# EDGAR Filing Document

**Accession Number:** 0000710124
**File Stem:** 0001145549-25-050760
**Filing Date:** 2025-8
**Character Count:** 202463
**Document Hash:** 942bfb81987c3867653f76d0a6eabb4b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-050760.hdr.sgml**: 20250807

**ACCESSION NUMBER**: 0001145549-25-050760

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250807

**DATE AS OF CHANGE**: 20250807

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NORTHERN 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:** 251192337

**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

### LIQUID ASSETS PORTFOLIO (Series ID: S000001289)

| Class ID   | Class Name              | Ticker Symbol   |
|:---|:---|:---|
| C000003457 | LIQUID ASSETS PORTFOLIO |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-07-31

**Registrant Full Name:** Northern Institutional Funds

**CIK Number of Registrant:** 0000710124

**LEI of Registrant:** 549300Y178DO5JBR1S04

**Name of Series:** Liquid Assets Portfolio

**LEI of Series:** 549300AT0IKDSFK3QL49

**EDGAR Series Identifier:** S000001289

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

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

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

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

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

### Fund Characteristics & Assets

- **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:** 29 days

- **WAL:** 81 days

- **Total Value of Portfolio Securities:** $2905175113.95

- **Amortized Cost of Portfolio Securities:** $2905263414.16

- **Cash:** $10767453.00

- **Total Other Assets:** $15592114.24

- **Total Liabilities:** $50750646.50

- **Net Assets of Series:** $2880872334.90

- **Number of Shares Outstanding (Series):** 2881095501.2700

- **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?:** Yes

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-07-01 | $1773467946.53            | $2016370025.44             | 63.5600%                  | 72.2700%                   |
| 2025-07-02 | $1726311612.37            | $1954222227.37             | 63.2800%                  | 71.6300%                   |
| 2025-07-03 | $2008629569.90            | $2216552235.57             | 67.1600%                  | 74.1200%                   |
| 2025-07-07 | $1978119759.73            | $2186062528.06             | 66.8200%                  | 73.8400%                   |
| 2025-07-08 | $1790953843.55            | $1973901637.55             | 64.8200%                  | 71.4400%                   |
| 2025-07-09 | $1811005312.91            | $1993956963.14             | 65.0700%                  | 71.6500%                   |
| 2025-07-10 | $1963991455.85            | $2146946962.29             | 66.8900%                  | 73.1200%                   |
| 2025-07-11 | $1935273990.15            | $2118233352.82             | 66.4500%                  | 72.7300%                   |
| 2025-07-14 | $1900526263.27            | $2108497194.60             | 66.0400%                  | 73.2600%                   |
| 2025-07-15 | $1862442891.46            | $2070417679.02             | 65.5800%                  | 72.9000%                   |
| 2025-07-16 | $1861561505.97            | $2069540149.74             | 65.4700%                  | 72.7900%                   |
| 2025-07-17 | $1937841897.98            | $2137824397.98             | 66.2200%                  | 73.0500%                   |
| 2025-07-18 | $1947079837.67            | $2122065254.34             | 66.8900%                  | 72.9000%                   |
| 2025-07-21 | $2005508780.85            | $2185468550.30             | 67.5400%                  | 73.6000%                   |
| 2025-07-22 | $2039765505.75            | $2219728784.92             | 67.9100%                  | 73.9000%                   |
| 2025-07-23 | $1967042560.34            | $2122009349.23             | 67.6900%                  | 73.0200%                   |
| 2025-07-24 | $2067938643.71            | $2222906025.66             | 68.7700%                  | 73.9300%                   |
| 2025-07-25 | $2003249568.11            | $2158217543.11             | 68.0800%                  | 73.3500%                   |
| 2025-07-28 | $2006989406.62            | $2161959160.79             | 68.1100%                  | 73.3700%                   |
| 2025-07-29 | $1962636732.57            | $2117607079.79             | 67.6200%                  | 72.9600%                   |
| 2025-07-30 | $2223150897.68            | $2238123004.66             | 73.5400%                  | 74.0400%                   |
| 2025-07-31 | $1993535893.05            | $2108508593.09             | 68.9300%                  | 72.9100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-07-01 | 4.4300%             |
| 2025-07-02 | 4.4300%             |
| 2025-07-03 | 4.4200%             |
| 2025-07-07 | 4.4000%             |
| 2025-07-08 | 4.4000%             |
| 2025-07-09 | 4.4000%             |
| 2025-07-10 | 4.3900%             |
| 2025-07-11 | 4.3900%             |
| 2025-07-14 | 4.3800%             |
| 2025-07-15 | 4.3700%             |
| 2025-07-16 | 4.3800%             |
| 2025-07-17 | 4.3800%             |
| 2025-07-18 | 4.3800%             |
| 2025-07-21 | 4.3800%             |
| 2025-07-22 | 4.3700%             |
| 2025-07-23 | 4.3600%             |
| 2025-07-24 | 4.3600%             |
| 2025-07-25 | 4.3600%             |
| 2025-07-28 | 4.3800%             |
| 2025-07-29 | 4.3900%             |
| 2025-07-30 | 4.3900%             |
| 2025-07-31 | 4.4000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-07-01 | 0.9999                      |
|  |  |
| 2025-07-02 | 1.0000                      |
|  |  |
| 2025-07-03 | 0.9999                      |
|  |  |
| 2025-07-07 | 0.9999                      |
|  |  |
| 2025-07-08 | 0.9999                      |
|  |  |
| 2025-07-09 | 0.9999                      |
|  |  |
| 2025-07-10 | 0.9999                      |
|  |  |
| 2025-07-11 | 0.9999                      |
|  |  |
| 2025-07-14 | 0.9999                      |
|  |  |
| 2025-07-15 | 0.9999                      |
|  |  |
| 2025-07-16 | 0.9999                      |
|  |  |
| 2025-07-17 | 0.9999                      |
|  |  |
| 2025-07-18 | 0.9999                      |
|  |  |
| 2025-07-21 | 0.9999                      |
|  |  |
| 2025-07-22 | 0.9999                      |
|  |  |
| 2025-07-23 | 0.9999                      |
|  |  |
| 2025-07-24 | 0.9999                      |
|  |  |
| 2025-07-25 | 0.9999                      |
|  |  |
| 2025-07-28 | 0.9999                      |
|  |  |
| 2025-07-29 | 0.9999                      |
|  |  |
| 2025-07-30 | 0.9999                      |
|  |  |
| 2025-07-31 | 0.9999                      |
|  |  |

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

### Class: Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $2880872334.90

- **Number of Shares Outstanding:** 2881095501.2700

- **Expense Reimbursement/Waiver:** 235149.94

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9999          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 0.9999          |
|  |  |
| 2025-07-07 | 0.9999          |
|  |  |
| 2025-07-08 | 0.9999          |
|  |  |
| 2025-07-09 | 0.9999          |
|  |  |
| 2025-07-10 | 0.9999          |
|  |  |
| 2025-07-11 | 0.9999          |
|  |  |
| 2025-07-14 | 0.9999          |
|  |  |
| 2025-07-15 | 0.9999          |
|  |  |
| 2025-07-16 | 0.9999          |
|  |  |
| 2025-07-17 | 0.9999          |
|  |  |
| 2025-07-18 | 0.9999          |
|  |  |
| 2025-07-21 | 0.9999          |
|  |  |
| 2025-07-22 | 0.9999          |
|  |  |
| 2025-07-23 | 0.9999          |
|  |  |
| 2025-07-24 | 0.9999          |
|  |  |
| 2025-07-25 | 0.9999          |
|  |  |
| 2025-07-28 | 0.9999          |
|  |  |
| 2025-07-29 | 0.9999          |
|  |  |
| 2025-07-30 | 0.9999          |
|  |  |
| 2025-07-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $14711377.68              | $0.00                   |
| 2025-07-02 | $0.00                     | $62373955.61            |
| 2025-07-03 | $262880862.47             | $763576.00              |
| 2025-07-07 | $0.00                     | $31439882.27            |
| 2025-07-08 | $50885.81                 | $197557611.94           |
| 2025-07-09 | $19521197.06              | $0.00                   |
| 2025-07-10 | $152718113.23             | $0.00                   |
| 2025-07-11 | $40418532.07              | $64400000.00            |
| 2025-07-14 | $358.32                   | $35551703.51            |
| 2025-07-15 | $0.00                     | $38341204.67            |
| 2025-07-16 | $3089684.70               | $0.00                   |
| 2025-07-17 | $82533830.45              | $0.00                   |
| 2025-07-18 | $0.00                     | $15872764.50            |
| 2025-07-21 | $60399046.10              | $2909886.25             |
| 2025-07-22 | $40598845.98              | $6567805.00             |
| 2025-07-23 | $0.00                     | $98020130.53            |
| 2025-07-24 | $100557653.38             | $0.00                   |
| 2025-07-25 | $0.00                     | $64929762.28            |
| 2025-07-28 | $3034263.41               | $0.00                   |
| 2025-07-29 | $0.00                     | $44598277.06            |
| 2025-07-30 | $120267127.30             | $0.00                   |
| 2025-07-31 | $0.00                     | $131231618.55           |

**Total Gross Subscriptions (Month):** $900781777.96

**Total Gross Redemptions (Month):** $794558178.17

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.4000%           |
| 2025-07-02 | 4.4000%           |
| 2025-07-03 | 4.3800%           |
| 2025-07-07 | 4.3700%           |
| 2025-07-08 | 4.3700%           |
| 2025-07-09 | 4.3600%           |
| 2025-07-10 | 4.3600%           |
| 2025-07-11 | 4.3500%           |
| 2025-07-14 | 4.3500%           |
| 2025-07-15 | 4.3400%           |
| 2025-07-16 | 4.3500%           |
| 2025-07-17 | 4.3500%           |
| 2025-07-18 | 4.3500%           |
| 2025-07-21 | 4.3400%           |
| 2025-07-22 | 4.3400%           |
| 2025-07-23 | 4.3300%           |
| 2025-07-24 | 4.3300%           |
| 2025-07-25 | 4.3400%           |
| 2025-07-28 | 4.3500%           |
| 2025-07-29 | 4.3600%           |
| 2025-07-30 | 4.3600%           |
| 2025-07-31 | 4.3700%           |

