# EDGAR Filing Document

**Accession Number:** 0000916620
**File Stem:** 0001145549-25-046184
**Filing Date:** 2025-7
**Character Count:** 246521
**Document Hash:** 7a8ab8fdc49e5b37bd73e7ee21cb5433
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-046184.hdr.sgml**: 20250708

**ACCESSION NUMBER**: 0001145549-25-046184

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250708

**DATE AS OF CHANGE**: 20250708

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08236
- **FILM NUMBER:** 251110939

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

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

## Series and Classes Contracts Data

### U.S. GOVERNMENT MONEY MARKET FUND (Series ID: S000001266)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000003412 | U.S. GOVERNMENT MONEY MARKET FUND | NOGXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-06-30

**Registrant Full Name:** Northern Funds

**CIK Number of Registrant:** 0000916620

**LEI of Registrant:** 5493004ZY1PEJR3C0A81

**Name of Series:** U.S. GOVERNMENT MONEY MARKET FUND

**LEI of Series:** 549300NLOSKMTSGWO090

**EDGAR Series Identifier:** S000001266

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 39 days

- **WAL:** 107 days

- **Total Value of Portfolio Securities:** $21669433328.57

- **Amortized Cost of Portfolio Securities:** $21669517741.68

- **Cash:** $40644869.08

- **Total Other Assets:** $123801252.19

- **Total Liabilities:** $124570522.12

- **Net Assets of Series:** $21709393340.83

- **Number of Shares Outstanding (Series):** 21708679770.9300

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-06-02 | $10375951129.90           | $14172946322.70            | 46.7200%                  | 63.8100%                   |
| 2025-06-03 | $10424236782.34           | $14196418958.16            | 46.8800%                  | 63.8500%                   |
| 2025-06-04 | $10337976022.65           | $14140342271.77            | 46.6800%                  | 63.8500%                   |
| 2025-06-05 | $10374944119.92           | $14177494442.34            | 46.7700%                  | 63.9100%                   |
| 2025-06-06 | $10326326809.93           | $14129061205.65            | 46.6000%                  | 63.7600%                   |
| 2025-06-09 | $10026172025.05           | $13829458640.67            | 45.4800%                  | 62.7300%                   |
| 2025-06-10 | $10132010719.38           | $13715745825.00            | 45.7900%                  | 61.9800%                   |
| 2025-06-11 | $10162997056.20           | $13746894200.40            | 45.8600%                  | 62.0300%                   |
| 2025-06-12 | $10298342755.69           | $13887367439.85            | 46.1800%                  | 62.2800%                   |
| 2025-06-13 | $10350117483.21           | $13709357946.25            | 46.7800%                  | 61.9700%                   |
| 2025-06-16 | $10740756432.36           | $13935405031.99            | 48.4900%                  | 62.9200%                   |
| 2025-06-17 | $10713567978.18           | $13908333281.65            | 48.4300%                  | 62.8700%                   |
| 2025-06-18 | $11092841165.09           | $13687729040.47            | 50.5500%                  | 62.3800%                   |
| 2025-06-20 | $10679296520.12           | $13824406067.11            | 48.3700%                  | 62.6100%                   |
| 2025-06-23 | $10718840546.11           | $13873282600.53            | 48.5000%                  | 62.7700%                   |
| 2025-06-24 | $10732618754.30           | $13887169188.69            | 48.3800%                  | 62.6000%                   |
| 2025-06-25 | $10861726580.43           | $13701385394.79            | 49.2900%                  | 62.1800%                   |
| 2025-06-26 | $10784514156.36           | $13624244425.68            | 49.1100%                  | 62.0400%                   |
| 2025-06-27 | $10800697546.37           | $13800499270.67            | 49.1000%                  | 62.7400%                   |
| 2025-06-30 | $10579462040.66           | $13579478129.88            | 48.5700%                  | 62.3400%                   |

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

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

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

### Class: Fund Level

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $21709393340.83

- **Number of Shares Outstanding:** 21708679770.9300

- **Expense Reimbursement/Waiver:** 154426.55

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $595515264.33             | $231682453.93           |
| 2025-06-03 | $527747452.57             | $506035234.46           |
| 2025-06-04 | $188547971.12             | $288117965.96           |
| 2025-06-05 | $342990468.45             | $299259923.28           |
| 2025-06-06 | $317343782.74             | $342570303.16           |
| 2025-06-09 | $199814751.83             | $319252754.37           |
| 2025-06-10 | $315932873.78             | $235740874.50           |
| 2025-06-11 | $325636834.60             | $297370580.34           |
| 2025-06-12 | $475927890.35             | $341763374.95           |
| 2025-06-13 | $269386369.84             | $448745214.51           |
| 2025-06-16 | $378910267.70             | $361637692.77           |
| 2025-06-17 | $280746485.43             | $310133959.03           |
| 2025-06-18 | $180569960.86             | $362575335.20           |
| 2025-06-20 | $397136065.59             | $266065743.06           |
| 2025-06-23 | $243209062.61             | $229499087.00           |
| 2025-06-24 | $364849705.26             | $282023006.55           |
| 2025-06-25 | $277324951.79             | $429437242.52           |
| 2025-06-26 | $248186596.43             | $320318050.92           |
| 2025-06-27 | $367222347.02             | $332781481.61           |
| 2025-06-30 | $423644720.90             | $644640575.18           |

