04          | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 6.0000%  | 0.0000% | $87330.00          | $85670.24          | Agency Mortgage-Backed Securities  |
| GNMA          | 2037-10-20      | 3.5000%  | 0.0000% | $635000.00         | $372856.02         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-05-20      | 4.0000%  | 0.0000% | $60241.00          | $52057.92          | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-10-20      | 3.5000%  | 0.0000% | $110557.00         | $79350.70          | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-09-20      | 5.0000%  | 0.0000% | $70343.00          | $66577.02          | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-06-20      | 5.0000%  | 0.0000% | $76997.00          | $73349.34          | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-10-20      | 5.0000%  | 0.0000% | $65414.00          | $62201.72          | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-08-20      | 3.0000%  | 0.0000% | $370372.00         | $303525.67         | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-10-15      | 4.0000%  | 0.0000% | $8159150.00        | $1147378.02        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-04-20      | 5.0000%  | 0.0000% | $1296625.00        | $1166617.28        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-07-20      | 4.5000%  | 0.0000% | $1118654.00        | $657544.37         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-07-20      | 4.5000%  | 0.0000% | $1811398.00        | $845955.16         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-20      | 7.5000%  | 0.0000% | $1532931.00        | $684513.53         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-12-20      | 7.5000%  | 0.0000% | $1182272.00        | $729583.07         | Agency Mortgage-Backed Securities  |
| GNMA          | 2033-11-20      | 3.5000%  | 0.0000% | $1000000.00        | $18767.33          | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-06-20      | 6.0000%  | 0.0000% | $1094008.00        | $399482.26         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-06-20      | 4.5000%  | 0.0000% | $600000.00         | $439742.67         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-04-20      | 4.0000%  | 0.0000% | $4620313.00        | $867854.38         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-04-20      | 4.0000%  | 0.0000% | $1107108.00        | $281935.20         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-04-20      | 4.0000%  | 0.0000% | $10927060.00       | $627693.11         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-04-20      | 4.0000%  | 0.0000% | $1112549.00        | $189384.31         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-04-20      | 4.0000%  | 0.0000% | $1044528.00        | $428743.12         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-04-20      | 4.0000%  | 0.0000% | $1299716.00        | $126855.04         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-04-20      | 4.0000%  | 0.0000% | $2664319.00        | $507443.92         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-04-20      | 4.0000%  | 0.0000% | $1109550.00        | $452280.58         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-04-20      | 4.0000%  | 0.0000% | $2231288.00        | $469881.81         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-05-20      | 4.0000%  | 0.0000% | $1576419.00        | $701796.98         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-05-20      | 4.0000%  | 0.0000% | $2118072.00        | $894726.14         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-05-20      | 4.0000%  | 0.0000% | $1304938.00        | $488325.57         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-05-20      | 4.0000%  | 0.0000% | $2245289.00        | $952027.71         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-05-20      | 4.0000%  | 0.0000% | $2116218.00        | $664919.46         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-04-20      | 4.0000%  | 0.0000% | $2104531.00        | $1057080.41        | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-04-20      | 4.0000%  | 0.0000% | $2131633.00        | $714472.55         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-04-20      | 4.0000%  | 0.0000% | $1283345.00        | $676839.98         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-05-20      | 3.0000%  | 0.0000% | $1108844.00        | $859408.58         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-05-20      | 3.0000%  | 0.0000% | $1669077.00        | $1155618.17        | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-05-20      | 5.0000%  | 0.0000% | $813982.00         | $461493.32         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-05-20      | 3.5000%  | 0.0000% | $2641770.00        | $1186737.47        | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-08-20      | 2.0000%  | 0.0000% | $1033106.00        | $312496.74         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-12-20      | 4.0000%  | 0.0000% | $1396540.00        | $637419.91         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-05-20      | 2.5000%  | 0.0000% | $1670725.00        | $591387.48         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-08-20      | 4.0000%  | 0.0000% | $1097365.00        | $569588.38         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-08-20      | 4.0000%  | 0.0000% | $1028306.00        | $418509.19         | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-08-20      | 5.0000%  | 0.0000% | $1646711.00        | $821952.37         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-06-20      | 6.0000%  | 0.0000% | $1716347.00        | $1192829.03        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-06-15      | 5.5000%  | 0.0000% | $1519206.00        | $1513526.65        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-01-20      | 4.0000%  | 0.0000% | $1482893.00        | $797569.31         | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-07-20      | 5.5000%  | 0.0000% | $1138430.00        | $601433.45         | Agency Mortgage-Backed Securities  |
| GNMA          | 2036-04-20      | 5.5000%  | 0.0000% | $1412965.00        | $106941.60         | Agency Mortgage-Backed Securities  |
| GNMA          | 2035-08-20      | 5.5000%  | 0.0000% | $2760925.00        | $174485.30         | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-10-15      | 4.5000%  | 0.0000% | $1444208.00        | $374096.94         | Agency Mortgage-Backed Securities  |
| GNMA          | 2062-09-20      | 4.5000%  | 0.0000% | $695780.00         | $495669.28         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-12-20      | 7.5000%  | 0.0000% | $1813857.00        | $1209696.04        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-20      | 7.5000%  | 0.0000% | $1988324.00        | $1522366.96        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-01-20      | 7.5000%  | 0.0000% | $818436.00         | $618526.29         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-04-20      | 7.5000%  | 0.0000% | $1051771.00        | $872052.56         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-09-20      | 7.5000%  | 0.0000% | $1502353.00        | $1542425.74        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-09-20      | 7.5000%  | 0.0000% | $1314152.00        | $1360723.56        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-05-20      | 6.0000%  | 0.0000% | $1427328.00        | $920872.30         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-05-20      | 6.0000%  | 0.0000% | $1049867.00        | $959038.80         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-11-20      | 7.0000%  | 0.0000% | $1136741.00        | $792021.81         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.0000%  | 0.0000% | $1411464.00        | $951443.79         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-11-20      | 6.5000%  | 0.0000% | $2159119.00        | $1018969.64        | Agency Mortgage-Backed Securities  |
| GNMA          | 2063-06-20      | 2.0000%  | 0.0000% | $104592.00         | $77895.45          | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-01-20      | 7.5000%  | 0.0000% | $288698.00         | $275636.57         | Agency Mortgage-Backed Securities  |
| GNMA          | 2063-08-20      | 2.0000%  | 0.0000% | $371491.00         | $219003.98         | Agency Mortgage-Backed Securities  |
| GNMA          | 2063-05-20      | 1.5000%  | 0.0000% | $144797.00         | $95016.31          | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-11-20      | 7.5000%  | 0.0000% | $1438120.00        | $898626.64         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-10-20      | 7.5000%  | 0.0000% | $1430184.00        | $1504452.92        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-10-20      | 7.5000%  | 0.0000% | $1266090.00        | $1110492.66        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-12-20      | 8.0000%  | 0.0000% | $1489746.00        | $1141704.34        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-12-20      | 8.0000%  | 0.0000% | $1343470.00        | $1383692.24        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-12-20      | 8.0000%  | 0.0000% | $1692827.00        | $1314856.96        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-01-20      | 8.0000%  | 0.0000% | $1117412.00        | $1137127.87        | Agency Mortgage-Backed Securities  |
| GNMA          | 2063-06-20      | 2.0000%  | 0.0000% | $153612.00         | $115272.73         | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-03-20      | 6.0000%  | 0.0000% | $1701643.00        | $1485450.53        | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-06-20      | 3.5000%  | 0.0000% | $919015.00         | $311113.38         | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-05-20      | 6.5000%  | 0.0000% | $1845331.00        | $1648790.87        | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-05-20      | 3.5000%  | 0.0000% | $1117177.00        | $985825.94         | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-06-20      | 2.5000%  | 0.0000% | $815327.00         | $658666.70         | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-06-20      | 3.5000%  | 0.0000% | $858467.00         | $415889.43         | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-05-20      | 3.5000%  | 0.0000% | $1367409.00        | $877214.07         | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 3.5000%  | 0.0000% | $871119.00         | $650894.29         | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 4.0000%  | 0.0000% | $840904.00         | $772217.42         | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 3.0000%  | 0.0000% | $169215.00         | $146775.19         | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-01-20      | 3.0000%  | 0.0000% | $205028.00         | $177794.69         | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-07-20      | 3.5000%  | 0.0000% | $621621.00         | $549060.78         | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-02-20      | 3.5000%  | 0.0000% | $119952.00         | $106129.84         | Agency Mortgage-Backed Securities  |