**Beneficial/Record Owner Categories**
| Category          | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Insurance company |  | 5.2300%          | 0.0000%              |
| Insurance company |  | 18.1100%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.494999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3YQ0, C.4 - ISIN: US3130B3YQ04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10003781.80
- **C.18.a - Value (excl. sponsor support):** $10003781.80
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.329997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4UQ2, C.4 - ISIN: US3130B4UQ23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9999853.30
- **C.18.a - Value (excl. sponsor support):** $9999853.30
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4W72, C.4 - ISIN: US3130B4W720, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19975710.40
- **C.18.a - Value (excl. sponsor support):** $19975710.40
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5NN4, C.4 - ISIN: US3130B5NN40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19964096.00
- **C.18.a - Value (excl. sponsor support):** $19964096.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.300000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5RG5, C.4 - ISIN: US3130B5RG52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $27651373.60
- **C.18.a - Value (excl. sponsor support):** $27651373.60
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-09-25
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5RJ9, C.4 - ISIN: US3130B5RJ91, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6062911.70
- **C.18.a - Value (excl. sponsor support):** $6062911.70
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-03-30
- **C.13 - Final Legal Maturity Date:** 2027-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5TD0, C.4 - ISIN: US3130B5TD04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19962627.80
- **C.18.a - Value (excl. sponsor support):** $19962627.80
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.419997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U71, C.4 - ISIN: US3130B5U713, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19999508.20
- **C.18.a - Value (excl. sponsor support):** $19999508.20
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-08
- **C.13 - Final Legal Maturity Date:** 2027-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.349998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VV7, C.4 - ISIN: US3130B5VV73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $45002881.80
- **C.18.a - Value (excl. sponsor support):** $45002881.80
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B65T9, C.4 - ISIN: US3130B65T96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49965820.50
- **C.18.a - Value (excl. sponsor support):** $49965820.50
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-22
- **C.12 - Maturity Date (WAL):** 2025-10-22
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130B6BX3, C.4 - ISIN: US3130B6BX33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $29993822.10
- **C.18.a - Value (excl. sponsor support):** $29993822.10
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6DC7, C.4 - ISIN: US3130B6DC77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $39979754.00
- **C.18.a - Value (excl. sponsor support):** $39979754.00
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.419997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6WK8, C.4 - ISIN: US3130B6WK82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5002262.70
- **C.18.a - Value (excl. sponsor support):** $5002262.70
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-07-07
- **C.13 - Final Legal Maturity Date:** 2027-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313LW6, C.4 - ISIN: US313313LW65, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4971212.50
- **C.18.a - Value (excl. sponsor support):** $4971212.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MZ6, C.4 - ISIN: US313385MZ64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4241644.05
- **C.18.a - Value (excl. sponsor support):** $4241644.05
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NU6, C.4 - ISIN: US313385NU68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $14833947.90
- **C.18.a - Value (excl. sponsor support):** $14833947.90
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NV4, C.4 - ISIN: US313385NV42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24720333.25
- **C.18.a - Value (excl. sponsor support):** $24720333.25
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NW2, C.4 - ISIN: US313385NW25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9886968.10
- **C.18.a - Value (excl. sponsor support):** $9886968.10
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PK6, C.4 - ISIN: US313385PK68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9871819.40
- **C.18.a - Value (excl. sponsor support):** $9871819.40
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9822395.80
- **C.18.a - Value (excl. sponsor support):** $9822395.80
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RK4, C.4 - ISIN: US313385RK41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $29456874.90
- **C.18.a - Value (excl. sponsor support):** $29456874.90
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RL2, C.4 - ISIN: US313385RL24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $14726718.75
- **C.18.a - Value (excl. sponsor support):** $14726718.75
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RN8, C.4 - ISIN: US313385RN89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $53160860.65
- **C.18.a - Value (excl. sponsor support):** $53160860.65
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.459996%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP2S3, C.4 - ISIN: US3133EP2S32, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $67031085.99
- **C.18.a - Value (excl. sponsor support):** $67031085.99
- **C.19 - Percentage of Net Assets:** 2.3300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.449999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP3F0, C.4 - ISIN: US3133EP3F02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $17511854.50
- **C.18.a - Value (excl. sponsor support):** $17511854.50
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4H5, C.4 - ISIN: US3133EP4H58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5000539.35
- **C.18.a - Value (excl. sponsor support):** $5000539.35
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.444999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4L6, C.4 - ISIN: US3133EP4L60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5003477.80
- **C.18.a - Value (excl. sponsor support):** $5003477.80
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.469997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPJ22, C.4 - ISIN: US3133EPJ226, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15002364.30
- **C.18.a - Value (excl. sponsor support):** $15002364.30
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.449999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5001823.25
- **C.18.a - Value (excl. sponsor support):** $5001823.25
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.459996%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $12011459.28
- **C.18.a - Value (excl. sponsor support):** $12011459.28
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.419997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJM4, C.4 - ISIN: US3133ERJM44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6002173.38
- **C.18.a - Value (excl. sponsor support):** $6002173.38
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.444999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLA7, C.4 - ISIN: US3133ERLA77, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2000732.90
- **C.18.a - Value (excl. sponsor support):** $2000732.90
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.469997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN56, C.4 - ISIN: US3133ERN562, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5003671.10
- **C.18.a - Value (excl. sponsor support):** $5003671.10
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.489999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ38, C.4 - ISIN: US3133ERQ383, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10008801.30
- **C.18.a - Value (excl. sponsor support):** $10008801.30
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.474998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQM6, C.4 - ISIN: US3133ERQM60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5003727.45
- **C.18.a - Value (excl. sponsor support):** $5003727.45
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.469997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTB7, C.4 - ISIN: US3133ERTB78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5002866.80
- **C.18.a - Value (excl. sponsor support):** $5002866.80
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.459996%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5004491.40
- **C.18.a - Value (excl. sponsor support):** $5004491.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.479998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYQ8, C.4 - ISIN: US3133ERYQ82, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10008208.70
- **C.18.a - Value (excl. sponsor support):** $10008208.70
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.459996%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5004619.55
- **C.18.a - Value (excl. sponsor support):** $5004619.55
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.359999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCV7, C.4 - ISIN: US3133ETCV71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5000077.20
- **C.18.a - Value (excl. sponsor support):** $5000077.20
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDB0, C.4 - ISIN: US3133ETDB09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1999961.30
- **C.18.a - Value (excl. sponsor support):** $1999961.30
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.464997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGE1, C.4 - ISIN: US3133ETGE11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10003321.20
- **C.18.a - Value (excl. sponsor support):** $10003321.20
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-05-12
- **C.13 - Final Legal Maturity Date:** 2027-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.449999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETHC4, C.4 - ISIN: US3133ETHC46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999680.00
- **C.18.a - Value (excl. sponsor support):** $9999680.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-03-19
- **C.13 - Final Legal Maturity Date:** 2027-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.419997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMJ3, C.4 - ISIN: US3133ETMJ34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4999407.70
- **C.18.a - Value (excl. sponsor support):** $4999407.70
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.429998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNE3, C.4 - ISIN: US3133ETNE38, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19999278.80
- **C.18.a - Value (excl. sponsor support):** $19999278.80
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-06-24
- **C.13 - Final Legal Maturity Date:** 2027-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.419997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5002173.40
- **C.18.a - Value (excl. sponsor support):** $5002173.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.439998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPS0, C.4 - ISIN: US3133ETPS06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14999716.20
- **C.18.a - Value (excl. sponsor support):** $14999716.20
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-07-15
- **C.13 - Final Legal Maturity Date:** 2027-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.474998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQU4, C.4 - ISIN: US3133ETQU43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14999904.00
- **C.18.a - Value (excl. sponsor support):** $14999904.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.494999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSD0, C.4 - ISIN: US3133ETSD00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2027-08-04
- **C.13 - Final Legal Maturity Date:** 2027-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FHLMC 4.429998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJM6, C.4 - ISIN: US3134HAJM64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $5003027.60
- **C.18.a - Value (excl. sponsor support):** $5003027.60
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FHLMC 4.459996%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $5003766.60
- **C.18.a - Value (excl. sponsor support):** $5003766.60
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 4.459996%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $12018080.40
- **C.18.a - Value (excl. sponsor support):** $12018080.40
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 4.459996%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $5005401.55
- **C.18.a - Value (excl. sponsor support):** $5005401.55
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $24573164.00
- **C.18.a - Value (excl. sponsor support):** $24573164.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 55: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QZ3, C.4 - ISIN: US912797QZ38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14758400.55
- **C.18.a - Value (excl. sponsor support):** $14758400.55
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 56: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14734340.40
- **C.18.a - Value (excl. sponsor support):** $14734340.40
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 57: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4907944.45
- **C.18.a - Value (excl. sponsor support):** $4907944.45
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 58: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RN9, C.4 - ISIN: US912797RN98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9878855.80
- **C.18.a - Value (excl. sponsor support):** $9878855.80
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 59: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $29581020.90
- **C.18.a - Value (excl. sponsor support):** $29581020.90
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 60: 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):** $4896484.40
- **C.18.a - Value (excl. sponsor support):** $4896484.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 61: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAZ4, C.4 - ISIN: US91282CAZ41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4934335.95
- **C.18.a - Value (excl. sponsor support):** $4934335.95
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 62: 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):** $4852187.50
- **C.18.a - Value (excl. sponsor support):** $4852187.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **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 63: 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):** $24134375.00
- **C.18.a - Value (excl. sponsor support):** $24134375.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **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 64: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJB8, C.4 - ISIN: US91282CJB81, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5004414.05
- **C.18.a - Value (excl. sponsor support):** $5004414.05
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 65: 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):** $15026718.75
- **C.18.a - Value (excl. sponsor support):** $15026718.75
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 66: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY ROYAL BANK OF CANADA 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BNTAY54Z6
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-12-31      | 3.7500%  | 0.0000% | $51063100.00       | $51000086.45       | U.S. Treasuries (including strips) |

### Security 67: FIXED INCOME CLEARING CORP-BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-BARCLAYS BANK PLC 4.410000%
- **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: BNTAY55V4
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $51679000.00       | $50999955.36       | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 4.1250%  | 0.0000% | $100.00            | $101.54            | U.S. Treasuries (including strips) |

### Security 68: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** TRI-PARTY CANADIAN IMPERIAL BAN 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: BNTAY5692
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2051-08-01      | 2.5000%  | 0.0000% | $1024.00           | $672.11            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $515697.00         | $429296.70         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 6.5000%  | 0.0000% | $2417.00           | $2077.31           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 7.0000%  | 0.0000% | $11526.00          | $9168.81           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $956.98            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-01-01      | 2.0000%  | 0.0000% | $1002.00           | $572.10            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 4.5000%  | 0.0000% | $1001.00           | $777.10            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $726.07            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1239.18           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $989430.00         | $559148.02         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $3000.00           | $2454.48           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $1001.00           | $763.27            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 4.5000%  | 0.0000% | $1002.00           | $762.35            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $15000.00          | $13315.76          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $573666.00         | $416538.86         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $1767050.00        | $1701964.88        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $1545500.00        | $1219193.97        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 7.0000%  | 0.0000% | $2000.00           | $2070.68           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 7.0000%  | 0.0000% | $3001.00           | $1920.57           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $2000.00           | $2072.74           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $850.68            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $864.30            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 5.5000%  | 0.0000% | $1767.00           | $1490.01           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 6.0000%  | 0.0000% | $21000.00          | $19345.53          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 7.0000%  | 0.0000% | $2002.00           | $1459.39           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $1001.00           | $718.26            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $890.40            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $1103.00           | $989.64            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $2000.00           | $1481.33           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.61           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $943828.00         | $804138.13         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $340711.00         | $307065.18         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $963.59            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $1001.00           | $962.86            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.52           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $1040.00           | $953.99            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $17000.00          | $15311.89          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $1053376.00        | $961918.15         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $954.72            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $492360.00         | $404164.54         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $1010.00           | $1009.40           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 7.0000%  | 0.0000% | $3000.00           | $3004.86           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.78           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $883.40            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1891.12           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 6.0000%  | 0.0000% | $4000.00           | $4020.28           | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-06-01      | 2.5000%  | 0.0000% | $14516730.00       | $5440328.04        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $1001.00           | $857.15            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $993.16            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $890.42            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 6.5000%  | 0.0000% | $2000.00           | $1867.04           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $1505266.00        | $1410839.11        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $1001.00           | $974.42            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1010.23           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1009.19           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1987.81           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $988.66            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 7.0000%  | 0.0000% | $2000.00           | $1551.60           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.60           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $1266738.00        | $1260279.54        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $2026.83           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $958.49            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $1024.00           | $939.26            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.17           | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-06-01      | 6.0000%  | 0.0000% | $36990397.00       | $638048.27         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $1384316.00        | $1103859.52        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $2000.00           | $1595.06           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $2000.00           | $1914.67           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $600.92            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $1044.14           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $3001.00           | $2969.85           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $2000.00           | $2108.15           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $932.29            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1622.67           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $951.05            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $974.41            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.12           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $980.23            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $1003.00           | $717.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1987.74           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $969.93            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.73           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $2000.00           | $2047.69           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1487.14           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1905.03           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $84350.00          | $77131.69          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1740.74           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $954.79            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $844.06            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.30           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $2000.00           | $2091.58           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $115047.00         | $112588.63         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 4.5000%  | 0.0000% | $3000.00           | $2739.91           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1809.00           | $1887.43           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 4.5000%  | 0.0000% | $1001.00           | $913.02            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1867.19           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1453.81           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $989.21            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $818.92            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $905.04            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $2868.00           | $2129.19           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1001.00           | $1002.24           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.48           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $1001.00           | $997.11            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.14           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $937.00            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1956.40           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $946.58            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $3001.00           | $2816.02           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $7001.00           | $6767.73           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $995.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1001.00           | $854.34            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $960.46            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $1003.00           | $1045.15           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.63           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 7.0000%  | 0.0000% | $1000.00           | $1050.88           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 7.0000%  | 0.0000% | $2000.00           | $1880.08           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $915.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $1001.00           | $1027.08           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $982.10            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1424493.00        | $1420126.79        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 7.0000%  | 0.0000% | $2000.00           | $1985.45           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 7.0000%  | 0.0000% | $3001.00           | $3148.77           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 7.0000%  | 0.0000% | $527249.00         | $561128.02         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.5000%  | 0.0000% | $5190.00           | $5263.81           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $916.25            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2062.03           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $965.25            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $2016.23           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.43           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.52           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.87           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $696516.00         | $698283.24         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.64           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $2000.00           | $2004.68           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.90           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.75           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 7.0000%  | 0.0000% | $3107.00           | $3286.30           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 7.0000%  | 0.0000% | $1008.00           | $1067.10           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1058.10           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1057.99           | Agency Mortgage-Backed Securities  |
| FNMA          | 2060-06-01      | 2.5000%  | 0.0000% | $1187.00           | $545.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-11-01      | 4.0000%  | 0.0000% | $1017.00           | $152.03            | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-10-01      | 2.4300%  | 0.0000% | $1003.00           | $887.68            | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-07-01      | 3.7795%  | 0.0000% | $1221.00           | $539.10            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1001.00           | $775.28            | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-11-01      | 1.3900%  | 0.0000% | $1105.00           | $1009.60           | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-04-01      | 2.4050%  | 0.0000% | $11147.00          | $10458.80          | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-06-01      | 4.3800%  | 0.0000% | $648547.00         | $648662.43         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $721.14            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 7.0000%  | 0.0000% | $1402100.00        | $933407.02         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $5014.00           | $5036.08           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $976.50            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $155200.00         | $159826.75         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $874.61            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $2001.00           | $1592.48           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1764.83           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 6.0000%  | 0.0000% | $1000.00           | $858.21            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $3001.00           | $2387.62           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $747.41            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $2001.00           | $1966.66           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $25002.00          | $22175.62          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $8000.00           | $7516.26           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $779.68            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $8000.00           | $4621.94           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.5000%  | 0.0000% | $18004.00          | $16468.10          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1001.00           | $978.16            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1001.00           | $528.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $4000.00           | $3408.91           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $20000.00          | $12922.27          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $622.32            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $894.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $559900.00         | $390838.34         | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-01-01      | 5.2400%  | 0.0000% | $1056.00           | $1085.28           | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-03-01      | 5.0700%  | 0.0000% | $1000.00           | $1020.28           | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-08-01      | 5.3600%  | 0.0000% | $1000.00           | $1043.02           | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-04-01      | 4.7400%  | 0.0000% | $1114.00           | $1118.34           | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-05-01      | 5.0400%  | 0.0000% | $1000.00           | $1017.97           | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-05-01      | 5.1500%  | 0.0000% | $1000.00           | $1022.56           | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-07-01      | 4.4600%  | 0.0000% | $1097.00           | $1101.99           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-09-01      | 4.0000%  | 0.0000% | $29111682.00       | $3959589.87        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-02-01      | 3.0000%  | 0.0000% | $1011.00           | $495.31            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 3.0000%  | 0.0000% | $1023.00           | $606.44            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $639.45            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $659.39            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $38186216.00       | $23451552.29       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $1008.00           | $794.82            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 7.0000%  | 0.0000% | $9107.00           | $7909.56           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $1014.60           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $922.65            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $1153.00           | $1054.49           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $5020.00           | $3216.62           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 3.0000%  | 0.0000% | $2300.00           | $1081.92           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $2142.00           | $1720.20           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $3000.00           | $3068.66           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $815.64            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-01-01      | 6.0000%  | 0.0000% | $1002.00           | $16.70             | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-04-01      | 6.5000%  | 0.0000% | $1000.00           | $73.62             | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-09-01      | 6.0000%  | 0.0000% | $1002.00           | $8.32              | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 3.5000%  | 0.0000% | $1003.00           | $139.28            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $528.92            | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-04-01      | 6.0000%  | 0.0000% | $48864.00          | $31439.35          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 5.5000%  | 0.0000% | $1005.00           | $882.09            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 6.0000%  | 0.0000% | $1065.00           | $751.31            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 6.0000%  | 0.0000% | $6000.00           | $5419.72           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $3001.00           | $3004.93           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $7001.00           | $6672.87           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $6001.00           | $4025.48           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 7.0000%  | 0.0000% | $4001.00           | $4231.52           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 7.0000%  | 0.0000% | $9002.00           | $9556.49           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $1001.00           | $1006.68           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1012.19           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1061.96           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.45           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.5000%  | 0.0000% | $1054386.00        | $1106125.43        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 7.0000%  | 0.0000% | $7001.00           | $7417.60           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 7.0000%  | 0.0000% | $6001.00           | $6409.54           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 6.0000%  | 0.0000% | $1008.00           | $986.52            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $4029.00           | $4047.12           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $930.43            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 6.5000%  | 0.0000% | $773009.00         | $762904.06         | Agency Mortgage-Backed Securities  |
| USTR          | 2026-11-15      | 0.0000%  | 0.0000% | $117000.00         | $111575.76         | U.S. Treasuries (including strips) |