**Total Gross Subscriptions (Month):** $6720643823.20

**Total Gross Redemptions (Month):** $6849650853.30

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.0200%           |
| 2025-06-03 | 4.0200%           |
| 2025-06-04 | 4.0200%           |
| 2025-06-05 | 4.0200%           |
| 2025-06-06 | 4.0000%           |
| 2025-06-09 | 3.9900%           |
| 2025-06-10 | 3.9900%           |
| 2025-06-11 | 3.9900%           |
| 2025-06-12 | 3.9900%           |
| 2025-06-13 | 3.9900%           |
| 2025-06-16 | 3.9900%           |
| 2025-06-17 | 4.0000%           |
| 2025-06-18 | 4.0000%           |
| 2025-06-20 | 4.0000%           |
| 2025-06-23 | 4.0000%           |
| 2025-06-24 | 3.9900%           |
| 2025-06-25 | 4.0000%           |
| 2025-06-26 | 4.0100%           |
| 2025-06-27 | 4.0400%           |
| 2025-06-30 | 4.0500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 15.0400%         | 0.0000%              |
| Depository institution or other banking institution |  | 83.4800%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.549996%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWP61, C.4 - ISIN: US3130AWP611, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $40003943.60
- **C.18.a - Value (excl. sponsor support):** $40003943.60
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.549996%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWTG5, C.4 - ISIN: US3130AWTG57, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15002404.95
- **C.18.a - Value (excl. sponsor support):** $15002404.95
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.564998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3YQ0, C.4 - ISIN: US3130B3YQ04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100047715.00
- **C.18.a - Value (excl. sponsor support):** $100047715.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.399999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3ZP1, C.4 - ISIN: US3130B3ZP12, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $69999817.30
- **C.18.a - Value (excl. sponsor support):** $69999817.30
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-16
- **C.13 - Final Legal Maturity Date:** 2025-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.404999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3ZV8, C.4 - ISIN: US3130B3ZV89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50000440.00
- **C.18.a - Value (excl. sponsor support):** $50000440.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.399999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4DC2, C.4 - ISIN: US3130B4DC20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299999154.00
- **C.18.a - Value (excl. sponsor support):** $299999154.00
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.399999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4KL4, C.4 - ISIN: US3130B4KL46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $54999331.20
- **C.18.a - Value (excl. sponsor support):** $54999331.20
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4LU3, C.4 - ISIN: US3130B4LU36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $210001184.40
- **C.18.a - Value (excl. sponsor support):** $210001184.40
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-09
- **C.12 - Maturity Date (WAL):** 2025-07-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.399999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4QE4, C.4 - ISIN: US3130B4QE49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74999143.50
- **C.18.a - Value (excl. sponsor support):** $74999143.50
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **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 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.399999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4SL6, C.4 - ISIN: US3130B4SL63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50000425.00
- **C.18.a - Value (excl. sponsor support):** $50000425.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.399999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4T27, C.4 - ISIN: US3130B4T270, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $54997334.70
- **C.18.a - Value (excl. sponsor support):** $54997334.70
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.399999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4UQ2, C.4 - ISIN: US3130B4UQ23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999137.00
- **C.18.a - Value (excl. sponsor support):** $99999137.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: 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):** $224633655.00
- **C.18.a - Value (excl. sponsor support):** $224633655.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4X63, C.4 - ISIN: US3130B4X637, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19972165.80
- **C.18.a - Value (excl. sponsor support):** $19972165.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.494999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B52X5, C.4 - ISIN: US3130B52X53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $64999165.40
- **C.18.a - Value (excl. sponsor support):** $64999165.40
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.494999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5CZ9, C.4 - ISIN: US3130B5CZ98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $159904937.60
- **C.18.a - Value (excl. sponsor support):** $159904937.60
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-03-04
- **C.13 - Final Legal Maturity Date:** 2027-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.494999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5GH5, C.4 - ISIN: US3130B5GH54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $69999874.70
- **C.18.a - Value (excl. sponsor support):** $69999874.70
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-03-17
- **C.13 - Final Legal Maturity Date:** 2027-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: 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):** $204696274.05
- **C.18.a - Value (excl. sponsor support):** $204696274.05
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: 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):** $259921769.54
- **C.18.a - Value (excl. sponsor support):** $259921769.54
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-09-25
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.479998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5RJ9, C.4 - ISIN: US3130B5RJ91, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $54049961.62
- **C.18.a - Value (excl. sponsor support):** $54049961.62
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-03-30
- **C.13 - Final Legal Maturity Date:** 2027-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: 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):** $204740281.40
- **C.18.a - Value (excl. sponsor support):** $204740281.40
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.489999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U71, C.4 - ISIN: US3130B5U713, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199998232.00
- **C.18.a - Value (excl. sponsor support):** $199998232.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-08
- **C.13 - Final Legal Maturity Date:** 2027-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.419997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VV7, C.4 - ISIN: US3130B5VV73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $270025601.40
- **C.18.a - Value (excl. sponsor support):** $270025601.40
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.559997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62H8, C.4 - ISIN: US3130B62H85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $52949479.50
- **C.18.a - Value (excl. sponsor support):** $52949479.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-28
- **C.13 - Final Legal Maturity Date:** 2027-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B63H7, C.4 - ISIN: US3130B63H76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $210683810.63
- **C.18.a - Value (excl. sponsor support):** $210683810.63
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: 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):** $474756396.25
- **C.18.a - Value (excl. sponsor support):** $474756396.25
- **C.19 - Percentage of Net Assets:** 2.1900%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-22
- **C.12 - Maturity Date (WAL):** 2025-10-22
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: 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):** $374640243.75
- **C.18.a - Value (excl. sponsor support):** $374640243.75
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: 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):** $424703851.50
- **C.18.a - Value (excl. sponsor support):** $424703851.50
- **C.19 - Percentage of Net Assets:** 1.9600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.438357%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6WK8, C.4 - ISIN: US3130B6WK82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49987475.00
- **C.18.a - Value (excl. sponsor support):** $49987475.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2027-07-07
- **C.13 - Final Legal Maturity Date:** 2027-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313JU3, C.4 - ISIN: US313313JU38, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7972200.00
- **C.18.a - Value (excl. sponsor support):** $7972200.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-07-30
- **C.12 - Maturity Date (WAL):** 2025-07-30
- **C.13 - Final Legal Maturity Date:** 2025-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313KG2, C.4 - ISIN: US313313KG25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4975383.35
- **C.18.a - Value (excl. sponsor support):** $4975383.35
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313LF3, C.4 - ISIN: US313313LF33, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14886250.05
- **C.18.a - Value (excl. sponsor support):** $14886250.05
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HR0, C.4 - ISIN: US313385HR04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49982625.00
- **C.18.a - Value (excl. sponsor support):** $49982625.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HV1, C.4 - ISIN: US313385HV16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $154874321.35
- **C.18.a - Value (excl. sponsor support):** $154874321.35
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 35: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HX7, C.4 - ISIN: US313385HX71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $109885325.00
- **C.18.a - Value (excl. sponsor support):** $109885325.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-07-09
- **C.12 - Maturity Date (WAL):** 2025-07-09
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 36: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385JG2, C.4 - ISIN: US313385JG21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $72847795.00
- **C.18.a - Value (excl. sponsor support):** $72847795.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-07-18
- **C.12 - Maturity Date (WAL):** 2025-07-18
- **C.13 - Final Legal Maturity Date:** 2025-07-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 37: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385JN7, C.4 - ISIN: US313385JN71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $209416200.00
- **C.18.a - Value (excl. sponsor support):** $209416200.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-07-24
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 38: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MQ6, C.4 - ISIN: US313385MQ65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $54383144.20
- **C.18.a - Value (excl. sponsor support):** $54383144.20
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MT0, C.4 - ISIN: US313385MT05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98844111.00
- **C.18.a - Value (excl. sponsor support):** $98844111.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NU6, C.4 - ISIN: US313385NU68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $133072200.00
- **C.18.a - Value (excl. sponsor support):** $133072200.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NV4, C.4 - ISIN: US313385NV42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $147841000.50
- **C.18.a - Value (excl. sponsor support):** $147841000.50
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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 42: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NW2, C.4 - ISIN: US313385NW25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $103476799.65
- **C.18.a - Value (excl. sponsor support):** $103476799.65
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PK6, C.4 - ISIN: US313385PK68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $83641700.00
- **C.18.a - Value (excl. sponsor support):** $83641700.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $215493117.40
- **C.18.a - Value (excl. sponsor support):** $215493117.40
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RK4, C.4 - ISIN: US313385RK41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $137085725.00
- **C.18.a - Value (excl. sponsor support):** $137085725.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RL2, C.4 - ISIN: US313385RL24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97907361.00
- **C.18.a - Value (excl. sponsor support):** $97907361.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RN8, C.4 - ISIN: US313385RN89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24471333.25
- **C.18.a - Value (excl. sponsor support):** $24471333.25
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RN8, C.4 - ISIN: US313385RN89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $381840895.50
- **C.18.a - Value (excl. sponsor support):** $381840895.50
- **C.19 - Percentage of Net Assets:** 1.7600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.524998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4H5, C.4 - ISIN: US3133EP4H58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35007737.80
- **C.18.a - Value (excl. sponsor support):** $35007737.80
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.489999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6U4, C.4 - ISIN: US3133EP6U42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6004267.32
- **C.18.a - Value (excl. sponsor support):** $6004267.32
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.549996%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPA96, C.4 - ISIN: US3133EPA969, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15007251.00
- **C.18.a - Value (excl. sponsor support):** $15007251.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: 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):** $50013007.50
- **C.18.a - Value (excl. sponsor support):** $50013007.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.549996%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPPN9, C.4 - ISIN: US3133EPPN96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $140003326.40
- **C.18.a - Value (excl. sponsor support):** $140003326.40
