# EDGAR Filing Document

**Accession Number:** 0000710124
**File Stem:** 0002066578-26-002014
**Filing Date:** 2026-6
**Character Count:** 264520
**Document Hash:** 3e421b0d37253572feaed080ed7b0273
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002066578-26-002014.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0002066578-26-002014

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260531

**FILED AS OF DATE**: 20260605

**DATE AS OF CHANGE**: 20260605

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03605
- **FILM NUMBER:** 261070122

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

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

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

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

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

## Series and Classes Contracts Data

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

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000003421 | SHARES                        | BGSXX           |
| C000003422 | SERVICE SHARES                | BSCXX           |
| C000003423 | PREMIER SHARES                | BSDXX           |
| C000146024 | Siebert Williams Shank Shares | WCGXX           |
| C000275691 | Admin Shares                  |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-05-31

**Registrant Full Name:** Northern Institutional Funds

**CIK Number of Registrant:** 0000710124

**LEI of Registrant:** 549300Y178DO5JBR1S04

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

**LEI of Series:** 549300AJO32M060C4S84

**EDGAR Series Identifier:** S000001275

**Total number of share classes in the series:** 5

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

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

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

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

### Fund Characteristics & Assets

- **Securities Act File Number:** 002-80543

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 39 days

- **WAL:** 97 days

- **Total Value of Portfolio Securities:** $25031100068.23

- **Amortized Cost of Portfolio Securities:** $25033986421.14

- **Cash:** $1836368133.23

- **Total Other Assets:** $374219638.90

- **Total Liabilities:** $381371751.22

- **Net Assets of Series:** $26863202442.05

- **Number of Shares Outstanding (Series):** 26863281380.3500

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $11484839661.88           | $15201794828.54            | 45.3000%                  | 59.9700%                   |
| 2026-05-04 | $12246770333.53           | $15964029650.19            | 46.9000%                  | 61.1300%                   |
| 2026-05-05 | $12492428446.01           | $16209789146.00            | 47.3900%                  | 61.4900%                   |
| 2026-05-06 | $11921544135.90           | $15109317477.57            | 47.2000%                  | 59.8200%                   |
| 2026-05-07 | $12951427593.44           | $16104250010.10            | 49.3300%                  | 61.3400%                   |
| 2026-05-08 | $12755983624.59           | $15908855116.25            | 48.9500%                  | 61.0500%                   |
| 2026-05-11 | $12566168065.08           | $16079012681.74            | 48.4400%                  | 61.9800%                   |
| 2026-05-12 | $12923722740.80           | $16436644992.39            | 49.1400%                  | 62.5000%                   |
| 2026-05-13 | $12736224826.24           | $16249224712.73            | 48.7700%                  | 62.2200%                   |
| 2026-05-14 | $12740820484.27           | $16467246239.35            | 48.9100%                  | 63.2100%                   |
| 2026-05-15 | $12454321027.81           | $16215648185.19            | 48.2900%                  | 62.8800%                   |
| 2026-05-18 | $12552113372.86           | $16562628681.50            | 48.4800%                  | 63.9700%                   |
| 2026-05-19 | $12099020261.21           | $16109664277.68            | 47.1300%                  | 62.7500%                   |
| 2026-05-20 | $12846526464.51           | $16857299188.82            | 48.3600%                  | 63.4600%                   |
| 2026-05-21 | $11546294989.30           | $15557196421.44            | 45.1600%                  | 60.8400%                   |
| 2026-05-22 | $11428732584.99           | $15389762724.96            | 44.9900%                  | 60.5800%                   |
| 2026-05-26 | $11734833973.03           | $15840551260.16            | 45.6300%                  | 61.6000%                   |
| 2026-05-27 | $11706635679.61           | $15812495945.01            | 45.7100%                  | 61.7400%                   |
| 2026-05-28 | $11827323817.20           | $15933327060.85            | 45.9800%                  | 61.9400%                   |
| 2026-05-29 | $12741579704.43           | $17212729025.31            | 47.3000%                  | 63.8900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 3.7000%             |
| 2026-05-04 | 3.6900%             |
| 2026-05-05 | 3.6900%             |
| 2026-05-06 | 3.6900%             |
| 2026-05-07 | 3.6900%             |
| 2026-05-08 | 3.6800%             |
| 2026-05-11 | 3.6700%             |
| 2026-05-12 | 3.6700%             |
| 2026-05-13 | 3.6700%             |
| 2026-05-14 | 3.6700%             |
| 2026-05-15 | 3.6700%             |
| 2026-05-18 | 3.6500%             |
| 2026-05-19 | 3.6500%             |
| 2026-05-20 | 3.6400%             |
| 2026-05-21 | 3.6400%             |
| 2026-05-22 | 3.6400%             |
| 2026-05-26 | 3.6400%             |
| 2026-05-27 | 3.6500%             |
| 2026-05-28 | 3.6600%             |
| 2026-05-29 | 3.6600%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 1.0000                      |
|  |  |
| 2026-05-04 | 0.9999                      |
|  |  |
| 2026-05-05 | 0.9999                      |
|  |  |
| 2026-05-06 | 1.0000                      |
|  |  |
| 2026-05-07 | 1.0000                      |
|  |  |
| 2026-05-08 | 1.0000                      |
|  |  |
| 2026-05-11 | 0.9999                      |
|  |  |
| 2026-05-12 | 0.9999                      |
|  |  |
| 2026-05-13 | 0.9999                      |
|  |  |
| 2026-05-14 | 0.9999                      |
|  |  |
| 2026-05-15 | 0.9999                      |
|  |  |
| 2026-05-18 | 0.9999                      |
|  |  |
| 2026-05-19 | 0.9999                      |
|  |  |
| 2026-05-20 | 0.9999                      |
|  |  |
| 2026-05-21 | 0.9999                      |
|  |  |
| 2026-05-22 | 0.9999                      |
|  |  |
| 2026-05-26 | 0.9999                      |
|  |  |
| 2026-05-27 | 0.9999                      |
|  |  |
| 2026-05-28 | 0.9999                      |
|  |  |
| 2026-05-29 | 0.9999                      |
|  |  |

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

### Class: Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $24326178299.99

- **Number of Shares Outstanding:** 24326229804.0300

- **Expense Reimbursement/Waiver:** 695995.22

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $1100788222.10            | $797698230.28           |
| 2026-05-04 | $961709704.37             | $532063175.53           |
| 2026-05-05 | $961414983.78             | $867904234.68           |
| 2026-05-06 | $460904859.40             | $1402073555.86          |
| 2026-05-07 | $1629241449.20            | $488994884.41           |
| 2026-05-08 | $872331420.41             | $1071044929.29          |
| 2026-05-11 | $493963498.68             | $768572499.89           |
| 2026-05-12 | $784093639.02             | $430242958.32           |
| 2026-05-13 | $847353036.31             | $1081060485.52          |
| 2026-05-14 | $1740665230.42            | $1804168801.92          |
| 2026-05-15 | $805898690.35             | $1071461200.83          |
| 2026-05-18 | $745171501.65             | $501821599.78           |
| 2026-05-19 | $576760131.05             | $796800090.27           |
| 2026-05-20 | $1375119882.10            | $476469688.54           |
| 2026-05-21 | $607373515.95             | $1606078169.14          |
| 2026-05-22 | $582306896.08             | $754853176.09           |
| 2026-05-26 | $1156924293.71            | $860593892.40           |
| 2026-05-27 | $842006855.74             | $1038961675.17          |
| 2026-05-28 | $1532015005.28            | $1321793846.03          |
| 2026-05-29 | $2393508628.97            | $1180436915.25          |

**Total Gross Subscriptions (Month):** $20469551444.57

**Total Gross Redemptions (Month):** $18853094009.20

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5300%           |
| 2026-05-04 | 3.5200%           |
| 2026-05-05 | 3.5200%           |
| 2026-05-06 | 3.5200%           |
| 2026-05-07 | 3.5100%           |
| 2026-05-08 | 3.5000%           |
| 2026-05-11 | 3.5000%           |
| 2026-05-12 | 3.5000%           |
| 2026-05-13 | 3.5000%           |
| 2026-05-14 | 3.5000%           |
| 2026-05-15 | 3.4900%           |
| 2026-05-18 | 3.4800%           |
| 2026-05-19 | 3.4800%           |
| 2026-05-20 | 3.4700%           |
| 2026-05-21 | 3.4700%           |
| 2026-05-22 | 3.4600%           |
| 2026-05-26 | 3.4700%           |
| 2026-05-27 | 3.4800%           |
| 2026-05-28 | 3.4900%           |
| 2026-05-29 | 3.5100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 70.3700%         | 0.0000%              |

### Class: Service Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $62975001.82

- **Number of Shares Outstanding:** 62976002.2800

- **Expense Reimbursement/Waiver:** 1928.02

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 0.9999          |
|  |  |
| 2026-05-07 | 0.9999          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $46556.30                 | $711568.66              |
| 2026-05-04 | $301067.73                | $872.27                 |
| 2026-05-05 | $947875.34                | $5691.90                |
| 2026-05-06 | $0.00                     | $3509738.97             |
| 2026-05-07 | $1413127.33               | $1167881.29             |
| 2026-05-08 | $0.00                     | $16668.90               |
| 2026-05-11 | $680114.60                | $0.00                   |
| 2026-05-12 | $839756.40                | $0.00                   |
| 2026-05-13 | $3969.70                  | $1853707.50             |
| 2026-05-14 | $0.00                     | $2947345.83             |
| 2026-05-15 | $482563.50                | $128663.69              |
| 2026-05-18 | $373249.44                | $0.00                   |
| 2026-05-19 | $762429.16                | $0.00                   |
| 2026-05-20 | $0.00                     | $2397641.79             |
| 2026-05-21 | $1708579.40               | $0.00                   |
| 2026-05-22 | $1233805.50               | $0.00                   |
| 2026-05-26 | $3577316.20               | $80125.07               |
| 2026-05-27 | $15831.66                 | $0.00                   |
| 2026-05-28 | $0.00                     | $3663700.99             |
| 2026-05-29 | $0.00                     | $688252.96              |

**Total Gross Subscriptions (Month):** $12386242.26

**Total Gross Redemptions (Month):** $17171859.82

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5300%           |
| 2026-05-04 | 3.5200%           |
| 2026-05-05 | 3.5200%           |
| 2026-05-06 | 3.5200%           |
| 2026-05-07 | 3.5100%           |
| 2026-05-08 | 3.5000%           |
| 2026-05-11 | 3.5000%           |
| 2026-05-12 | 3.5000%           |
| 2026-05-13 | 3.5000%           |
| 2026-05-14 | 3.5000%           |
| 2026-05-15 | 3.4900%           |
| 2026-05-18 | 3.4800%           |
| 2026-05-19 | 3.4800%           |
| 2026-05-20 | 3.4700%           |
| 2026-05-21 | 3.4700%           |
| 2026-05-22 | 3.4600%           |
| 2026-05-26 | 3.4700%           |
| 2026-05-27 | 3.4800%           |
| 2026-05-28 | 3.4900%           |
| 2026-05-29 | 3.5100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 75.8700%         | 0.0000%              |
| Depository institution or other banking institution |  | 24.1300%         | 0.0000%              |

### Class: Premier Shares

- **Minimum Initial Investment:** $0.00

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

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.0000          |
|  |  |
| 2026-05-04 | 0.0000          |
|  |  |
| 2026-05-05 | 0.0000          |
|  |  |
| 2026-05-06 | 0.0000          |
|  |  |
| 2026-05-07 | 0.0000          |
|  |  |
| 2026-05-08 | 0.0000          |
|  |  |
| 2026-05-11 | 0.0000          |
|  |  |
| 2026-05-12 | 0.0000          |
|  |  |
| 2026-05-13 | 0.0000          |
|  |  |
| 2026-05-14 | 0.0000          |
|  |  |
| 2026-05-15 | 0.0000          |
|  |  |
| 2026-05-18 | 0.0000          |
|  |  |
| 2026-05-19 | 0.0000          |
|  |  |
| 2026-05-20 | 0.0000          |
|  |  |
| 2026-05-21 | 0.0000          |
|  |  |
| 2026-05-22 | 0.0000          |
|  |  |
| 2026-05-26 | 0.0000          |
|  |  |
| 2026-05-27 | 0.0000          |
|  |  |
| 2026-05-28 | 0.0000          |
|  |  |
| 2026-05-29 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $0.00                     | $0.00                   |
| 2026-05-04 | $0.00                     | $0.00                   |
| 2026-05-05 | $0.00                     | $0.00                   |
| 2026-05-06 | $0.00                     | $0.00                   |
| 2026-05-07 | $0.00                     | $0.00                   |
| 2026-05-08 | $0.00                     | $0.00                   |
| 2026-05-11 | $0.00                     | $0.00                   |
| 2026-05-12 | $0.00                     | $0.00                   |
| 2026-05-13 | $0.00                     | $0.00                   |
| 2026-05-14 | $0.00                     | $0.00                   |
| 2026-05-15 | $0.00                     | $0.00                   |
| 2026-05-18 | $0.00                     | $0.00                   |
| 2026-05-19 | $0.00                     | $0.00                   |
| 2026-05-20 | $0.00                     | $0.00                   |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $0.00                     | $0.00                   |
| 2026-05-26 | $0.00                     | $0.00                   |
| 2026-05-27 | $0.00                     | $0.00                   |
| 2026-05-28 | $0.00                     | $0.00                   |
| 2026-05-29 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 0.0000%           |
| 2026-05-04 | 0.0000%           |
| 2026-05-05 | 0.0000%           |
| 2026-05-06 | 0.0000%           |
| 2026-05-07 | 0.0000%           |
| 2026-05-08 | 0.0000%           |
| 2026-05-11 | 0.0000%           |
| 2026-05-12 | 0.0000%           |
| 2026-05-13 | 0.0000%           |
| 2026-05-14 | 0.0000%           |
| 2026-05-15 | 0.0000%           |
| 2026-05-18 | 0.0000%           |
| 2026-05-19 | 0.0000%           |
| 2026-05-20 | 0.0000%           |
| 2026-05-21 | 0.0000%           |
| 2026-05-22 | 0.0000%           |
| 2026-05-26 | 0.0000%           |
| 2026-05-27 | 0.0000%           |
| 2026-05-28 | 0.0000%           |
| 2026-05-29 | 0.0000%           |