| GNMA          | 2063-08-20      | 4.0000%  | 0.0000% | $300788.00         | $278133.15         | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 4.0000%  | 0.0000% | $384684.00         | $330440.64         | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 3.0000%  | 0.0000% | $877777.00         | $761364.79         | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 2.5000%  | 0.0000% | $624596.00         | $504597.05         | Agency Mortgage-Backed Securities  |
| GNMA          | 2063-10-20      | 4.5000%  | 0.0000% | $40486.00          | $36677.30          | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-10-20      | 4.0000%  | 0.0000% | $147103.00         | $136488.54         | Agency Mortgage-Backed Securities  |
| GNMA          | 2063-12-20      | 7.5000%  | 0.0000% | $413245.00         | $313632.72         | Agency Mortgage-Backed Securities  |
| GNMA          | 2062-04-20      | 4.0000%  | 0.0000% | $66574.00          | $60203.40          | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-03-20      | 3.0000%  | 0.0000% | $108616.00         | $92647.25          | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-11-20      | 4.0000%  | 0.0000% | $900835.00         | $833536.48         | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-10-20      | 6.5000%  | 0.0000% | $9169559.00        | $5041141.84        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-11-20      | 5.5000%  | 0.0000% | $1037298.00        | $1041901.42        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-02-20      | 6.5000%  | 0.0000% | $1237103.00        | $1321936.23        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $1074747.00        | $1112621.66        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-02-20      | 6.5000%  | 0.0000% | $1067980.00        | $1118276.30        | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-04-20      | 6.5000%  | 0.0000% | $721928.00         | $544788.45         | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-05-20      | 7.0000%  | 0.0000% | $15426660.00       | $12380150.92       | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-03-20      | 7.0000%  | 0.0000% | $2737415.00        | $1828609.77        | Agency Mortgage-Backed Securities  |
| GNMA          | 2027-01-20      | 4.0000%  | 0.0000% | $1086658.00        | $4067.53           | Agency Mortgage-Backed Securities  |
| GNMA          | 2031-02-20      | 7.0000%  | 0.0000% | $1628331.00        | $111781.82         | Agency Mortgage-Backed Securities  |
| GNMA          | 2032-05-15      | 6.5000%  | 0.0000% | $1422657.00        | $163749.79         | Agency Mortgage-Backed Securities  |
| GNMA          | 2031-05-15      | 6.5000%  | 0.0000% | $1231390.00        | $100053.86         | Agency Mortgage-Backed Securities  |
| GNMA          | 2030-01-20      | 4.5000%  | 0.0000% | $500000.00         | $1245.91           | Agency Mortgage-Backed Securities  |
| GNMA          | 2030-08-20      | 2.0000%  | 0.0000% | $420000.00         | $28247.01          | Agency Mortgage-Backed Securities  |
| GNMA          | 2037-03-20      | 2.5000%  | 0.0000% | $300000.00         | $139499.57         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-02-15      | 3.5000%  | 0.0000% | $1256000.00        | $1018096.46        | Agency Mortgage-Backed Securities  |
| GNMA          | 2036-05-15      | 6.0000%  | 0.0000% | $18900000.00       | $692629.22         | Agency Mortgage-Backed Securities  |
| GNMA          | 2038-12-15      | 6.5000%  | 0.0000% | $2337478.00        | $96695.81          | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-01-20      | 7.2500%  | 0.0000% | $1310308.00        | $180922.33         | Agency Mortgage-Backed Securities  |
| USTR          | 2026-07-09      | 0.0000%  | 0.0000% | $1960900.00        | $1947389.40        | U.S. Treasuries (including strips) |
| USTR          | 2026-06-09      | 0.0000%  | 0.0000% | $17737200.00       | $17668166.82       | U.S. Treasuries (including strips) |
| USTR          | 2052-08-15      | 3.0000%  | 0.0000% | $5123700.00        | $3632854.95        | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 4.5000%  | 0.0000% | $25177200.00       | $24115298.59       | U.S. Treasuries (including strips) |

### Security 101: FIXED INCOME CLEARING CORP-JP MORGAN

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTBZUDD7
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 7.4100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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          | 2037-06-01      | 2.5000%  | 0.0000% | $60645120.00       | $39063830.77       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $10000.00          | $7924.46           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $19932096.00       | $16725005.54       | Agency Mortgage-Backed Securities |
| FMAC          | 2040-10-01      | 6.0000%  | 0.0000% | $1032674.00        | $1050153.51        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-10-01      | 6.0000%  | 0.0000% | $1016916.00        | $937749.88         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $20004000.00       | $18848641.44       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $10418096.00       | $10502583.81       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 6.5000%  | 0.0000% | $44513152.00       | $37780315.64       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 6.5000%  | 0.0000% | $107343616.00      | $102512616.91      | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $72550999.00       | $67030658.67       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $1253628.00        | $1260715.84        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 4.5000%  | 0.0000% | $1348468.00        | $1299565.87        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 6.0000%  | 0.0000% | $1025347.00        | $1060097.37        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-04-01      | 4.5000%  | 0.0000% | $8662512.00        | $8362018.13        | Agency Mortgage-Backed Securities |
| GNMA          | 2062-09-20      | 5.0000%  | 0.0000% | $3753072.00        | $2558122.72        | Agency Mortgage-Backed Securities |

### Security 102: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARK 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BNTBZUDF2
- **C.18 - Value (incl. sponsor support):** $224000000.00
- **C.18.a - Value (excl. sponsor support):** $224000000.00
- **C.19 - Percentage of Net Assets:** 5.5400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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          | 2042-01-27      | 2.8400%  | 0.0000% | $10000.00          | $7472.27           | Agency Debentures and Agency Strips |
| FHLB          | 2027-03-15      | 3.3570%  | 0.0000% | $120000.00         | $120039.15         | Agency Debentures and Agency Strips |
| FMAC          | 2028-11-03      | 3.8650%  | 0.0000% | $6082000.00        | $6144774.69        | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-04-15      | 4.5000%  | 0.0000% | $3658905.00        | $125605.11         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-04-15      | 4.6250%  | 0.0000% | $2361476.00        | $158578.00         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-04-15      | 4.2500%  | 0.0000% | $1651462.00        | $64873.01          | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-04-15      | 3.5000%  | 0.0000% | $1755502.00        | $105408.55         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-05-15      | 3.0000%  | 0.0000% | $942489.00         | $75482.74          | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-11-15      | 3.5000%  | 0.0000% | $5000000.00        | $773959.42         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-10-15      | 3.0000%  | 0.0000% | $7336447.00        | $507793.87         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-08-15      | 4.5000%  | 0.0000% | $1000000.00        | $96866.74          | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-05-15      | 4.2500%  | 0.0000% | $638375.00         | $122595.68         | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-07-20      | 4.0000%  | 0.0000% | $2500000.00        | $283177.46         | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-08-20      | 4.0000%  | 0.0000% | $917134.00         | $96195.81          | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-11-15      | 4.0000%  | 0.0000% | $6570000.00        | $406162.42         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-10-15      | 4.5000%  | 0.0000% | $1573564.00        | $81933.29          | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-01-15      | 4.5000%  | 0.0000% | $1716363.00        | $258193.35         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-09-15      | 4.5000%  | 0.0000% | $1803271.00        | $337489.45         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-09-15      | 4.5000%  | 0.0000% | $4663963.00        | $357874.75         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-10-15      | 4.5000%  | 0.0000% | $3611108.00        | $136104.48         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-10-15      | 4.5000%  | 0.0000% | $2272723.00        | $58493.28          | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-11-15      | 4.2500%  | 0.0000% | $3306495.00        | $347511.99         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-11-15      | 4.5000%  | 0.0000% | $2046857.00        | $115077.32         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-01-15      | 3.5000%  | 0.0000% | $9336000.00        | $723372.29         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-04-15      | 3.5000%  | 0.0000% | $250000.00         | $59938.10          | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-01-15      | 3.0000%  | 0.0000% | $2820451.00        | $519297.22         