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING 4.549996%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPQQ1, C.4 - ISIN: US3133EPQQ19, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15001217.85
- **C.18.a - Value (excl. sponsor support):** $15001217.85
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.459996%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPR56, C.4 - ISIN: US3133EPR567, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15003849.30
- **C.18.a - Value (excl. sponsor support):** $15003849.30
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.549996%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPRW7, C.4 - ISIN: US3133EPRW77, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20002827.60
- **C.18.a - Value (excl. sponsor support):** $20002827.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.519998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPS97, C.4 - ISIN: US3133EPS979, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $180062359.20
- **C.18.a - Value (excl. sponsor support):** $180062359.20
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.549996%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPXZ3, C.4 - ISIN: US3133EPXZ35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35015258.95
- **C.18.a - Value (excl. sponsor support):** $35015258.95
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 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 59: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.519998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15005740.80
- **C.18.a - Value (excl. sponsor support):** $15005740.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.464997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2G5, C.4 - ISIN: US3133ER2G57, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999701.70
- **C.18.a - Value (excl. sponsor support):** $9999701.70
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.539999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD73, C.4 - ISIN: US3133ERD738, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65048758.45
- **C.18.a - Value (excl. sponsor support):** $65048758.45
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.529998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $23023512.90
- **C.18.a - Value (excl. sponsor support):** $23023512.90
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 63: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.539999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45034655.40
- **C.18.a - Value (excl. sponsor support):** $45034655.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: 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):** $45019628.10
- **C.18.a - Value (excl. sponsor support):** $45019628.10
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.534999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERK75, C.4 - ISIN: US3133ERK758, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55046684.55
- **C.18.a - Value (excl. sponsor support):** $55046684.55
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-16
- **C.13 - Final Legal Maturity Date:** 2026-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING 4.519998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMQ1, C.4 - ISIN: US3133ERMQ11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30011799.30
- **C.18.a - Value (excl. sponsor support):** $30011799.30
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.524998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN23, C.4 - ISIN: US3133ERN232, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20018984.80
- **C.18.a - Value (excl. sponsor support):** $20018984.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.539999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN56, C.4 - ISIN: US3133ERN562, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $84998036.50
- **C.18.a - Value (excl. sponsor support):** $84998036.50
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.469997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNZ0, C.4 - ISIN: US3133ERNZ01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15014350.20
- **C.18.a - Value (excl. sponsor support):** $15014350.20
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: 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):** $35019263.30
- **C.18.a - Value (excl. sponsor support):** $35019263.30
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.494999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQP9, C.4 - ISIN: US3133ERQP91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1000629.03
- **C.18.a - Value (excl. sponsor support):** $1000629.03
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.539999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRV5, C.4 - ISIN: US3133ERRV50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50031188.50
- **C.18.a - Value (excl. sponsor support):** $50031188.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.539999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTB7, C.4 - ISIN: US3133ERTB78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25016624.50
- **C.18.a - Value (excl. sponsor support):** $25016624.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.534999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV99, C.4 - ISIN: US3133ERV995, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100000094.00
- **C.18.a - Value (excl. sponsor support):** $100000094.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.549996%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVJ7, C.4 - ISIN: US3133ERVJ76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50039377.50
- **C.18.a - Value (excl. sponsor support):** $50039377.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.549996%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWD9, C.4 - ISIN: US3133ERWD97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $135106609.50
- **C.18.a - Value (excl. sponsor support):** $135106609.50
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.529998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10009780.80
- **C.18.a - Value (excl. sponsor support):** $10009780.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.529998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10009610.10
- **C.18.a - Value (excl. sponsor support):** $10009610.10
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 79: 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):** $125112540.00
- **C.18.a - Value (excl. sponsor support):** $125112540.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.529998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25024535.00
- **C.18.a - Value (excl. sponsor support):** $25024535.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 81: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.429998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCV7, C.4 - ISIN: US3133ETCV71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45001354.95
- **C.18.a - Value (excl. sponsor support):** $45001354.95
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.489999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCY1, C.4 - ISIN: US3133ETCY11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $104998707.45
- **C.18.a - Value (excl. sponsor support):** $104998707.45
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-01-12
- **C.13 - Final Legal Maturity Date:** 2027-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: 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):** $21999637.44
- **C.18.a - Value (excl. sponsor support):** $21999637.44
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: 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):** $45014831.55
- **C.18.a - Value (excl. sponsor support):** $45014831.55
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-05-12
- **C.13 - Final Legal Maturity Date:** 2027-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: 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):** $59999128.80
- **C.18.a - Value (excl. sponsor support):** $59999128.80
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-03-19
- **C.13 - Final Legal Maturity Date:** 2027-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.489999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMJ3, C.4 - ISIN: US3133ETMJ34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40000662.00
- **C.18.a - Value (excl. sponsor support):** $40000662.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNE3, C.4 - ISIN: US3133ETNE38, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69999955.20
- **C.18.a - Value (excl. sponsor support):** $69999955.20
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-06-24
- **C.13 - Final Legal Maturity Date:** 2027-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.489999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35016933.00
- **C.18.a - Value (excl. sponsor support):** $35016933.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FHLMC 4.500000%
- **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):** $29020282.60
- **C.18.a - Value (excl. sponsor support):** $29020282.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **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 90: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FHLMC 4.529998%
- **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):** $10009501.10
- **C.18.a - Value (excl. sponsor support):** $10009501.10
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 91: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FHLMC 4.529998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $20019418.60
- **C.18.a - Value (excl. sponsor support):** $20019418.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **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 92: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 4.509997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $55037484.15
- **C.18.a - Value (excl. sponsor support):** $55037484.15
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 4.524998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $30028126.50
- **C.18.a - Value (excl. sponsor support):** $30028126.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 4.529998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $15014068.05
- **C.18.a - Value (excl. sponsor support):** $15014068.05
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 95: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 4.529998%
- **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):** $160160352.00
- **C.18.a - Value (excl. sponsor support):** $160160352.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 96: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 4.529998%
- **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):** $110127767.20
- **C.18.a - Value (excl. sponsor support):** $110127767.20
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 97: 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):** $186138882.70
- **C.18.a - Value (excl. sponsor support):** $186138882.70
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PE1, C.4 - ISIN: US912797PE18, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1986338.40
- **C.18.a - Value (excl. sponsor support):** $1986338.40
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $103780031.25
- **C.18.a - Value (excl. sponsor support):** $103780031.25
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $102654828.74
- **C.18.a - Value (excl. sponsor support):** $102654828.74
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: 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):** $294161562.00
- **C.18.a - Value (excl. sponsor support):** $294161562.00
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 2.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828M56, C.4 - ISIN: US912828M565, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49618489.50
- **C.18.a - Value (excl. sponsor support):** $49618489.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-11-15
- **C.12 - Maturity Date (WAL):** 2025-11-15
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 2.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y79, C.4 - ISIN: US912828Y792, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $24968690.50
- **C.18.a - Value (excl. sponsor support):** $24968690.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: 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):** $44277099.75
- **C.18.a - Value (excl. sponsor support):** $44277099.75
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: 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):** $185285449.45
- **C.18.a - Value (excl. sponsor support):** $185285449.45
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJE2, C.4 - ISIN: US91282CJE21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $240489844.80
- **C.18.a - Value (excl. sponsor support):** $240489844.80
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY JP MORGAN SECURITIES 4.399999%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BNT89HZR7
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 3.4500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2030-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2036-09-01      | 6.0000%  | 0.0000% | $1009564.00        | $258276.69         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-05-01      | 5.5000%  | 0.0000% | $1318662.00        | $346894.28         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-12-01      | 5.0000%  | 0.0000% | $1000000.00        | $121902.13         | Agency Mortgage-Backed Securities |
| FMAC          | 2032-04-01      | 3.5000%  | 0.0000% | $1553644.00        | $425562.50         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $2341632.00        | $271900.13         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-05-01      | 4.0000%  | 0.0000% | $248287.00         | $21300.79          | Agency Mortgage-Backed Securities |
| FMAC          | 2043-07-01      | 3.0000%  | 0.0000% | $1157414.00        | $187935.34         | Agency Mortgage-Backed Securities |
| FMAC          | 2038-07-01      | 3.0000%  | 0.0000% | $2732136.00        | $2153395.96        | Agency Mortgage-Backed Securities |
| FMAC          | 2039-12-01      | 5.0000%  | 0.0000% | $801578.00         | $764056.55         | Agency Mortgage-Backed Securities |
| FMAC          | 2036-02-01      | 1.5000%  | 0.0000% | $610000.00         | $300044.20         | Agency Mortgage-Backed Securities |
| FMAC          | 2038-05-01      | 4.5000%  | 0.0000% | $457052.00         | $316470.09         | Agency Mortgage-Backed Securities |
| FMAC          | 2039-01-01      | 6.5000%  | 0.0000% | $14484080.00       | $8603464.01        | Agency Mortgage-Backed Securities |
| FMAC          | 2039-04-01      | 5.5000%  | 0.0000% | $2616880.00        | $1875280.98        | Agency Mortgage-Backed Securities |
| FMAC          | 2041-07-01      | 2.0000%  | 0.0000% | $2700000.00        | $1609599.58        | Agency Mortgage-Backed Securities |