### Security 69: FIXED INCOME CLEARING CORP-JP MORGAN

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTAY5CN4
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 8.6800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2039-11-01      | 4.0000%  | 0.0000% | $12608240.00       | $12156763.92       | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 3.0000%  | 0.0000% | $7826056.00        | $4836657.79        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $3000000.00        | $2115508.28        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $5969999.00        | $4690290.36        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 5.5000%  | 0.0000% | $4727970.00        | $4417541.93        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-03-01      | 2.0000%  | 0.0000% | $2651450.00        | $1477844.36        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 4.0000%  | 0.0000% | $1326920.00        | $1024037.90        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 4.5000%  | 0.0000% | $2859996.00        | $2565294.54        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $4134407.00        | $4276303.98        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $39445248.00       | $40318684.13       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 4.5000%  | 0.0000% | $6941392.00        | $6598723.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.0000%  | 0.0000% | $177172480.00      | $173022349.26      | Agency Mortgage-Backed Securities |

### Security 70: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARK 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BNTAY5CQ7
- **C.18 - Value (incl. sponsor support):** $375000000.00
- **C.18.a - Value (excl. sponsor support):** $375000000.00
- **C.19 - Percentage of Net Assets:** 13.0200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2026-12-20      | 3.5000%  | 0.0000% | $810000.00         | $7014.50           | Agency Mortgage-Backed Securities |
| GNMA          | 2039-05-20      | 6.5000%  | 0.0000% | $3601884.00        | $25664.66          | Agency Mortgage-Backed Securities |
| GNMA          | 2027-06-20      | 2.5000%  | 0.0000% | $525000.00         | $10929.33          | Agency Mortgage-Backed Securities |
| GNMA          | 2042-07-20      | 3.5000%  | 0.0000% | $209155.00         | $16061.11          | Agency Mortgage-Backed Securities |
| GNMA          | 2042-07-20      | 5.0000%  | 0.0000% | $105431.00         | $5427.72           | Agency Mortgage-Backed Securities |
| GNMA          | 2042-09-20      | 4.0000%  | 0.0000% | $100000.00         | $6990.52           | Agency Mortgage-Backed Securities |
| GNMA          | 2042-11-20      | 5.5000%  | 0.0000% | $593869.00         | $20475.52          | Agency Mortgage-Backed Securities |
| GNMA          | 2028-01-20      | 2.5000%  | 0.0000% | $1440000.00        | $44989.80          | Agency Mortgage-Backed Securities |
| GNMA          | 2027-09-20      | 4.0000%  | 0.0000% | $275504.00         | $5634.72           | Agency Mortgage-Backed Securities |
| GNMA          | 2028-02-20      | 4.0000%  | 0.0000% | $175000.00         | $8133.93           | Agency Mortgage-Backed Securities |
| GNMA          | 2028-08-20      | 4.5000%  | 0.0000% | $94735.00          | $25324.42          | Agency Mortgage-Backed Securities |
| GNMA          | 2028-05-20      | 3.5000%  | 0.0000% | $760191.00         | $17648.18          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-06-20      | 4.0000%  | 0.0000% | $487000.00         | $49867.01          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-06-20      | 4.5000%  | 0.0000% | $360000.00         | $26135.22          | Agency Mortgage-Backed Securities |
| GNMA          | 2028-06-20      | 2.5000%  | 0.0000% | $700000.00         | $26910.61          | Agency Mortgage-Backed Securities |
| GNMA          | 2028-08-20      | 4.0000%  | 0.0000% | $281662.00         | $6343.46           | Agency Mortgage-Backed Securities |
| GNMA          | 2043-08-20      | 2.5000%  | 0.0000% | $285082.00         | $46447.58          | Agency Mortgage-Backed Securities |
| GNMA          | 2042-06-20      | 4.5000%  | 0.0000% | $230000.00         | $11239.78          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-09-20      | 5.5000%  | 0.0000% | $177929.00         | $9716.70           | Agency Mortgage-Backed Securities |
| GNMA          | 2043-09-20      | 2.5000%  | 0.0000% | $190000.00         | $32764.86          | Agency Mortgage-Backed Securities |
| GNMA          | 2028-11-20      | 2.5000%  | 0.0000% | $1075000.00        | $47339.45          | Agency Mortgage-Backed Securities |
| GNMA          | 2028-12-20      | 4.0000%  | 0.0000% | $159936.00         | $6041.99           | Agency Mortgage-Backed Securities |
| GNMA          | 2043-08-20      | 3.0000%  | 0.0000% | $50000.00          | $5753.89           | Agency Mortgage-Backed Securities |
| GNMA          | 2044-01-20      | 3.0000%  | 0.0000% | $174000.00         | $20374.08          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-02-20      | 4.5000%  | 0.0000% | $1155.00           | $73.59             | Agency Mortgage-Backed Securities |
| GNMA          | 2045-03-20      | 3.0000%  | 0.0000% | $290489.00         | $23765.68          | Agency Mortgage-Backed Securities |
| GNMA          | 2044-04-20      | 4.5000%  | 0.0000% | $482936.00         | $33287.08          | Agency Mortgage-Backed Securities |
| GNMA          | 2030-06-20      | 8.0000%  | 0.0000% | $202317.00         | $14566.81          | Agency Mortgage-Backed Securities |
| GNMA          | 2044-05-20      | 3.5000%  | 0.0000% | $118000.00         | $8738.58           | Agency Mortgage-Backed Securities |
| GNMA          | 2030-11-20      | 8.5000%  | 0.0000% | $141397.00         | $16446.32          | Agency Mortgage-Backed Securities |
| GNMA          | 2044-06-20      | 4.0000%  | 0.0000% | $740194.00         | $45215.45          | Agency Mortgage-Backed Securities |
| GNMA          | 2044-06-20      | 5.5000%  | 0.0000% | $435000.00         | $29934.38          | Agency Mortgage-Backed Securities |
| GNMA          | 2044-07-20      | 3.5000%  | 0.0000% | $502270.00         | $34654.57          | Agency Mortgage-Backed Securities |
| GNMA          | 2044-10-20      | 4.0000%  | 0.0000% | $520099.00         | $34202.79          | Agency Mortgage-Backed Securities |
| GNMA          | 2030-10-20      | 9.0000%  | 0.0000% | $54429.00          | $7279.62           | Agency Mortgage-Backed Securities |
| GNMA          | 2030-03-20      | 4.5000%  | 0.0000% | $119686.00         | $5816.53           | Agency Mortgage-Backed Securities |
| GNMA          | 2030-03-20      | 4.0000%  | 0.0000% | $414602.00         | $13762.71          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-05-20      | 5.5000%  | 0.0000% | $125000.00         | $11766.23          | Agency Mortgage-Backed Securities |
| GNMA          | 2030-06-20      | 3.0000%  | 0.0000% | $143000.00         | $9050.88           | Agency Mortgage-Backed Securities |
| GNMA          | 2030-05-20      | 2.0000%  | 0.0000% | $165169.00         | $15131.07          | Agency Mortgage-Backed Securities |
| GNMA          | 2036-11-20      | 7.0000%  | 0.0000% | $76249.00          | $11736.98          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-06-20      | 2.5000%  | 0.0000% | $30000.00          | $5613.01           | Agency Mortgage-Backed Securities |
| GNMA          | 2032-05-20      | 7.0000%  | 0.0000% | $200881.00         | $21815.34          | Agency Mortgage-Backed Securities |
| GNMA          | 2030-09-20      | 4.0000%  | 0.0000% | $462643.00         | $34138.14          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-09-20      | 5.5000%  | 0.0000% | $336592.00         | $33396.00          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-10-20      | 4.0000%  | 0.0000% | $179580.00         | $13684.73          | Agency Mortgage-Backed Securities |
| GNMA          | 2031-01-20      | 2.0000%  | 0.0000% | $262303.00         | $40783.40          | Agency Mortgage-Backed Securities |
| GNMA          | 2030-09-20      | 7.5000%  | 0.0000% | $119524.00         | $10348.70          | Agency Mortgage-Backed Securities |
| GNMA          | 2030-08-20      | 8.0000%  | 0.0000% | $128337.00         | $21428.42          | Agency Mortgage-Backed Securities |
| GNMA          | 2030-11-20      | 8.0000%  | 0.0000% | $115702.00         | $15303.46          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-03-20      | 2.5000%  | 0.0000% | $25000.00          | $6386.10           | Agency Mortgage-Backed Securities |
| GNMA          | 2029-04-20      | 7.0000%  | 0.0000% | $178095.00         | $28877.11          | Agency Mortgage-Backed Securities |
| GNMA          | 2027-02-20      | 8.5000%  | 0.0000% | $62396.00          | $15659.58          | Agency Mortgage-Backed Securities |
| GNMA          | 2031-06-20      | 4.0000%  | 0.0000% | $140551.00         | $8918.53           | Agency Mortgage-Backed Securities |
| GNMA          | 2046-06-20      | 3.0000%  | 0.0000% | $5600000.00        | $650222.10         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-04-20      | 5.0000%  | 0.0000% | $9000.00           | $851.77            | Agency Mortgage-Backed Securities |
| GNMA          | 2031-05-20      | 3.5000%  | 0.0000% | $107454.00         | $13190.04          | Agency Mortgage-Backed Securities |
| GNMA          | 2031-08-20      | 3.5000%  | 0.0000% | $242022.00         | $25798.93          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-09-20      | 4.0000%  | 0.0000% | $246192.00         | $24409.33          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-09-20      | 5.0000%  | 0.0000% | $1326800.00        | $162497.28         | Agency Mortgage-Backed Securities |
| GNMA          | 2031-11-20      | 3.5000%  | 0.0000% | $400200.00         | $32912.17          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-12-20      | 6.0000%  | 0.0000% | $39832.00          | $5384.32           | Agency Mortgage-Backed Securities |
| GNMA          | 2038-11-20      | 6.5000%  | 0.0000% | $63000.00          | $7587.08           | Agency Mortgage-Backed Securities |
| GNMA          | 2047-02-20      | 2.5000%  | 0.0000% | $120000.00         | $26079.46          | Agency Mortgage-Backed Securities |
| GNMA          | 2032-03-20      | 4.0000%  | 0.0000% | $207504.00         | $35164.00          | Agency Mortgage-Backed Securities |
| GNMA          | 2032-04-20      | 4.0000%  | 0.0000% | $274589.00         | $39760.35          | Agency Mortgage-Backed Securities |
| GNMA          | 2030-10-20      | 8.0000%  | 0.0000% | $73412.00          | $10818.05          | Agency Mortgage-Backed Securities |
| GNMA          | 2033-08-20      | 5.0000%  | 0.0000% | $38747.00          | $8500.23           | Agency Mortgage-Backed Securities |
| GNMA          | 2032-10-20      | 6.5000%  | 0.0000% | $295924.00         | $32256.83          | Agency Mortgage-Backed Securities |
| GNMA          | 2026-08-20      | 8.5000%  | 0.0000% | $56629.00          | $5819.01           | Agency Mortgage-Backed Securities |
| GNMA          | 2048-08-20      | 3.5000%  | 0.0000% | $2000.00           | $230.79            | Agency Mortgage-Backed Securities |
| GNMA          | 2047-06-20      | 5.0000%  | 0.0000% | $28853.00          | $2550.01           | Agency Mortgage-Backed Securities |
| GNMA          | 2032-12-20      | 5.5000%  | 0.0000% | $130942.00         | $45156.47          | Agency Mortgage-Backed Securities |
| GNMA          | 2028-07-20      | 8.0000%  | 0.0000% | $50355.00          | $10707.76          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-07-20      | 7.0000%  | 0.0000% | $261915.00         | $8129.30           | Agency Mortgage-Backed Securities |
| GNMA          | 2047-10-20      | 5.5000%  | 0.0000% | $275135.00         | $30985.14          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-10-20      | 4.0000%  | 0.0000% | $20000.00          | $2184.48           | Agency Mortgage-Backed Securities |
| GNMA          | 2047-12-20      | 5.5000%  | 0.0000% | $869507.00         | $118357.40         | Agency Mortgage-Backed Securities |
| GNMA          | 2034-01-20      | 6.0000%  | 0.0000% | $193127.00         | $25692.83          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-01-20      | 5.5000%  | 0.0000% | $254213.00         | $39437.78          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-12-20      | 2.5000%  | 0.0000% | $151177.00         | $44110.71          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-04-20      | 5.5000%  | 0.0000% | $289000.00         | $31930.58          | Agency Mortgage-Backed Securities |
| GNMA          | 2030-09-20      | 8.0000%  | 0.0000% | $54409.00          | $30206.69          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-10-20      | 4.0000%  | 0.0000% | $102060.00         | $12306.62          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-09-20      | 5.5000%  | 0.0000% | $76263.00          | $9871.41           | Agency Mortgage-Backed Securities |
| GNMA          | 2037-10-20      | 7.0000%  | 0.0000% | $104067.00         | $20293.08          | Agency Mortgage-Backed Securities |
| GNMA          | 2037-08-20      | 7.5000%  | 0.0000% | $53018.00          | $20879.92          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-09-20      | 5.5000%  | 0.0000% | $55000.00          | $9733.01           | Agency Mortgage-Backed Securities |
| GNMA          | 2048-09-20      | 3.0000%  | 0.0000% | $130000.00         | $25623.24          | Agency Mortgage-Backed Securities |
| GNMA          | 2031-07-20      | 6.5000%  | 0.0000% | $58975.00          | $7970.03           | Agency Mortgage-Backed Securities |
| GNMA          | 2048-07-20      | 3.0000%  | 0.0000% | $100000.00         | $14739.04          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-12-20      | 7.0000%  | 0.0000% | $186263.00         | $36836.04          | Agency Mortgage-Backed Securities |
| GNMA          | 2033-11-20      | 4.5000%  | 0.0000% | $514016.00         | $18560.61          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-01-20      | 6.0000%  | 0.0000% | $495004.00         | $45604.75          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-03-20      | 3.0000%  | 0.0000% | $292000.00         | $36516.93          | Agency Mortgage-Backed Securities |
| GNMA          | 2034-04-20      | 4.5000%  | 0.0000% | $230223.00         | $35497.02          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-01-20      | 2.5000%  | 0.0000% | $100000.00         | $26404.32          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-06-20      | 6.5000%  | 0.0000% | $87598.00          | $15393.73          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-07-20      | 4.0000%  | 0.0000% | $55000.00          | $5241.53           | Agency Mortgage-Backed Securities |