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-02-15      | 3.5000%  | 0.0000% | $2700000.00        | $188207.13         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-05-15      | 3.5000%  | 0.0000% | $1500000.00        | $80364.09          | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-06-15      | 3.5000%  | 0.0000% | $720000.00         | $113320.50         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-06-15      | 4.0000%  | 0.0000% | $5051991.00        | $573368.54         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-06-15      | 3.5000%  | 0.0000% | $1301000.00        | $58830.96          | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-12-15      | 3.0000%  | 0.0000% | $2326410.00        | $460805.44         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-11-15      | 3.0000%  | 0.0000% | $1438335.00        | $93598.34          | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-10-15      | 3.0000%  | 0.0000% | $1252420.00        | $234707.62         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-10-15      | 3.0000%  | 0.0000% | $1044986.00        | $169230.95         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-01-15      | 3.7500%  | 0.0000% | $3636973.00        | $186108.82         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-11-15      | 4.2500%  | 0.0000% | $2549421.00        | $304293.72         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-10-15      | 4.5000%  | 0.0000% | $1454441.00        | $91495.72          | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-12-15      | 3.7500%  | 0.0000% | $3272314.00        | $246316.48         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-12-15      | 4.2500%  | 0.0000% | $1855650.00        | $196654.32         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-01-15      | 3.7500%  | 0.0000% | $5203021.00        | $617665.83         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-03-15      | 3.0000%  | 0.0000% | $2166605.00        | $116788.97         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-01-15      | 3.0000%  | 0.0000% | $755847.00         | $148950.48         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-01-15      | 3.5000%  | 0.0000% | $3795000.00        | $259012.28         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-01-15      | 3.0000%  | 0.0000% | $1090176.00        | $151037.86         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-01-15      | 3.0000%  | 0.0000% | $964775.00         | $188856.57         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-02-15      | 3.5000%  | 0.0000% | $3009698.00        | $142754.50         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-12-20      | 6.5000%  | 0.0000% | $3055000.00        | $103977.65         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-04-15      | 3.2500%  | 0.0000% | $1057231.00        | $124546.92         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-03-15      | 3.0000%  | 0.0000% | $2913279.00        | $461885.75         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-05-15      | 3.5000%  | 0.0000% | $1288244.00        | $117491.75         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-04-15      | 3.0000%  | 0.0000% | $1045171.00        | $210173.31         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-04-15      | 3.0000%  | 0.0000% | $1342707.00        | $298589.66         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-05-15      | 3.0000%  | 0.0000% | $1206957.00        | $108614.55         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-11-15      | 3.0000%  | 0.0000% | $1719895.00        | $107039.97         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-07-15      | 3.5000%  | 0.0000% | $2853396.00        | $313394.64         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-09-15      | 3.0000%  | 0.0000% | $600000.00         | $74652.60          | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-10-15      | 3.5000%  | 0.0000% | $3750000.00        | $386089.88         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-11-15      | 3.0000%  | 0.0000% | $1167813.00        | $206636.82         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-11-15      | 3.0000%  | 0.0000% | $16010000.00       | $3106209.75        | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-11-15      | 3.0000%  | 0.0000% | $2594731.00        | $322498.72         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-11-15      | 3.0000%  | 0.0000% | $4865000.00        | $532747.33         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-12-15      | 3.0000%  | 0.0000% | $499000.00         | $59703.01          | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-12-15      | 3.0000%  | 0.0000% | $2450000.00        | $255222.82         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-07-15      | 3.5000%  | 0.0000% | $3440566.00        | $230424.32         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-11-15      | 3.0000%  | 0.0000% | $1020987.00        | $227897.89         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-08-15      | 4.0000%  | 0.0000% | $891952.00         | $206062.61         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-08-15      | 4.0000%  | 0.0000% | $367922.00         | $79548.24          | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-09-15      | 4.0000%  | 0.0000% | $730094.00         | $151762.43         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-12-15      | 4.0000%  | 0.0000% | $1241338.00        | $158489.21         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-10-15      | 3.0000%  | 0.0000% | $600000.00         | $60908.97          | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-10-15      | 3.0000%  | 0.0000% | $2634000.00        | $223959.57         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-11-15      | 3.0000%  | 0.0000% | $5078350.00        | $972116.29         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-11-15      | 3.0000%  | 0.0000% | $10103000.00       | $881038.84         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-11-15      | 3.0000%  | 0.0000% | $600000.00         | $52579.96          | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-10-15      | 3.5000%  | 0.0000% | $1600000.00        | $75100.03          | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-10-20      | 3.5000%  | 0.0000% | $2685000.00        | $272521.25         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-12-15      | 3.5000%  | 0.0000% | $11226583.00       | $1681316.44        | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-04-20      | 4.0000%  | 0.0000% | $9296674.00        | $467945.95         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-05-20      | 3.5000%  | 0.0000% | $43079550.00       | $2917948.87        | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-05-20      | 5.6250%  | 0.0000% | $5000000.00        | $97449.73          | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-06-20      | 4.0000%  | 0.0000% | $1000000.00        | $53623.18          | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-07-20      | 4.0000%  | 0.0000% | $1350000.00        | $75598.03          | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-08-20      | 3.0000%  | 0.0000% | $2198000.00        | $204335.67         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-09-20      | 3.0000%  | 0.0000% | $25158013.00       | $2477722.70        | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-09-20      | 4.0000%  | 0.0000% | $1100000.00        | $71286.70          | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-10-20      | 3.0000%  | 0.0000% | $1250362.00        | $125452.69         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-10-20      | 3.5000%  | 0.0000% | $27223988.00       | $2198071.61        | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-10-20      | 4.0000%  | 0.0000% | $5881000.00        | $458723.36         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-09-20      | 5.0000%  | 0.0000% | $9617088.00        | $314931.41         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-11-20      | 3.0000%  | 0.0000% | $1495620.00        | $147642.47         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-11-20      | 3.5000%  | 0.0000% | $1000000.00        | $80223.74          | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-11-20      | 4.0000%  | 0.0000% | $3137825.00        | $239600.59         | Agency Mortgage-Backed Securities   |
| GNMA          | 2027-12-20      | 2.5000%  | 0.0000% | $3997377.00        | $63215.28          | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-11-20      | 2.5000%  | 0.0000% | $4928763.00        | $230710.17         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-07-20      | 5.5000%  | 0.0000% | $5600000.00        | $190933.19         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-03-20      | 5.5000%  | 0.0000% | $7740174.00        | $329438.47         | Agency Mortgage-Backed Securities   |
| GNMA          | 2028-10-20      | 3.5000%  | 0.0000% | $10000000.00       | $205313.64         | Agency Mortgage-Backed Securities   |
| GNMA          | 2030-03-20      | 4.0000%  | 0.0000% | $1808807.00        | $51151.23          | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-08-20      | 5.5000%  | 0.0000% | $4177601.00        | $325243.72         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-03-20      | 5.5000%  | 0.0000% | $615000.00         | $58723.18          | Agency Mortgage-Backed Securities   |
| GNMA          | 2044-11-20      | 5.1250%  | 0.0000% | $13790319.00       | $268269.31         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-11-20      | 5.5000%  | 0.0000% | $3952790.00        | $225348.13         | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-03-20      | 4.0000%  | 0.0000% | $1079916.00        | $60538.11          | Agency Mortgage-Backed Securities   |
| GNMA          | 2030-05-20      | 3.5000%  | 0.0000% | $7733540.00        | $439928.48         | Agency Mortgage-Backed Securities   |