### Class: Siebert Williams Shank Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $2474049140.24

- **Number of Shares Outstanding:** 2474075574.0400

- **Expense Reimbursement/Waiver:** 74874.38

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 0.9999          |
|  |  |
| 2026-05-07 | 0.9999          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $6612684.59               | $535410.32              |
| 2026-05-04 | $325213826.87             | $72418.18               |
| 2026-05-05 | $150343654.78             | $0.00                   |
| 2026-05-06 | $18326.21                 | $155600000.00           |
| 2026-05-07 | $733431.39                | $150000000.00           |
| 2026-05-08 | $1966698.31               | $0.00                   |
| 2026-05-11 | $150069228.98             | $0.00                   |
| 2026-05-12 | $0.00                     | $413978.81              |
| 2026-05-13 | $50000000.00              | $2389974.36             |
| 2026-05-14 | $68778.63                 | $0.00                   |
| 2026-05-15 | $2000000.10               | $49163.59               |
| 2026-05-18 | $26661.37                 | $150000000.00           |
| 2026-05-19 | $15231.94                 | $0.00                   |
| 2026-05-20 | $5155.07                  | $8903140.52             |
| 2026-05-21 | $874314.35                | $0.00                   |
| 2026-05-22 | $2828795.88               | $0.00                   |
| 2026-05-26 | $22392.98                 | $1.00                   |
| 2026-05-27 | $91156000.00              | $1577317.46             |
| 2026-05-28 | $4075337.06               | $100200000.00           |
| 2026-05-29 | $1400000.00               | $449732.36              |

**Total Gross Subscriptions (Month):** $787430518.51

**Total Gross Redemptions (Month):** $570191136.60

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5300%           |
| 2026-05-04 | 3.5200%           |
| 2026-05-05 | 3.5200%           |
| 2026-05-06 | 3.5200%           |
| 2026-05-07 | 3.5100%           |
| 2026-05-08 | 3.5000%           |
| 2026-05-11 | 3.5000%           |
| 2026-05-12 | 3.5000%           |
| 2026-05-13 | 3.5000%           |
| 2026-05-14 | 3.5000%           |
| 2026-05-15 | 3.4900%           |
| 2026-05-18 | 3.4800%           |
| 2026-05-19 | 3.4800%           |
| 2026-05-20 | 3.4700%           |
| 2026-05-21 | 3.4700%           |
| 2026-05-22 | 3.4600%           |
| 2026-05-26 | 3.4700%           |
| 2026-05-27 | 3.4800%           |
| 2026-05-28 | 3.4900%           |
| 2026-05-29 | 3.5100%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 54.1600%         | 0.0000%              |
| Non-financial corporation |  | 10.0900%         | 0.0000%              |
| Non-financial corporation |  | 8.9800%          | 0.0000%              |