| FMAC          | 2050-08-01      | 2.5000%  | 0.0000% | $500000.00         | $204191.13         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1035000.00        | $815001.43         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-12-01      | 5.0000%  | 0.0000% | $125000.00         | $101209.02         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-02-01      | 6.0000%  | 0.0000% | $7317704.00        | $5142154.30        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 2.5000%  | 0.0000% | $3618460.00        | $2697930.74        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.0000%  | 0.0000% | $5006000.00        | $4448296.72        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 4.5000%  | 0.0000% | $2125000.00        | $1832472.10        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 5.5000%  | 0.0000% | $19675180.00       | $17014173.20       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.0000%  | 0.0000% | $2093608.00        | $1893303.37        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $23696416.00       | $22808004.92       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.0000%  | 0.0000% | $419091.00         | $301886.51         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 8.0000%  | 0.0000% | $18044128.00       | $9102879.45        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 5.0000%  | 0.0000% | $245293.00         | $236589.51         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 3.0000%  | 0.0000% | $1151522.00        | $813518.53         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $1096000.00        | $799438.97         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.0000%  | 0.0000% | $3698648.00        | $2697751.86        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-09-01      | 5.0000%  | 0.0000% | $2313128.00        | $1797159.96        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-01-01      | 5.5000%  | 0.0000% | $20710080.00       | $17665542.56       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 5.0000%  | 0.0000% | $4829800.00        | $4401348.47        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $1240796.00        | $1247975.85        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 6.5000%  | 0.0000% | $11839920.00       | $6464266.29        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 5.5000%  | 0.0000% | $2494156.00        | $2209300.25        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $9731568.00        | $9283185.22        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $10102736.00       | $9820817.15        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 7.5000%  | 0.0000% | $1646550.00        | $1745619.82        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 5.0000%  | 0.0000% | $13153968.00       | $12233354.33       | Agency Mortgage-Backed Securities |
| FMAC          | 2039-10-01      | 2.5000%  | 0.0000% | $10000000.00       | $1574566.96        | Agency Mortgage-Backed Securities |
| FMAC          | 2041-07-01      | 1.5000%  | 0.0000% | $1300000.00        | $786526.20         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-06-01      | 3.5000%  | 0.0000% | $1321590.00        | $889760.74         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-08-01      | 3.5000%  | 0.0000% | $2768270.00        | $301256.82         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 4.5000%  | 0.0000% | $1200056.00        | $996632.71         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $1145742.00        | $1138170.64        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 4.5000%  | 0.0000% | $1135262.00        | $1076566.66        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $7079792.00        | $7193562.94        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 4.5000%  | 0.0000% | $239804.00         | $228677.06         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $16375808.00       | $16606632.42       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 7.0000%  | 0.0000% | $3577208.00        | $3784268.31        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $3213500.00        | $3276364.31        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 7.0000%  | 0.0000% | $2574464.00        | $2733070.65        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 7.0000%  | 0.0000% | $1308000.00        | $1402155.76        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $5971128.00        | $5986181.20        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 4.5000%  | 0.0000% | $2276864.00        | $2182445.50        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $3016028.00        | $3084450.02        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.0000%  | 0.0000% | $1329320.00        | $1306782.42        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $3209128.00        | $3311179.33        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 4.5000%  | 0.0000% | $2318900.00        | $2226069.79        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $186652160.00      | $192261012.31      | Agency Mortgage-Backed Securities |
| GNMA          | 2030-05-20      | 3.0000%  | 0.0000% | $1491445.00        | $86284.26          | Agency Mortgage-Backed Securities |
| GNMA          | 2030-10-20      | 2.5000%  | 0.0000% | $556849.00         | $41344.35          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-01-20      | 3.0000%  | 0.0000% | $1505712.00        | $37257.06          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-08-20      | 3.0000%  | 0.0000% | $21349952.00       | $6383356.72        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-11-20      | 3.0000%  | 0.0000% | $21235808.00       | $7247220.90        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 5.5000%  | 0.0000% | $1298952.00        | $1053498.18        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-08-20      | 4.0000%  | 0.0000% | $116052640.00      | $88248442.05       | Agency Mortgage-Backed Securities |
| GNMA          | 2052-08-20      | 3.0000%  | 0.0000% | $3373000.00        | $2253871.51        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-10-20      | 5.5000%  | 0.0000% | $2982988.00        | $2184661.62        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-04-20      | 4.5000%  | 0.0000% | $14478640.00       | $12118947.80       | Agency Mortgage-Backed Securities |
| GNMA          | 2035-02-20      | 3.5000%  | 0.0000% | $307563.00         | $258773.15         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 3.5000%  | 0.0000% | $1568108.00        | $404590.34         | Agency Mortgage-Backed Securities |
| GNMA          | 2036-07-20      | 2.0000%  | 0.0000% | $450000.00         | $294878.03         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-11-20      | 3.5000%  | 0.0000% | $1524848.00        | $509640.73         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-03-20      | 6.5000%  | 0.0000% | $1492006.00        | $972198.20         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-07-20      | 6.5000%  | 0.0000% | $1783424.00        | $1821698.63        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-02-20      | 6.5000%  | 0.0000% | $596798.00         | $611683.28         | Agency Mortgage-Backed Securities |
| GNMA          | 2063-12-20      | 7.5000%  | 0.0000% | $846020.00         | $631957.03         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-09-20      | 6.5000%  | 0.0000% | $17201.00          | $17600.79          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-02-20      | 7.0000%  | 0.0000% | $1139144.00        | $583556.91         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-04-20      | 5.0000%  | 0.0000% | $1655092.00        | $1376314.21        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-06-20      | 5.5000%  | 0.0000% | $1708364.00        | $1700038.57        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $1191734.00        | $1192451.13        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-08-20      | 6.5000%  | 0.0000% | $449772.00         | $458919.47         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 7.5000%  | 0.0000% | $3302340.00        | $3520166.45        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 7.0000%  | 0.0000% | $2496772.00        | $2620164.73        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 7.0000%  | 0.0000% | $1472566.00        | $1017788.83        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-08-20      | 6.5000%  | 0.0000% | $41943.00          | $42866.07          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 4.5000%  | 0.0000% | $2418916.00        | $2296989.92        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-09-20      | 6.5000%  | 0.0000% | $213855.00         | $218811.87         | Agency Mortgage-Backed Securities |
| GNMA          | 2062-08-20      | 5.0000%  | 0.0000% | $483062.00         | $470032.03         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 3.5000%  | 0.0000% | $175793.00         | $155306.59         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 7.5000%  | 0.0000% | $1464748.00        | $1564564.42        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 5.0000%  | 0.0000% | $2951672.00        | $2891080.96        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 5.5000%  | 0.0000% | $12220672.00       | $12228130.73       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 5.0000%  | 0.0000% | $2974076.00        | $2886584.49        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 5.0000%  | 0.0000% | $2251732.00        | $2186249.74        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 6.5000%  | 0.0000% | $164396.00         | $168698.62         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-11-20      | 5.0000%  | 0.0000% | $339761.00         | $330965.53         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 7.0000%  | 0.0000% | $316464.00         | $326869.31         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-11-20      | 6.0000%  | 0.0000% | $514305.00         | $520694.34         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-12-20      | 6.5000%  | 0.0000% | $164321.00         | $168474.31         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $2766432.00        | $2888416.18        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $1257340.00        | $1294952.48        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $2094772.00        | $2154702.03        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-02-20      | 6.5000%  | 0.0000% | $126058.00         | $129198.69         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 4.5000%  | 0.0000% | $10161136.00       | $9416358.86        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.5000%  | 0.0000% | $3402864.00        | $3684878.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $1084892.00        | $1139354.39        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $16919392.00       | $17387676.32       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $27991872.00       | $29832993.77       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $8017280.00        | $8468846.65        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 5.0000%  | 0.0000% | $2653672.00        | $2621939.73        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-06-20      | 4.5000%  | 0.0000% | $790241.00         | $749967.94         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 6.0000%  | 0.0000% | $1312754.00        | $1330630.26        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 6.0000%  | 0.0000% | $1172752.00        | $1188725.80        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 4.0000%  | 0.0000% | $413725.00         | $378941.70         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 3.0000%  | 0.0000% | $814979.00         | $702560.96         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-06-20      | 6.5000%  | 0.0000% | $652212.00         | $669547.21         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $4231472.00        | $4417804.96        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $1682372.00        | $1737564.17        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $10661920.00       | $10967440.87       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $11568272.00       | $11917869.03       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $1544060.00        | $1597125.23        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $6051256.00        | $6189999.28        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 4.5000%  | 0.0000% | $551950.00         | $523819.87         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $1413262.00        | $1461068.89        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $773304.00         | $801835.31         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $2006176.00        | $2087771.86        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $3364284.00        | $3479532.03        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $3155852.00        | $3260283.35        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $3346860.00        | $3514795.77        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $5119640.00        | $5266109.48        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-01-20      | 2.0000%  | 0.0000% | $71870.00          | $57539.29          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-10-20      | 4.0000%  | 0.0000% | $1350366.00        | $1245830.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $5000000.00        | $5153940.98        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-02-20      | 6.5000%  | 0.0000% | $308937.00         | $317962.51         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 3.5000%  | 0.0000% | $304930.00         | $269379.14         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 6.5000%  | 0.0000% | $35977088.00       | $36915548.92       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $3170420.00        | $3312981.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2046-05-20      | 3.5000%  | 0.0000% | $500438.00         | $61226.66          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-12-15      | 4.5000%  | 0.0000% | $2681208.00        | $464510.44         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-01-20      | 3.5000%  | 0.0000% | $45000000.00       | $3267050.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2040-10-20      | 4.0000%  | 0.0000% | $3368184.00        | $66227.88          | Agency Mortgage-Backed Securities |
| GNMA          | 2039-01-15      | 6.0000%  | 0.0000% | $13500000.00       | $3555130.62        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-10-20      | 2.5000%  | 0.0000% | $3600000.00        | $2109294.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-02-20      | 3.0000%  | 0.0000% | $3000000.00        | $2215592.52        | Agency Mortgage-Backed Securities |
| GNMA          | 2046-10-15      | 2.5000%  | 0.0000% | $1264588.00        | $741660.68         | Agency Mortgage-Backed Securities |