| GNMA          | 2030-03-20      | 2.0000%  | 0.0000% | $1249336.00        | $56470.47          | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-11-20      | 6.0000%  | 0.0000% | $1568727.00        | $93309.63          | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-01-20      | 6.5000%  | 0.0000% | $2188071.00        | $222207.29         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-08-20      | 6.5000%  | 0.0000% | $866983.00         | $64564.83          | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-09-20      | 4.5000%  | 0.0000% | $713000.00         | $63214.09          | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-08-20      | 2.0000%  | 0.0000% | $139064.00         | $86697.21          | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-09-20      | 3.5000%  | 0.0000% | $925000.00         | $88633.56          | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-08-20      | 3.5000%  | 0.0000% | $651200.00         | $214010.20         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-01-20      | 6.0000%  | 0.0000% | $1189283.00        | $352207.53         | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-11-20      | 2.0000%  | 0.0000% | $962705.00         | $144253.44         | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-02-20      | 4.0000%  | 0.0000% | $363142.00         | $95431.93          | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-03-20      | 2.0000%  | 0.0000% | $939358.00         | $60940.06          | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-04-20      | 2.0000%  | 0.0000% | $2195972.00        | $641996.77         | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-03-20      | 4.0000%  | 0.0000% | $321530.00         | $74070.55          | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-04-20      | 4.0000%  | 0.0000% | $240078.00         | $88045.40          | Agency Mortgage-Backed Securities   |
| GNMA          | 2037-06-20      | 6.5000%  | 0.0000% | $2079689.00        | $749981.72         | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-12-20      | 2.0000%  | 0.0000% | $2537136.00        | $923296.69         | Agency Mortgage-Backed Securities   |
| GNMA          | 2037-06-20      | 1.5000%  | 0.0000% | $342008.00         | $162576.19         | Agency Mortgage-Backed Securities   |
| GNMA          | 2036-05-20      | 3.5000%  | 0.0000% | $2054806.00        | $593113.48         | Agency Mortgage-Backed Securities   |
| GNMA          | 2036-08-20      | 2.0000%  | 0.0000% | $593749.00         | $265321.93         | Agency Mortgage-Backed Securities   |
| GNMA          | 2036-11-20      | 3.5000%  | 0.0000% | $306267.00         | $116719.68         | Agency Mortgage-Backed Securities   |
| GNMA          | 2037-02-20      | 2.0000%  | 0.0000% | $3118278.00        | $1594551.85        | Agency Mortgage-Backed Securities   |
| GNMA          | 2037-12-20      | 4.5000%  | 0.0000% | $133507.00         | $65426.25          | Agency Mortgage-Backed Securities   |
| GNMA          | 2037-11-20      | 6.5000%  | 0.0000% | $511058.00         | $177539.92         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-05-20      | 5.0000%  | 0.0000% | $137000.00         | $67860.48          | Agency Mortgage-Backed Securities   |
| GNMA          | 2037-04-20      | 6.0000%  | 0.0000% | $201804.00         | $50306.71          | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-01-20      | 6.5000%  | 0.0000% | $231634.00         | $87294.77          | Agency Mortgage-Backed Securities   |
| GNMA          | 2037-04-20      | 2.0000%  | 0.0000% | $350000.00         | $196061.61         | Agency Mortgage-Backed Securities   |
| GNMA          | 2037-07-20      | 4.5000%  | 0.0000% | $7778195.00        | $3398923.84        | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-10-20      | 5.5000%  | 0.0000% | $6357464.00        | $4471811.95        | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-06-20      | 4.5000%  | 0.0000% | $7452153.00        | $5605663.53        | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-12-20      | 4.0000%  | 0.0000% | $475673.00         | $334280.55         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-08-20      | 3.5000%  | 0.0000% | $2899601.00        | $1752964.24        | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-07-20      | 3.5000%  | 0.0000% | $417808.00         | $220962.49         | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-08-20      | 2.5000%  | 0.0000% | $1153419.00        | $727685.31         | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-07-20      | 3.0000%  | 0.0000% | $1806984.00        | $658148.48         | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-07-20      | 3.5000%  | 0.0000% | $1849685.00        | $236515.47         | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-08-20      | 2.0000%  | 0.0000% | $3152192.00        | $1360668.66        | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-11-20      | 2.5000%  | 0.0000% | $254857.00         | $171281.84         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-02-20      | 6.0000%  | 0.0000% | $2733746.00        | $946718.82         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-01-20      | 3.5000%  | 0.0000% | $222169.00         | $80051.51          | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-07-20      | 3.5000%  | 0.0000% | $777246.00         | $500381.11         | Agency Mortgage-Backed Securities   |
| GNMA          | 2028-01-15      | 3.5000%  | 0.0000% | $2468461.00        | $58787.77          | Agency Mortgage-Backed Securities   |
| GNMA          | 2028-04-15      | 3.0000%  | 0.0000% | $10000000.00       | $143221.89         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-10-15      | 4.5000%  | 0.0000% | $1583657.00        | $167589.37         | Agency Mortgage-Backed Securities   |
| GNMA          | 2030-08-15      | 2.5000%  | 0.0000% | $3853969.00        | $273228.24         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-06-20      | 5.5000%  | 0.0000% | $1163741.00        | $745329.01         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-03-20      | 3.5000%  | 0.0000% | $1956907.00        | $914807.00         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-05-20      | 3.7500%  | 0.0000% | $1434220.00        | $493715.74         | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-11-15      | 7.2000%  | 0.0000% | $665000.00         | $290998.86         | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-08-15      | 5.7500%  | 0.0000% | $1767130.00        | $69314.73          | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-04-15      | 5.7500%  | 0.0000% | $940000.00         | $407354.03         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-01-15      | 5.2500%  | 0.0000% | $3195168.00        | $139450.87         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-02-15      | 5.2500%  | 0.0000% | $1033609.00        | $62209.33          | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-03-15      | 5.2500%  | 0.0000% | $4103767.00        | $220083.95         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-02-15      | 5.7000%  | 0.0000% | $642870.00         | $63166.94          | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-03-15      | 5.2500%  | 0.0000% | $1243112.00        | $90754.21          | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-06-15      | 5.4500%  | 0.0000% | $604192.00         | $253449.51         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-06-15      | 5.8000%  | 0.0000% | $274400.00         | $119445.78         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-06-15      | 5.7500%  | 0.0000% | $1026600.00        | $438916.15         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-06-15      | 5.5000%  | 0.0000% | $741000.00         | $310953.46         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-06-15      | 6.0000%  | 0.0000% | $652500.00         | $304082.02         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-08-15      | 5.0000%  | 0.0000% | $10556487.00       | $103352.01         | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-10-15      | 6.0000%  | 0.0000% | $17804076.00       | $190345.61         | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-05-15      | 5.5000%  | 0.0000% | $15132649.00       | $100547.78         | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-07-20      | 6.5000%  | 0.0000% | $15184175.00       | $59585.85          | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-09-20      | 6.0000%  | 0.0000% | $28012385.00       | $186272.48         | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-12-15      | 6.0000%  | 0.0000% | $10000000.00       | $83239.85          | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-12-15      | 6.0000%  | 0.0000% | $12920075.00       | $90802.47          | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-12-15      | 6.0000%  | 0.0000% | $5932408.00        | $111611.09         | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-12-15      | 6.0000%  | 0.0000% | $22304477.00       | $72446.00          | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-12-15      | 6.0000%  | 0.0000% | $25002459.00       | $143834.20         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-07-15      | 4.3750%  | 0.0000% | $842100.00         | $324037.81         | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-10-15      | 6.0000%  | 0.0000% | $30092951.00       | $119495.25         | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-04-15      | 7.2500%  | 0.0000% | $255200.00         | $107468.86         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-05-15      | 5.7500%  | 0.0000% | $666800.00         | $282450.16         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-05-15      | 5.7500%  | 0.0000% | $487800.00         | $206625.69         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-07-15      | 4.4500%  | 0.0000% | $1300000.00        | $503658.21         | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-10-15      | 5.7500%  | 0.0000% | $567000.00         | $224149.79         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-05-15      | 6.0000%  | 0.0000% | $1067500.00        | $452375.26         | Agency Mortgage-Backed Securities   |