### Class: Admin Shares

- **Minimum Initial Investment:** $5000000.00

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

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.0000          |
|  |  |
| 2026-05-04 | 0.0000          |
|  |  |
| 2026-05-05 | 0.0000          |
|  |  |
| 2026-05-06 | 0.0000          |
|  |  |
| 2026-05-07 | 0.0000          |
|  |  |
| 2026-05-08 | 0.0000          |
|  |  |
| 2026-05-11 | 0.0000          |
|  |  |
| 2026-05-12 | 0.0000          |
|  |  |
| 2026-05-13 | 0.0000          |
|  |  |
| 2026-05-14 | 0.0000          |
|  |  |
| 2026-05-15 | 0.0000          |
|  |  |
| 2026-05-18 | 0.0000          |
|  |  |
| 2026-05-19 | 0.0000          |
|  |  |
| 2026-05-20 | 0.0000          |
|  |  |
| 2026-05-21 | 0.0000          |
|  |  |
| 2026-05-22 | 0.0000          |
|  |  |
| 2026-05-26 | 0.0000          |
|  |  |
| 2026-05-27 | 0.0000          |
|  |  |
| 2026-05-28 | 0.0000          |
|  |  |
| 2026-05-29 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $0.00                     | $0.00                   |
| 2026-05-04 | $0.00                     | $0.00                   |
| 2026-05-05 | $0.00                     | $0.00                   |
| 2026-05-06 | $0.00                     | $0.00                   |
| 2026-05-07 | $0.00                     | $0.00                   |
| 2026-05-08 | $0.00                     | $0.00                   |
| 2026-05-11 | $0.00                     | $0.00                   |
| 2026-05-12 | $0.00                     | $0.00                   |
| 2026-05-13 | $0.00                     | $0.00                   |
| 2026-05-14 | $0.00                     | $0.00                   |
| 2026-05-15 | $0.00                     | $0.00                   |
| 2026-05-18 | $0.00                     | $0.00                   |
| 2026-05-19 | $0.00                     | $0.00                   |
| 2026-05-20 | $0.00                     | $0.00                   |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $0.00                     | $0.00                   |
| 2026-05-26 | $0.00                     | $0.00                   |
| 2026-05-27 | $0.00                     | $0.00                   |
| 2026-05-28 | $0.00                     | $0.00                   |
| 2026-05-29 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 0.0000%           |
| 2026-05-04 | 0.0000%           |
| 2026-05-05 | 0.0000%           |
| 2026-05-06 | 0.0000%           |
| 2026-05-07 | 0.0000%           |
| 2026-05-08 | 0.0000%           |
| 2026-05-11 | 0.0000%           |
| 2026-05-12 | 0.0000%           |
| 2026-05-13 | 0.0000%           |
| 2026-05-14 | 0.0000%           |
| 2026-05-15 | 0.0000%           |
| 2026-05-18 | 0.0000%           |
| 2026-05-19 | 0.0000%           |
| 2026-05-20 | 0.0000%           |
| 2026-05-21 | 0.0000%           |
| 2026-05-22 | 0.0000%           |
| 2026-05-26 | 0.0000%           |
| 2026-05-27 | 0.0000%           |
| 2026-05-28 | 0.0000%           |
| 2026-05-29 | 0.0000%           |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.719999%
- **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):** $75013013.25
- **C.18.a - Value (excl. sponsor support):** $75013013.25
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 2: 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):** $293505827.09
- **C.18.a - Value (excl. sponsor support):** $293505827.09
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 3: 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):** $224729163.00
- **C.18.a - Value (excl. sponsor support):** $224729163.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 4: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.794998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8FQ0, C.4 - ISIN: US3130B8FQ02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100025936.00
- **C.18.a - Value (excl. sponsor support):** $100025936.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-03
- **C.13 - Final Legal Maturity Date:** 2027-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3130B8UW0, C.4 - ISIN: US3130B8UW05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $374485785.00
- **C.18.a - Value (excl. sponsor support):** $374485785.00
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 6: 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):** $314687362.50
- **C.18.a - Value (excl. sponsor support):** $314687362.50
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 7: 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):** $584931321.00
- **C.18.a - Value (excl. sponsor support):** $584931321.00
- **C.19 - Percentage of Net Assets:** 2.1800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.624998%
- **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):** $247982411.84
- **C.18.a - Value (excl. sponsor support):** $247982411.84
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.624998%
- **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):** $74999464.50
- **C.18.a - Value (excl. sponsor support):** $74999464.50
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.629999%
- **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):** $144999533.10
- **C.18.a - Value (excl. sponsor support):** $144999533.10
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 11: 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: 3130B9BJ8, C.4 - ISIN: US3130B9BJ87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999783.00
- **C.18.a - Value (excl. sponsor support):** $99999783.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.629999%
- **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):** $69999617.80
- **C.18.a - Value (excl. sponsor support):** $69999617.80
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.629999%
- **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):** $74999809.50
- **C.18.a - Value (excl. sponsor support):** $74999809.50
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.629999%
- **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):** $39999904.80
- **C.18.a - Value (excl. sponsor support):** $39999904.80
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.629999%
- **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):** $99999687.00
- **C.18.a - Value (excl. sponsor support):** $99999687.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.629999%
- **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):** $254999581.80
- **C.18.a - Value (excl. sponsor support):** $254999581.80
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.629999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9G20, C.4 - ISIN: US3130B9G201, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $274997893.50
- **C.18.a - Value (excl. sponsor support):** $274997893.50
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.629999%
- **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):** $64999464.40
- **C.18.a - Value (excl. sponsor support):** $64999464.40
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.629999%
- **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):** $149998642.50
- **C.18.a - Value (excl. sponsor support):** $149998642.50
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 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: 3130B9QK9, C.4 - ISIN: US3130B9QK95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145000008.70
- **C.18.a - Value (excl. sponsor support):** $145000008.70
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 21: 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):** $139233787.02
- **C.18.a - Value (excl. sponsor support):** $139233787.02
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 22: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.674999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAWT0, C.4 - ISIN: US3130BAWT03, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-28
- **C.13 - Final Legal Maturity Date:** 2027-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.674999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAWW3, C.4 - ISIN: US3130BAWW32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **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 24: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.674999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAWX1, C.4 - ISIN: US3130BAWX15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $55000000.00
- **C.18.a - Value (excl. sponsor support):** $55000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-26
- **C.13 - Final Legal Maturity Date:** 2027-05-26
- **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 25: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAX93, C.4 - ISIN: US3130BAX932, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2027-12-02
- **C.13 - Final Legal Maturity Date:** 2027-12-02
- **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 26: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313E95, C.4 - ISIN: US313313E958, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24745354.25
- **C.18.a - Value (excl. sponsor support):** $24745354.25
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-08
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313YE2, C.4 - ISIN: US313313YE21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44913787.65
- **C.18.a - Value (excl. sponsor support):** $44913787.65
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 28: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313ZH4, C.4 - ISIN: US313313ZH43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34838776.35
- **C.18.a - Value (excl. sponsor support):** $34838776.35
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 29: FEDERAL 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):** $126959462.50
- **C.18.a - Value (excl. sponsor support):** $126959462.50
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 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: 313385A22, C.4 - ISIN: US313385A228, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74526843.75
- **C.18.a - Value (excl. sponsor support):** $74526843.75
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 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: 313385C61, C.4 - ISIN: US313385C612, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $352045313.70
- **C.18.a - Value (excl. sponsor support):** $352045313.70
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 32: 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):** $208231100.70
- **C.18.a - Value (excl. sponsor support):** $208231100.70
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 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: 313385D52, C.4 - ISIN: US313385D529, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $148646250.00
- **C.18.a - Value (excl. sponsor support):** $148646250.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 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: 313385E36, C.4 - ISIN: US313385E360, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74280999.75
- **C.18.a - Value (excl. sponsor support):** $74280999.75
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 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: 313385E44, C.4 - ISIN: US313385E444, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $220592325.44
- **C.18.a - Value (excl. sponsor support):** $220592325.44
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 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: 313385F92, C.4 - ISIN: US313385F920, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $593409168.00
- **C.18.a - Value (excl. sponsor support):** $593409168.00
- **C.19 - Percentage of Net Assets:** 2.2100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 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: 313385J80, C.4 - ISIN: US313385J807, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $131213883.08
- **C.18.a - Value (excl. sponsor support):** $131213883.08
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 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: 313385L46, C.4 - ISIN: US313385L464, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49269965.50
- **C.18.a - Value (excl. sponsor support):** $49269965.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-10-21
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **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 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: 313385M52, C.4 - ISIN: US313385M520, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $305192848.60
- **C.18.a - Value (excl. sponsor support):** $305192848.60
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-10-30
- **C.12 - Maturity Date (WAL):** 2026-10-30
- **C.13 - Final Legal Maturity Date:** 2026-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385Q74, C.4 - ISIN: US313385Q745, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $132563250.00
- **C.18.a - Value (excl. sponsor support):** $132563250.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-11-25
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385Q90, C.4 - ISIN: US313385Q901, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $377973534.40
- **C.18.a - Value (excl. sponsor support):** $377973534.40
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 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: 313385YF7, C.4 - ISIN: US313385YF72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $209576499.30
- **C.18.a - Value (excl. sponsor support):** $209576499.30
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 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: 313385YN0, C.4 - ISIN: US313385YN07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249319375.00
- **C.18.a - Value (excl. sponsor support):** $249319375.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 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: 313385ZB5, C.4 - ISIN: US313385ZB59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74699583.00
- **C.18.a - Value (excl. sponsor support):** $74699583.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **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 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: 313385ZD1, C.4 - ISIN: US313385ZD16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $215584458.83
- **C.18.a - Value (excl. sponsor support):** $215584458.83
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 46: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZG4, C.4 - ISIN: US313385ZG47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $283715718.75
- **C.18.a - Value (excl. sponsor support):** $283715718.75
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 47: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZK5, C.4 - ISIN: US313385ZK58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199038666.00
- **C.18.a - Value (excl. sponsor support):** $199038666.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 48: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZT6, C.4 - ISIN: US313385ZT67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144186871.90
- **C.18.a - Value (excl. sponsor support):** $144186871.90
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 49: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZY5, C.4 - ISIN: US313385ZY52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $213686678.95
- **C.18.a - Value (excl. sponsor support):** $213686678.95
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 50: 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: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35015552.60
- **C.18.a - Value (excl. sponsor support):** $35015552.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.754998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2G5, C.4 - ISIN: US3133ER2G57, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10003494.90
- **C.18.a - Value (excl. sponsor support):** $10003494.90
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: 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: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75000633.00
- **C.18.a - Value (excl. sponsor support):** $75000633.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.719999%
- **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):** $7700193.66
- **C.18.a - Value (excl. sponsor support):** $7700193.66
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: 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: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $59999403.00
- **C.18.a - Value (excl. sponsor support):** $59999403.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: 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: 3133ERN56, C.4 - ISIN: US3133ERN562, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $140005502.00
- **C.18.a - Value (excl. sponsor support):** $140005502.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: 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: 3133ERNZ0, C.4 - ISIN: US3133ERNZ01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19002342.13
- **C.18.a - Value (excl. sponsor support):** $19002342.13
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: 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: 3133ERQ38, C.4 - ISIN: US3133ERQ383, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $140074604.60
- **C.18.a - Value (excl. sponsor support):** $140074604.60
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: 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: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35011560.50
- **C.18.a - Value (excl. sponsor support):** $35011560.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: 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: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $43019903.84
- **C.18.a - Value (excl. sponsor support):** $43019903.84
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: 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: 3133ERVE8, C.4 - ISIN: US3133ERVE89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70012874.40
- **C.18.a - Value (excl. sponsor support):** $70012874.40
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: 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: 3133ERVT5, C.4 - ISIN: US3133ERVT58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40017216.00
- **C.18.a - Value (excl. sponsor support):** $40017216.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: 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: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20004817.20
- **C.18.a - Value (excl. sponsor support):** $20004817.20
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.629999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3F2, C.4 - ISIN: US3133ET3F20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64999857.65
- **C.18.a - Value (excl. sponsor support):** $64999857.65
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 64: 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: 3133ETDB0, C.4 - ISIN: US3133ETDB09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $31007979.09
- **C.18.a - Value (excl. sponsor support):** $31007979.09
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.754998%
- **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):** $70008435.00
- **C.18.a - Value (excl. sponsor support):** $70008435.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-12
- **C.13 - Final Legal Maturity Date:** 2027-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3133ETHC4, C.4 - ISIN: US3133ETHC46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $94998631.05
- **C.18.a - Value (excl. sponsor support):** $94998631.05
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-19
- **C.13 - Final Legal Maturity Date:** 2027-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: 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: 3133ETJ65, C.4 - ISIN: US3133ETJ657, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79992220.00
- **C.18.a - Value (excl. sponsor support):** $79992220.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.719999%
- **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):** $54992312.10
- **C.18.a - Value (excl. sponsor support):** $54992312.10
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 69: 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: 3133ETNE3, C.4 - ISIN: US3133ETNE38, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89991441.00
- **C.18.a - Value (excl. sponsor support):** $89991441.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 70: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.719999%
- **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):** $55022213.95
- **C.18.a - Value (excl. sponsor support):** $55022213.95
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 71: 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: 3133ETPS0, C.4 - ISIN: US3133ETPS06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $184982277.00
- **C.18.a - Value (excl. sponsor support):** $184982277.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 72: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.754998%
- **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):** $66993927.12
- **C.18.a - Value (excl. sponsor support):** $66993927.12
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 73: 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: 3133ETSS7, C.4 - ISIN: US3133ETSS78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79992290.40
- **C.18.a - Value (excl. sponsor support):** $79992290.40
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-08-12
- **C.13 - Final Legal Maturity Date:** 2027-08-12
- **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 74: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.735000%
- **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):** $80004558.40
- **C.18.a - Value (excl. sponsor support):** $80004558.40
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 75: 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: 3133ETX69, C.4 - ISIN: US3133ETX690, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65031903.30
- **C.18.a - Value (excl. sponsor support):** $65031903.30
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **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 76: 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: 3133ETXE2, C.4 - ISIN: US3133ETXE28, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $78389886.33
- **C.18.a - Value (excl. sponsor support):** $78389886.33
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **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 77: 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: 3133ETZJ9, C.4 - ISIN: US3133ETZJ96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60000351.00
- **C.18.a - Value (excl. sponsor support):** $60000351.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 78: 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):** $127297216.35
- **C.18.a - Value (excl. sponsor support):** $127297216.35
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 79: 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: 3133EWEK2, C.4 - ISIN: US3133EWEK28, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99999352.00
- **C.18.a - Value (excl. sponsor support):** $99999352.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 80: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.735000%
- **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):** $69999136.20
- **C.18.a - Value (excl. sponsor support):** $69999136.20
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 81: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.699997%
- **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):** $79998968.00
- **C.18.a - Value (excl. sponsor support):** $79998968.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 82: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.704998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWKR0, C.4 - ISIN: US3133EWKR07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $16999710.32
- **C.18.a - Value (excl. sponsor support):** $16999710.32
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-07
- **C.13 - Final Legal Maturity Date:** 2028-04-07
- **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 83: 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: 3133EWPQ7, C.4 - ISIN: US3133EWPQ78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69999784.40
- **C.18.a - Value (excl. sponsor support):** $69999784.40
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-05-15
- **C.13 - Final Legal Maturity Date:** 2028-05-15
- **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 84: 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):** $192745665.45
- **C.18.a - Value (excl. sponsor support):** $192745665.45
- **C.19 - Percentage of Net Assets:** 0.7200%
- **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 85: 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):** $59910786.00
- **C.18.a - Value (excl. sponsor support):** $59910786.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 86: 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):** $54834570.45
- **C.18.a - Value (excl. sponsor support):** $54834570.45
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 87: 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):** $39578374.80
- **C.18.a - Value (excl. sponsor support):** $39578374.80
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 88: 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):** $72518554.50
- **C.18.a - Value (excl. sponsor support):** $72518554.50
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 89: 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):** $79818144.00
- **C.18.a - Value (excl. sponsor support):** $79818144.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 90: 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):** $596945310.00
- **C.18.a - Value (excl. sponsor support):** $596945310.00
- **C.19 - Percentage of Net Assets:** 2.2200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 91: 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):** $63843345.35
- **C.18.a - Value (excl. sponsor support):** $63843345.35
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 92: 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):** $108637289.20
- **C.18.a - Value (excl. sponsor support):** $108637289.20
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 93: 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):** $29625468.60
- **C.18.a - Value (excl. sponsor support):** $29625468.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 94: 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):** $350468261.50
- **C.18.a - Value (excl. sponsor support):** $350468261.50
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 95: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.809970%
- **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):** $275049849.25
- **C.18.a - Value (excl. sponsor support):** $275049849.25
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 96: 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):** $195205664.55
- **C.18.a - Value (excl. sponsor support):** $195205664.55
- **C.19 - Percentage of Net Assets:** 0.7300%
- **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 97: 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):** $195458554.20
- **C.18.a - Value (excl. sponsor support):** $195458554.20
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 98: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.726968%
- **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):** $526083812.84
- **C.18.a - Value (excl. sponsor support):** $526083812.84
- **C.19 - Percentage of Net Assets:** 1.9600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 99: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.730968%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CQM6, C.4 - ISIN: US91282CQM63, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $31007156.35
- **C.18.a - Value (excl. sponsor support):** $31007156.35
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-30
- **C.13 - Final Legal Maturity Date:** 2028-04-30
- **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 100: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY JP MORGAN SECURITIES 3.629999%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BNT89HZR7
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 5.5800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2030-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB          | 2033-06-06      | 4.0000%  | 0.0000% | $1450000.00        | $1418059.72        | Agency Debentures and Agency Strips |
| FMAC          | 2048-09-01      | 5.0000%  | 0.0000% | $204999.00         | $22796.74          | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-11-01      | 5.0000%  | 0.0000% | $215000.00         | $21452.98          | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-12-01      | 5.0000%  | 0.0000% | $390000.00         | $55220.29          | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-06-01      | 5.0000%  | 0.0000% | $135000.00         | $13601.28          | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-05-01      | 4.5000%  | 0.0000% | $440610.00         | $47279.49          | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-03-01      | 3.5000%  | 0.0000% | $90000.00          | $13186.87          | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-10-01      | 2.5000%  | 0.0000% | $155000.00         | $42446.93          | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-09-01      | 2.0000%  | 0.0000% | $118266.00         | $50849.02          | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-01-01      | 2.5000%  | 0.0000% | $46505472.00       | $37223725.09       | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-10-01      | 2.0000%  | 0.0000% | $1054114.00        | $642607.08         | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-10-01      | 3.5000%  | 0.0000% | $100000.00         | $54968.78          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-03-01      | 4.0000%  | 0.0000% | $847000.00         | $238952.44         | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 5.5000%  | 0.0000% | $95000.00          | $67042.77          | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-01-01      | 2.5000%  | 0.0000% | $580910.00         | $214420.23         | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-03-01      | 2.5000%  | 0.0000% | $1603092.00        | $827616.00         | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-12-01      | 2.5000%  | 0.0000% | $235000.00         | $129958.32         | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $620000.00         | $441398.36         | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-08-01      | 3.0000%  | 0.0000% | $28904864.00       | $19397304.18       | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-06-01      | 2.5000%  | 0.0000% | $147065.00         | $87356.52          | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-11-01      | 6.0000%  | 0.0000% | $1068778.00        | $964556.51         | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-11-01      | 6.0000%  | 0.0000% | $1166360.00        | $1053670.82        | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-01-01      | 4.0000%  | 0.0000% | $819962.00         | $713970.28         | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-01-01      | 4.0000%  | 0.0000% | $925300.00         | $884582.63         | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-04-01      | 5.5000%  | 0.0000% | $1627618.00        | $1656805.21        | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $408526.00         | $208617.73         | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $7248776.00        | $4615876.36        | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-07-01      | 4.0000%  | 0.0000% | $2215000.00        | $625266.07         | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-04-01      | 3.5000%  | 0.0000% | $1523056.00        | $1461003.89        | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-05-01      | 2.0000%  | 0.0000% | $5300000.00        | $2032146.77        | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $36079000.00       | $21799319.11       | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $4415040.00        | $4354078.26        | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-02-01      | 4.5000%  | 0.0000% | $2884596.00        | $2768086.62        | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-04-01      | 6.0000%  | 0.0000% | $2080020.00        | $2136154.20        | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $91591808.00       | $90245309.36       | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $195869440.00      | $193745521.38      | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $2040000.00        | $1502741.04        | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.0000%  | 0.0000% | $430000.00         | $306513.86         | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-09-01      | 2.5000%  | 0.0000% | $1264464.00        | $770463.12         | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-05-01      | 7.0000%  | 0.0000% | $3728972.00        | $3961400.48        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $649230.00         | $655583.16         | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $90930560.00       | $84524160.60       | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-03-01      | 6.0000%  | 0.0000% | $494526080.00      | $490906661.73      | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-11-01      | 6.5000%  | 0.0000% | $103563648.00      | $96429068.12       | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $96930048.00       | $99367224.85       | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-03-01      | 6.0000%  | 0.0000% | $45830592.00       | $45700116.05       | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $117300608.00      | $115800225.07      | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-07-01      | 5.5000%  | 0.0000% | $105000.00         | $95464.17          | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-05-01      | 5.0000%  | 0.0000% | $100217088.00      | $99231140.90       | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $936428.00         | $899869.66         | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $1106814.00        | $1089788.11        | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $15773328.00       | $15334384.46       | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1687600.00        | $1667667.25        | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $5711144.00        | $5516019.25        | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-05-01      | 5.0000%  | 0.0000% | $20194176.00       | $20009901.90       | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-06-01      | 5.0000%  | 0.0000% | $13186192.00       | $13039428.22       | Agency Mortgage-Backed Securities   |
| GNMA          | 2043-06-20      | 2.5000%  | 0.0000% | $632813.00         | $93855.78          | Agency Mortgage-Backed Securities   |
| GNMA          | 2047-02-20      | 3.0000%  | 0.0000% | $72190208.00       | $10356064.42       | Agency Mortgage-Backed Securities   |
| GNMA          | 2048-01-20      | 5.5000%  | 0.0000% | $636386.00         | $94276.84          | Agency Mortgage-Backed Securities   |
| GNMA          | 2048-02-20      | 6.0000%  | 0.0000% | $366000.00         | $54104.48          | Agency Mortgage-Backed Securities   |
| GNMA          | 2052-03-20      | 3.5000%  | 0.0000% | $37094.00          | $23934.84          | Agency Mortgage-Backed Securities   |
| GNMA          | 2049-06-20      | 4.5000%  | 0.0000% | $1878404.00        | $144902.50         | Agency Mortgage-Backed Securities   |
| GNMA          | 2050-01-20      | 2.5000%  | 0.0000% | $1573792.00        | $981617.93         | Agency Mortgage-Backed Securities   |
| GNMA          | 2050-09-20      | 3.0000%  | 0.0000% | $690000.00         | $109777.75         | Agency Mortgage-Backed Securities   |
| GNMA          | 2059-04-15      | 5.5000%  | 0.0000% | $56625.00          | $57386.75          | Agency Mortgage-Backed Securities   |
| GNMA          | 2065-05-20      | 3.0000%  | 0.0000% | $198401.00         | $173430.20         | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $824489.00         | $863331.66         | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $4703152.00        | $4846224.32        | Agency Mortgage-Backed Securities   |
| GNMA          | 2066-04-20      | 5.0000%  | 0.0000% | $40459100.00       | $40104159.66       | Agency Mortgage-Backed Securities   |

### Security 101: 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):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 2.7900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **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          | 2026-12-24      | 0.0000%  | 0.0000% | $445000.00         | $435861.92         | U.S. Treasuries (including strips) |
| USTR          | 2040-05-15      | 4.3750%  | 0.0000% | $11441000.00       | $11045088.80       | U.S. Treasuries (including strips) |
| USTR          | 2047-08-15      | 2.7500%  | 0.0000% | $243589900.00      | $173052984.54      | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 1.2500%  | 0.0000% | $157727600.00      | $74342781.79       | U.S. Treasuries (including strips) |
| USTR          | 2051-11-15      | 1.8750%  | 0.0000% | $300.00            | $163.53            | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.8750%  | 0.0000% | $500.00            | $446.97            | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 2.6250%  | 0.0000% | $25287800.00       | $24560520.91       | U.S. Treasuries (including strips) |
| USTR          | 2031-02-28      | 4.2500%  | 0.0000% | $8090700.00        | $8214819.60        | U.S. Treasuries (including strips) |
| USTR          | 2031-11-30      | 4.1250%  | 0.0000% | $12543000.00       | $12767925.48       | U.S. Treasuries (including strips) |
| USTR          | 2027-08-31      | 3.6250%  | 0.0000% | $400.00            | $402.06            | U.S. Treasuries (including strips) |
| USTR          | 2029-05-15      | 3.8750%  | 0.0000% | $462043200.00      | $460579070.47      | U.S. Treasuries (including strips) |