### Security 108: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY ROYAL BANK OF CANADA 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BNTALTCT3
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 4.1500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2035-02-01      | 6.0000%  | 0.0000% | $34864.00          | $341.79            | Agency Mortgage-Backed Securities  |
| USTR          | 2028-02-15      | 2.7500%  | 0.0000% | $122024600.00      | $120283251.00      | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $125535400.00      | $123094081.69      | U.S. Treasuries (including strips) |
| USTR          | 2026-08-31      | 0.7500%  | 0.0000% | $125000000.00      | $120768176.62      | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 2.7500%  | 0.0000% | $94099600.00       | $93295803.85       | U.S. Treasuries (including strips) |
| USTR          | 2032-11-15      | 4.1250%  | 0.0000% | $133567000.00      | $134938766.48      | U.S. Treasuries (including strips) |
| USTR          | 2030-03-31      | 3.6250%  | 0.0000% | $36154200.00       | $36179868.69       | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 4.0000%  | 0.0000% | $3199000.00        | $3224172.93        | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $67969800.00       | $69674658.36       | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 4.2500%  | 0.0000% | $44657200.00       | $44912013.98       | U.S. Treasuries (including strips) |
| USTR          | 2032-03-31      | 4.1250%  | 0.0000% | $168683500.00      | $171628907.56      | U.S. Treasuries (including strips) |