| GNMA          | 2029-07-15      | 4.5000%  | 0.0000% | $5000000.00        | $171304.88         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-04-15      | 5.5000%  | 0.0000% | $21764135.00       | $117671.67         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-05-15      | 5.5000%  | 0.0000% | $16828698.00       | $59718.16          | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-04-15      | 5.2500%  | 0.0000% | $302400.00         | $122326.65         | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-08-15      | 6.5000%  | 0.0000% | $10522388.00       | $110362.56         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-12-20      | 4.5000%  | 0.0000% | $9281930.00        | $252127.99         | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-02-20      | 5.5000%  | 0.0000% | $5944000.00        | $65867.84          | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-09-20      | 6.5000%  | 0.0000% | $128716690.00      | $152983.89         | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-01-20      | 5.5000%  | 0.0000% | $18900075.00       | $75233.36          | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-02-20      | 6.0000%  | 0.0000% | $506505432.00      | $1487138.63        | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-04-20      | 6.5000%  | 0.0000% | $141106196.00      | $237564.20         | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-06-20      | 5.5000%  | 0.0000% | $18919722.00       | $97578.59          | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-01-20      | 5.0000%  | 0.0000% | $29907219.00       | $269964.08         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-09-20      | 5.0000%  | 0.0000% | $14866938.00       | $173468.01         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-06-20      | 4.5000%  | 0.0000% | $4952743.00        | $128355.06         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-06-20      | 5.0000%  | 0.0000% | $14000000.00       | $380481.69         | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-06-20      | 5.0000%  | 0.0000% | $6898000.00        | $83901.73          | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-07-20      | 5.4500%  | 0.0000% | $623637.00         | $171077.05         | Agency Mortgage-Backed Securities   |
| GNMA          | 2037-10-20      | 6.5000%  | 0.0000% | $20400000.00       | $204703.66         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-04-20      | 5.0000%  | 0.0000% | $13766240.00       | $180438.66         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-07-20      | 5.5000%  | 0.0000% | $20360460.00       | $57394.43          | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-10-20      | 6.5000%  | 0.0000% | $444826978.00      | $4813478.93        | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-09-20      | 6.0000%  | 0.0000% | $8299197.00        | $68175.25          | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-09-20      | 6.5000%  | 0.0000% | $100000000.00      | $998288.16         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-11-20      | 6.0000%  | 0.0000% | $39200000.00       | $54861.40          | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-11-20      | 6.0000%  | 0.0000% | $6557881.00        | $67486.28          | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-11-20      | 6.5000%  | 0.0000% | $50925000.00       | $672604.79         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-01-20      | 6.0000%  | 0.0000% | $4701924.00        | $53783.43          | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-01-20      | 4.0000%  | 0.0000% | $6201664.00        | $311767.42         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-01-20      | 5.5000%  | 0.0000% | $2684487.00        | $103992.56         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-08-20      | 5.0000%  | 0.0000% | $4836000.00        | $73586.49          | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-10-20      | 4.5000%  | 0.0000% | $1649507.00        | $52089.10          | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-10-20      | 5.0000%  | 0.0000% | $11767949.00       | $303571.77         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-10-20      | 6.0000%  | 0.0000% | $4573665.00        | $90839.73          | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-09-20      | 5.5000%  | 0.0000% | $5655000.00        | $168134.51         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-03-20      | 5.0000%  | 0.0000% | $3660000.00        | $106374.43         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-02-20      | 4.5000%  | 0.0000% | $21918000.00       | $781777.83         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-06-20      | 5.0000%  | 0.0000% | $47683737.00       | $1601731.59        | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-07-20      | 4.5000%  | 0.0000% | $12380000.00       | $421396.38         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-07-20      | 5.0000%  | 0.0000% | $24014379.00       | $751049.51         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-08-20      | 4.0000%  | 0.0000% | $5346810.00        | $194123.30         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-08-20      | 5.0000%  | 0.0000% | $16796692.00       | $620675.33         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-08-20      | 6.0000%  | 0.0000% | $7122893.00        | $169318.79         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-09-20      | 4.0000%  | 0.0000% | $11847054.00       | $499511.34         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-09-20      | 4.5000%  | 0.0000% | $147400446.00      | $5694663.05        | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-09-20      | 5.0000%  | 0.0000% | $13556788.00       | $509982.39         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-10-20      | 4.0000%  | 0.0000% | $4848873.00        | $86429.85          | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-10-20      | 4.0000%  | 0.0000% | $8304667.00        | $372830.93         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-10-20      | 4.5000%  | 0.0000% | $4581724.00        | $192973.49         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-10-20      | 5.0000%  | 0.0000% | $4350000.00        | $164965.23         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-12-20      | 4.0000%  | 0.0000% | $10075040.00       | $479378.15         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-11-20      | 4.0000%  | 0.0000% | $114337664.00      | $5297806.86        | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-11-20      | 4.5000%  | 0.0000% | $10090628.00       | $467038.76         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-11-20      | 5.0000%  | 0.0000% | $3395865.00        | $136143.67         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-12-20      | 6.0000%  | 0.0000% | $2852451.00        | $93810.47          | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-01-20      | 4.0000%  | 0.0000% | $12554370.00       | $596564.72         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-03-20      | 4.5000%  | 0.0000% | $215850958.00      | $8068530.06        | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-03-20      | 5.0000%  | 0.0000% | $5648400.00        | $185745.71         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-04-20      | 4.5000%  | 0.0000% | $3268110.00        | $101930.44         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-04-20      | 5.0000%  | 0.0000% | $3448430.00        | $105355.16         | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-01-20      | 8.0000%  | 0.0000% | $1349785.00        | $72399.34          | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-05-20      | 4.5000%  | 0.0000% | $8742665.00        | $318758.56         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-05-20      | 5.0000%  | 0.0000% | $6375000.00        | $208676.93         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-06-20      | 5.0000%  | 0.0000% | $1573000.00        | $53142.59          | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-08-20      | 4.0000%  | 0.0000% | $4929266.00        | $73150.70          | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-08-20      | 4.5000%  | 0.0000% | $8044933.00        | $341819.05         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-07-20      | 4.0000%  | 0.0000% | $107967407.00      | $4382600.59        | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-07-20      | 4.5000%  | 0.0000% | $21097700.00       | $855457.53         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-07-20      | 5.0000%  | 0.0000% | $3812635.00        | $136554.92         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-01-20      | 6.0000%  | 0.0000% | $3299892.00        | $120903.26         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-08-20      | 5.0000%  | 0.0000% | $3379291.00        | $121105.62         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-10-20      | 4.0000%  | 0.0000% | $9723842.00        | $444878.94         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-09-20      | 4.0000%  | 0.0000% | $6690000.00        | $305588.54         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-09-20      | 4.5000%  | 0.0000% | $214923264.00      | $9714754.87        | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-04-20      | 6.0000%  | 0.0000% | $3209924.00        | $69941.96          | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-11-20      | 3.5000%  | 0.0000% | $24000000.00       | $1542466.06        | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-11-20      | 4.0000%  | 0.0000% | $12050000.00       | $596057.29         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-11-20      | 6.0000%  | 0.0000% | $3144088.00        | $91107.53          | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-12-20      | 4.0000%  | 0.0000% | $5358091.00        | $258185.65         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-12-20      | 4.5000%  | 0.0000% | $1076947.00        | $53588.16          | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-07-15      | 5.4500%  | 0.0000% | $250000.00         | $105740.27         | Agency Mortgage-Backed Securities   |
| GNMA          | 2030-01-20      | 3.0000%  | 0.0000% | $1083312.00        | $105327.59         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-08-15      | 5.7300%  | 0.0000% | $250000.00         | $109904.90         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-05-15      | 5.5000%  | 0.0000% | $16873035.00       | $101637.50         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-07-15      | 4.6800%  | 0.0000% | $1562700.00        | $855405.03         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-08-15      | 4.4500%  | 0.0000% | $627500.00         | $349009.76         | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-11-15      | 6.0000%  | 0.0000% | $430391.00         | $176666.85         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-11-15      | 5.3500%  | 0.0000% | $334800.00         | $200452.40         | Agency Mortgage-Backed Securities   |