### Security 102: 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):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-07
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2035-01-01      | 5.0000%  | 0.0000% | $23922.00          | $416.54            | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-12-01      | 5.5000%  | 0.0000% | $4007.00           | $151.41            | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-01-01      | 5.0000%  | 0.0000% | $4585.00           | $144.34            | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-11-01      | 6.0000%  | 0.0000% | $26663.00          | $327.02            | Agency Mortgage-Backed Securities  |
| FMAC          | 2031-09-01      | 5.5000%  | 0.0000% | $66302.00          | $168.91            | Agency Mortgage-Backed Securities  |
| FMAC          | 2033-03-01      | 5.5000%  | 0.0000% | $22637.00          | $105.68            | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-12-01      | 4.0000%  | 0.0000% | $12050.00          | $855.61            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $197.85            | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-01-01      | 3.5000%  | 0.0000% | $18651.00          | $6689.82           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $693.18            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 5.0000%  | 0.0000% | $40205508.00       | $33055273.84       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 6.0000%  | 0.0000% | $788217.00         | $612954.94         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $898.59            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-01-01      | 3.0000%  | 0.0000% | $1010.00           | $171.70            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $720.66            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $731.78            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.0000%  | 0.0000% | $340682.00         | $269821.65         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $3275.00           | $2349.39           | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-09-01      | 4.5000%  | 0.0000% | $1024.00           | $159.21            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $490.23            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-08-01      | 2.5000%  | 0.0000% | $300000.00         | $169646.12         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-01-01      | 3.0000%  | 0.0000% | $756171.00         | $390109.38         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1008.00           | $695.28            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $150000.00         | $79106.11          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-03-01      | 5.0000%  | 0.0000% | $1008.00           | $897.02            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $19138.00          | $16396.88          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $910.53            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $530.94            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-09-01      | 2.5000%  | 0.0000% | $368427.00         | $208722.08         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-01-01      | 3.5000%  | 0.0000% | $299000.00         | $162386.77         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $712709.00         | $565338.80         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $861.67            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $721.05            | Agency Mortgage-Backed Securities  |
| FMAC          | 2031-06-01      | 2.0000%  | 0.0000% | $508000.00         | $161165.81         | Agency Mortgage-Backed Securities  |
| FMAC          | 2033-05-01      | 5.0000%  | 0.0000% | $1000.00           | $411.14            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $677.44            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $573.58            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-12-01      | 6.5000%  | 0.0000% | $2579.00           | $4.01              | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-12-01      | 3.5000%  | 0.0000% | $1001.00           | $43.22             | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-10-01      | 3.5000%  | 0.0000% | $10209180.00       | $664253.44         | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-01-01      | 3.0000%  | 0.0000% | $1005.00           | $62.70             | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $1000.00           | $145.15            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-10-01      | 3.0000%  | 0.0000% | $2405452.00        | $402586.14         | Agency Mortgage-Backed Securities  |
| FNMA          | 2027-10-01      | 2.5000%  | 0.0000% | $1617752.00        | $26212.06          | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-11-01      | 3.5000%  | 0.0000% | $1000.00           | $32.72             | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-12-01      | 4.0000%  | 0.0000% | $4746280.00        | $565216.30         | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-12-01      | 3.0000%  | 0.0000% | $1008.00           | $158.84            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-12-01      | 3.0000%  | 0.0000% | $3242584.00        | $633846.70         | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-12-01      | 3.0000%  | 0.0000% | $1000.00           | $167.76            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-02-01      | 3.0000%  | 0.0000% | $3235100.00        | $551761.35         | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-01-01      | 2.5000%  | 0.0000% | $1001.00           | $166.45            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-01-01      | 3.0000%  | 0.0000% | $3177312.00        | $658816.16         | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $167.71            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-02-01      | 3.0000%  | 0.0000% | $4019776.00        | $407116.76         | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-02-01      | 3.0000%  | 0.0000% | $1000.00           | $177.02            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-02-01      | 3.0000%  | 0.0000% | $3589564.00        | $477910.24         | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-03-01      | 3.0000%  | 0.0000% | $1047.00           | $17.97             | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-04-01      | 3.5000%  | 0.0000% | $4422872.00        | $446278.60         | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-08-01      | 3.0000%  | 0.0000% | $1051981.00        | $34361.23          | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-02-01      | 3.5000%  | 0.0000% | $1000.00           | $79.26             | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-05-01      | 3.0000%  | 0.0000% | $1024.00           | $126.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-05-01      | 3.5000%  | 0.0000% | $1024.00           | $83.07             | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $1040.00           | $218.45            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $3000000.00        | $448837.43         | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $1120.00           | $280.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $2426117.00        | $398872.91         | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-11-01      | 3.0000%  | 0.0000% | $1000.00           | $211.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $184.87            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $194.50            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-09-01      | 3.5000%  | 0.0000% | $7146944.00        | $574521.57         | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $213.33            | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-06-01      | 3.5000%  | 0.0000% | $1000.00           | $204.87            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-07-01      | 3.0000%  | 0.0000% | $1000.00           | $190.28            | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-07-01      | 3.5000%  | 0.0000% | $1024.00           | $96.76             | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-07-01      | 3.5000%  | 0.0000% | $1000.00           | $175.12            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-06-01      | 3.0250%  | 0.0000% | $95855.00          | $61204.43          | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-09-01      | 3.5000%  | 0.0000% | $1011.00           | $146.84            | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-12-01      | 3.5000%  | 0.0000% | $1000.00           | $199.41            | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-04-01      | 3.0000%  | 0.0000% | $1002.00           | $45.97             | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $187.03            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-05-01      | 3.0000%  | 0.0000% | $1000.00           | $100.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-10-01      | 3.5000%  | 0.0000% | $1008.00           | $255.66            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-08-01      | 3.0000%  | 0.0000% | $4000000.00        | $415569.52         | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-07-01      | 3.0000%  | 0.0000% | $4379140.00        | $533458.68         | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-04-01      | 6.0000%  | 0.0000% | $1055.00           | $7.02              | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-06-01      | 5.0000%  | 0.0000% | $1008.00           | $8.45              | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-11-01      | 4.5000%  | 0.0000% | $1024.00           | $26.92             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-06-01      | 6.0000%  | 0.0000% | $39594803.00       | $192738.60         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $403722.00         | $418933.44         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $130272.00         | $122285.83         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $778.78            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $949.11            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $35876.00          | $27022.28          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $77591.00          | $71159.54          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $903.32            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $708.55            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 7.0000%  | 0.0000% | $455678.00         | $479009.16         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $600748.00         | $519193.17         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $841.04            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $870.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $485235.00         | $368897.33         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $968.03            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 6.5000%  | 0.0000% | $517950.00         | $322072.60         | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-12-01      | 4.5000%  | 0.0000% | $1000.00           | $919.60            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $389414.00         | $378986.85         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $866.83            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $878.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1026100.00        | $676765.57         | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-02-01      | 5.5000%  | 0.0000% | $873000.00         | $510012.89         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1066.45           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $792.72            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $237662.00         | $197183.54         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $747.91            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $780.51            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $947.11            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $855.99            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $947.02            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $992.50            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 4.5000%  | 0.0000% | $1000.00           | $785.86            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $990.75            | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-06-01      | 6.0000%  | 0.0000% | $1000.00           | $929.51            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1053.84           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $800.08            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1036.51           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $952.14            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $983.80            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1017.39           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $960.50            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1034.79           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.20           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.38           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $785.39            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $809.21            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 4.5000%  | 0.0000% | $1000.00           | $956.66            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.21           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.76           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $702.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.76           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.11           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.30           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.54           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.63           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1008.00           | $968.65            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $945.66            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.99           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $928.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1046.42           | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-11-01      | 4.5000%  | 0.0000% | $64130.00          | $18279.75          | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-02-01      | 3.0000%  | 0.0000% | $1000.00           | $212.45            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $2384698.00        | $518632.04         | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-05-01      | 3.5000%  | 0.0000% | $1000.00           | $105.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $287.50            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $101.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-12-01      | 3.0000%  | 0.0000% | $1000.00           | $216.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-06-01      | 4.0000%  | 0.0000% | $60000.00          | $9003.60           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 4.0000%  | 0.0000% | $1000.00           | $371.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-08-01      | 2.5000%  | 0.0000% | $679000.00         | $228631.08         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 3.0000%  | 0.0000% | $21144.00          | $11233.50          | Agency Mortgage-Backed Securities  |
| FNMA          | 2062-03-01      | 2.5000%  | 0.0000% | $1040.00           | $665.09            | Agency Mortgage-Backed Securities  |
| FNMA          | 2062-12-01      | 2.5000%  | 0.0000% | $1024.00           | $666.93            | Agency Mortgage-Backed Securities  |
| FNMA          | 2063-06-01      | 4.5000%  | 0.0000% | $352505.00         | $251522.49         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $1024.00           | $147.46            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $1386121.00        | $269533.01         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-11-01      | 4.0000%  | 0.0000% | $1351384.00        | $371671.55         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 7.0000%  | 0.0000% | $1000.00           | $828.40            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $432.90            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-08-01      | 4.0000%  | 0.0000% | $1255131.00        | $251380.51         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-10-01      | 4.0000%  | 0.0000% | $1024.00           | $159.00            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $83.50             | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-05-01      | 2.5000%  | 0.0000% | $1008.00           | $378.45            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-07-01      | 3.5000%  | 0.0000% | $1120.00           | $279.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-10-01      | 3.5000%  | 0.0000% | $128000.00         | $33594.66          | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-03-01      | 3.5000%  | 0.0000% | $36821.00          | $10069.15          | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-05-01      | 5.5000%  | 0.0000% | $1600000.00        | $409049.33         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 4.0000%  | 0.0000% | $1000.00           | $708.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-10-01      | 3.0000%  | 0.0000% | $1584006.00        | $289252.85         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 3.5000%  | 0.0000% | $252566.00         | $162754.73         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-09-01      | 3.5000%  | 0.0000% | $1000.00           | $86.09             | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $270000.00         | $50751.87          | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-04-01      | 3.5000%  | 0.0000% | $1000.00           | $178.71            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-07-01      | 4.5000%  | 0.0000% | $1000.00           | $133.90            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $151.22            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $171.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-10-01      | 3.0000%  | 0.0000% | $3806927.00        | $608387.43         | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $315.69            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $228.56            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $663626.00         | $385022.52         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $1024.00           | $522.52            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $94404.00          | $47633.22          | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-02-01      | 2.0000%  | 0.0000% | $1055009.00        | $571876.66         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $553.10            | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-01-01      | 1.5000%  | 0.0000% | $89606.00          | $50687.00          | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-12-01      | 1.5000%  | 0.0000% | $1000000.00        | $439491.90         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $90803.00          | $40964.80          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $826000.00         | $469504.50         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $611.75            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $775.82            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 3.5000%  | 0.0000% | $1000.00           | $842.72            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $730.89            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $65287.00          | $44990.59          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $8209.00           | $4898.63           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 6.5000%  | 0.0000% | $1002.00           | $1041.84           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $797.67            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $614.08            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $166.84            | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-03-01      | 4.0000%  | 0.0000% | $1049.00           | $209.60            | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-10-01      | 4.0000%  | 0.0000% | $1000.00           | $170.31            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-10-01      | 4.5000%  | 0.0000% | $1000.00           | $128.07            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-06-01      | 4.5000%  | 0.0000% | $1024.00           | $327.48            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $335.72            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $374.34            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $385.79            | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-07-01      | 2.5000%  | 0.0000% | $1000.00           | $413.65            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 2.5000%  | 0.0000% | $799000.00         | $434165.91         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $40479.00          | $23927.38          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 3.5000%  | 0.0000% | $400000.00         | $234691.94         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $804647.00         | $344909.67         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $26323.00          | $19237.93          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $758.06            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $748.87            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $15046461.00       | $10995034.49       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 6.5000%  | 0.0000% | $528000.00         | $284900.92         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 5.5000%  | 0.0000% | $572298.00         | $411683.41         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 4.5000%  | 0.0000% | $1000.00           | $858.10            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1024.00           | $903.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1008.00           | $821.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $25984.00          | $24394.18          | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $7003.00           | $7094.08           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $1008.00           | $979.67            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $317950.00         | $312342.65         | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $983.73            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $989.48            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $915.10            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $989.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $993.97            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $992.39            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $865.72            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $242550.00         | $220374.64         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $853.40            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $250694.00         | $236486.44         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1008.14           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-09-01      | 4.5000%  | 0.0000% | $1000.00           | $239.93            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-07-01      | 4.0000%  | 0.0000% | $1123984.00        | $187628.41         | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-02-01      | 3.0000%  | 0.0000% | $1000.00           | $412.93            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-09-01      | 5.0000%  | 0.0000% | $1000.00           | $406.79            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-09-01      | 4.5000%  | 0.0000% | $1000.00           | $338.55            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-07-01      | 5.0000%  | 0.0000% | $422969.00         | $167985.75         | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-03-01      | 4.7500%  | 0.0000% | $1000.00           | $253.31            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-05-01      | 1.5000%  | 0.0000% | $103168.00         | $50918.43          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-08-01      | 2.5000%  | 0.0000% | $513000.00         | $289709.63         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $850000.00         | $497014.75         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $121392.00         | $79574.88          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.0000%  | 0.0000% | $67394.00          | $43040.87          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $199000.00         | $104333.57         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.5000%  | 0.0000% | $200000.00         | $120485.81         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 3.0000%  | 0.0000% | $53771.00          | $31505.96          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 5.0000%  | 0.0000% | $154000.00         | $81318.57          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 3.0000%  | 0.0000% | $64315.00          | $39522.70          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-04-01      | 5.5000%  | 0.0000% | $1000.00           | $551.10            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $203200.00         | $131261.60         | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-09-01      | 3.0000%  | 0.0000% | $107000.00         | $65318.69          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 3.5000%  | 0.0000% | $13752.00          | $10132.89          | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-02-01      | 3.5000%  | 0.0000% | $91872.00          | $60151.21          | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-07-01      | 3.0000%  | 0.0000% | $14999.00          | $7447.39           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $47181.00          | $32305.59          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $53794.00          | $30785.62          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $1008.00           | $744.49            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $397000.00         | $294508.12         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $752.67            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $696.63            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $234790.00         | $178259.70         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $777.73            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $339000.00         | $241556.92         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $391335348.00      | $341672026.02      | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 4.0000%  | 0.0000% | $1177662.00        | $1059229.91        | Agency Mortgage-Backed Securities  |
| USTR          | 2033-11-15      | 4.5000%  | 0.0000% | $43300.00          | $43903.39          | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 3.7880%  | 0.0000% | $1100.00           | $1104.48           | U.S. Treasuries (including strips) |