### Security 109: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** TRI-PARTY CANADIAN IMPERIAL BAN 4.310000%
- **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: BNTASKSU5
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 2.5300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2051-10-01      | 2.5000%  | 0.0000% | $6471487.00        | $3905243.79        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 6.5000%  | 0.0000% | $9796863.00        | $8472838.46        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 7.0000%  | 0.0000% | $18787741.00       | $15320438.19       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $329049.00         | $251721.24         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 5.5000%  | 0.0000% | $1024.00           | $933.21            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-11-01      | 1.5000%  | 0.0000% | $28652462.00       | $15616392.33       | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 2.5000%  | 0.0000% | $2048.00           | $1432.73           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-01-01      | 5.0000%  | 0.0000% | $14238865.00       | $11798230.48       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $1015598.00        | $911365.80         | Agency Mortgage-Backed Securities  |
| FMAC          | 2029-07-01      | 4.1000%  | 0.0000% | $10306783.00       | $10192200.21       | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-09-01      | 4.0000%  | 0.0000% | $101051995.00      | $17750990.48       | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1662.50           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 4.5000%  | 0.0000% | $1999.00           | $1502.56           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $3000.00           | $1864.05           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 5.5000%  | 0.0000% | $1001.00           | $567.30            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 6.0000%  | 0.0000% | $3000.00           | $2460.44           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $2001.00           | $1532.33           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $764.07            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $1169.00           | $1039.36           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 7.0000%  | 0.0000% | $1203430.00        | $1250244.71        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 7.0000%  | 0.0000% | $230860.00         | $148089.95         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1301860.00        | $1351274.90        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $1903.00           | $1565.11           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $3723516.00        | $3226141.12        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1693.19           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 6.0000%  | 0.0000% | $3000.00           | $2766.84           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 7.0000%  | 0.0000% | $1001.00           | $731.79            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $1286080.00        | $926517.84         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 7.0000%  | 0.0000% | $1996.00           | $907.08            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $1048.21           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $1106382.00        | $821985.06         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $1090120.00        | $1136871.16        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $843840.00         | $761667.35         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $748724.00         | $752201.62         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $11392.00          | $11349.51          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $3000.00           | $2711.03           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1829.11           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $15004.00          | $14359.27          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1640.97           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.61           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 7.0000%  | 0.0000% | $7000.00           | $7024.73           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 6.5000%  | 0.0000% | $3000.00           | $3137.66           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 6.0000%  | 0.0000% | $4000.00           | $3540.62           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 4.5000%  | 0.0000% | $4000.00           | $3807.25           | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-06-01      | 2.5000%  | 0.0000% | $4450667.00        | $1690004.29        | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-08-01      | 2.0000%  | 0.0000% | $15807009.00       | $9810427.74        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.0000%  | 0.0000% | $61491444.00       | $53370848.35       | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-11-01      | 6.0000%  | 0.0000% | $4351504.00        | $3764558.59        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 5.5000%  | 0.0000% | $3126.00           | $3115.96           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 6.0000%  | 0.0000% | $4000.00           | $3567.66           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 6.5000%  | 0.0000% | $2000.00           | $1955.32           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $5000.00           | $5061.60           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $326391.00         | $330037.57         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $1052274.00        | $1049156.75        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 7.0000%  | 0.0000% | $1377990.00        | $1366504.16        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 7.0000%  | 0.0000% | $4000.00           | $3110.46           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $1164502.00        | $1190022.19        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $1641874.00        | $1684897.35        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $1276964.00        | $1306316.31        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $957.91            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 7.0000%  | 0.0000% | $5000.00           | $4807.41           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $19992864.00       | $18412641.87       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $4000.00           | $4163.52           | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-06-01      | 6.5820%  | 0.0000% | $2933.00           | $91.94             | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $840.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $4000.00           | $3275.94           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $988.12            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $4000.00           | $2443.90           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $4000.00           | $3197.62           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $2000.00           | $1620.25           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $1768752.00        | $1697339.27        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $3999.00           | $2420.95           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $4000.00           | $4187.10           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 6.0000%  | 0.0000% | $1493962.00        | $1384098.61        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1653.65           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $1404270.00        | $1399106.46        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $415695.00         | $413280.09         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $1067224.00        | $1127974.88        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $1682756.00        | $1472984.28        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $6001.00           | $5272.18           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $4001.00           | $4145.95           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.5000%  | 0.0000% | $3000.00           | $2438.02           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $5002.00           | $4876.46           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1960.33           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $2000.00           | $1726.79           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $991.02            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $5000.00           | $4994.55           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $4000.00           | $3507.05           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $2000.00           | $2052.42           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1478491.00        | $1099535.83        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $905.80            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.75           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $4000.00           | $3812.00           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1002.00           | $922.61            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $3000.00           | $2778.94           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1241928.00        | $1188829.75        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.04           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.96           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $913813.00         | $896918.73         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 4.5000%  | 0.0000% | $1219014.00        | $1120696.54        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $2192.00           | $2290.69           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $3001.00           | $3118.23           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1025.88           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 4.5000%  | 0.0000% | $10322.00          | $9533.25           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1248120.00        | $1168841.79        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1132776.00        | $825915.45         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $3000.00           | $2463.97           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $2000.00           | $2009.65           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1817.18           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $4000.00           | $3997.73           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1110224.00        | $825888.21         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $746126.00         | $661781.72         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.63           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $995.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1879.26           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $6000.00           | $5902.14           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $4000.00           | $4035.82           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1327588.00        | $1249955.89        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 7.0000%  | 0.0000% | $1029480.00        | $1091822.55        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $894.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1368038.00        | $1367047.22        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1096550.00        | $967563.26         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 6.5000%  | 0.0000% | $2235628.00        | $2156779.98        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.59           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $982.89            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 6.0000%  | 0.0000% | $6000.00           | $6158.39           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 7.0000%  | 0.0000% | $1005178.00        | $1059831.68        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 7.0000%  | 0.0000% | $187820.00         | $197844.49         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $5000.00           | $4651.49           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.44           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $5000.00           | $4931.25           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 7.0000%  | 0.0000% | $3000.00           | $3220.40           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $6000.00           | $5522.29           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $4000.00           | $4132.95           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.78           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1002.00           | $1045.82           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $257502.00         | $244341.02         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $3000.00           | $2902.57           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $2023.22           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $4000.00           | $4110.52           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1024.00           | $1062.02           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $3000.00           | $3020.16           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1715160.00        | $1782475.64        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1563592.00        | $1631343.34        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $987.91            | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-10-01      | 3.5100%  | 0.0000% | $646298.00         | $618571.65         | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-10-01      | 2.7100%  | 0.0000% | $7648.00           | $7150.96           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $15004.00          | $11631.58          | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-02-01      | 1.3400%  | 0.0000% | $275556.00         | $231032.83         | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-01-01      | 1.6650%  | 0.0000% | $15640.00          | $14317.36          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 6.5000%  | 0.0000% | $4000.00           | $3199.50           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 7.0000%  | 0.0000% | $2513070.00        | $1718018.62        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $13432470.00       | $12901305.28       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1006.96           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 5.0000%  | 0.0000% | $4000.00           | $3524.11           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $851.42            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $3000.00           | $2661.72           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 6.0000%  | 0.0000% | $4000.00           | $2668.74           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $749.26            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $833.72            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 6.0000%  | 0.0000% | $4000.00           | $3442.28           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $792.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $1672950.00        | $1551494.02        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $1003.00           | $906.09            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1597.81           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 4.5000%  | 0.0000% | $2000.00           | $1497.50           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 4.0000%  | 0.0000% | $3000.00           | $2386.92           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 5.0000%  | 0.0000% | $2226.00           | $1028.89           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $787.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1179898.00        | $1125617.95        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 6.5000%  | 0.0000% | $914121.00         | $942468.84         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $24562.00          | $23124.64          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.5000%  | 0.0000% | $3000.00           | $1731.95           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $3000.00           | $2152.45           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $811.54            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1096152.00        | $1075250.07        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1054480.00        | $789149.84         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1711.37           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $3000.00           | $2380.46           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1075764.00        | $698456.85         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $780109.00         | $700009.29         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1072200.00        | $930138.87         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $1190560.00        | $880235.58         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1291280.00        | $1270374.84        | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-04-01      | 4.6500%  | 0.0000% | $1033.00           | $1048.33           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $2894325.00        | $1791485.94        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.5000%  | 0.0000% | $1628.00           | $949.31            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $1451.00           | $891.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $19977000.00       | $11974049.89       | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $7092000.00        | $4603405.71        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $28972000.00       | $19520974.05       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $2050.00           | $1812.01           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $46960060.00       | $37454447.77       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $38418229.00       | $38037925.61       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $29818381.00       | $24861877.12       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $21888000.00       | $20507756.97       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $927.56            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $42576895.00       | $43983224.02       | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $96963.00          | $29923.84          | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 3.0000%  | 0.0000% | $1005.00           | $478.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $25773280.00       | $20939931.65       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $25354047.00       | $20859022.46       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1837.62           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $13243392.00       | $12801351.92       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $656.37            | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-06-01      | 6.5260%  | 0.0000% | $5148475.00        | $530296.09         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $9905609.00        | $9468861.62        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $2022.00           | $1989.83           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1006.27           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $26000.00          | $24906.26          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $1330874.00        | $895243.21         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $891.72            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 7.0000%  | 0.0000% | $2000.00           | $2059.54           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1065.02           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $1297950.00        | $1339287.50        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $2725108.00        | $2829353.33        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $449716.00         | $370264.69         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $2000.00           | $2009.36           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $458042.00         | $424675.05         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $121090.00         | $126529.44         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $2000.00           | $2022.08           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.42           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $626430.00         | $660175.36         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.19           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $997.72            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.30           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.80           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 7.0000%  | 0.0000% | $1630594.00        | $1725523.62        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.68           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $1039.00           | $1052.89           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $14117040.00       | $14287200.54       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 6.5000%  | 0.0000% | $25895155.00       | $25763097.46       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 5.5000%  | 0.0000% | $6354.00           | $6083.18           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $1634026.00        | $1571250.08        | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-10-20      | 2.0000%  | 0.0000% | $220766.00         | $104479.23         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-02-20      | 2.5000%  | 0.0000% | $2155.00           | $1391.21           | Agency Mortgage-Backed Securities  |
| GNMA          | 2072-10-20      | 7.2840%  | 0.0000% | $20127.00          | $18527.86          | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-08-20      | 4.5000%  | 0.0000% | $899485.00         | $443605.53         | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-12-20      | 4.5000%  | 0.0000% | $1108965.00        | $849123.37         | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $1195353.00        | $1079485.11        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-02-20      | 7.5000%  | 0.0000% | $957376.00         | $828585.07         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $16407.00          | $16958.49          | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $4064304.00        | $4220500.62        | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1032.15           | Agency Mortgage-Backed Securities  |
| USTR          | 2026-11-15      | 0.0000%  | 0.0000% | $7900.00           | $7528.27           | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $600.00            | $520.68            | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 0.7500%  | 0.0000% | $42100.00          | $40882.58          | U.S. Treasuries (including strips) |
| USTR          | 2032-07-15      | 0.6250%  | 0.0000% | $49700.00          | $51280.91          | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 2.1250%  | 0.0000% | $37600.00          | $40172.64          | U.S. Treasuries (including strips) |