| GNMA          | 2034-01-20      | 4.5000%  | 0.0000% | $74696.00          | $17508.38          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-01-20      | 5.0000%  | 0.0000% | $85000.00          | $26146.11          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-02-20      | 5.5000%  | 0.0000% | $40000.00          | $14198.22          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-12-20      | 2.5000%  | 0.0000% | $100000.00         | $18737.94          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-12-20      | 4.0000%  | 0.0000% | $50980.00          | $7221.94           | Agency Mortgage-Backed Securities |
| GNMA          | 2049-12-20      | 5.0000%  | 0.0000% | $100000.00         | $13012.42          | Agency Mortgage-Backed Securities |
| GNMA          | 2030-01-20      | 2.0000%  | 0.0000% | $198400.00         | $44399.09          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-02-20      | 6.0000%  | 0.0000% | $66007.00          | $14470.28          | Agency Mortgage-Backed Securities |
| GNMA          | 2035-05-20      | 4.0000%  | 0.0000% | $249529.00         | $46138.97          | Agency Mortgage-Backed Securities |
| GNMA          | 2029-06-20      | 7.5000%  | 0.0000% | $129209.00         | $11681.38          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-05-20      | 5.0000%  | 0.0000% | $75000.00          | $13362.66          | Agency Mortgage-Backed Securities |
| GNMA          | 2039-01-20      | 7.0000%  | 0.0000% | $156940.00         | $34849.82          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-06-20      | 5.0000%  | 0.0000% | $276000.00         | $45361.80          | Agency Mortgage-Backed Securities |
| GNMA          | 2031-09-20      | 7.5000%  | 0.0000% | $65593.00          | $24899.42          | Agency Mortgage-Backed Securities |
| GNMA          | 2035-09-20      | 4.0000%  | 0.0000% | $107141.00         | $13792.52          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-08-20      | 6.0000%  | 0.0000% | $30000.00          | $5492.91           | Agency Mortgage-Backed Securities |
| GNMA          | 2050-09-20      | 5.0000%  | 0.0000% | $123000.00         | $29257.56          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-09-20      | 2.5000%  | 0.0000% | $22169.00          | $8457.54           | Agency Mortgage-Backed Securities |
| GNMA          | 2050-10-20      | 5.0000%  | 0.0000% | $25000.00          | $6741.48           | Agency Mortgage-Backed Securities |
| GNMA          | 2049-02-20      | 5.5000%  | 0.0000% | $50000.00          | $14578.44          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-04-20      | 6.0000%  | 0.0000% | $60660.00          | $39118.12          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-05-20      | 2.5000%  | 0.0000% | $303905.00         | $198945.46         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-05-20      | 4.5000%  | 0.0000% | $2873.00           | $2124.86           | Agency Mortgage-Backed Securities |
| GNMA          | 2037-10-20      | 7.0000%  | 0.0000% | $66977.00          | $37559.73          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-03-20      | 5.0000%  | 0.0000% | $30000.00          | $11166.53          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-06-20      | 5.0000%  | 0.0000% | $27000.00          | $9332.70           | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 3.5000%  | 0.0000% | $54000.00          | $32202.45          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-02-20      | 5.0000%  | 0.0000% | $94000.00          | $40981.91          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-11-20      | 4.5000%  | 0.0000% | $47771.00          | $27249.14          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-11-20      | 5.0000%  | 0.0000% | $55000.00          | $26960.02          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-11-20      | 1.5000%  | 0.0000% | $31986.00          | $19277.94          | Agency Mortgage-Backed Securities |
| GNMA          | 2033-01-20      | 7.5000%  | 0.0000% | $27213.00          | $12230.99          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-05-20      | 6.0000%  | 0.0000% | $50000.00          | $33061.27          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 4.0000%  | 0.0000% | $35000.00          | $28407.80          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 4.5000%  | 0.0000% | $11000.00          | $9235.60           | Agency Mortgage-Backed Securities |
| GNMA          | 2052-06-20      | 5.0000%  | 0.0000% | $31000.00          | $22586.61          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-07-20      | 6.0000%  | 0.0000% | $45000.00          | $33152.72          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-08-20      | 6.0000%  | 0.0000% | $41000.00          | $25131.32          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-09-20      | 3.5000%  | 0.0000% | $17000.00          | $12403.55          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-10-20      | 4.0000%  | 0.0000% | $60000.00          | $45906.07          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-06-20      | 2.5000%  | 0.0000% | $78503.00          | $49636.01          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-11-20      | 6.0000%  | 0.0000% | $2000.00           | $1215.81           | Agency Mortgage-Backed Securities |
| GNMA          | 2052-12-20      | 5.0000%  | 0.0000% | $3051.00           | $2393.65           | Agency Mortgage-Backed Securities |
| GNMA          | 2052-12-20      | 6.5000%  | 0.0000% | $50000.00          | $21695.96          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-01-20      | 7.0000%  | 0.0000% | $29010.00          | $9802.99           | Agency Mortgage-Backed Securities |
| GNMA          | 2052-04-20      | 2.0000%  | 0.0000% | $2015.00           | $1293.23           | Agency Mortgage-Backed Securities |
| GNMA          | 2052-12-20      | 7.0000%  | 0.0000% | $96850.00          | $41489.81          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-04-20      | 6.0000%  | 0.0000% | $47000.00          | $30077.59          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-02-20      | 7.0000%  | 0.0000% | $50000.00          | $21020.25          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 7.0000%  | 0.0000% | $1069824.00        | $617433.40         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-07-20      | 4.0000%  | 0.0000% | $20000.00          | $16121.68          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-08-20      | 7.5000%  | 0.0000% | $111030.00         | $31742.14          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-10-20      | 5.0000%  | 0.0000% | $34092.00          | $30578.01          | Agency Mortgage-Backed Securities |
| GNMA          | 2039-02-20      | 6.5000%  | 0.0000% | $48256.00          | $23212.28          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-01-20      | 7.5000%  | 0.0000% | $98998.00          | $50093.72          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 4.5000%  | 0.0000% | $3179.00           | $2943.27           | Agency Mortgage-Backed Securities |
| GNMA          | 2045-09-20      | 3.5000%  | 0.0000% | $35000.00          | $6074.97           | Agency Mortgage-Backed Securities |
| GNMA          | 2047-07-20      | 3.5000%  | 0.0000% | $115000.00         | $49097.41          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-10-20      | 4.0000%  | 0.0000% | $99226.00          | $8016.54           | Agency Mortgage-Backed Securities |
| GNMA          | 2047-08-20      | 3.5000%  | 0.0000% | $28000.00          | $6354.16           | Agency Mortgage-Backed Securities |
| GNMA          | 2047-10-20      | 3.5000%  | 0.0000% | $100000.00         | $19200.58          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-09-20      | 4.0000%  | 0.0000% | $35239.00          | $20056.69          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-10-20      | 4.0000%  | 0.0000% | $58609.00          | $9612.62           | Agency Mortgage-Backed Securities |
| GNMA          | 2048-04-20      | 4.0000%  | 0.0000% | $123802.00         | $24141.38          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-05-20      | 4.5000%  | 0.0000% | $397221.00         | $26766.52          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-11-20      | 4.0000%  | 0.0000% | $250000.00         | $37454.13          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-09-20      | 5.5000%  | 0.0000% | $2128500.00        | $34703.86          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-03-20      | 4.5000%  | 0.0000% | $65000.00          | $11881.28          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-04-20      | 4.5000%  | 0.0000% | $209000.00         | $16784.79          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-12-20      | 4.5000%  | 0.0000% | $100000.00         | $6971.59           | Agency Mortgage-Backed Securities |
| GNMA          | 2048-12-20      | 5.0000%  | 0.0000% | $3500000.00        | $37933.30          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-05-20      | 4.5000%  | 0.0000% | $165000.00         | $38481.71          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-05-20      | 4.5000%  | 0.0000% | $153000.00         | $19128.79          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-05-20      | 4.5000%  | 0.0000% | $116000.00         | $18228.63          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-05-20      | 4.0000%  | 0.0000% | $192000.00         | $46390.95          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-09-20      | 4.5000%  | 0.0000% | $292000.00         | $7912.07           | Agency Mortgage-Backed Securities |
| GNMA          | 2049-05-20      | 5.0000%  | 0.0000% | $78000.00          | $21319.30          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-03-20      | 4.0000%  | 0.0000% | $100000.00         | $26654.37          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-04-20      | 4.0000%  | 0.0000% | $674668.00         | $403813.71         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-04-20      | 4.0000%  | 0.0000% | $150002.00         | $34739.20          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-12-20      | 2.5000%  | 0.0000% | $1002.00           | $584.95            | Agency Mortgage-Backed Securities |
| GNMA          | 2050-09-20      | 4.5000%  | 0.0000% | $1314463.00        | $330429.49         | Agency Mortgage-Backed Securities |
| GNMA          | 2066-10-15      | 5.5300%  | 0.0000% | $513733.00         | $508188.96         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-09-20      | 2.5000%  | 0.0000% | $26000.00          | $11147.08          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-09-20      | 2.5000%  | 0.0000% | $11226.00          | $6627.47           | Agency Mortgage-Backed Securities |
| GNMA          | 2050-09-20      | 3.0000%  | 0.0000% | $78580.00          | $39543.53          | Agency Mortgage-Backed Securities |
| GNMA          | 2044-12-15      | 5.6000%  | 0.0000% | $6985453.00        | $7234173.42        | Agency Mortgage-Backed Securities |
| GNMA          | 2044-12-15      | 5.6000%  | 0.0000% | $4521802.00        | $4682802.93        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-05-20      | 2.5000%  | 0.0000% | $1000.00           | $514.75            | Agency Mortgage-Backed Securities |
| GNMA          | 2064-06-15      | 2.6500%  | 0.0000% | $383708.00         | $331766.73         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-04-20      | 4.0000%  | 0.0000% | $4116.00           | $2504.09           | Agency Mortgage-Backed Securities |
| GNMA          | 2044-02-20      | 3.7500%  | 0.0000% | $32000.00          | $8493.95           | Agency Mortgage-Backed Securities |
| GNMA          | 2044-04-20      | 3.7500%  | 0.0000% | $25000.00          | $7409.79           | Agency Mortgage-Backed Securities |
| GNMA          | 2045-05-20      | 3.7500%  | 0.0000% | $25000.00          | $10310.18          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-12-20      | 7.0000%  | 0.0000% | $136000.00         | $6714.92           | Agency Mortgage-Backed Securities |
| GNMA          | 2053-02-20      | 7.5000%  | 0.0000% | $192358.00         | $197484.31         | Agency Mortgage-Backed Securities |
| GNMA          | 2060-07-15      | 5.9100%  | 0.0000% | $18473800.00       | $19379053.14       | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-15      | 5.7900%  | 0.0000% | $14659841.00       | $14862337.38       | Agency Mortgage-Backed Securities |
| GNMA          | 2065-02-15      | 5.2300%  | 0.0000% | $80295.00          | $80527.40          | Agency Mortgage-Backed Securities |
| GNMA          | 2066-08-15      | 6.1000%  | 0.0000% | $3374804.00        | $3558954.68        | Agency Mortgage-Backed Securities |
| GNMA          | 2066-02-15      | 5.5000%  | 0.0000% | $18446643.00       | $19033953.36       | Agency Mortgage-Backed Securities |
| GNMA          | 2066-01-15      | 5.9600%  | 0.0000% | $898980.00         | $918435.42         | Agency Mortgage-Backed Securities |
| GNMA          | 2066-02-15      | 5.6000%  | 0.0000% | $5280761.00        | $5382741.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2066-10-15      | 5.9000%  | 0.0000% | $3340858.00        | $3535996.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2066-12-15      | 5.7200%  | 0.0000% | $17582354.00       | $18332974.01       | Agency Mortgage-Backed Securities |
| GNMA          | 2053-09-20      | 6.0000%  | 0.0000% | $21295.00          | $15471.26          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-09-15      | 5.9800%  | 0.0000% | $581123.00         | $586153.98         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-09-15      | 5.9800%  | 0.0000% | $45667.00          | $46621.36          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-09-15      | 5.9800%  | 0.0000% | $396666.00         | $403328.54         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-09-15      | 5.9800%  | 0.0000% | $30027.00          | $30358.23          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-08-20      | 7.5000%  | 0.0000% | $1144367.00        | $283309.16         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-09-20      | 6.0000%  | 0.0000% | $18262.00          | $9312.11           | Agency Mortgage-Backed Securities |