| GNMA          | 2030-12-15      | 5.6000%  | 0.0000% | $650000.00         | $194608.28         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-10-15      | 5.8500%  | 0.0000% | $622000.00         | $272756.50         | Agency Mortgage-Backed Securities   |
| GNMA          | 2029-08-15      | 5.0000%  | 0.0000% | $513000.00         | $110767.89         | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-08-15      | 5.0000%  | 0.0000% | $413000.00         | $149683.22         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-05-15      | 5.7500%  | 0.0000% | $9000208.00        | $91012.35          | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-05-15      | 5.5000%  | 0.0000% | $24557345.00       | $222303.59         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-05-15      | 5.5000%  | 0.0000% | $22361970.00       | $148541.61         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-04-15      | 6.0000%  | 0.0000% | $3011200.00        | $93546.19          | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-01-15      | 5.3900%  | 0.0000% | $967130.00         | $474801.65         | Agency Mortgage-Backed Securities   |
| GNMA          | 2029-06-15      | 7.8750%  | 0.0000% | $8069903.00        | $1974188.43        | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-02-15      | 5.0000%  | 0.0000% | $3828356.00        | $84114.98          | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-09-15      | 6.0500%  | 0.0000% | $617659.00         | $129989.97         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-04-15      | 5.0000%  | 0.0000% | $3860561.00        | $69322.89          | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-05-15      | 5.0000%  | 0.0000% | $4928227.00        | $72702.15          | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-06-15      | 4.5000%  | 0.0000% | $5259591.00        | $161208.90         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-07-15      | 4.5000%  | 0.0000% | $2600000.00        | $56072.39          | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-07-15      | 4.5000%  | 0.0000% | $15000000.00       | $299316.27         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-07-15      | 4.5000%  | 0.0000% | $2310495.00        | $51713.88          | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-12-15      | 5.0000%  | 0.0000% | $3688325.00        | $229658.83         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-08-15      | 4.5000%  | 0.0000% | $1000000.00        | $58818.58          | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-09-15      | 5.0000%  | 0.0000% | $10699185.00       | $158530.07         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-11-15      | 5.0000%  | 0.0000% | $3003052.00        | $50698.28          | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-11-15      | 4.5000%  | 0.0000% | $5591990.00        | $102349.86         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-08-15      | 5.0000%  | 0.0000% | $6429600.00        | $206563.54         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-09-15      | 5.0000%  | 0.0000% | $3486800.00        | $52270.36          | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-12-15      | 4.5000%  | 0.0000% | $4463361.00        | $156977.66         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-01-15      | 4.5000%  | 0.0000% | $1139460.00        | $53950.98          | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-02-15      | 5.0000%  | 0.0000% | $2500000.00        | $69202.62          | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-11-15      | 4.5000%  | 0.0000% | $2310000.00        | $163685.90         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-11-15      | 5.0000%  | 0.0000% | $2680000.00        | $258744.08         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-04-20      | 4.6250%  | 0.0000% | $1342222.00        | $75900.91          | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-01-15      | 5.0000%  | 0.0000% | $2886500.00        | $188896.54         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-08-15      | 4.5000%  | 0.0000% | $4036607.00        | $125097.12         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-07-15      | 5.0000%  | 0.0000% | $1796100.00        | $64472.15          | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-09-15      | 4.5000%  | 0.0000% | $11831548.00       | $334754.76         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-02-15      | 5.1250%  | 0.0000% | $2077280.00        | $188310.37         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-03-15      | 5.1250%  | 0.0000% | $2485765.00        | $132303.07         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-04-15      | 5.1250%  | 0.0000% | $4924122.00        | $240073.35         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-04-15      | 5.1250%  | 0.0000% | $6834146.00        | $446775.74         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-04-15      | 5.1250%  | 0.0000% | $1469670.00        | $81204.01          | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-04-15      | 4.5000%  | 0.0000% | $3367325.00        | $126835.97         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-02-15      | 4.5000%  | 0.0000% | $5286052.00        | $92695.42          | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-02-15      | 4.5000%  | 0.0000% | $3138651.00        | $74555.11          | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-05-15      | 4.5000%  | 0.0000% | $3000000.00        | $74559.31          | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-03-15      | 5.0000%  | 0.0000% | $6625628.00        | $142098.22         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-12-15      | 4.0000%  | 0.0000% | $1106000.00        | $114317.70         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-01-20      | 4.0000%  | 0.0000% | $2815000.00        | $246600.62         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-03-15      | 4.5000%  | 0.0000% | $3180337.00        | $206184.19         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-10-20      | 6.5000%  | 0.0000% | $1770705.00        | $51706.03          | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-08-15      | 4.5000%  | 0.0000% | $7063012.00        | $52890.33          | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-05-15      | 5.1250%  | 0.0000% | $5014091.00        | $287185.39         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-05-15      | 5.1250%  | 0.0000% | $6067250.00        | $310882.16         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-06-15      | 4.7500%  | 0.0000% | $2283135.00        | $69730.94          | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-06-15      | 5.1250%  | 0.0000% | $7187079.00        | $230718.71         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-06-15      | 5.1250%  | 0.0000% | $4465674.00        | $139451.75         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-06-15      | 5.0000%  | 0.0000% | $3000000.00        | $109486.62         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-06-15      | 5.0000%  | 0.0000% | $558037.00         | $52470.74          | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-07-15      | 4.5000%  | 0.0000% | $2674552.00        | $66131.74          | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-06-15      | 5.0000%  | 0.0000% | $7224636.00        | $82727.65          | Agency Mortgage-Backed Securities   |
| GNMA          | 2030-10-15      | 4.0000%  | 0.0000% | $10419292.00       | $364027.88         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-04-15      | 5.0000%  | 0.0000% | $621470.00         | $72752.07          | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-03-15      | 5.0000%  | 0.0000% | $20247348.00       | $289384.84         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-04-15      | 4.5000%  | 0.0000% | $12263797.00       | $257055.91         | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-03-15      | 5.0000%  | 0.0000% | $10012086.00       | $81670.30          | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-01-15      | 6.0000%  | 0.0000% | $5970487.00        | $122415.95         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-03-15      | 8.3750%  | 0.0000% | $388900.00         | $181686.19         | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-04-15      | 4.5000%  | 0.0000% | $3756802.00        | $55252.62          | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-08-15      | 6.5000%  | 0.0000% | $1030186.00        | $74111.13          | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-11-15      | 7.0000%  | 0.0000% | $1000426.00        | $62952.68          | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-11-15      | 6.0000%  | 0.0000% | $46863543.00       | $71072.73          | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-12-15      | 6.0000%  | 0.0000% | $22785311.00       | $61421.13          | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-12-15      | 6.0000%  | 0.0000% | $35572540.00       | $112156.13         | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-12-15      | 6.0000%  | 0.0000% | $35640468.00       | $150408.26         | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-12-15      | 6.0000%  | 0.0000% | $25117732.00       | $111324.83         | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-12-15      | 6.0000%  | 0.0000% | $16615881.00       | $114824.40         | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-01-15      | 5.5000%  | 0.0000% | $12000000.00       | $149628.31         | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-01-15      | 5.5000%  | 0.0000% | $2815572.00        | $71250.89          | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-11-15      | 6.8700%  | 0.0000% | $922900.00         | $356941.25         | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-12-15      | 6.0000%  | 0.0000% | $9025143.00        | $82606.79          | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-02-15      | 5.0000%  | 0.0000% | $15000000.00       | $174594.29         | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-05-15      | 5.0000%  | 0.0000% | $16766000.00       | $237229.57         | Agency Mortgage-Backed Securities   |