### Security 103: BANK OF AMERICA NA

- **C.1 - Title:** TRI-PARTY BANK OF AMERICA 3.630000%
- **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: BNTC4J1T2
- **C.18 - Value (incl. sponsor support):** $590000000.00
- **C.18.a - Value (excl. sponsor support):** $590000000.00
- **C.19 - Percentage of Net Assets:** 2.2000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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          | 2047-09-01      | 3.5000%  | 0.0000% | $90231157.00       | $16293420.23       | Agency Mortgage-Backed Securities |
| FNMA          | 2049-11-01      | 3.0000%  | 0.0000% | $73462228.00       | $15302247.71       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $34254731.00       | $18353362.43       | Agency Mortgage-Backed Securities |
| FNMA          | 2041-12-01      | 3.5000%  | 0.0000% | $285732819.00      | $18072213.27       | Agency Mortgage-Backed Securities |
| FNMA          | 2041-12-01      | 3.5000%  | 0.0000% | $248136436.00      | $15730143.08       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $152551398.00      | $17725909.63       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $125808731.00      | $17866625.83       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 3.5000%  | 0.0000% | $146823493.00      | $18041194.68       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 3.5000%  | 0.0000% | $158679762.00      | $17859896.78       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 3.5000%  | 0.0000% | $212115973.00      | $16305906.17       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 3.5000%  | 0.0000% | $212111343.00      | $15463342.22       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 3.5000%  | 0.0000% | $212121574.00      | $15935706.55       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 3.5000%  | 0.0000% | $212110209.00      | $16301294.64       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 3.5000%  | 0.0000% | $211412781.00      | $17689399.90       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 3.5000%  | 0.0000% | $45615170.00       | $3393379.08        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 3.5000%  | 0.0000% | $278366831.00      | $16295433.93       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 3.5000%  | 0.0000% | $212345924.00      | $16910294.96       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 3.5000%  | 0.0000% | $214675921.00      | $15905679.93       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 3.5000%  | 0.0000% | $242380713.00      | $16913793.34       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 3.5000%  | 0.0000% | $249977756.00      | $16449162.51       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-09-01      | 3.0000%  | 0.0000% | $110553745.00      | $17099228.49       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 3.5000%  | 0.0000% | $109222639.00      | $16446057.35       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 3.5000%  | 0.0000% | $248531650.00      | $17670630.30       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.0000%  | 0.0000% | $32833602.00       | $4616912.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $165577635.00      | $15543448.74       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $154313407.00      | $15681066.76       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 3.5000%  | 0.0000% | $105862771.00      | $16040708.87       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $132793701.00      | $15194021.93       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.0000%  | 0.0000% | $165109856.00      | $17938578.00       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.0000%  | 0.0000% | $150957575.00      | $16924276.42       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 3.5000%  | 0.0000% | $150562931.00      | $17894009.97       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 3.0000%  | 0.0000% | $95293045.00       | $15199846.27       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $96406679.00       | $16300316.37       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $150490554.00      | $15231645.33       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.0000%  | 0.0000% | $100486960.00      | $18420481.32       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.0000%  | 0.0000% | $100820605.00      | $17015480.09       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.0000%  | 0.0000% | $100775036.00      | $16599418.54       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-12-01      | 4.5000%  | 0.0000% | $109851172.00      | $15075465.76       | Agency Mortgage-Backed Securities |