| GNMA          | 2053-09-20      | 6.0000%  | 0.0000% | $24235.00          | $21238.36          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-09-20      | 6.0000%  | 0.0000% | $83256.00          | $49921.00          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-08-20      | 6.0000%  | 0.0000% | $39103.00          | $33341.05          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-09-20      | 6.0000%  | 0.0000% | $20950.00          | $21153.20          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-10-20      | 6.0000%  | 0.0000% | $27320.00          | $19694.08          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-09-20      | 6.0000%  | 0.0000% | $18885.00          | $15013.26          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-10-20      | 7.0000%  | 0.0000% | $12127.00          | $12392.13          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-02-20      | 6.0000%  | 0.0000% | $52270.00          | $31161.70          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-02-20      | 6.0000%  | 0.0000% | $6231.00           | $5657.35           | Agency Mortgage-Backed Securities |
| GNMA          | 2066-09-15      | 5.6300%  | 0.0000% | $2635933.00        | $2737365.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-03-20      | 6.0000%  | 0.0000% | $36479.00          | $22312.57          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-03-20      | 6.0000%  | 0.0000% | $18345.00          | $18644.84          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 6.0000%  | 0.0000% | $41953.00          | $37838.46          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-02-20      | 6.0000%  | 0.0000% | $33472.00          | $30978.81          | Agency Mortgage-Backed Securities |
| GNMA          | 2067-05-15      | 5.7300%  | 0.0000% | $15790719.00       | $16312902.28       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-03-20      | 6.0000%  | 0.0000% | $21076.00          | $21440.85          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-04-20      | 6.0000%  | 0.0000% | $30481.00          | $30803.68          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-03-20      | 6.0000%  | 0.0000% | $17385.00          | $14823.67          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-04-20      | 6.0000%  | 0.0000% | $17945.00          | $15010.31          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-03-20      | 6.0000%  | 0.0000% | $39486.00          | $32020.35          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-04-20      | 6.0000%  | 0.0000% | $49315.00          | $47071.55          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-03-20      | 6.0000%  | 0.0000% | $20760.00          | $18140.96          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-04-20      | 6.0000%  | 0.0000% | $21182.00          | $21529.66          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-06-20      | 6.0000%  | 0.0000% | $29743.00          | $25704.26          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-04-20      | 6.0000%  | 0.0000% | $36693.00          | $30794.41          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.0000%  | 0.0000% | $1000.00           | $932.02            | Agency Mortgage-Backed Securities |
| GNMA          | 2066-08-15      | 6.1500%  | 0.0000% | $1133653.00        | $1204334.00        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.0000%  | 0.0000% | $20211.00          | $20505.40          | Agency Mortgage-Backed Securities |
| GNMA          | 2065-12-15      | 5.4300%  | 0.0000% | $3373459.00        | $3396843.82        | Agency Mortgage-Backed Securities |
| GNMA          | 2066-09-15      | 5.8700%  | 0.0000% | $580181.00         | $588684.52         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-07-20      | 6.0000%  | 0.0000% | $27756.00          | $18682.53          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-07-20      | 6.0000%  | 0.0000% | $25309.00          | $19841.09          | Agency Mortgage-Backed Securities |
| GNMA          | 2067-02-15      | 5.3500%  | 0.0000% | $3362948.00        | $3320199.32        | Agency Mortgage-Backed Securities |
| GNMA          | 2067-03-15      | 5.4800%  | 0.0000% | $1074961.00        | $1059338.23        | Agency Mortgage-Backed Securities |
| GNMA          | 2067-08-15      | 5.7900%  | 0.0000% | $532892.00         | $553795.75         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-10-15      | 5.7800%  | 0.0000% | $330740.00         | $337098.69         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-10-15      | 5.7800%  | 0.0000% | $663387.00         | $676141.05         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-09-15      | 5.9800%  | 0.0000% | $1000228.00        | $1008887.31        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-09-15      | 5.9800%  | 0.0000% | $27490.00          | $27793.25          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-09-15      | 5.9800%  | 0.0000% | $28287.00          | $28599.04          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-09-15      | 5.9800%  | 0.0000% | $25209.00          | $25487.08          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-09-15      | 5.9800%  | 0.0000% | $541447.00         | $547419.88         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-09-15      | 5.9800%  | 0.0000% | $30053.00          | $30384.52          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-09-15      | 5.9800%  | 0.0000% | $870632.00         | $878169.35         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-12-15      | 6.0000%  | 0.0000% | $82247.00          | $83422.97          | Agency Mortgage-Backed Securities |
| GNMA          | 2060-07-15      | 5.9400%  | 0.0000% | $21083800.00       | $21928796.54       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 6.5000%  | 0.0000% | $1766979.00        | $586629.34         | Agency Mortgage-Backed Securities |
| GNMA          | 2060-05-15      | 5.3900%  | 0.0000% | $14000000.00       | $14288732.45       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 6.5000%  | 0.0000% | $238143.00         | $249428.26         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 6.5000%  | 0.0000% | $94820.00          | $99420.97          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $555852.00         | $582208.75         | Agency Mortgage-Backed Securities |
| GNMA          | 2066-06-15      | 6.1900%  | 0.0000% | $4607500.00        | $4849284.71        | Agency Mortgage-Backed Securities |
| GNMA          | 2067-10-15      | 6.0000%  | 0.0000% | $468235.00         | $487962.21         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-02-15      | 6.2600%  | 0.0000% | $108017.00         | $113553.38         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-02-15      | 6.2900%  | 0.0000% | $329206.00         | $353263.28         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 7.0000%  | 0.0000% | $626247.00         | $658213.65         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $666085.00         | $698097.95         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $422555.00         | $436278.15         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 6.5000%  | 0.0000% | $453043.00         | $481513.52         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 7.0000%  | 0.0000% | $554656.00         | $582704.88         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $660298.00         | $687503.03         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 7.0000%  | 0.0000% | $660955.00         | $694872.67         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 6.5000%  | 0.0000% | $609153.00         | $643777.09         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $619198.00         | $532776.64         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.5000%  | 0.0000% | $7312.00           | $7910.72           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $615055.00         | $642515.46         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $637943.00         | $669925.22         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 7.5000%  | 0.0000% | $99039.00          | $104821.63         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $573458.00         | $594350.95         | Agency Mortgage-Backed Securities |
| GNMA          | 2060-06-15      | 5.4700%  | 0.0000% | $18506200.00       | $18955902.90       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $664749.00         | $692706.85         | Agency Mortgage-Backed Securities |
| GNMA          | 2060-08-15      | 5.8200%  | 0.0000% | $20062300.00       | $20910433.73       | Agency Mortgage-Backed Securities |
| GNMA          | 2067-03-15      | 6.3000%  | 0.0000% | $2955156.00        | $3153201.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $1000.00           | $1081.13           | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 6.0000%  | 0.0000% | $237304.00         | $245023.75         | Agency Mortgage-Backed Securities |
| GNMA          | 2060-07-15      | 5.8500%  | 0.0000% | $15549777.00       | $16242037.52       | Agency Mortgage-Backed Securities |
| GNMA          | 2060-07-15      | 5.9300%  | 0.0000% | $3387526.00        | $3558584.78        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-07-15      | 5.7000%  | 0.0000% | $15536118.00       | $16054014.49       | Agency Mortgage-Backed Securities |
| GNMA          | 2060-08-15      | 4.2900%  | 0.0000% | $18482600.00       | $17185509.61       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $552342.00         | $568686.86         | Agency Mortgage-Backed Securities |
| GNMA          | 2060-07-15      | 5.6800%  | 0.0000% | $25421925.00       | $26325708.32       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $632604.00         | $664538.46         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $616518.00         | $645948.44         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.0000%  | 0.0000% | $80000.00          | $83373.36          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $528096.00         | $550690.89         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $616993.00         | $644082.00         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $562904.00         | $587474.51         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $605347.00         | $634317.60         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $607083.00         | $637587.68         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $616077.00         | $644665.31         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $654613.00         | $684898.42         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $564468.00         | $590562.43         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $627047.00         | $656876.39         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $372673.00         | $397146.73         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $224672.00         | $234536.12         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $507846.00         | $533867.20         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $656283.00         | $685070.47         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 5.5000%  | 0.0000% | $9018.00           | $9131.35           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $597836.00         | $616061.96         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 5.5000%  | 0.0000% | $47039.00          | $47052.29          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $654430.00         | $687928.53         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 2.0000%  | 0.0000% | $218066.00         | $172177.23         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 5.5000%  | 0.0000% | $294278.00         | $295733.90         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-12-20      | 2.0000%  | 0.0000% | $268640.00         | $213250.13         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 7.0000%  | 0.0000% | $25000.00          | $25151.69          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-10-20      | 2.0000%  | 0.0000% | $337650.00         | $243159.11         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 2.5000%  | 0.0000% | $768057.00         | $632622.50         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 2.0000%  | 0.0000% | $193654.00         | $154786.27         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-11-20      | 2.5000%  | 0.0000% | $372363.00         | $310902.75         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-04-20      | 2.0000%  | 0.0000% | $212334.00         | $165739.71         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-01-20      | 2.5000%  | 0.0000% | $652499.00         | $547224.38         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-02-20      | 2.5000%  | 0.0000% | $272520.00         | $229024.31         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 4.5000%  | 0.0000% | $1472.00           | $1401.61           | Agency Mortgage-Backed Securities |
| GNMA          | 2051-04-20      | 2.5000%  | 0.0000% | $807428.00         | $681706.08         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 4.0000%  | 0.0000% | $162002.00         | $149910.71         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $251462.00         | $260497.70         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 4.5000%  | 0.0000% | $29486777.00       | $29206121.85       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $620491.00         | $648294.60         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $214668.00         | $223458.52         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $629551.00         | $658972.24         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $562066.00         | $593047.85         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $473843.00         | $498294.15         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.0000%  | 0.0000% | $395641.00         | $410843.30         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $564833.00         | $589278.18         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $642678.00         | $672236.83         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $653954.00         | $682068.83         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $604561.00         | $630250.10         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $647071.00         | $673543.49         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $606434.00         | $632058.70         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $218533.00         | $225586.10         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 7.2500%  | 0.0000% | $296324.00         | $308414.38         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $611359.00         | $643080.57         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $372738.00         | $391651.96         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $348206.00         | $367438.47         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $237112.00         | $245060.97         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $637129.00         | $663318.50         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $618602.00         | $647644.41         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $529664.00         | $552177.48         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $638129.00         | $668011.51         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 6.5000%  | 0.0000% | $629110.00         | $657980.50         | Agency Mortgage-Backed Securities |