| GNMA          | 2029-02-15      | 7.5000%  | 0.0000% | $420000000.00      | $82998.99          | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-08-15      | 6.0000%  | 0.0000% | $39877534.00       | $168236.55         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-07-20      | 5.3750%  | 0.0000% | $5105032.00        | $156517.72         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-11-20      | 5.1250%  | 0.0000% | $9974627.00        | $281138.60         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-08-20      | 5.3750%  | 0.0000% | $6000000.00        | $127029.16         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-05-20      | 5.6250%  | 0.0000% | $3350000.00        | $81749.51          | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-06-20      | 5.6250%  | 0.0000% | $6869557.00        | $157645.58         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-02-20      | 5.6250%  | 0.0000% | $9525720.00        | $214165.32         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-03-15      | 4.5000%  | 0.0000% | $505000.00         | $114536.71         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-07-20      | 5.0000%  | 0.0000% | $8962783.00        | $413601.46         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-10-15      | 4.5000%  | 0.0000% | $3683284.00        | $128457.76         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-11-15      | 4.5000%  | 0.0000% | $2665000.00        | $107495.15         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-02-20      | 5.5000%  | 0.0000% | $11110611.00       | $445067.76         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-09-15      | 3.0000%  | 0.0000% | $1825000.00        | $204980.53         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-10-15      | 3.0000%  | 0.0000% | $3840000.00        | $412360.70         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-06-15      | 6.0000%  | 0.0000% | $1528196.00        | $69174.90          | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-01-15      | 4.5000%  | 0.0000% | $750000.00         | $60499.06          | Agency Mortgage-Backed Securities   |
| GNMA          | 2028-09-15      | 2.5000%  | 0.0000% | $10000000.00       | $301518.27         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-12-15      | 5.0000%  | 0.0000% | $3308529.00        | $329068.03         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-03-20      | 7.0000%  | 0.0000% | $4711452.00        | $531086.09         | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-12-20      | 4.0000%  | 0.0000% | $429644487.00      | $36638141.54       | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-01-15      | 6.0000%  | 0.0000% | $358299.00         | $79606.21          | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-02-20      | 4.0000%  | 0.0000% | $2000000.00        | $372977.18         | Agency Mortgage-Backed Securities   |
| GNMA          | 2036-06-15      | 6.0000%  | 0.0000% | $4517970.00        | $70965.41          | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-06-15      | 6.0000%  | 0.0000% | $2250000.00        | $616855.36         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-11-15      | 6.0000%  | 0.0000% | $3846841.00        | $1371671.11        | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-07-15      | 5.0000%  | 0.0000% | $223000.00         | $158478.48         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-08-15      | 5.5000%  | 0.0000% | $5491000.00        | $3403759.82        | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-11-15      | 7.0000%  | 0.0000% | $6091865.00        | $3534048.32        | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-12-15      | 2.5000%  | 0.0000% | $1184750.00        | $329952.23         | Agency Mortgage-Backed Securities   |
| GNMA          | 2028-06-15      | 4.0000%  | 0.0000% | $1088809.00        | $69812.05          | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-02-15      | 3.5000%  | 0.0000% | $3304568.00        | $153975.78         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-01-20      | 4.0000%  | 0.0000% | $1496938.00        | $170073.99         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-04-15      | 5.0000%  | 0.0000% | $3902500.00        | $110972.33         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-12-15      | 4.5000%  | 0.0000% | $30439997.00       | $382286.14         | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-11-20      | 6.0000%  | 0.0000% | $91710336.00       | $1439833.63        | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-04-15      | 5.0000%  | 0.0000% | $3955204.00        | $64892.11          | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-07-15      | 4.5000%  | 0.0000% | $57000000.00       | $927999.37         | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-09-20      | 5.0000%  | 0.0000% | $8100000.00        | $176401.57         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-10-15      | 5.0000%  | 0.0000% | $8841717.00        | $98333.98          | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-11-15      | 6.0000%  | 0.0000% | $76000000.00       | $723639.28         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-02-15      | 5.0000%  | 0.0000% | $42873401.00       | $678330.66         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-02-15      | 5.0000%  | 0.0000% | $30460000.00       | $543103.50         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-01-15      | 5.0000%  | 0.0000% | $5311500.00        | $121899.01         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-10-15      | 3.8750%  | 0.0000% | $11628633.00       | $1271917.79        | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-05-20      | 4.5000%  | 0.0000% | $2243202.00        | $99238.58          | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-07-20      | 4.5000%  | 0.0000% | $1983359.00        | $94321.47          | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-06-20      | 4.5000%  | 0.0000% | $3386032.00        | $154123.45         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-07-15      | 5.0000%  | 0.0000% | $6617812.00        | $105421.30         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-11-15      | 4.5000%  | 0.0000% | $1669773.00        | $147491.76         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-12-15      | 6.0000%  | 0.0000% | $22565781.00       | $343833.31         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-07-20      | 5.0000%  | 0.0000% | $11746950.00       | $364136.12         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-08-15      | 5.5000%  | 0.0000% | $1837845.00        | $80609.85          | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-03-15      | 4.5000%  | 0.0000% | $7872515.00        | $258719.20         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-03-15      | 4.5000%  | 0.0000% | $69000000.00       | $5207154.06        | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-07-20      | 4.5000%  | 0.0000% | $20652202.00       | $839040.57         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-06-15      | 5.0000%  | 0.0000% | $2512666.00        | $58054.10          | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-08-15      | 4.7500%  | 0.0000% | $5250000.00        | $180850.81         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-02-20      | 6.5000%  | 0.0000% | $1300000.00        | $52322.17          | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-07-15      | 5.0000%  | 0.0000% | $9668000.00        | $85460.61          | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-08-15      | 5.5000%  | 0.0000% | $3082656.00        | $70898.95          | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-08-20      | 6.5000%  | 0.0000% | $2000000.00        | $90629.59          | Agency Mortgage-Backed Securities   |
| GNMA          | 2037-09-15      | 4.5000%  | 0.0000% | $1990395.00        | $165063.59         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-09-15      | 5.0000%  | 0.0000% | $21533342.00       | $297867.69         | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-09-15      | 4.5000%  | 0.0000% | $7400669.00        | $121079.40         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-03-15      | 3.5000%  | 0.0000% | $400000.00         | $211044.98         | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-08-15      | 5.8600%  | 0.0000% | $300000.00         | $110383.60         | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-11-15      | 6.5000%  | 0.0000% | $1018685.00        | $60889.13          | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-12-15      | 5.5500%  | 0.0000% | $485646.00         | $208133.41         | Agency Mortgage-Backed Securities   |
| GNMA          | 2030-02-15      | 5.3500%  | 0.0000% | $920200.00         | $237530.94         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-03-15      | 5.3200%  | 0.0000% | $678700.00         | $428485.78         | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-10-15      | 5.0000%  | 0.0000% | $2500000.00        | $66823.63          | Agency Mortgage-Backed Securities   |
| GNMA          | 2037-02-15      | 6.5000%  | 0.0000% | $21112936.00       | $212504.72         | Agency Mortgage-Backed Securities   |
| GNMA          | 2036-12-15      | 5.5000%  | 0.0000% | $11397736.00       | $61412.43          | Agency Mortgage-Backed Securities   |
| GNMA          | 2037-04-15      | 6.0000%  | 0.0000% | $1778749.00        | $67490.64          | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-10-15      | 5.5000%  | 0.0000% | $935307.00         | $76686.35          | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-02-15      | 5.5000%  | 0.0000% | $6741264.00        | $52338.92          | Agency Mortgage-Backed Securities   |