### Security 104: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & 3.620000%
- **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: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BNTC4J1V7
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 13.0300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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          | 2040-08-01      | 4.5000%  | 0.0000% | $1950000.00        | $148050.25         | Agency Mortgage-Backed Securities |
| FMAC          | 2047-09-01      | 4.5000%  | 0.0000% | $16398592.00       | $1947236.22        | Agency Mortgage-Backed Securities |
| FMAC          | 2038-02-01      | 3.5000%  | 0.0000% | $5000000.00        | $663245.96         | Agency Mortgage-Backed Securities |
| FMAC          | 2044-04-01      | 3.5000%  | 0.0000% | $366000.00         | $68137.68          | Agency Mortgage-Backed Securities |
| FMAC          | 2035-11-01      | 1.5000%  | 0.0000% | $8483584.00        | $5920668.31        | Agency Mortgage-Backed Securities |
| FMAC          | 2035-08-01      | 2.0000%  | 0.0000% | $300000.00         | $92350.11          | Agency Mortgage-Backed Securities |
| FMAC          | 2043-11-01      | 5.0000%  | 0.0000% | $16640480.00       | $12243924.73       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.0000%  | 0.0000% | $2308000.00        | $1322377.45        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-08-01      | 3.5000%  | 0.0000% | $386000.00         | $127353.95         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-01-01      | 4.5000%  | 0.0000% | $400000.00         | $124606.37         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 3.5000%  | 0.0000% | $1670000.00        | $1115094.83        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-03-01      | 2.0000%  | 0.0000% | $989679.00         | $612868.17         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 6.0000%  | 0.0000% | $7851776.00        | $4411225.45        | Agency Mortgage-Backed Securities |
| FMAC          | 2035-07-01      | 4.0000%  | 0.0000% | $1172498.00        | $216329.97         | Agency Mortgage-Backed Securities |
| FMAC          | 2042-12-01      | 4.0000%  | 0.0000% | $15028860.00       | $1783840.23        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-10-01      | 3.0000%  | 0.0000% | $500000000.00      | $97281568.76       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $3499012.00        | $1456400.56        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.0000%  | 0.0000% | $228094.00         | $191847.23         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $1190724.00        | $871643.86         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $1221422.00        | $1133008.38        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 3.0000%  | 0.0000% | $127000.00         | $81658.33          | Agency Mortgage-Backed Securities |
| FNMA          | 2030-09-01      | 2.5000%  | 0.0000% | $4797152.00        | $372575.64         | Agency Mortgage-Backed Securities |
| FNMA          | 2044-01-01      | 4.0000%  | 0.0000% | $12161504.00       | $2392919.80        | Agency Mortgage-Backed Securities |
| FNMA          | 2034-03-01      | 6.0000%  | 0.0000% | $668435000.00      | $3046533.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $3345660.00        | $2172215.80        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $2308140.00        | $2310350.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1842378.00        | $1891071.44        | Agency Mortgage-Backed Securities |
| FNMA          | 2059-04-01      | 5.0000%  | 0.0000% | $28927712.00       | $11616453.67       | Agency Mortgage-Backed Securities |
| FNMA          | 2047-12-01      | 3.5000%  | 0.0000% | $101000.00         | $32189.67          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $54571.00          | $44191.94          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $27000.00          | $17606.41          | Agency Mortgage-Backed Securities |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1500000.00        | $1134856.75        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $96478848.00       | $85894738.28       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $5264624.00        | $5311506.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 6.0000%  | 0.0000% | $1404104.00        | $1448870.92        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-05-01      | 5.0000%  | 0.0000% | $4286944.00        | $4244189.83        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-06-01      | 5.0000%  | 0.0000% | $13470000.00       | $13342922.52       | Agency Mortgage-Backed Securities |
| FNMA          | 2036-03-01      | 3.5000%  | 0.0000% | $53414976.00       | $37638160.00       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-12-01      | 4.5000%  | 0.0000% | $444270000.00      | $409888862.28      | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $1025000.00        | $482620.77         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-09-01      | 4.0000%  | 0.0000% | $127000.00         | $27487.06          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-03-01      | 4.5000%  | 0.0000% | $40000.00          | $10102.55          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-05-01      | 2.0000%  | 0.0000% | $1000000.00        | $454722.05         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-08-01      | 6.0000%  | 0.0000% | $3551776.00        | $2625255.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-02-01      | 6.0000%  | 0.0000% | $335000.00         | $259656.14         | Agency Mortgage-Backed Securities |
| FNMA          | 2031-04-25      | 3.5000%  | 0.0000% | $36863232.00       | $22617916.47       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-02-01      | 3.0000%  | 0.0000% | $37590.00          | $26957.52          | Agency Mortgage-Backed Securities |
| FNMA          | 2036-08-01      | 7.0000%  | 0.0000% | $5000000.00        | $154783.41         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $26117664.00       | $24339583.36       | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $4056096.00        | $4096377.52        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $1407136.00        | $1424238.30        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-04-01      | 6.0000%  | 0.0000% | $1211206.00        | $1255059.08        | Agency Mortgage-Backed Securities |
| GNMA          | 2041-05-20      | 5.0000%  | 0.0000% | $400000.00         | $38082.14          | Agency Mortgage-Backed Securities |
| GNMA          | 2041-05-20      | 4.0000%  | 0.0000% | $2737092.00        | $563662.56         | Agency Mortgage-Backed Securities |
| GNMA          | 2041-05-20      | 5.0000%  | 0.0000% | $250000.00         | $32855.47          | Agency Mortgage-Backed Securities |
| GNMA          | 2031-04-20      | 4.5000%  | 0.0000% | $1517736.00        | $33607.96          | Agency Mortgage-Backed Securities |
| GNMA          | 2041-05-15      | 4.2900%  | 0.0000% | $70000.00          | $9502.09           | Agency Mortgage-Backed Securities |
| GNMA          | 2041-06-20      | 5.0000%  | 0.0000% | $5254624.00        | $404661.98         | Agency Mortgage-Backed Securities |
| GNMA          | 2041-10-15      | 4.0000%  | 0.0000% | $9515000.00        | $445347.06         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-09-20      | 3.3100%  | 0.0000% | $410000.00         | $118521.55         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-02-15      | 4.0000%  | 0.0000% | $232749.00         | $17637.02          | Agency Mortgage-Backed Securities |
| GNMA          | 2041-12-15      | 3.1000%  | 0.0000% | $469665.00         | $178477.02         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-02-15      | 3.5000%  | 0.0000% | $8391104.00        | $235157.13         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-01-15      | 4.0000%  | 0.0000% | $1000000.00        | $58862.47          | Agency Mortgage-Backed Securities |
| GNMA          | 2042-09-15      | 3.2500%  | 0.0000% | $2668230.00        | $396615.28         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-08-15      | 3.5000%  | 0.0000% | $3505784.00        | $280420.71         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-03-15      | 2.5000%  | 0.0000% | $390458.00         | $21625.73          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-03-20      | 3.0000%  | 0.0000% | $741423.00         | $56337.61          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-11-20      | 3.5000%  | 0.0000% | $2513984.00        | $152698.92         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-08-20      | 3.0000%  | 0.0000% | $2827856.00        | $355591.16         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-09-20      | 3.0000%  | 0.0000% | $263031808.00      | $36068965.28       | Agency Mortgage-Backed Securities |
| GNMA          | 2047-09-20      | 3.5000%  | 0.0000% | $492106.00         | $54205.79          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-10-20      | 3.5000%  | 0.0000% | $399000.00         | $40399.23          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-07-20      | 3.5000%  | 0.0000% | $100000.00         | $10061.98          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-08-20      | 4.5000%  | 0.0000% | $10093792.00       | $482451.82         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-07-20      | 3.0000%  | 0.0000% | $575166.00         | $73295.70          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-02-20      | 4.0000%  | 0.0000% | $158446848.00      | $53801917.20       | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 5.0000%  | 0.0000% | $7284310.00        | $977749.51         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-02-20      | 4.0000%  | 0.0000% | $1691000.00        | $223384.99         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-04-20      | 5.0000%  | 0.0000% | $470056.00         | $32233.50          | Agency Mortgage-Backed Securities |
| GNMA          | 2035-08-20      | 2.5000%  | 0.0000% | $3000000.00        | $685076.89         | Agency Mortgage-Backed Securities |
| GNMA          | 2035-08-20      | 2.5000%  | 0.0000% | $1001000.00        | $244454.35         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-09-20      | 4.5000%  | 0.0000% | $2470232.00        | $562397.01         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-12-20      | 2.0000%  | 0.0000% | $87898.00          | $40439.25          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-05-20      | 5.5000%  | 0.0000% | $10000.00          | $5198.52           | Agency Mortgage-Backed Securities |
| GNMA          | 2036-04-20      | 2.0000%  | 0.0000% | $371942.00         | $144804.95         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-06-20      | 2.5000%  | 0.0000% | $82983296.00       | $43077242.88       | Agency Mortgage-Backed Securities |
| GNMA          | 2036-06-20      | 3.0000%  | 0.0000% | $154855.00         | $57769.58          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-07-20      | 2.5000%  | 0.0000% | $971625.00         | $521573.85         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-08-20      | 3.0000%  | 0.0000% | $120879.00         | $64577.96          | Agency Mortgage-Backed Securities |
| GNMA          | 2036-09-20      | 3.5000%  | 0.0000% | $178080.00         | $73423.19          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 2.5000%  | 0.0000% | $10451328.00       | $5826564.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 4.0000%  | 0.0000% | $125064064.00      | $62783792.21       | Agency Mortgage-Backed Securities |
| GNMA          | 2051-11-20      | 3.0000%  | 0.0000% | $74024.00          | $42517.74          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-12-20      | 3.5000%  | 0.0000% | $625000.00         | $377883.75         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-02-20      | 3.0000%  | 0.0000% | $680651.00         | $413571.89         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-02-20      | 4.0000%  | 0.0000% | $126000.00         | $80411.91          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-02-20      | 4.0000%  | 0.0000% | $49200640.00       | $30542754.91       | Agency Mortgage-Backed Securities |
| GNMA          | 2052-03-20      | 4.5000%  | 0.0000% | $61000.00          | $35901.88          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-05-20      | 4.5000%  | 0.0000% | $100000.00         | $78333.08          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 4.5000%  | 0.0000% | $6503.00           | $5123.54           | Agency Mortgage-Backed Securities |
| GNMA          | 2037-07-20      | 3.5000%  | 0.0000% | $60000.00          | $31852.78          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-06-20      | 4.5000%  | 0.0000% | $167000.00         | $115432.50         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-06-20      | 4.5000%  | 0.0000% | $510000000.00      | $352518421.04      | Agency Mortgage-Backed Securities |
| GNMA          | 2052-06-20      | 5.5000%  | 0.0000% | $27000.00          | $14868.16          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-07-20      | 4.5000%  | 0.0000% | $34532.00          | $24071.40          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-08-20      | 3.5000%  | 0.0000% | $60005.00          | $39537.19          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-09-20      | 4.5000%  | 0.0000% | $78000.00          | $55509.87          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-08-20      | 5.5000%  | 0.0000% | $119000.00         | $70991.78          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-10-20      | 3.5000%  | 0.0000% | $1400000.00        | $965899.37         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-10-20      | 2.0000%  | 0.0000% | $299000.00         | $167596.58         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-11-20      | 6.5000%  | 0.0000% | $18000.00          | $6058.87           | Agency Mortgage-Backed Securities |
| GNMA          | 2052-12-20      | 4.0000%  | 0.0000% | $47785024.00       | $35582029.76       | Agency Mortgage-Backed Securities |
| GNMA          | 2052-12-20      | 5.0000%  | 0.0000% | $96483800.00       | $68840021.89       | Agency Mortgage-Backed Securities |
| GNMA          | 2052-12-20      | 5.0000%  | 0.0000% | $144685312.00      | $103231216.48      | Agency Mortgage-Backed Securities |
| GNMA          | 2053-01-20      | 4.0000%  | 0.0000% | $300000.00         | $217906.30         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-04-20      | 5.0000%  | 0.0000% | $20000000.00       | $14687523.73       | Agency Mortgage-Backed Securities |
| GNMA          | 2053-04-20      | 5.5000%  | 0.0000% | $100000.00         | $63851.28          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-07-20      | 5.5000%  | 0.0000% | $42080.00          | $29981.46          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-07-20      | 6.5000%  | 0.0000% | $582539264.00      | $243239235.87      | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 7.0000%  | 0.0000% | $140000000.00      | $48769478.29       | Agency Mortgage-Backed Securities |
| GNMA          | 2053-05-20      | 3.0000%  | 0.0000% | $77000.00          | $50151.70          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-07-20      | 3.5000%  | 0.0000% | $251000.00         | $179085.26         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-07-20      | 5.5000%  | 0.0000% | $336675328.00      | $229483341.69      | Agency Mortgage-Backed Securities |
| GNMA          | 2053-08-20      | 6.5000%  | 0.0000% | $30000000.00       | $11844873.84       | Agency Mortgage-Backed Securities |
| GNMA          | 2053-09-20      | 5.5000%  | 0.0000% | $1517674.00        | $1005617.82        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-09-20      | 4.0000%  | 0.0000% | $94873.00          | $75384.72          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-11-20      | 5.5000%  | 0.0000% | $116354.00         | $83503.90          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-11-20      | 6.0000%  | 0.0000% | $28910000.00       | $14222519.15       | Agency Mortgage-Backed Securities |
| GNMA          | 2053-12-20      | 6.5000%  | 0.0000% | $1229000.00        | $426946.45         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-03-20      | 5.0000%  | 0.0000% | $100100000.00      | $80869585.62       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-03-20      | 6.0000%  | 0.0000% | $749002.00         | $363673.45         | Agency Mortgage-Backed Securities |
| GNMA          | 2039-05-20      | 5.5000%  | 0.0000% | $1000000.00        | $655055.82         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 4.5000%  | 0.0000% | $208106.00         | $186976.82         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-06-20      | 6.0000%  | 0.0000% | $75000.00          | $41769.34          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-08-15      | 3.0000%  | 0.0000% | $447883.00         | $60736.40          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-01-15      | 4.5000%  | 0.0000% | $332026.00         | $47485.22          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-01-20      | 4.0000%  | 0.0000% | $2387228.00        | $567686.69         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-05-20      | 5.0000%  | 0.0000% | $2765364.00        | $296369.78         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-06-20      | 3.5000%  | 0.0000% | $1129356.00        | $342561.85         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-10-15      | 4.5000%  | 0.0000% | $6364896.00        | $172661.28         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-10-15      | 4.0000%  | 0.0000% | $50000.00          | $16002.02          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-04-20      | 4.0000%  | 0.0000% | $77960.00          | $10491.06          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-11-15      | 5.0000%  | 0.0000% | $928001.00         | $75654.24          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-10-15      | 4.0000%  | 0.0000% | $58000.00          | $23918.80          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-12-15      | 4.0000%  | 0.0000% | $68000.00          | $23365.50          | Agency Mortgage-Backed Securities |
| GNMA          | 2058-01-15      | 4.4500%  | 0.0000% | $1753056.00        | $1651184.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2057-12-15      | 4.2500%  | 0.0000% | $5520100.00        | $5126522.76        | Agency Mortgage-Backed Securities |
| GNMA          | 2057-09-15      | 4.1000%  | 0.0000% | $982143.00         | $902117.47         | Agency Mortgage-Backed Securities |
| GNMA          | 2058-04-15      | 4.9000%  | 0.0000% | $14401632.00       | $13970880.36       | Agency Mortgage-Backed Securities |
| GNMA          | 2058-06-15      | 5.2400%  | 0.0000% | $3176300.00        | $3146370.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2057-08-15      | 3.5600%  | 0.0000% | $7300408.00        | $6476942.42        | Agency Mortgage-Backed Securities |
| GNMA          | 2063-11-15      | 4.1200%  | 0.0000% | $5997792.00        | $5599008.62        | Agency Mortgage-Backed Securities |
| GNMA          | 2063-03-15      | 5.2000%  | 0.0000% | $830000.00         | $827871.24         | Agency Mortgage-Backed Securities |
| GNMA          | 2067-03-15      | 5.5800%  | 0.0000% | $6094832.00        | $6343854.64        | Agency Mortgage-Backed Securities |
| GNMA          | 2057-11-15      | 3.8500%  | 0.0000% | $918143.00         | $833022.42         | Agency Mortgage-Backed Securities |
| GNMA          | 2057-10-15      | 4.4800%  | 0.0000% | $144212.00         | $135815.82         | Agency Mortgage-Backed Securities |
| GNMA          | 2057-10-15      | 3.6400%  | 0.0000% | $2630256.00        | $2350404.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2063-08-15      | 2.5300%  | 0.0000% | $128087.00         | $106447.81         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-07-20      | 4.0000%  | 0.0000% | $10675200.00       | $256877.19         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-07-20      | 5.0000%  | 0.0000% | $6817800.00        | $624009.70         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-08-15      | 4.0000%  | 0.0000% | $5000944.00        | $2925661.86        | Agency Mortgage-Backed Securities |
| GNMA          | 2048-06-20      | 5.0000%  | 0.0000% | $4618504.00        | $717080.93         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-11-15      | 4.0000%  | 0.0000% | $1001356.00        | $352544.29         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-11-20      | 4.5000%  | 0.0000% | $3599000.00        | $75626.02          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-08-20      | 4.0000%  | 0.0000% | $5024592.00        | $1219229.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-09-15      | 3.0700%  | 0.0000% | $41297152.00       | $35788160.96       | Agency Mortgage-Backed Securities |
| GNMA          | 2049-06-20      | 3.5000%  | 0.0000% | $1213482.00        | $251587.82         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-02-20      | 3.0000%  | 0.0000% | $999000.00         | $294969.49         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 4.0000%  | 0.0000% | $680917.00         | $163138.39         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-08-20      | 2.5000%  | 0.0000% | $276000.00         | $99730.30          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-04-20      | 4.0000%  | 0.0000% | $2335296.00        | $744023.96         | Agency Mortgage-Backed Securities |
| GNMA          | 2062-01-15      | 3.2500%  | 0.0000% | $6699832.00        | $4779534.75        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-02-20      | 2.0000%  | 0.0000% | $553811.00         | $392850.61         | Agency Mortgage-Backed Securities |
| GNMA          | 2059-06-15      | 5.7500%  | 0.0000% | $45027.00          | $46563.06          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-05-20      | 2.5000%  | 0.0000% | $700000.00         | $370979.83         | Agency Mortgage-Backed Securities |
| GNMA          | 2063-11-15      | 2.9800%  | 0.0000% | $131283.00         | $109568.07         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-09-20      | 5.0000%  | 0.0000% | $3776180.00        | $703553.83         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-05-20      | 2.5000%  | 0.0000% | $2655192.00        | $1395283.38        | Agency Mortgage-Backed Securities |
| GNMA          | 2058-01-15      | 5.3800%  | 0.0000% | $8000.00           | $7950.54           | Agency Mortgage-Backed Securities |
| GNMA          | 2057-05-15      | 2.6400%  | 0.0000% | $5065696.00        | $4154839.56        | Agency Mortgage-Backed Securities |
| GNMA          | 2057-05-15      | 2.3500%  | 0.0000% | $2837852.00        | $2326532.23        | Agency Mortgage-Backed Securities |
| GNMA          | 2057-05-15      | 2.4000%  | 0.0000% | $111127.00         | $91417.82          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-06-20      | 2.5000%  | 0.0000% | $1831264.00        | $901182.00         | Agency Mortgage-Backed Securities |
| GNMA          | 2057-07-15      | 2.5700%  | 0.0000% | $23999999.00       | $19905186.93       | Agency Mortgage-Backed Securities |
| GNMA          | 2062-06-15      | 3.1800%  | 0.0000% | $11277700.00       | $9890096.09        | Agency Mortgage-Backed Securities |
| GNMA          | 2057-05-15      | 2.5300%  | 0.0000% | $1350662.00        | $1162749.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-15      | 5.5800%  | 0.0000% | $1998000.00        | $2050426.49        | Agency Mortgage-Backed Securities |
| GNMA          | 2057-07-15      | 3.5800%  | 0.0000% | $19681088.00       | $17478870.62       | Agency Mortgage-Backed Securities |
| GNMA          | 2064-09-15      | 3.5000%  | 0.0000% | $22137472.00       | $19781926.18       | Agency Mortgage-Backed Securities |
| GNMA          | 2064-01-15      | 2.8600%  | 0.0000% | $15530600.00       | $13235795.40       | Agency Mortgage-Backed Securities |
| GNMA          | 2062-06-15      | 4.9500%  | 0.0000% | $12275248.00       | $12233127.05       | Agency Mortgage-Backed Securities |
| GNMA          | 2064-04-15      | 2.9800%  | 0.0000% | $210618.00         | $181423.85         | Agency Mortgage-Backed Securities |
| GNMA          | 2057-06-15      | 2.8800%  | 0.0000% | $598441.00         | $507719.72         | Agency Mortgage-Backed Securities |
| GNMA          | 2057-05-15      | 2.7400%  | 0.0000% | $7590872.00        | $6370098.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2057-04-15      | 2.6500%  | 0.0000% | $2972360.00        | $2540508.12        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-03-15      | 4.5000%  | 0.0000% | $160141.00         | $141306.34         | Agency Mortgage-Backed Securities |
| GNMA          | 2057-05-15      | 2.8000%  | 0.0000% | $4060160.00        | $3421157.28        | Agency Mortgage-Backed Securities |
| GNMA          | 2057-06-15      | 2.9800%  | 0.0000% | $333833.00         | $285524.10         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-09-15      | 3.7400%  | 0.0000% | $13744720.00       | $12514079.67       | Agency Mortgage-Backed Securities |
| GNMA          | 2057-08-15      | 3.7000%  | 0.0000% | $19844704.00       | $17655680.93       | Agency Mortgage-Backed Securities |
| GNMA          | 2057-07-15      | 3.7100%  | 0.0000% | $12602192.00       | $11287941.83       | Agency Mortgage-Backed Securities |
| GNMA          | 2058-05-15      | 4.7600%  | 0.0000% | $27498000.00       | $26440149.02       | Agency Mortgage-Backed Securities |
| GNMA          | 2048-03-20      | 3.0000%  | 0.0000% | $51000.00          | $26108.33          | Agency Mortgage-Backed Securities |
| GNMA          | 2057-05-15      | 2.8000%  | 0.0000% | $1013370.00        | $853882.15         | Agency Mortgage-Backed Securities |
| GNMA          | 2057-06-15      | 2.9200%  | 0.0000% | $3825272.00        | $3249864.54        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-07-15      | 5.7200%  | 0.0000% | $2191472.00        | $2279138.39        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 5.5000%  | 0.0000% | $51997.00          | $36760.73          | Agency Mortgage-Backed Securities |
| GNMA          | 2039-10-20      | 5.0000%  | 0.0000% | $548084.00         | $383704.62         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-01-20      | 3.5000%  | 0.0000% | $525000.00         | $36082.22          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-08-15      | 4.0000%  | 0.0000% | $10327312.00       | $444584.64         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-08-20      | 3.5000%  | 0.0000% | $676000.00         | $174843.44         | Agency Mortgage-Backed Securities |
| GNMA          | 2044-04-15      | 4.0000%  | 0.0000% | $27032000.00       | $1613902.78        | Agency Mortgage-Backed Securities |
| GNMA          | 2044-06-20      | 4.0000%  | 0.0000% | $1474440.00        | $220833.46         | Agency Mortgage-Backed Securities |
| GNMA          | 2044-02-20      | 4.0000%  | 0.0000% | $9219488.00        | $1144578.80        | Agency Mortgage-Backed Securities |
| GNMA          | 2043-10-20      | 4.0000%  | 0.0000% | $14546112.00       | $209267.37         | Agency Mortgage-Backed Securities |
| GNMA          | 2057-05-15      | 2.9900%  | 0.0000% | $5926056.00        | $5058009.71        | Agency Mortgage-Backed Securities |
| GNMA          | 2044-07-20      | 4.2500%  | 0.0000% | $261000.00         | $65647.45          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-03-15      | 3.0000%  | 0.0000% | $250522.00         | $42849.05          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-03-15      | 3.0000%  | 0.0000% | $3725516.00        | $316070.12         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-09-20      | 4.0000%  | 0.0000% | $250000.00         | $23353.63          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-08-20      | 3.5000%  | 0.0000% | $500000.00         | $307464.34         | Agency Mortgage-Backed Securities |