| GNMA          | 2060-08-15      | 6.3000%  | 0.0000% | $12811700.00       | $13716820.99       | Agency Mortgage-Backed Securities |
| GNMA          | 2046-03-20      | 4.0000%  | 0.0000% | $198162.00         | $27072.55          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-10-20      | 3.7500%  | 0.0000% | $500000.00         | $179531.55         | Agency Mortgage-Backed Securities |
| GNMA          | 2038-10-20      | 6.5000%  | 0.0000% | $65000.00          | $8016.26           | Agency Mortgage-Backed Securities |
| GNMA          | 2046-05-20      | 3.0000%  | 0.0000% | $2163327.00        | $311588.67         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-07-20      | 3.5000%  | 0.0000% | $250000.00         | $29061.81          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-09-20      | 3.0000%  | 0.0000% | $490000.00         | $140713.29         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-12-20      | 3.5000%  | 0.0000% | $8000.00           | $2585.06           | Agency Mortgage-Backed Securities |
| GNMA          | 2046-10-20      | 3.5000%  | 0.0000% | $73762.00          | $22092.38          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-10-20      | 3.5000%  | 0.0000% | $64769.00          | $17038.59          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-10-20      | 3.5000%  | 0.0000% | $187809.00         | $43439.15          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-10-20      | 3.5000%  | 0.0000% | $160012.00         | $27252.98          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-01-20      | 4.2500%  | 0.0000% | $25000.00          | $11016.19          | Agency Mortgage-Backed Securities |
| GNMA          | 2032-11-20      | 5.5000%  | 0.0000% | $24904052.00       | $48317.16          | Agency Mortgage-Backed Securities |
| GNMA          | 2028-06-20      | 6.5000%  | 0.0000% | $12000000.00       | $8368.14           | Agency Mortgage-Backed Securities |
| GNMA          | 2028-08-20      | 6.5000%  | 0.0000% | $16408327.00       | $12157.87          | Agency Mortgage-Backed Securities |
| GNMA          | 2028-09-20      | 6.5000%  | 0.0000% | $49725000.00       | $37490.77          | Agency Mortgage-Backed Securities |
| GNMA          | 2028-10-20      | 6.5000%  | 0.0000% | $19601384.00       | $17370.20          | Agency Mortgage-Backed Securities |
| GNMA          | 2028-11-20      | 6.5000%  | 0.0000% | $90000.00          | $85.11             | Agency Mortgage-Backed Securities |
| GNMA          | 2028-12-20      | 6.5000%  | 0.0000% | $10778585.00       | $11604.55          | Agency Mortgage-Backed Securities |
| GNMA          | 2025-08-20      | 7.0000%  | 0.0000% | $553339.00         | $1.96              | Agency Mortgage-Backed Securities |
| GNMA          | 2026-02-20      | 6.5000%  | 0.0000% | $100000.00         | $6.73              | Agency Mortgage-Backed Securities |
| GNMA          | 2026-05-20      | 7.5000%  | 0.0000% | $1462.00           | $0.20              | Agency Mortgage-Backed Securities |
| GNMA          | 2026-08-20      | 7.5000%  | 0.0000% | $75775.00          | $4.13              | Agency Mortgage-Backed Securities |
| GNMA          | 2027-09-20      | 7.0000%  | 0.0000% | $50495176.00       | $15353.58          | Agency Mortgage-Backed Securities |
| GNMA          | 2027-10-20      | 7.0000%  | 0.0000% | $55082500.00       | $33045.88          | Agency Mortgage-Backed Securities |
| GNMA          | 2034-02-20      | 5.7500%  | 0.0000% | $75000.00          | $7188.30           | Agency Mortgage-Backed Securities |
| GNMA          | 2034-05-20      | 4.5000%  | 0.0000% | $422000.00         | $7426.97           | Agency Mortgage-Backed Securities |
| GNMA          | 2034-05-20      | 5.0000%  | 0.0000% | $30000.00          | $483.58            | Agency Mortgage-Backed Securities |
| GNMA          | 2029-03-20      | 6.5000%  | 0.0000% | $14090327.00       | $14830.51          | Agency Mortgage-Backed Securities |
| GNMA          | 2029-01-20      | 6.5000%  | 0.0000% | $17795038.00       | $21995.70          | Agency Mortgage-Backed Securities |
| GNMA          | 2029-04-20      | 6.5000%  | 0.0000% | $5130630.00        | $5251.75           | Agency Mortgage-Backed Securities |
| GNMA          | 2029-08-20      | 6.5000%  | 0.0000% | $10931147.00       | $14881.87          | Agency Mortgage-Backed Securities |
| GNMA          | 2029-06-20      | 7.0000%  | 0.0000% | $6515206.00        | $7172.62           | Agency Mortgage-Backed Securities |
| GNMA          | 2029-10-20      | 6.5000%  | 0.0000% | $6543638.00        | $5641.02           | Agency Mortgage-Backed Securities |
| GNMA          | 2029-09-20      | 7.5000%  | 0.0000% | $275000.00         | $290.45            | Agency Mortgage-Backed Securities |
| GNMA          | 2030-03-20      | 7.0000%  | 0.0000% | $66000.00          | $167.65            | Agency Mortgage-Backed Securities |
| GNMA          | 2030-11-20      | 8.5000%  | 0.0000% | $10692589.00       | $5138.07           | Agency Mortgage-Backed Securities |
| GNMA          | 2030-01-20      | 5.5000%  | 0.0000% | $603000.00         | $8028.83           | Agency Mortgage-Backed Securities |
| GNMA          | 2031-02-20      | 6.5000%  | 0.0000% | $9188759.00        | $6215.62           | Agency Mortgage-Backed Securities |
| GNMA          | 2031-05-20      | 6.5000%  | 0.0000% | $5068862.00        | $9300.10           | Agency Mortgage-Backed Securities |
| GNMA          | 2031-03-20      | 7.0000%  | 0.0000% | $6026015.00        | $6920.35           | Agency Mortgage-Backed Securities |
| GNMA          | 2031-04-20      | 7.0000%  | 0.0000% | $4283510.00        | $5061.39           | Agency Mortgage-Backed Securities |
| GNMA          | 2031-07-20      | 6.5000%  | 0.0000% | $27566291.00       | $44360.65          | Agency Mortgage-Backed Securities |
| GNMA          | 2031-08-20      | 6.5000%  | 0.0000% | $12762563.00       | $17805.43          | Agency Mortgage-Backed Securities |
| GNMA          | 2031-10-20      | 7.0000%  | 0.0000% | $4714811.00        | $9272.21           | Agency Mortgage-Backed Securities |
| GNMA          | 2031-11-20      | 5.5000%  | 0.0000% | $5767077.00        | $26208.58          | Agency Mortgage-Backed Securities |
| GNMA          | 2032-01-20      | 6.0000%  | 0.0000% | $50687.00          | $150.07            | Agency Mortgage-Backed Securities |
| GNMA          | 2032-01-20      | 7.0000%  | 0.0000% | $6262468.00        | $13406.21          | Agency Mortgage-Backed Securities |
| GNMA          | 2032-02-20      | 6.5000%  | 0.0000% | $15675349.00       | $32729.96          | Agency Mortgage-Backed Securities |
| GNMA          | 2032-03-20      | 5.5000%  | 0.0000% | $11942684.00       | $44460.83          | Agency Mortgage-Backed Securities |
| GNMA          | 2032-03-20      | 6.5000%  | 0.0000% | $17553252.00       | $33643.33          | Agency Mortgage-Backed Securities |
| GNMA          | 2032-03-20      | 7.0000%  | 0.0000% | $2452873.00        | $5191.62           | Agency Mortgage-Backed Securities |
| GNMA          | 2032-04-20      | 5.5000%  | 0.0000% | $4008121.00        | $36399.21          | Agency Mortgage-Backed Securities |
| GNMA          | 2032-06-20      | 6.0000%  | 0.0000% | $50000.00          | $180.03            | Agency Mortgage-Backed Securities |
| GNMA          | 2032-09-20      | 5.5000%  | 0.0000% | $50269.00          | $187.27            | Agency Mortgage-Backed Securities |
| GNMA          | 2032-10-20      | 5.5000%  | 0.0000% | $30000.00          | $164.03            | Agency Mortgage-Backed Securities |
| GNMA          | 2033-01-20      | 6.5000%  | 0.0000% | $2025000.00        | $10028.27          | Agency Mortgage-Backed Securities |
| GNMA          | 2033-10-20      | 5.0000%  | 0.0000% | $40000.00          | $530.43            | Agency Mortgage-Backed Securities |
| GNMA          | 2039-02-20      | 5.0000%  | 0.0000% | $170000.00         | $2589.80           | Agency Mortgage-Backed Securities |
| GNMA          | 2039-02-20      | 5.5000%  | 0.0000% | $58000.00          | $887.91            | Agency Mortgage-Backed Securities |
| GNMA          | 2039-02-20      | 6.0000%  | 0.0000% | $615141.00         | $10870.34          | Agency Mortgage-Backed Securities |
| GNMA          | 2039-02-20      | 6.5000%  | 0.0000% | $40000.00          | $639.35            | Agency Mortgage-Backed Securities |
| GNMA          | 2039-02-20      | 7.0000%  | 0.0000% | $25000.00          | $714.74            | Agency Mortgage-Backed Securities |
| GNMA          | 2039-04-20      | 4.0000%  | 0.0000% | $93000.00          | $3079.22           | Agency Mortgage-Backed Securities |
| GNMA          | 2039-04-20      | 6.5000%  | 0.0000% | $140000.00         | $3120.55           | Agency Mortgage-Backed Securities |
| GNMA          | 2039-05-20      | 4.5000%  | 0.0000% | $75000.00          | $1962.77           | Agency Mortgage-Backed Securities |
| GNMA          | 2039-06-20      | 5.5000%  | 0.0000% | $894008.00         | $42410.99          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-11-20      | 7.0000%  | 0.0000% | $25000.00          | $2284.28           | Agency Mortgage-Backed Securities |
| GNMA          | 2039-07-20      | 4.0000%  | 0.0000% | $272884.00         | $10786.72          | Agency Mortgage-Backed Securities |
| GNMA          | 2039-07-20      | 4.5000%  | 0.0000% | $32050.00          | $1092.44           | Agency Mortgage-Backed Securities |
| GNMA          | 2039-07-20      | 6.5000%  | 0.0000% | $82000.00          | $3749.29           | Agency Mortgage-Backed Securities |
| GNMA          | 2035-05-20      | 6.0000%  | 0.0000% | $2865100.00        | $46469.86          | Agency Mortgage-Backed Securities |
| GNMA          | 2035-09-20      | 5.5000%  | 0.0000% | $115000.00         | $2214.01           | Agency Mortgage-Backed Securities |
| GNMA          | 2035-08-20      | 4.5000%  | 0.0000% | $150000.00         | $1384.04           | Agency Mortgage-Backed Securities |
| GNMA          | 2035-08-20      | 5.0000%  | 0.0000% | $80000.00          | $1292.10           | Agency Mortgage-Backed Securities |
| GNMA          | 2035-11-20      | 5.5000%  | 0.0000% | $39000.00          | $605.76            | Agency Mortgage-Backed Securities |
| GNMA          | 2035-10-20      | 5.5000%  | 0.0000% | $103000.00         | $1885.05           | Agency Mortgage-Backed Securities |
| GNMA          | 2035-11-20      | 5.4500%  | 0.0000% | $258831.00         | $37555.90          | Agency Mortgage-Backed Securities |
| GNMA          | 2036-02-20      | 5.5000%  | 0.0000% | $53000.00          | $698.06            | Agency Mortgage-Backed Securities |
| GNMA          | 2035-10-20      | 5.2500%  | 0.0000% | $40000.00          | $1135.38           | Agency Mortgage-Backed Securities |
| GNMA          | 2036-05-20      | 5.5000%  | 0.0000% | $53000.00          | $600.06            | Agency Mortgage-Backed Securities |
| GNMA          | 2036-05-20      | 6.0000%  | 0.0000% | $30000.00          | $385.80            | Agency Mortgage-Backed Securities |
| GNMA          | 2036-03-20      | 5.5000%  | 0.0000% | $400001.00         | $5289.36           | Agency Mortgage-Backed Securities |
| GNMA          | 2036-03-20      | 7.0000%  | 0.0000% | $50000.00          | $581.20            | Agency Mortgage-Backed Securities |
| GNMA          | 2036-04-20      | 4.5000%  | 0.0000% | $35000.00          | $942.10            | Agency Mortgage-Backed Securities |
| GNMA          | 2036-04-20      | 5.0000%  | 0.0000% | $40000.00          | $515.32            | Agency Mortgage-Backed Securities |
| GNMA          | 2036-07-20      | 7.0000%  | 0.0000% | $152000.00         | $2052.05           | Agency Mortgage-Backed Securities |
| GNMA          | 2036-06-20      | 5.5000%  | 0.0000% | $75000.00          | $778.95            | Agency Mortgage-Backed Securities |
| GNMA          | 2036-07-20      | 6.0000%  | 0.0000% | $51670.00          | $471.82            | Agency Mortgage-Backed Securities |
| GNMA          | 2036-07-20      | 6.5000%  | 0.0000% | $61000.00          | $742.84            | Agency Mortgage-Backed Securities |
| GNMA          | 2036-08-20      | 6.5000%  | 0.0000% | $95000.00          | $895.96            | Agency Mortgage-Backed Securities |
| GNMA          | 2036-08-20      | 7.0000%  | 0.0000% | $359000.00         | $4631.81           | Agency Mortgage-Backed Securities |
| GNMA          | 2036-09-20      | 6.0000%  | 0.0000% | $30000.00          | $257.83            | Agency Mortgage-Backed Securities |
| GNMA          | 2036-09-20      | 6.5000%  | 0.0000% | $70000.00          | $621.42            | Agency Mortgage-Backed Securities |
| GNMA          | 2036-09-20      | 7.0000%  | 0.0000% | $235000.00         | $1957.21           | Agency Mortgage-Backed Securities |
| GNMA          | 2036-09-20      | 7.5000%  | 0.0000% | $29000.00          | $1468.91           | Agency Mortgage-Backed Securities |
| GNMA          | 2036-10-20      | 6.0000%  | 0.0000% | $45000.00          | $431.38            | Agency Mortgage-Backed Securities |
| GNMA          | 2036-10-20      | 7.0000%  | 0.0000% | $150000.00         | $1603.39           | Agency Mortgage-Backed Securities |
| GNMA          | 2037-02-20      | 5.0000%  | 0.0000% | $1100000.00        | $10776.36          | Agency Mortgage-Backed Securities |
| GNMA          | 2036-11-20      | 6.5000%  | 0.0000% | $60000.00          | $737.09            | Agency Mortgage-Backed Securities |
| GNMA          | 2036-11-20      | 7.0000%  | 0.0000% | $29125.00          | $520.86            | Agency Mortgage-Backed Securities |
| GNMA          | 2036-12-20      | 6.5000%  | 0.0000% | $60000.00          | $843.95            | Agency Mortgage-Backed Securities |
| GNMA          | 2037-01-20      | 6.0000%  | 0.0000% | $2013751.00        | $23281.27          | Agency Mortgage-Backed Securities |
| GNMA          | 2037-01-20      | 6.5000%  | 0.0000% | $50000.00          | $602.74            | Agency Mortgage-Backed Securities |
| GNMA          | 2037-01-20      | 7.0000%  | 0.0000% | $199125.00         | $2360.33           | Agency Mortgage-Backed Securities |