| GNMA          | 2037-11-20      | 5.0000%  | 0.0000% | $8799265.00        | $98765.98          | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-11-15      | 5.5000%  | 0.0000% | $2697298.00        | $53666.75          | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-07-15      | 5.5000%  | 0.0000% | $12000000.00       | $122039.77         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-11-15      | 5.5000%  | 0.0000% | $4000000.00        | $126993.63         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-07-15      | 4.5000%  | 0.0000% | $3634819.00        | $155453.37         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-08-15      | 5.0000%  | 0.0000% | $3862126.00        | $313531.40         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-03-15      | 5.0000%  | 0.0000% | $12114530.00       | $122806.52         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-05-15      | 5.0000%  | 0.0000% | $6000000.00        | $187568.31         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-07-15      | 5.0000%  | 0.0000% | $12439800.00       | $870935.97         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-05-15      | 5.0000%  | 0.0000% | $37106456.00       | $465904.21         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-11-15      | 5.0000%  | 0.0000% | $13756430.00       | $158167.74         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-02-15      | 5.0000%  | 0.0000% | $5966438.00        | $100834.47         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-02-15      | 5.0000%  | 0.0000% | $30203626.00       | $1263766.12        | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-06-15      | 4.5000%  | 0.0000% | $4500000.00        | $175222.24         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-03-15      | 5.0000%  | 0.0000% | $4650421.00        | $514870.75         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-01-15      | 5.0000%  | 0.0000% | $8775000.00        | $86040.71          | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-05-15      | 5.0000%  | 0.0000% | $3696287.00        | $92322.64          | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-07-15      | 5.0000%  | 0.0000% | $4900000.00        | $407328.42         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-10-15      | 3.5000%  | 0.0000% | $1000000.00        | $341032.91         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-11-15      | 5.0000%  | 0.0000% | $2114699.00        | $111920.66         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-10-15      | 4.5000%  | 0.0000% | $2042397.00        | $291594.14         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-07-15      | 4.5000%  | 0.0000% | $4970334.00        | $284251.73         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-09-15      | 5.0000%  | 0.0000% | $9867094.00        | $527656.83         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-10-15      | 4.5000%  | 0.0000% | $2070899.00        | $97837.71          | Agency Mortgage-Backed Securities   |
| GNMA          | 2028-10-15      | 4.5000%  | 0.0000% | $963519.00         | $106313.43         | Agency Mortgage-Backed Securities   |
| GNMA          | 2030-10-15      | 4.5000%  | 0.0000% | $1070968.00        | $154642.72         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-08-15      | 5.0000%  | 0.0000% | $7938100.00        | $225924.27         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-08-15      | 4.5000%  | 0.0000% | $3640000.00        | $280166.44         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-06-15      | 4.5000%  | 0.0000% | $4009744.00        | $220768.11         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-07-15      | 5.0000%  | 0.0000% | $4478805.00        | $348964.62         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-06-15      | 4.5000%  | 0.0000% | $6202429.00        | $123789.81         | Agency Mortgage-Backed Securities   |

### Security 103: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BNTBZUDV7
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 2.4700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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          | 2029-03-09      | 4.0000%  | 0.0000% | $38844000.00       | $38883297.18       | Agency Debentures and Agency Strips |
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $53323600.00       | $50800562.93       | U.S. Treasuries (including strips)  |
| USTR          | 2046-02-15      | 4.6250%  | 0.0000% | $12759900.00       | $12316141.55       | U.S. Treasuries (including strips)  |

### Security 104: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BNTBZUDW5
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 8.6500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2043-07-20      | 3.5000%  | 0.0000% | $8107635.00        | $768361.05         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-07-20      | 4.0000%  | 0.0000% | $2339000.00        | $210225.08         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-01-20      | 3.0000%  | 0.0000% | $1008.00           | $135.07            | Agency Mortgage-Backed Securities |
| GNMA          | 2048-02-20      | 3.0000%  | 0.0000% | $1004.00           | $131.90            | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 3.0000%  | 0.0000% | $196073463.00      | $33135645.43       | Agency Mortgage-Backed Securities |
| GNMA          | 2052-03-20      | 2.0000%  | 0.0000% | $347846941.00      | $209615094.76      | Agency Mortgage-Backed Securities |
| GNMA          | 2051-06-20      | 3.5000%  | 0.0000% | $138505728.00      | $63481070.61       | Agency Mortgage-Backed Securities |
| GNMA          | 2051-07-20      | 2.5000%  | 0.0000% | $282500.00         | $153054.95         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-11-20      | 2.0000%  | 0.0000% | $1024.00           | $585.28            | Agency Mortgage-Backed Securities |
| GNMA          | 2052-01-20      | 2.0000%  | 0.0000% | $12305561.00       | $7279420.48        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-03-20      | 5.5000%  | 0.0000% | $1024.00           | $717.29            | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 4.0000%  | 0.0000% | $1162.00           | $1031.97           | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 5.0000%  | 0.0000% | $1024.00           | $896.50            | Agency Mortgage-Backed Securities |
| GNMA          | 2054-02-20      | 7.0000%  | 0.0000% | $1384.00           | $853.22            | Agency Mortgage-Backed Securities |
| GNMA          | 2059-11-15      | 4.9800%  | 0.0000% | $83000.00          | $82401.73          | Agency Mortgage-Backed Securities |
| GNMA          | 2061-02-15      | 4.6700%  | 0.0000% | $800000.00         | $778359.81         | Agency Mortgage-Backed Securities |
| GNMA          | 2060-09-15      | 5.3100%  | 0.0000% | $575000.00         | $586873.77         | Agency Mortgage-Backed Securities |
| GNMA          | 2060-08-15      | 4.9000%  | 0.0000% | $646864.00         | $639723.61         | Agency Mortgage-Backed Securities |
| GNMA          | 2060-09-15      | 4.6300%  | 0.0000% | $529000.00         | $510247.24         | Agency Mortgage-Backed Securities |
| GNMA          | 2061-01-15      | 5.4200%  | 0.0000% | $627636.00         | $648484.87         | Agency Mortgage-Backed Securities |
| GNMA          | 2060-11-15      | 5.4100%  | 0.0000% | $417598.00         | $429797.00         | Agency Mortgage-Backed Securities |
| GNMA          | 2068-03-15      | 5.3100%  | 0.0000% | $4620721.00        | $4615483.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2066-03-20      | 6.0000%  | 0.0000% | $27168.00          | $27966.04          | Agency Mortgage-Backed Securities |
| GNMA          | 2066-04-20      | 6.0000%  | 0.0000% | $18558240.00       | $19114306.72       | Agency Mortgage-Backed Securities |
| GNMA          | 2066-03-20      | 6.0000%  | 0.0000% | $3391.00           | $3489.46           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $2032.00           | $2076.88           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 5.5000%  | 0.0000% | $1362156.00        | $1022986.43        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $1007.00           | $789.62            | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.0000%  | 0.0000% | $50000.00          | $46201.52          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.0000%  | 0.0000% | $978205.00         | $963538.74         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.0000%  | 0.0000% | $13850.00          | $14012.91          | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $1028352.00        | $1026423.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2061-04-15      | 3.8300%  | 0.0000% | $15399320.00       | $14227990.40       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 7.0000%  | 0.0000% | $5979.00           | $6177.71           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $707325.00         | $723792.47         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-05-20      | 6.0000%  | 0.0000% | $551974.00         | $381653.16         | Agency Mortgage-Backed Securities |

### Security 105: FIXED INCOME CLEARING CORP-BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-BARCLAYS BANK PLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTBZUE87
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 2.4700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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          | 2026-05-28      | 0.0000%  | 0.0000% | $223000.00         | $222403.25         | U.S. Treasuries (including strips) |
| USTR          | 2030-02-15      | 1.5000%  | 0.0000% | $41015500.00       | $37618198.37       | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 0.5000%  | 0.0000% | $30774100.00       | $29788436.35       | U.S. Treasuries (including strips) |
| USTR          | 2031-05-15      | 1.6250%  | 0.0000% | $9206800.00        | $8263256.36        | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 3.6250%  | 0.0000% | $26071000.00       | $26107791.94       | U.S. Treasuries (including strips) |

### Security 106: FIXED INCOME CLEARING CORP-BANK OF NEW YORK MELLON

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARING-BANK OF NEW YORK MELLON 3.640000%
- **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: BNTBZUEP9
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 4.9400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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          | 2026-12-31      | 1.2500%  | 0.0000% | $7532600.00        | $7440277.79        | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 4.6250%  | 0.0000% | $191110400.00      | $196559802.19      | U.S. Treasuries (including strips) |

### Security 107: BANK OF AMERICA NA

- **C.1 - Title:** TRI-PARTY BANK OF AMERICA 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: BNTBZUEY0
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2046-12-01      | 3.5000%  | 0.0000% | $250081835.00      | $43696162.85       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $19889262.00       | $4492460.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $6515252.00        | $3311376.80        | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** Northern Funds

**Date:** 2026-05-07

**By:** Kevin P. O Rourke

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

**Title of Signing Officer:** President