### Security 110: FIXED INCOME CLEARING CORP-JP MORGAN

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTATRX74
- **C.18 - Value (incl. sponsor support):** $3225000000.00
- **C.18.a - Value (excl. sponsor support):** $3225000000.00
- **C.19 - Percentage of Net Assets:** 14.8600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2037-06-01      | 2.5000%  | 0.0000% | $63521152.00       | $44887865.36       | Agency Mortgage-Backed Securities |
| FMAC          | 2042-02-01      | 2.5000%  | 0.0000% | $325000.00         | $220019.88         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-08-01      | 4.0000%  | 0.0000% | $2979044.00        | $1141222.87        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-10-01      | 4.5000%  | 0.0000% | $1157400.00        | $914464.71         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $36862272.00       | $32210128.61       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $65546880.00       | $58806205.49       | Agency Mortgage-Backed Securities |
| FMAC          | 2050-09-01      | 2.0000%  | 0.0000% | $21000.00          | $10114.12          | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $73623168.00       | $69710697.77       | Agency Mortgage-Backed Securities |
| FMAC          | 2051-05-01      | 2.0000%  | 0.0000% | $192855808.00      | $113074109.63      | Agency Mortgage-Backed Securities |
| FMAC          | 2051-07-01      | 2.0000%  | 0.0000% | $100000000.00      | $61243501.61       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 4.5000%  | 0.0000% | $11944000.00       | $10091439.08       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $118003328.00      | $93910943.17       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $16323000.00       | $14687008.39       | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 3.0000%  | 0.0000% | $400000.00         | $266214.73         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $1679238.00        | $1384176.78        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $4358560.00        | $3754247.20        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 7.0000%  | 0.0000% | $2214024.00        | $2014458.44        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 5.0000%  | 0.0000% | $20343744.00       | $19428533.03       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 4.5000%  | 0.0000% | $2362052.00        | $2250055.18        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $1110610.00        | $1115218.97        | Agency Mortgage-Backed Securities |
| FMAC          | 2049-12-01      | 3.0000%  | 0.0000% | $249999000.00      | $68230806.06       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $40715000.00       | $30130832.72       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 6.0000%  | 0.0000% | $86116096.00       | $73410953.52       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.0000%  | 0.0000% | $38961792.00       | $35460122.74       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-02-01      | 2.0000%  | 0.0000% | $15000000.00       | $10226830.29       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-25      | 7.0000%  | 0.0000% | $85208064.00       | $81409470.82       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $2961480.00        | $2619542.63        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $1433602.00        | $1460169.17        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-03-01      | 5.5000%  | 0.0000% | $1453226.00        | $1464849.31        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $500000.00         | $63730.26          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-01-01      | 4.5000%  | 0.0000% | $900000.00         | $117922.05         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 6.5000%  | 0.0000% | $10821552.00       | $1453694.16        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $180982.00         | $174145.07         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.0000%  | 0.0000% | $134000.00         | $130143.79         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $760320.00         | $755283.46         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-05-01      | 5.0000%  | 0.0000% | $213123.00         | $215462.40         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $580697.00         | $588302.89         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 5.0000%  | 0.0000% | $3176852.00        | $3109834.50        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $1784020.00        | $1124940.44        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $2037216.00        | $2013571.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $2094984.00        | $2104930.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $2138116.00        | $2237564.29        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $2382716.00        | $2457159.99        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $6334320.00        | $6354441.32        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-10-01      | 4.0000%  | 0.0000% | $1811730.00        | $465057.69         | Agency Mortgage-Backed Securities |
| FNMA          | 2047-11-01      | 3.5000%  | 0.0000% | $1041666.00        | $338355.33         | Agency Mortgage-Backed Securities |
| FNMA          | 2033-12-01      | 4.0000%  | 0.0000% | $427080.00         | $64003.38          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-12-01      | 5.0000%  | 0.0000% | $1032796.00        | $577503.03         | Agency Mortgage-Backed Securities |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $400000.00         | $190424.03         | Agency Mortgage-Backed Securities |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $5260136.00        | $5327245.80        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $1775000.00        | $1447339.18        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $149705.00         | $118594.78         | Agency Mortgage-Backed Securities |
| FNMA          | 2048-05-01      | 3.5000%  | 0.0000% | $900000.00         | $315204.86         | Agency Mortgage-Backed Securities |
| FNMA          | 2035-12-01      | 2.5000%  | 0.0000% | $1838600.00        | $908755.77         | Agency Mortgage-Backed Securities |
| FNMA          | 2037-10-01      | 4.5000%  | 0.0000% | $321961.00         | $203643.55         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-09-01      | 6.5000%  | 0.0000% | $33711.00          | $25962.21          | Agency Mortgage-Backed Securities |
| FNMA          | 2039-03-01      | 6.5000%  | 0.0000% | $1076492.00        | $1055219.91        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-02-01      | 2.0000%  | 0.0000% | $100000.00         | $61427.02          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 4.0000%  | 0.0000% | $93939.00          | $73658.38          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 4.0000%  | 0.0000% | $245000.00         | $172836.87         | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $5000000.00        | $3990888.70        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $175000.00         | $128933.99         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 4.5000%  | 0.0000% | $915000.00         | $768961.79         | Agency Mortgage-Backed Securities |
| FNMA          | 2040-05-01      | 6.0000%  | 0.0000% | $6439544.00        | $6654939.76        | Agency Mortgage-Backed Securities |
| FNMA          | 2040-05-01      | 6.0000%  | 0.0000% | $4199768.00        | $4343136.21        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-02-01      | 5.5000%  | 0.0000% | $1993592.00        | $1752347.89        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-01-01      | 8.0000%  | 0.0000% | $1541588.00        | $938324.64         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-04-01      | 4.5000%  | 0.0000% | $798500.00         | $666612.95         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-06-01      | 5.5000%  | 0.0000% | $300000.00         | $304194.17         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $29790208.00       | $30301181.80       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $10926432.00       | $9667105.06        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $47004544.00       | $47532029.16       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $16654560.00       | $16973360.27       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $18000416.00       | $17981280.43       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $139113216.00      | $141788046.11      | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $1606764.00        | $1641586.33        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $45261120.00       | $45564472.22       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $20345152.00       | $20828640.96       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $1880536.00        | $1891160.19        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $14869632.00       | $14976612.40       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $23426848.00       | $24467658.61       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-06-01      | 7.0000%  | 0.0000% | $1736974.00        | $1841562.22        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $21439392.00       | $20499134.67       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $64873344.00       | $64873493.49       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $58048064.00       | $57079007.37       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $69504127.00       | $71585868.25       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $34624576.00       | $30868740.85       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $15000000.00       | $13499543.18       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 5.0000%  | 0.0000% | $47107904.00       | $43787359.05       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 6.5000%  | 0.0000% | $36298240.00       | $36454491.67       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $8607632.00        | $8634974.63        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $25276352.00       | $25305171.57       | Agency Mortgage-Backed Securities |
| GNMA          | 2042-04-15      | 3.0000%  | 0.0000% | $32500000.00       | $2680877.00        | Agency Mortgage-Backed Securities |
| GNMA          | 2041-12-15      | 3.7500%  | 0.0000% | $88560.00          | $56551.08          | Agency Mortgage-Backed Securities |
| GNMA          | 2042-10-15      | 3.5000%  | 0.0000% | $41429760.00       | $4167869.72        | Agency Mortgage-Backed Securities |
| GNMA          | 2043-02-15      | 3.0000%  | 0.0000% | $137000.00         | $20053.67          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-04-15      | 3.5000%  | 0.0000% | $50000.00          | $6749.26           | Agency Mortgage-Backed Securities |
| GNMA          | 2042-05-20      | 3.0000%  | 0.0000% | $1530000.00        | $129775.38         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-11-20      | 4.7500%  | 0.0000% | $78805920.00       | $1778090.17        | Agency Mortgage-Backed Securities |
| GNMA          | 2044-04-20      | 4.5000%  | 0.0000% | $75004800.00       | $1180257.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2045-05-20      | 3.5000%  | 0.0000% | $114850.00         | $36441.17          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-10-20      | 3.5000%  | 0.0000% | $40000000.00       | $1344877.15        | Agency Mortgage-Backed Securities |
| GNMA          | 2046-05-20      | 3.5000%  | 0.0000% | $10317500.00       | $1116035.14        | Agency Mortgage-Backed Securities |
| GNMA          | 2047-02-20      | 3.0000%  | 0.0000% | $72190208.00       | $11261440.41       | Agency Mortgage-Backed Securities |
| GNMA          | 2033-07-20      | 4.0000%  | 0.0000% | $40181376.00       | $4395439.11        | Agency Mortgage-Backed Securities |
| GNMA          | 2033-07-20      | 4.0000%  | 0.0000% | $72157056.00       | $8983817.72        | Agency Mortgage-Backed Securities |
| GNMA          | 2033-04-20      | 4.0000%  | 0.0000% | $7394152.00        | $942634.60         | Agency Mortgage-Backed Securities |
| GNMA          | 2033-05-20      | 4.0000%  | 0.0000% | $21583424.00       | $1815758.28        | Agency Mortgage-Backed Securities |
| GNMA          | 2033-12-20      | 4.0000%  | 0.0000% | $171868416.00      | $17288563.10       | Agency Mortgage-Backed Securities |
| GNMA          | 2048-11-20      | 3.5000%  | 0.0000% | $151100000.00      | $18787345.89       | Agency Mortgage-Backed Securities |
| GNMA          | 2033-12-20      | 4.0000%  | 0.0000% | $150019072.00      | $14619733.49       | Agency Mortgage-Backed Securities |
| GNMA          | 2049-03-20      | 5.5000%  | 0.0000% | $137135104.00      | $13075587.65       | Agency Mortgage-Backed Securities |
| GNMA          | 2049-09-20      | 4.5000%  | 0.0000% | $1057290.00        | $126280.88         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 3.5000%  | 0.0000% | $4100000.00        | $281982.90         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-06-20      | 5.0000%  | 0.0000% | $5765640.00        | $960245.62         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-06-20      | 3.0000%  | 0.0000% | $1500000.00        | $236290.90         | Agency Mortgage-Backed Securities |
| GNMA          | 2035-11-20      | 4.0000%  | 0.0000% | $118252.00         | $45447.47          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-12-20      | 3.0000%  | 0.0000% | $84803200.00       | $29892790.14       | Agency Mortgage-Backed Securities |
| GNMA          | 2051-03-20      | 2.0000%  | 0.0000% | $140000000.00      | $78162830.08       | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 3.5000%  | 0.0000% | $1708152.00        | $857664.66         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-10-20      | 2.0000%  | 0.0000% | $3916270.00        | $2366476.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-07-20      | 4.0000%  | 0.0000% | $802770.00         | $606351.85         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-08-20      | 3.0000%  | 0.0000% | $6709856.00        | $4419689.51        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-11-20      | 6.5000%  | 0.0000% | $290000.00         | $135418.04         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-01-20      | 6.0000%  | 0.0000% | $1730000.00        | $1060962.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-02-20      | 5.0000%  | 0.0000% | $107594368.00      | $86412249.25       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 3.5000%  | 0.0000% | $13464416.00       | $11059526.50       | Agency Mortgage-Backed Securities |