| GNMA          | 2037-02-20      | 7.0000%  | 0.0000% | $328000.00         | $2886.48           | Agency Mortgage-Backed Securities |
| GNMA          | 2037-03-20      | 5.5000%  | 0.0000% | $100000.00         | $1020.91           | Agency Mortgage-Backed Securities |
| GNMA          | 2037-03-20      | 7.0000%  | 0.0000% | $122000.00         | $1148.22           | Agency Mortgage-Backed Securities |
| GNMA          | 2037-05-20      | 5.5000%  | 0.0000% | $2000000.00        | $22648.11          | Agency Mortgage-Backed Securities |
| GNMA          | 2037-06-20      | 7.0000%  | 0.0000% | $87000.00          | $1462.63           | Agency Mortgage-Backed Securities |
| GNMA          | 2037-07-20      | 5.5000%  | 0.0000% | $125000.00         | $1284.91           | Agency Mortgage-Backed Securities |
| GNMA          | 2037-07-20      | 6.0000%  | 0.0000% | $1227877.00        | $13204.08          | Agency Mortgage-Backed Securities |
| GNMA          | 2037-07-20      | 7.0000%  | 0.0000% | $151000.00         | $1771.70           | Agency Mortgage-Backed Securities |
| GNMA          | 2037-10-20      | 7.0000%  | 0.0000% | $310000.00         | $3041.81           | Agency Mortgage-Backed Securities |
| GNMA          | 2037-08-20      | 6.0000%  | 0.0000% | $522375.00         | $5683.86           | Agency Mortgage-Backed Securities |
| GNMA          | 2037-08-20      | 7.0000%  | 0.0000% | $245000.00         | $2453.98           | Agency Mortgage-Backed Securities |
| GNMA          | 2037-09-20      | 5.5000%  | 0.0000% | $306000.00         | $2585.81           | Agency Mortgage-Backed Securities |
| GNMA          | 2037-10-20      | 6.0000%  | 0.0000% | $412572.00         | $3788.96           | Agency Mortgage-Backed Securities |
| GNMA          | 2038-01-20      | 6.0000%  | 0.0000% | $2744396.00        | $27533.84          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-01-20      | 7.0000%  | 0.0000% | $44000.00          | $298.99            | Agency Mortgage-Backed Securities |
| GNMA          | 2037-11-20      | 6.5000%  | 0.0000% | $1134000.00        | $11242.73          | Agency Mortgage-Backed Securities |
| GNMA          | 2037-11-20      | 7.0000%  | 0.0000% | $2575000.00        | $28693.36          | Agency Mortgage-Backed Securities |
| GNMA          | 2037-12-20      | 5.0000%  | 0.0000% | $206411.00         | $1810.06           | Agency Mortgage-Backed Securities |
| GNMA          | 2037-12-20      | 7.0000%  | 0.0000% | $50000.00          | $707.54            | Agency Mortgage-Backed Securities |
| GNMA          | 2037-12-20      | 7.5000%  | 0.0000% | $100000.00         | $186.95            | Agency Mortgage-Backed Securities |
| GNMA          | 2038-04-20      | 4.5000%  | 0.0000% | $35000.00          | $829.29            | Agency Mortgage-Backed Securities |
| GNMA          | 2038-02-20      | 6.0000%  | 0.0000% | $273018.00         | $3207.57           | Agency Mortgage-Backed Securities |
| GNMA          | 2038-02-20      | 6.5000%  | 0.0000% | $310000.00         | $3608.34           | Agency Mortgage-Backed Securities |
| GNMA          | 2038-03-20      | 6.0000%  | 0.0000% | $450000.00         | $5309.54           | Agency Mortgage-Backed Securities |
| GNMA          | 2038-03-20      | 7.0000%  | 0.0000% | $125000.00         | $3450.14           | Agency Mortgage-Backed Securities |
| GNMA          | 2038-06-20      | 7.0000%  | 0.0000% | $45000.00          | $538.42            | Agency Mortgage-Backed Securities |
| GNMA          | 2038-05-20      | 6.0000%  | 0.0000% | $538664.00         | $7479.13           | Agency Mortgage-Backed Securities |
| GNMA          | 2038-05-20      | 7.0000%  | 0.0000% | $60000.00          | $664.00            | Agency Mortgage-Backed Securities |
| GNMA          | 2038-07-20      | 6.0000%  | 0.0000% | $2706917.00        | $32906.16          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-08-20      | 5.5000%  | 0.0000% | $963719.00         | $11534.18          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-08-20      | 7.0000%  | 0.0000% | $675000.00         | $4564.81           | Agency Mortgage-Backed Securities |
| GNMA          | 2038-10-20      | 5.5000%  | 0.0000% | $29000.00          | $327.60            | Agency Mortgage-Backed Securities |
| GNMA          | 2038-10-20      | 6.0000%  | 0.0000% | $4320000.00        | $43996.84          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-10-20      | 7.0000%  | 0.0000% | $525000.00         | $6777.05           | Agency Mortgage-Backed Securities |
| GNMA          | 2038-09-20      | 7.0000%  | 0.0000% | $174000.00         | $1873.57           | Agency Mortgage-Backed Securities |
| GNMA          | 2038-09-20      | 7.5000%  | 0.0000% | $80000.00          | $2169.31           | Agency Mortgage-Backed Securities |
| GNMA          | 2038-11-20      | 6.5000%  | 0.0000% | $925000.00         | $13592.78          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-11-20      | 7.0000%  | 0.0000% | $520000.00         | $9793.71           | Agency Mortgage-Backed Securities |
| GNMA          | 2038-12-20      | 6.5000%  | 0.0000% | $106000.00         | $1654.35           | Agency Mortgage-Backed Securities |
| GNMA          | 2038-12-20      | 7.0000%  | 0.0000% | $905000.00         | $16931.03          | Agency Mortgage-Backed Securities |
| GNMA          | 2039-01-20      | 4.5000%  | 0.0000% | $123000.00         | $1838.98           | Agency Mortgage-Backed Securities |
| GNMA          | 2039-01-20      | 6.5000%  | 0.0000% | $125000.00         | $1764.81           | Agency Mortgage-Backed Securities |
| GNMA          | 2039-01-20      | 7.0000%  | 0.0000% | $310000.00         | $5464.42           | Agency Mortgage-Backed Securities |
| GNMA          | 2038-10-20      | 6.0000%  | 0.0000% | $657645.00         | $19144.10          | Agency Mortgage-Backed Securities |
| GNMA          | 2042-01-20      | 3.0000%  | 0.0000% | $80000.00          | $7791.16           | Agency Mortgage-Backed Securities |
| GNMA          | 2042-01-20      | 3.5000%  | 0.0000% | $139591.00         | $9986.73           | Agency Mortgage-Backed Securities |
| GNMA          | 2042-02-20      | 6.0000%  | 0.0000% | $738436.00         | $24525.92          | Agency Mortgage-Backed Securities |
| GNMA          | 2042-03-20      | 4.0000%  | 0.0000% | $50000.00          | $2620.06           | Agency Mortgage-Backed Securities |
| GNMA          | 2039-08-20      | 4.5000%  | 0.0000% | $71000.00          | $2596.92           | Agency Mortgage-Backed Securities |
| GNMA          | 2039-08-20      | 6.5000%  | 0.0000% | $25000.00          | $470.21            | Agency Mortgage-Backed Securities |
| GNMA          | 2039-09-20      | 4.0000%  | 0.0000% | $50000.00          | $2636.37           | Agency Mortgage-Backed Securities |
| GNMA          | 2039-09-20      | 6.0000%  | 0.0000% | $213509.00         | $6683.85           | Agency Mortgage-Backed Securities |
| GNMA          | 2039-11-20      | 4.5000%  | 0.0000% | $150000.00         | $5464.77           | Agency Mortgage-Backed Securities |
| GNMA          | 2039-11-20      | 5.5000%  | 0.0000% | $50000.00          | $1962.08           | Agency Mortgage-Backed Securities |
| GNMA          | 2039-11-20      | 7.0000%  | 0.0000% | $25000.00          | $831.90            | Agency Mortgage-Backed Securities |
| GNMA          | 2040-01-20      | 6.0000%  | 0.0000% | $364196.00         | $13310.62          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-03-20      | 4.0000%  | 0.0000% | $95000.00          | $4162.55           | Agency Mortgage-Backed Securities |
| GNMA          | 2040-03-20      | 4.5000%  | 0.0000% | $40000.00          | $1398.41           | Agency Mortgage-Backed Securities |
| GNMA          | 2040-02-20      | 4.5000%  | 0.0000% | $50000.00          | $1939.46           | Agency Mortgage-Backed Securities |
| GNMA          | 2040-02-20      | 5.5000%  | 0.0000% | $458214.00         | $18264.89          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-04-20      | 4.5000%  | 0.0000% | $87000.00          | $3096.55           | Agency Mortgage-Backed Securities |
| GNMA          | 2040-06-20      | 6.0000%  | 0.0000% | $244033.00         | $5625.95           | Agency Mortgage-Backed Securities |
| GNMA          | 2040-05-20      | 4.0000%  | 0.0000% | $175449.00         | $7835.60           | Agency Mortgage-Backed Securities |
| GNMA          | 2040-06-20      | 4.5000%  | 0.0000% | $112209.00         | $4154.07           | Agency Mortgage-Backed Securities |
| GNMA          | 2040-06-20      | 5.5000%  | 0.0000% | $37768.00          | $1368.42           | Agency Mortgage-Backed Securities |
| GNMA          | 2038-12-20      | 7.0000%  | 0.0000% | $79504.00          | $2067.23           | Agency Mortgage-Backed Securities |
| GNMA          | 2040-07-20      | 4.0000%  | 0.0000% | $384700.00         | $15827.58          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-07-20      | 5.5000%  | 0.0000% | $139733.00         | $6468.81           | Agency Mortgage-Backed Securities |
| GNMA          | 2040-09-20      | 5.5000%  | 0.0000% | $90000.00          | $3178.26           | Agency Mortgage-Backed Securities |
| GNMA          | 2039-01-20      | 7.0000%  | 0.0000% | $60325.00          | $2775.20           | Agency Mortgage-Backed Securities |
| GNMA          | 2040-11-20      | 3.5000%  | 0.0000% | $37000.00          | $2103.55           | Agency Mortgage-Backed Securities |
| GNMA          | 2040-10-20      | 6.0000%  | 0.0000% | $2185399.00        | $46005.05          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-10-20      | 6.5000%  | 0.0000% | $1251433.00        | $32312.07          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-12-20      | 7.0000%  | 0.0000% | $100000.00         | $1680.51           | Agency Mortgage-Backed Securities |
| GNMA          | 2037-09-20      | 7.5000%  | 0.0000% | $225000.00         | $4509.48           | Agency Mortgage-Backed Securities |
| GNMA          | 2040-12-20      | 4.5000%  | 0.0000% | $92000.00          | $5010.83           | Agency Mortgage-Backed Securities |
| GNMA          | 2040-08-20      | 6.5000%  | 0.0000% | $183102.00         | $7521.51           | Agency Mortgage-Backed Securities |
| GNMA          | 2035-01-20      | 7.5000%  | 0.0000% | $600000.00         | $25448.43          | Agency Mortgage-Backed Securities |
| GNMA          | 2041-01-20      | 3.5000%  | 0.0000% | $50000.00          | $3169.26           | Agency Mortgage-Backed Securities |
| GNMA          | 2038-12-20      | 6.0000%  | 0.0000% | $1505794.00        | $30903.99          | Agency Mortgage-Backed Securities |
| GNMA          | 2039-02-20      | 6.5000%  | 0.0000% | $555492.00         | $19090.53          | Agency Mortgage-Backed Securities |
| GNMA          | 2036-10-20      | 6.0000%  | 0.0000% | $1359187.00        | $43913.31          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-12-20      | 6.0000%  | 0.0000% | $710652.00         | $24997.04          | Agency Mortgage-Backed Securities |
| GNMA          | 2041-04-20      | 4.0000%  | 0.0000% | $25000.00          | $1304.77           | Agency Mortgage-Backed Securities |
| GNMA          | 2036-11-20      | 6.0000%  | 0.0000% | $720319.00         | $16925.71          | Agency Mortgage-Backed Securities |
| GNMA          | 2037-11-20      | 6.5000%  | 0.0000% | $70873.00          | $2335.89           | Agency Mortgage-Backed Securities |
| GNMA          | 2041-05-20      | 4.0000%  | 0.0000% | $670316.00         | $29185.28          | Agency Mortgage-Backed Securities |
| GNMA          | 2041-05-20      | 6.0000%  | 0.0000% | $804140.00         | $23241.70          | Agency Mortgage-Backed Securities |
| GNMA          | 2041-06-20      | 5.0000%  | 0.0000% | $700000.00         | $25581.27          | Agency Mortgage-Backed Securities |
| GNMA          | 2041-06-20      | 5.5000%  | 0.0000% | $503502.00         | $21257.86          | Agency Mortgage-Backed Securities |
| GNMA          | 2041-09-20      | 5.5000%  | 0.0000% | $1042425.00        | $47260.97          | Agency Mortgage-Backed Securities |
| GNMA          | 2041-11-20      | 4.5000%  | 0.0000% | $8681.00           | $410.03            | Agency Mortgage-Backed Securities |
| GNMA          | 2041-10-20      | 5.5000%  | 0.0000% | $175000.00         | $6729.06           | Agency Mortgage-Backed Securities |
| GNMA          | 2041-11-20      | 5.5000%  | 0.0000% | $347276.00         | $12489.63          | Agency Mortgage-Backed Securities |
| GNMA          | 2025-08-20      | 4.6250%  | 0.0000% | $29425.00          | $0.08              | Agency Mortgage-Backed Securities |
| GNMA          | 2027-02-20      | 7.2100%  | 0.0000% | $185638.00         | $459.23            | Agency Mortgage-Backed Securities |
| GNMA          | 2036-07-20      | 6.5000%  | 0.0000% | $100000.00         | $2338.10           | Agency Mortgage-Backed Securities |
| GNMA          | 2037-01-20      | 6.5000%  | 0.0000% | $25000.00          | $4380.85           | Agency Mortgage-Backed Securities |
| GNMA          | 2030-08-20      | 4.0000%  | 0.0000% | $1035000.00        | $9541.36           | Agency Mortgage-Backed Securities |
| GNMA          | 2030-04-20      | 6.4500%  | 0.0000% | $537904.00         | $20483.43          | Agency Mortgage-Backed Securities |
| GNMA          | 2027-07-20      | 4.6250%  | 0.0000% | $22737798.00       | $7037.45           | Agency Mortgage-Backed Securities |
| GNMA          | 2027-10-20      | 4.7500%  | 0.0000% | $14000000.00       | $5185.85           | Agency Mortgage-Backed Securities |
| GNMA          | 2030-01-20      | 5.6250%  | 0.0000% | $6400000.00        | $6188.58           | Agency Mortgage-Backed Securities |
| GNMA          | 2030-05-20      | 5.0000%  | 0.0000% | $8209787.00        | $11669.62          | Agency Mortgage-Backed Securities |
| GNMA          | 2030-05-20      | 4.8750%  | 0.0000% | $2000500.00        | $4881.79           | Agency Mortgage-Backed Securities |
| GNMA          | 2038-10-20      | 4.7500%  | 0.0000% | $3072568.00        | $16219.80          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-11-20      | 4.7500%  | 0.0000% | $7292376.00        | $20964.68          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-12-20      | 4.7500%  | 0.0000% | $9750000.00        | $44442.62          | Agency Mortgage-Backed Securities |
| GNMA          | 2041-07-20      | 4.5000%  | 0.0000% | $51502.00          | $366.36            | Agency Mortgage-Backed Securities |
| GNMA          | 2045-05-20      | 3.0000%  | 0.0000% | $33000.00          | $11909.26          | Agency Mortgage-Backed Securities |
| GNMA          | 2037-12-20      | 6.5000%  | 0.0000% | $386454.00         | $4440.15           | Agency Mortgage-Backed Securities |
| GNMA          | 2038-05-20      | 5.5000%  | 0.0000% | $40000.00          | $329.75            | Agency Mortgage-Backed Securities |