| GNMA          | 2059-03-15      | 5.3000%  | 0.0000% | $61235.00          | $61375.19          | Agency Mortgage-Backed Securities |
| GNMA          | 2057-12-15      | 4.9000%  | 0.0000% | $7000.00           | $6780.76           | Agency Mortgage-Backed Securities |
| GNMA          | 2053-01-20      | 5.5000%  | 0.0000% | $200139.00         | $152881.11         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-01-15      | 5.6700%  | 0.0000% | $691489.00         | $662872.63         | Agency Mortgage-Backed Securities |
| GNMA          | 2067-10-15      | 5.5200%  | 0.0000% | $600312.00         | $611963.06         | Agency Mortgage-Backed Securities |
| GNMA          | 2059-05-15      | 5.8500%  | 0.0000% | $3894332.00        | $4032650.10        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-04-20      | 3.5000%  | 0.0000% | $473697.00         | $338286.76         | Agency Mortgage-Backed Securities |
| GNMA          | 2063-05-20      | 3.0000%  | 0.0000% | $527874.00         | $452133.88         | Agency Mortgage-Backed Securities |
| GNMA          | 2059-09-15      | 5.6900%  | 0.0000% | $186712.00         | $192319.46         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-06-20      | 2.5000%  | 0.0000% | $638064.00         | $436936.75         | Agency Mortgage-Backed Securities |
| GNMA          | 2063-11-20      | 2.5000%  | 0.0000% | $410197.00         | $330222.19         | Agency Mortgage-Backed Securities |
| GNMA          | 2060-06-15      | 5.4500%  | 0.0000% | $7600000.00        | $7743310.25        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-04-20      | 3.0000%  | 0.0000% | $147934.00         | $127675.43         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-07-20      | 2.5000%  | 0.0000% | $309699.00         | $250093.33         | Agency Mortgage-Backed Securities |
| GNMA          | 2063-10-20      | 4.0000%  | 0.0000% | $195465.00         | $180546.44         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-08-20      | 4.0000%  | 0.0000% | $241150.00         | $222794.50         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-08-20      | 4.5000%  | 0.0000% | $284352.00         | $269333.09         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 6.5000%  | 0.0000% | $2827292.00        | $2249419.81        | Agency Mortgage-Backed Securities |
| GNMA          | 2041-04-15      | 5.4500%  | 0.0000% | $836400.00         | $822315.24         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $1593478.00        | $1386908.89        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 6.5000%  | 0.0000% | $509018.00         | $419722.67         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $618625.00         | $643581.80         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 6.5000%  | 0.0000% | $472041.00         | $244987.56         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $403773.00         | $420914.86         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $1093444.00        | $783475.43         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $594197.00         | $457995.69         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $1976708.00        | $1602045.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 6.5000%  | 0.0000% | $2669420.00        | $2167465.23        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 6.5000%  | 0.0000% | $1505490.00        | $1187233.05        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 6.5000%  | 0.0000% | $1196156.00        | $731373.76         | Agency Mortgage-Backed Securities |
| GNMA          | 2068-06-15      | 5.3500%  | 0.0000% | $447299.00         | $450384.52         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $1294498.00        | $1324421.45        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $2449280.00        | $1624578.02        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $684831.00         | $681655.44         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $1277390.00        | $1329359.85        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $652820.00         | $570455.88         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $831533.00         | $863162.27         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $1292918.00        | $812587.36         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $773273.00         | $641086.74         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $925520.00         | $797316.18         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $750908.00         | $784817.17         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $2615216.00        | $2094465.18        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $396234.00         | $414239.97         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $425253.00         | $444747.37         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $1720876.00        | $1811122.81        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $7591048.00        | $4376220.74        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 5.0000%  | 0.0000% | $131725.00         | $130355.04         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1591074.00        | $1272698.12        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $397325.00         | $416162.05         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $10228016.00       | $10506159.26       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $7073856.00        | $7295102.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $1121884.00        | $1167500.88        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $1084586.00        | $1102140.87        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $706651.00         | $637116.45         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $376802.00         | $397136.48         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $638573.00         | $601869.97         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $547971.00         | $577335.66         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $556753.00         | $463820.03         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $1005350.00        | $1085463.45        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.0000%  | 0.0000% | $20320320.00       | $18711812.69       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $560228.00         | $585598.64         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $3894340.00        | $3903789.90        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $3336576.00        | $3486777.11        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $8696288.00        | $8452590.31        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $2793584.00        | $3017452.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $1683078.00        | $1747265.62        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-07-20      | 3.5000%  | 0.0000% | $386363.00         | $344758.24         | Agency Mortgage-Backed Securities |
| GNMA          | 2061-03-15      | 5.7100%  | 0.0000% | $2896000.00        | $2997238.54        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-11-15      | 5.4900%  | 0.0000% | $3416416.00        | $3522928.63        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $5778480.00        | $5677350.07        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $1004392.00        | $1091524.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2068-05-15      | 5.4900%  | 0.0000% | $192594.00         | $194881.25         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $843465.00         | $621990.09         | Agency Mortgage-Backed Securities |
| GNMA          | 2066-01-20      | 5.0000%  | 0.0000% | $68249856.00       | $66634191.80       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $1010368.00        | $1089594.75        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $1805382.00        | $1880699.23        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $6438088.00        | $6522286.21        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $2422936.00        | $2371683.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $835023.00         | $876184.40         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $1429034.00        | $1501821.98        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $1707804.00        | $1791289.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $1699946.00        | $1688807.37        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $1683382.00        | $1805462.52        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $1151048.00        | $1209312.23        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $1022600.00        | $1103170.60        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $535025.00         | $563201.85         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $1568538.00        | $1591530.85        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $2852784.00        | $2911342.47        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $1136358.00        | $1155724.70        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $1303872.00        | $1352761.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $1647896.00        | $1634414.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $1220276.00        | $1265793.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $2864140.00        | $2848766.45        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.0000%  | 0.0000% | $1311820.00        | $1304804.30        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $1120186.00        | $1117637.92        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $1099340.00        | $1159208.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1198352.00        | $1261801.94        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $1033604.00        | $1026880.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $2971444.00        | $3013071.40        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $5086150.00        | $5263497.71        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $3439928.00        | $3550730.22        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $1003902.00        | $1087727.24        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $1157762.00        | $1253147.42        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $27043424.00       | $27553750.13       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $3967212.00        | $4031428.38        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $2133932.00        | $2309434.96        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $887266.00         | $933674.29         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $1248716.00        | $1312710.96        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $1135640.00        | $1207148.49        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $1172792.00        | $1235202.03        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $6613600.00        | $6845882.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $23113344.00       | $22500106.75       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $35929280.00       | $35693470.48       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $672374.00         | $713855.95         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $3055652.00        | $3167679.98        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $5554944.00        | $5680666.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $2372980.00        | $2450150.51        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $690797.00         | $729417.93         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $1358282.00        | $1419679.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $1567826.00        | $1618627.80        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $1649590.00        | $1735893.89        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $5122472.00        | $5193699.37        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $10327120.00       | $10259537.68       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $4246320.00        | $4400303.09        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1069274.00        | $1110634.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $2574744.00        | $2555347.82        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $4465888.00        | $4430780.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $30395520.00       | $30850351.82       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $30397856.00       | $30889868.95       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $13346060.00       | $13545767.48       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $1399950.00        | $1432023.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $28292672.00       | $28754967.98       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $22250000.00       | $22952917.06       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $43502976.00       | $44180525.19       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $59069376.00       | $59953277.03       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $1336808.00        | $1373564.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $7728424.00        | $7885989.39        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $10675328.00       | $10870961.69       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $1810148.00        | $1883778.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $2302072.00        | $2384202.25        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $4443776.00        | $4529618.62        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $1662642.00        | $1651923.52        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $2448084.00        | $2357526.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $6000.00           | $6207.16           | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $780195.00         | $817770.58         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $1529284.00        | $1590258.06        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $1235112.00        | $1287039.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.5000%  | 0.0000% | $1002844.00        | $1058362.00        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $1279660.00        | $1348053.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $1282924.00        | $1333550.15        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $1331230.00        | $1401421.43        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.5000%  | 0.0000% | $1057224.00        | $1093594.52        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $1920992.00        | $2021902.04        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $1197536.00        | $1261641.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 4.5000%  | 0.0000% | $10000000.00       | $8950190.15        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 5.5000%  | 0.0000% | $20000000.00       | $14590870.22       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 4.5000%  | 0.0000% | $999089.00         | $924146.66         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 6.0000%  | 0.0000% | $358000.00         | $194645.07         | Agency Mortgage-Backed Securities |
| GNMA          | 2040-04-20      | 5.0000%  | 0.0000% | $1407454.00        | $1079228.08        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $648866.00         | $522062.24         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 4.5000%  | 0.0000% | $855402.00         | $806324.84         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 4.0000%  | 0.0000% | $56699920.00       | $52091980.60       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 3.5000%  | 0.0000% | $2985000.00        | $2656849.27        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 4.5000%  | 0.0000% | $82935808.00       | $79721771.28       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.5000%  | 0.0000% | $1000000.00        | $1046165.56        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $553576.00         | $480210.83         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $318713.00         | $198505.12         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $1292076.00        | $950735.34         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $737948.00         | $544020.22         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $893882.00         | $722914.06         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $326067.00         | $248438.83         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $979670.00         | $766422.18         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $540523.00         | $335354.94         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $374174.00         | $390102.84         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $2048916.00        | $2119500.36        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $801021.00         | $842945.92         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $10695744.00       | $10986537.52       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $3663044.00        | $3859306.35        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.0000%  | 0.0000% | $1002656.00        | $1040536.51        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $10147136.00       | $10341343.97       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.5000%  | 0.0000% | $1257068.00        | $1323295.51        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $1587912.00        | $1656454.68        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $841181.00         | $881757.70         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $1604010.00        | $1664155.03        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $5242370.00        | $5327227.08        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $7997440.00        | $7948753.40        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $1200058.00        | $1250324.43        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $1106486.00        | $1151124.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $1271542.00        | $1321530.98        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $1162076.00        | $1211344.15        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $3378640.00        | $3520153.21        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $2493052.00        | $2596196.21        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $2895508.00        | $2999678.73        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $2877944.00        | $2981482.84        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $1035350.00        | $1072304.31        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $1309718.00        | $1328916.86        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-03-20      | 6.5000%  | 0.0000% | $1033208.00        | $1088512.09        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1551274.00        | $1615007.05        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $7395136.00        | $7514839.42        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $3366228.00        | $3498570.14        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $10504384.00       | $10720005.16       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $6722384.00        | $6877945.20        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $5246320.00        | $5372293.47        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.5000%  | 0.0000% | $1112034.00        | $1208812.71        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $2275348.00        | $2352154.60        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $3263184.00        | $3432723.03        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $1203724.00        | $1265285.15        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.5000%  | 0.0000% | $1274106.00        | $1383736.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $20688608.00       | $21056364.10       | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $3678172.00        | $3756935.56        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $3116500.00        | $3179901.39        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $4568424.00        | $4658430.07        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $1025194.00        | $1070905.01        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $2244592.00        | $2278560.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $1044636.00        | $1059948.04        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $1569696.00        | $1632117.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $2402124.00        | $2494364.76        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $2126040.00        | $2166104.75        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $2875492.00        | $2919397.25        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1707818.00        | $1771865.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $5820424.00        | $5908442.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $2927720.00        | $3040158.11        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $2905964.00        | $2967215.27        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $5742032.00        | $5841999.50        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $1070190.00        | $1117775.64        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $1234250.00        | $1254228.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.5000%  | 0.0000% | $45160.00          | $47660.04          | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.5000%  | 0.0000% | $1870702.00        | $1974263.23        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.5000%  | 0.0000% | $1130976.00        | $1193587.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $2073408.00        | $2148012.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $1660012.00        | $1730405.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 6.0000%  | 0.0000% | $1837594.00        | $1931871.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-04-20      | 5.5000%  | 0.0000% | $955724.00         | $970197.52         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $1410884.00        | $1468276.88        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $1867594.00        | $1908639.56        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $2898180.00        | $2957670.30        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $1921468.00        | $1961966.35        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 5.5000%  | 0.0000% | $2666596.00        | $2713020.85        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $2098952.00        | $2199912.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $2354436.00        | $2456271.64        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $1084152.00        | $1131520.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-05-20      | 6.0000%  | 0.0000% | $3114448.00        | $3209892.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2033-04-15      | 5.5000%  | 0.0000% | $7441576.00        | $105470.90         | Agency Mortgage-Backed Securities |
| GNMA          | 2041-07-15      | 4.0000%  | 0.0000% | $9789400.00        | $321234.75         | Agency Mortgage-Backed Securities |
| GNMA          | 2041-08-15      | 4.0000%  | 0.0000% | $5816472.00        | $383159.69         | Agency Mortgage-Backed Securities |
| GNMA          | 2039-12-20      | 5.0000%  | 0.0000% | $122000.00         | $8098.80           | Agency Mortgage-Backed Securities |
| GNMA          | 2040-04-15      | 5.0000%  | 0.0000% | $194705.00         | $10468.54          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-05-15      | 5.0000%  | 0.0000% | $14857000.00       | $494086.73         | Agency Mortgage-Backed Securities |
| GNMA          | 2040-06-15      | 4.0000%  | 0.0000% | $430000.00         | $38197.97          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-06-15      | 5.0000%  | 0.0000% | $50004000.00       | $2479920.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2040-07-15      | 5.0000%  | 0.0000% | $144123.00         | $9711.09           | Agency Mortgage-Backed Securities |
| GNMA          | 2041-11-15      | 4.0000%  | 0.0000% | $870000.00         | $104864.00         | Agency Mortgage-Backed Securities |
| GNMA          | 2033-04-15      | 5.5000%  | 0.0000% | $21000000.00       | $120391.68         | Agency Mortgage-Backed Securities |
| GNMA          | 2039-07-15      | 6.5000%  | 0.0000% | $1200000.00        | $85721.35          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-04-15      | 4.0000%  | 0.0000% | $35000.00          | $8720.89           | Agency Mortgage-Backed Securities |
| GNMA          | 2064-12-20      | 7.0000%  | 0.0000% | $20000000.00       | $11182605.03       | Agency Mortgage-Backed Securities |
| GNMA          | 2041-01-15      | 4.0000%  | 0.0000% | $400000.00         | $30515.19          | Agency Mortgage-Backed Securities |
| GNMA          | 2041-01-15      | 4.0000%  | 0.0000% | $89842.00          | $10792.98          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-12-20      | 4.0000%  | 0.0000% | $1104766.00        | $105503.70         | Agency Mortgage-Backed Securities |
| GNMA          | 2040-12-20      | 4.0000%  | 0.0000% | $1069204.00        | $116368.67         | Agency Mortgage-Backed Securities |
| GNMA          | 2036-09-15      | 5.0000%  | 0.0000% | $7216704.00        | $129544.99         | Agency Mortgage-Backed Securities |
| GNMA          | 2039-08-15      | 5.5000%  | 0.0000% | $4789580.00        | $82076.24          | Agency Mortgage-Backed Securities |
| GNMA          | 2033-12-15      | 5.5000%  | 0.0000% | $4162200.00        | $67855.60          | Agency Mortgage-Backed Securities |
| GNMA          | 2035-07-15      | 5.5000%  | 0.0000% | $10965712.00       | $181183.99         | Agency Mortgage-Backed Securities |
| GNMA          | 2041-10-20      | 4.0000%  | 0.0000% | $240000.00         | $47304.50          | Agency Mortgage-Backed Securities |
| GNMA          | 2036-05-15      | 5.5000%  | 0.0000% | $2500000.00        | $26015.26          | Agency Mortgage-Backed Securities |
| GNMA          | 2036-12-15      | 6.0000%  | 0.0000% | $10570000.00       | $58933.60          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-04-15      | 5.0000%  | 0.0000% | $5000000.00        | $210964.58         | Agency Mortgage-Backed Securities |
| GNMA          | 2038-04-15      | 5.5000%  | 0.0000% | $4267992.00        | $79717.22          | Agency Mortgage-Backed Securities |
| GNMA          | 2039-11-15      | 4.0000%  | 0.0000% | $634989.00         | $116757.81         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-04-20      | 4.0000%  | 0.0000% | $294730.00         | $32168.86          | Agency Mortgage-Backed Securities |
| GNMA          | 2039-09-15      | 5.0000%  | 0.0000% | $124107.00         | $7236.60           | Agency Mortgage-Backed Securities |
| GNMA          | 2039-03-15      | 5.0000%  | 0.0000% | $49711552.00       | $1254154.03        | Agency Mortgage-Backed Securities |
| GNMA          | 2039-06-15      | 5.0000%  | 0.0000% | $3495345.00        | $60481.24          | Agency Mortgage-Backed Securities |
| GNMA          | 2039-03-15      | 5.5000%  | 0.0000% | $5850000.00        | $266840.43         | Agency Mortgage-Backed Securities |
| GNMA          | 2040-01-15      | 5.0000%  | 0.0000% | $4614152.00        | $224562.51         | Agency Mortgage-Backed Securities |
| GNMA          | 2040-08-15      | 4.0000%  | 0.0000% | $25000000.00       | $6675531.98        | Agency Mortgage-Backed Securities |

### Security 105: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK 3.620000%
- **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: BNTC4J1Z8
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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          | 2053-02-01      | 5.5000%  | 0.0000% | $32715884.00       | $23207121.56       | Agency Mortgage-Backed Securities |
| GNMA          | 2045-10-20      | 3.0000%  | 0.0000% | $3650000.00        | $372041.24         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-01-20      | 3.5000%  | 0.0000% | $4114862.00        | $378526.13         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-05-20      | 4.0000%  | 0.0000% | $6098000.00        | $540171.03         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-06-20      | 5.0000%  | 0.0000% | $5065000.00        | $452617.89         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-09-20      | 4.5000%  | 0.0000% | $1070757.00        | $91260.50          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-01-20      | 5.0000%  | 0.0000% | $4239734.00        | $391050.49         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-08-20      | 4.5000%  | 0.0000% | $3848755.00        | $423794.71         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-01-20      | 4.5000%  | 0.0000% | $8744308.00        | $534278.59         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-03-20      | 2.5000%  | 0.0000% | $211992423.00      | $128108286.46      | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1003.79           | Agency Mortgage-Backed Securities |

### Security 106: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** TRI-PARTY CANADIAN IMPERIAL BAN 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: BNTC4J246
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.8600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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          | 2045-05-01      | 6.5000%  | 0.0000% | $1739716.00        | $1251905.99        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-03-01      | 3.0000%  | 0.0000% | $1378915.00        | $821579.30         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $40000.00          | $26974.98          | Agency Mortgage-Backed Securities  |
| FMAC          | 2029-06-01      | 4.3800%  | 0.0000% | $977133.00         | $977204.99         | Agency Mortgage-Backed Securities  |
| FMAC          | 2033-08-01      | 5.4500%  | 0.0000% | $1397175.00        | $1440555.73        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-03-01      | 3.0000%  | 0.0000% | $1320090.00        | $893516.67         | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-09-01      | 2.5000%  | 0.0000% | $15444.00          | $9011.88           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.0000%  | 0.0000% | $1131.00           | $893.65            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $51656.00          | $37605.73          | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-05-01      | 3.4000%  | 0.0000% | $3476.00           | $1439.73           | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-06-01      | 6.0000%  | 0.0000% | $36998577.00       | $575023.86         | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-04-01      | 3.0200%  | 0.0000% | $2154.00           | $2026.52           | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-12-01      | 3.1400%  | 0.0000% | $3452890.00        | $3007075.18        | Agency Mortgage-Backed Securities  |
| FNMA          | 2027-04-01      | 3.2900%  | 0.0000% | $1010.00           | $1004.19           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $1602589.00        | $236091.76         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $386440.00         | $321220.79         | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-10-01      | 2.4500%  | 0.0000% | $1942474.00        | $1703969.06        | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-06-01      | 2.0000%  | 0.0000% | $422725.00         | $245882.49         | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-06-01      | 5.0100%  | 0.0000% | $250000.00         | $252255.70         | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-05-01      | 4.0400%  | 0.0000% | $3377837.00        | $3321704.85        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-02-01      | 3.0000%  | 0.0000% | $4417423.00        | $2083103.10        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-06-01      | 3.0000%  | 0.0000% | $951040.00         | $557368.37         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 5.0000%  | 0.0000% | $1007.00           | $845.48            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $19684994.00       | $19645589.09       | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-11-01      | 3.5000%  | 0.0000% | $33677.00          | $8443.02           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $2230144.00        | $1664963.31        | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-04-01      | 6.0000%  | 0.0000% | $1221.00           | $15.04             | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $106848418.00      | $104529293.41      | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.0000%  | 0.0000% | $7048.00           | $6977.24           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-05-01      | 5.5000%  | 0.0000% | $2719729.00        | $2745843.24        | Agency Mortgage-Backed Securities  |
| GNMA          | 2048-05-20      | 4.5000%  | 0.0000% | $1002.00           | $68.25             | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-10-20      | 2.0000%  | 0.0000% | $977360.00         | $430105.26         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-04-20      | 3.5000%  | 0.0000% | $1252.00           | $815.98            | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-11-20      | 2.0000%  | 0.0000% | $1000.00           | $567.34            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-01-20      | 2.0000%  | 0.0000% | $5779996.00        | $3393324.71        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-03-20      | 3.0000%  | 0.0000% | $542605362.00      | $331907632.27      | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-12-20      | 7.0000%  | 0.0000% | $7572084.00        | $4871896.86        | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-09-20      | 3.0000%  | 0.0000% | $1027642.00        | $265875.23         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-09-20      | 3.0000%  | 0.0000% | $1142676.00        | $93044.23          | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-01-15      | 2.5000%  | 0.0000% | $817391.00         | $515340.09         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-02-20      | 3.5000%  | 0.0000% | $1030477.00        | $523886.79         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-09-20      | 4.0000%  | 0.0000% | $1082386.00        | $859384.72         | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-10-15      | 4.0000%  | 0.0000% | $259796.00         | $189663.52         | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-01-20      | 4.5000%  | 0.0000% | $1140040.00        | $327347.42         | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-11-20      | 4.0000%  | 0.0000% | $1000.00           | $435.07            | Agency Mortgage-Backed Securities  |
| GNMA          | 2049-06-20      | 5.0000%  | 0.0000% | $5063179.00        | $1896863.33        | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-06-20      | 5.0000%  | 0.0000% | $227210.00         | $114628.57         | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-12-20      | 4.5000%  | 0.0000% | $4005892.00        | $1716492.10        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-02-15      | 4.0000%  | 0.0000% | $1008.00           | $592.27            | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-02-15      | 4.0000%  | 0.0000% | $2818.00           | $2118.80           | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-02-15      | 4.0000%  | 0.0000% | $1001.00           | $363.29            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-04-15      | 6.5000%  | 0.0000% | $1019701.00        | $1083754.70        | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.0000%  | 0.0000% | $1018999.00        | $846103.43         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.5000%  | 0.0000% | $1092659.00        | $804010.92         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $792.00            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $97452.00          | $76122.59          | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-07-20      | 6.5000%  | 0.0000% | $1027670.00        | $941636.82         | Agency Mortgage-Backed Securities  |
| GNMA          | 2073-08-20      | 5.8710%  | 0.0000% | $1330032.00        | $372946.60         | Agency Mortgage-Backed Securities  |
| GNMA          | 2073-08-20      | 5.8640%  | 0.0000% | $1231363.00        | $325691.88         | Agency Mortgage-Backed Securities  |
| GNMA          | 2073-10-20      | 5.8580%  | 0.0000% | $1225710.00        | $375717.37         | Agency Mortgage-Backed Securities  |
| GNMA          | 2073-11-20      | 5.9130%  | 0.0000% | $995288.00         | $382715.94         | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-02-20      | 7.3750%  | 0.0000% | $1163559.00        | $1251653.63        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.5000%  | 0.0000% | $97757.00          | $102043.55         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 7.5000%  | 0.0000% | $12894784.00       | $12813337.57       | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-01-20      | 4.5000%  | 0.0000% | $1041.00           | $47.87             | Agency Mortgage-Backed Securities  |
| USTR          | 2026-06-11      | 0.0000%  | 0.0000% | $58200.00          | $58141.57          | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 3.0000%  | 0.0000% | $49600.00          | $37111.76          | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 2.0000%  | 0.0000% | $683300.00         | $389489.61         | U.S. Treasuries (including strips) |
| USTR          | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $79.45             | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $95.66             | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 4.6250%  | 0.0000% | $1629000.00        | $1637662.22        | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 4.6250%  | 0.0000% | $100.00            | $101.91            | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $100.86            | U.S. Treasuries (including strips) |

### Security 107: FIXED INCOME CLEARING CORP-BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-BARCLAYS BANK PLC 3.630000%
- **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: BNTC4J2S3
- **C.18 - Value (incl. sponsor support):** $3100000000.00
- **C.18.a - Value (excl. sponsor support):** $3100000000.00
- **C.19 - Percentage of Net Assets:** 11.5400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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          | 2026-06-25      | 0.0000%  | 0.0000% | $182100.00         | $181661.32         | U.S. Treasuries (including strips) |
| USTR          | 2026-10-22      | 0.0000%  | 0.0000% | $102327000.00      | $100855640.07      | U.S. Treasuries (including strips) |
| USTR          | 2028-08-15      | 2.8750%  | 0.0000% | $900.00            | $885.82            | U.S. Treasuries (including strips) |
| USTR          | 2030-05-15      | 0.6250%  | 0.0000% | $100.00            | $87.43             | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $478900.00         | $419672.02         | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 4.1250%  | 0.0000% | $247188000.00      | $249401220.04      | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 3.5000%  | 0.0000% | $15189000.00       | $15058600.00       | U.S. Treasuries (including strips) |
| USTR          | 2030-10-31      | 4.8750%  | 0.0000% | $59371900.00       | $61381799.83       | U.S. Treasuries (including strips) |
| USTR          | 2031-03-31      | 4.1250%  | 0.0000% | $1000.00           | $1006.00           | U.S. Treasuries (including strips) |
| USTR          | 2031-06-30      | 4.2500%  | 0.0000% | $549940000.00      | $562143770.19      | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 3.5000%  | 0.0000% | $96361000.00       | $96821131.14       | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 4.2500%  | 0.0000% | $692771200.00      | $704065131.19      | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $41706500.00       | $41320583.41       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 3.7500%  | 0.0000% | $607487800.00      | $605491978.07      | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 4.0000%  | 0.0000% | $209463000.00      | $212823251.49      | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 3.8750%  | 0.0000% | $35310000.00       | $35715073.59       | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 3.8750%  | 0.0000% | $2740000.00        | $2750289.29        | U.S. Treasuries (including strips) |
| USTR          | 2032-08-31      | 3.8750%  | 0.0000% | $11749700.00       | $11629887.16       | U.S. Treasuries (including strips) |
| USTR          | 2032-10-31      | 3.7500%  | 0.0000% | $300.00            | $292.55            | U.S. Treasuries (including strips) |
| USTR          | 2035-11-15      | 4.0000%  | 0.0000% | $300.00            | $290.70            | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 3.3750%  | 0.0000% | $2540000.00        | $2551771.82        | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 3.7270%  | 0.0000% | $8419700.00        | $8446922.67        | U.S. Treasuries (including strips) |
| USTR          | 2031-03-31      | 3.8750%  | 0.0000% | $2977600.00        | $2962847.73        | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 3.7500%  | 0.0000% | $3690900.00        | $3684950.87        | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 3.7361%  | 0.0000% | $413647100.00      | $414994645.06      | U.S. Treasuries (including strips) |
| USTR          | 2033-04-30      | 4.1250%  | 0.0000% | $3600.00           | $3579.13           | U.S. Treasuries (including strips) |
| USTR          | 2029-05-15      | 3.8750%  | 0.0000% | $29386500.00       | $29293379.61       | U.S. Treasuries (including strips) |

### Security 108: FIXED INCOME CLEARING CORP-BANK OF NEW YORK MELLON

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARING-BANK OF NEW YORK MELLON 3.610000%
- **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: BNTC4J2X2
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.8600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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          | 2027-04-15      | 0.1250%  | 0.0000% | $440566800.00      | $510000005.91      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Northern Institutional Funds

**Date:** 2026-06-05

**By:** Kevin P. O Rourke

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

**Title of Signing Officer:** President