### Security 71: SOCIETE GENERALE SA

- **C.1 - Title:** TRI-PARTY SOCIETE GENERALE 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BNTAY5CX2
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 3.4700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2033-08-15      | 3.8750%  | 0.0000% | $102745000.00      | $102000647.10      | U.S. Treasuries (including strips) |

### Security 72: BANK OF AMERICA NA

- **C.1 - Title:** TRI-PARTY BANK OF AMERICA 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: BNTAY5D45
- **C.18 - Value (incl. sponsor support):** $618000000.00
- **C.18.a - Value (excl. sponsor support):** $618000000.00
- **C.19 - Percentage of Net Assets:** 21.4500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2047-01-01      | 3.5000%  | 0.0000% | $73013485.00       | $20089236.10       | Agency Mortgage-Backed Securities |
| FNMA          | 2047-09-01      | 3.5000%  | 0.0000% | $90231157.00       | $17266203.12       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $31299490.00       | $17286719.72       | Agency Mortgage-Backed Securities |
| FNMA          | 2041-12-01      | 3.5000%  | 0.0000% | $248136436.00      | $17433399.33       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $152551398.00      | $19582967.29       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $125808731.00      | $20391459.67       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 3.5000%  | 0.0000% | $146823493.00      | $19964395.04       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 3.5000%  | 0.0000% | $158679762.00      | $19193009.75       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 3.5000%  | 0.0000% | $212115973.00      | $18016983.68       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 3.5000%  | 0.0000% | $212121574.00      | $18303036.42       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 3.5000%  | 0.0000% | $212110209.00      | $17047049.89       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 3.5000%  | 0.0000% | $211412781.00      | $18677524.41       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 3.5000%  | 0.0000% | $160116993.00      | $19931995.43       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 3.5000%  | 0.0000% | $249783400.00      | $19823939.59       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 3.5000%  | 0.0000% | $264836686.00      | $19967926.99       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 3.5000%  | 0.0000% | $278366831.00      | $17245219.01       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 3.5000%  | 0.0000% | $212345924.00      | $18396390.45       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 3.5000%  | 0.0000% | $214675921.00      | $17058654.26       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 3.5000%  | 0.0000% | $242380713.00      | $18337636.05       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 3.5000%  | 0.0000% | $249977756.00      | $17513919.69       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-09-01      | 3.0000%  | 0.0000% | $110553745.00      | $18512255.50       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 3.5000%  | 0.0000% | $109222639.00      | $18141311.33       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 3.5000%  | 0.0000% | $248531650.00      | $19015306.95       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $165577635.00      | $17387630.78       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 3.5000%  | 0.0000% | $105862771.00      | $17930126.02       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.0000%  | 0.0000% | $165109856.00      | $19149158.96       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.0000%  | 0.0000% | $150957575.00      | $17793134.98       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $141259718.00      | $12687660.34       | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 3.5000%  | 0.0000% | $150562931.00      | $19936689.24       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $96406679.00       | $17968843.75       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $94578498.00       | $10685194.02       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.0000%  | 0.0000% | $100486960.00      | $19565384.44       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.0000%  | 0.0000% | $100820605.00      | $18393760.73       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.0000%  | 0.0000% | $100775036.00      | $17845880.42       | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $177360606.00      | $19999996.72       | Agency Mortgage-Backed Securities |

### Security 73: FIXED INCOME CLEARING CORP-BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-BARCLAYS BANK PLC 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTAY5DQ6
- **C.18 - Value (incl. sponsor support):** $472000000.00
- **C.18.a - Value (excl. sponsor support):** $472000000.00
- **C.19 - Percentage of Net Assets:** 16.3800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2025-09-04      | 0.0000%  | 0.0000% | $18090000.00       | $18017133.48       | U.S. Treasuries (including strips) |
| USTR          | 2025-10-16      | 0.0000%  | 0.0000% | $1000.00           | $991.06            | U.S. Treasuries (including strips) |
| USTR          | 2025-11-12      | 0.0000%  | 0.0000% | $600.00            | $592.74            | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 1.6250%  | 0.0000% | $309100.00         | $300269.74         | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 0.6250%  | 0.0000% | $100.00            | $92.89             | U.S. Treasuries (including strips) |
| USTR          | 2025-12-31      | 0.3750%  | 0.0000% | $788000.00         | $775406.11         | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 0.7500%  | 0.0000% | $794600.00         | $735673.26         | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $400.00            | $346.40            | U.S. Treasuries (including strips) |
| USTR          | 2031-05-15      | 1.6250%  | 0.0000% | $7400.00           | $6516.88           | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 1.2500%  | 0.0000% | $6009300.00        | $5149862.19        | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 1.2500%  | 0.0000% | $34604400.00       | $32069719.99       | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 1.5000%  | 0.0000% | $1100.00           | $1021.71           | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $25900.00          | $22846.70          | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 2.3750%  | 0.0000% | $3626000.00        | $3468264.16        | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 2.6250%  | 0.0000% | $100.00            | $95.35             | U.S. Treasuries (including strips) |
| USTR          | 2025-09-15      | 3.5000%  | 0.0000% | $5600.00           | $5668.40           | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 3.8750%  | 0.0000% | $121400.00         | $121995.38         | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.6250%  | 0.0000% | $6200.00           | $6236.70           | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 4.0000%  | 0.0000% | $800.00            | $801.77            | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 3.8750%  | 0.0000% | $2100.00           | $2090.05           | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 4.3750%  | 0.0000% | $200.00            | $206.52            | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 4.6250%  | 0.0000% | $300.00            | $313.88            | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 4.6250%  | 0.0000% | $700.00            | $726.19            | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $400.00            | $416.91            | U.S. Treasuries (including strips) |
| USTR          | 2026-02-28      | 4.6250%  | 0.0000% | $500.00            | $510.43            | U.S. Treasuries (including strips) |
| USTR          | 2029-02-28      | 4.2500%  | 0.0000% | $61263200.00       | $63083503.48       | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 4.6250%  | 0.0000% | $25824200.00       | $26776015.45       | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $40504000.00       | $41193427.17       | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $42618000.00       | $42770572.44       | U.S. Treasuries (including strips) |
| USTR          | 2031-07-31      | 4.1250%  | 0.0000% | $800.00            | $803.75            | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $4800.00           | $4736.93           | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.6250%  | 0.0000% | $100.00            | $100.46            | U.S. Treasuries (including strips) |
| USTR          | 2031-09-30      | 3.6250%  | 0.0000% | $100.00            | $98.90             | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.1250%  | 0.0000% | $12800.00          | $13037.25          | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $400.00            | $403.76            | U.S. Treasuries (including strips) |
| USTR          | 2031-11-30      | 4.1250%  | 0.0000% | $218438000.00      | $220608399.97      | U.S. Treasuries (including strips) |
| USTR          | 2027-12-15      | 4.0000%  | 0.0000% | $200.00            | $201.55            | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 4.2500%  | 0.0000% | $200.00            | $202.03            | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 4.1250%  | 0.0000% | $1299300.00        | $1301193.08        | U.S. Treasuries (including strips) |
| USTR          | 2032-01-31      | 4.3750%  | 0.0000% | $500.00            | $508.25            | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 4.6250%  | 0.0000% | $23730800.00       | $24790274.95       | U.S. Treasuries (including strips) |
| USTR          | 2028-03-15      | 3.8750%  | 0.0000% | $1000.00           | $1014.83           | U.S. Treasuries (including strips) |
| USTR          | 2030-03-31      | 4.0000%  | 0.0000% | $6000.00           | $6099.01           | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.8750%  | 0.0000% | $200.00            | $201.52            | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 4.0000%  | 0.0000% | $800.00            | $807.91            | U.S. Treasuries (including strips) |
| USTR          | 2032-06-30      | 4.0000%  | 0.0000% | $100000.00         | $99667.26          | U.S. Treasuries (including strips) |
| USTR          | 2028-07-15      | 3.8750%  | 0.0000% | $800.00            | $801.57            | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 3.8750%  | 0.0000% | $100400.00         | $100130.53         | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Northern Institutional Funds

**Date:** 2025-08-07

**By:** Kevin P. O Rourke

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

**Title of Signing Officer:** President