| GNMA          | 2053-09-20      | 2.0000%  | 0.0000% | $409000.00         | $311718.61         | Agency Mortgage-Backed Securities |
| GNMA          | 2038-11-20      | 6.5000%  | 0.0000% | $441196.00         | $317290.51         | Agency Mortgage-Backed Securities |
| GNMA          | 2039-06-20      | 6.5000%  | 0.0000% | $457911.00         | $349343.51         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-08-15      | 3.0000%  | 0.0000% | $150256.00         | $16605.92          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-09-15      | 5.0000%  | 0.0000% | $1014244.00        | $90970.03          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-08-15      | 4.5000%  | 0.0000% | $1377966.00        | $110572.95         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-07-15      | 4.5000%  | 0.0000% | $1997796.00        | $258581.60         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-08-15      | 4.5000%  | 0.0000% | $1889356.00        | $148039.23         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-10-15      | 4.5000%  | 0.0000% | $6563496.00        | $902457.34         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-10-15      | 4.0000%  | 0.0000% | $93000.00          | $30512.47          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-06-20      | 4.5000%  | 0.0000% | $1030846.00        | $971855.63         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-07-20      | 3.0000%  | 0.0000% | $275000.00         | $199740.43         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-05-20      | 2.5000%  | 0.0000% | $1017304.00        | $522229.85         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-10-20      | 3.5000%  | 0.0000% | $300000.00         | $220670.35         | Agency Mortgage-Backed Securities |
| GNMA          | 2062-07-20      | 5.0000%  | 0.0000% | $166799.00         | $158341.12         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-09-20      | 3.0000%  | 0.0000% | $275000.00         | $162120.10         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-06-20      | 3.0000%  | 0.0000% | $6308112.00        | $2718454.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-06-20      | 2.5000%  | 0.0000% | $1541960.00        | $1065068.64        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-07-15      | 2.5000%  | 0.0000% | $10104672.00       | $4106590.82        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-06-20      | 4.0000%  | 0.0000% | $1072358.00        | $482733.74         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-08-20      | 2.5000%  | 0.0000% | $24907488.00       | $12092527.60       | Agency Mortgage-Backed Securities |
| GNMA          | 2031-05-20      | 7.0000%  | 0.0000% | $1225350.00        | $419838.21         | Agency Mortgage-Backed Securities |
| GNMA          | 2035-10-20      | 5.0000%  | 0.0000% | $9328080.00        | $3371334.73        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-11-15      | 2.5000%  | 0.0000% | $514958.00         | $246812.53         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-09-20      | 2.0000%  | 0.0000% | $1156490.00        | $822333.18         | Agency Mortgage-Backed Securities |
| GNMA          | 2040-06-20      | 5.0000%  | 0.0000% | $1491558.00        | $581242.55         | Agency Mortgage-Backed Securities |
| GNMA          | 2036-06-20      | 3.0000%  | 0.0000% | $1388734.00        | $1027814.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-05-20      | 2.5000%  | 0.0000% | $1897826.00        | $1340249.26        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-06-15      | 2.5000%  | 0.0000% | $8844256.00        | $6411552.70        | Agency Mortgage-Backed Securities |
| GNMA          | 2048-11-20      | 5.5000%  | 0.0000% | $1088882.00        | $268756.18         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-07-15      | 2.7700%  | 0.0000% | $5934744.00        | $4951597.12        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 2.5000%  | 0.0000% | $1748826.00        | $1228922.09        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-04-20      | 3.0000%  | 0.0000% | $79720.00          | $22554.47          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-03-20      | 3.5000%  | 0.0000% | $1146078.00        | $668356.71         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-11-20      | 2.5000%  | 0.0000% | $800000.00         | $533498.41         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-11-20      | 3.0000%  | 0.0000% | $900000.00         | $518611.83         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-12-20      | 3.0000%  | 0.0000% | $225000.00         | $131073.28         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-03-20      | 3.0000%  | 0.0000% | $125000.00         | $45691.11          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-06-20      | 3.0000%  | 0.0000% | $1092556.00        | $589162.68         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-11-20      | 3.0000%  | 0.0000% | $500000.00         | $332640.31         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-11-20      | 3.0000%  | 0.0000% | $3975000.00        | $2425724.11        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 5.5000%  | 0.0000% | $2853908.00        | $2727514.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2039-11-20      | 3.5000%  | 0.0000% | $453187.00         | $421505.39         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-08-15      | 3.0000%  | 0.0000% | $651952.00         | $273484.30         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-04-15      | 3.5000%  | 0.0000% | $475000.00         | $52523.17          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-11-20      | 4.0000%  | 0.0000% | $1087636.00        | $203868.77         | Agency Mortgage-Backed Securities |
| GNMA          | 2044-08-20      | 4.0000%  | 0.0000% | $58000.00          | $16085.36          | Agency Mortgage-Backed Securities |
| GNMA          | 2045-08-15      | 5.0000%  | 0.0000% | $962144.00         | $20785.20          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-10-20      | 6.5000%  | 0.0000% | $1771140.00        | $1209134.36        | Agency Mortgage-Backed Securities |
| GNMA          | 2062-09-20      | 5.0000%  | 0.0000% | $3753072.00        | $2598952.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-06-20      | 6.5000%  | 0.0000% | $14190.00          | $14512.04          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 6.0000%  | 0.0000% | $922570.00         | $810892.20         | Agency Mortgage-Backed Securities |
| GNMA          | 2063-01-20      | 6.5000%  | 0.0000% | $276263.00         | $280585.82         | Agency Mortgage-Backed Securities |
| GNMA          | 2063-04-20      | 6.5000%  | 0.0000% | $67708.00          | $68794.77          | Agency Mortgage-Backed Securities |
| GNMA          | 2044-12-20      | 4.5000%  | 0.0000% | $1117018.00        | $730850.47         | Agency Mortgage-Backed Securities |
| GNMA          | 2063-06-20      | 6.0000%  | 0.0000% | $621921.00         | $247832.21         | Agency Mortgage-Backed Securities |
| GNMA          | 2063-04-20      | 6.5000%  | 0.0000% | $103573.00         | $103906.99         | Agency Mortgage-Backed Securities |
| GNMA          | 2063-05-20      | 6.5000%  | 0.0000% | $7144368.00        | $3390048.56        | Agency Mortgage-Backed Securities |
| GNMA          | 2063-05-20      | 6.5000%  | 0.0000% | $11738896.00       | $7858519.64        | Agency Mortgage-Backed Securities |
| GNMA          | 2063-04-20      | 6.5000%  | 0.0000% | $306783.00         | $311477.12         | Agency Mortgage-Backed Securities |
| GNMA          | 2063-12-20      | 5.0000%  | 0.0000% | $110653.00         | $107022.08         | Agency Mortgage-Backed Securities |
| GNMA          | 2063-08-20      | 6.5000%  | 0.0000% | $515380.00         | $177277.10         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.0000%  | 0.0000% | $1250010.00        | $1207318.25        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.5000%  | 0.0000% | $1231416.00        | $1115176.23        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-01-20      | 2.5000%  | 0.0000% | $1007636.00        | $818307.24         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-03-20      | 5.0000%  | 0.0000% | $736773.00         | $484002.58         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-02-20      | 6.5000%  | 0.0000% | $1095868.00        | $768585.17         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-02-20      | 5.0000%  | 0.0000% | $1041672.00        | $587578.32         | Agency Mortgage-Backed Securities |
| GNMA          | 2062-09-20      | 5.0000%  | 0.0000% | $1707254.00        | $1537438.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.5000%  | 0.0000% | $1449492.00        | $1178131.85        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-02-20      | 5.0000%  | 0.0000% | $270632.00         | $79566.28          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.5000%  | 0.0000% | $1277192.00        | $1078347.52        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.5000%  | 0.0000% | $1527570.00        | $1050890.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-04-20      | 5.0000%  | 0.0000% | $1285452.00        | $1179305.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.5000%  | 0.0000% | $3124640.00        | $2437224.93        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-02-20      | 7.5000%  | 0.0000% | $100019.00         | $103239.13         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.5000%  | 0.0000% | $4933352.00        | $5070165.31        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.0000%  | 0.0000% | $1257492.00        | $1096015.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-04-20      | 7.0000%  | 0.0000% | $1022378.00        | $1076884.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-06-20      | 6.5000%  | 0.0000% | $1125814.00        | $828653.93         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-05-20      | 2.5000%  | 0.0000% | $66401.00          | $53088.78          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-11-20      | 6.5000%  | 0.0000% | $58389.00          | $59797.24          | Agency Mortgage-Backed Securities |
| GNMA          | 2062-08-20      | 5.0000%  | 0.0000% | $149894.00         | $145166.25         | Agency Mortgage-Backed Securities |
| GNMA          | 2062-08-20      | 5.0000%  | 0.0000% | $159513.00         | $153768.50         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.0000%  | 0.0000% | $1179490.00        | $1171946.63        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.0000%  | 0.0000% | $1917252.00        | $1786063.84        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-06-20      | 7.5000%  | 0.0000% | $1478938.00        | $667423.39         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.0000%  | 0.0000% | $1008160.00        | $821196.90         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.0000%  | 0.0000% | $1957082.00        | $1803916.75        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.5000%  | 0.0000% | $2949984.00        | $2940315.13        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.0000%  | 0.0000% | $1107276.00        | $1025314.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.0000%  | 0.0000% | $1781776.00        | $1799441.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 7.5000%  | 0.0000% | $1865378.00        | $1975247.49        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-05-20      | 5.0000%  | 0.0000% | $221134.00         | $214320.34         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-07-20      | 6.5000%  | 0.0000% | $9193.00           | $9400.12           | Agency Mortgage-Backed Securities |
| GNMA          | 2062-04-20      | 3.5000%  | 0.0000% | $76304.00          | $66699.95          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-07-20      | 5.0000%  | 0.0000% | $904969.00         | $878743.11         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-10-20      | 6.5000%  | 0.0000% | $88639.00          | $48109.54          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-08-20      | 5.0000%  | 0.0000% | $1321006.00        | $1281400.38        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-08-20      | 6.5000%  | 0.0000% | $73309.00          | $74875.32          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-08-20      | 6.5000%  | 0.0000% | $58146.00          | $41770.07          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-09-20      | 7.0000%  | 0.0000% | $7455504.00        | $6004780.45        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-08-20      | 4.0000%  | 0.0000% | $713550.00         | $650228.02         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-10-20      | 6.5000%  | 0.0000% | $81788.00          | $83700.02          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 7.5000%  | 0.0000% | $3882000.00        | $4187867.34        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-03-20      | 3.0000%  | 0.0000% | $884683.00         | $755863.71         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-10-20      | 6.5000%  | 0.0000% | $244926.00         | $238754.61         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-09-20      | 6.0000%  | 0.0000% | $6882344.00        | $4123203.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-06-20      | 7.5000%  | 0.0000% | $93556.00          | $96719.87          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-10-20      | 6.5000%  | 0.0000% | $4328992.00        | $4431025.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 7.5000%  | 0.0000% | $3002452.00        | $3207465.32        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 4.5000%  | 0.0000% | $9416880.00        | $8856504.20        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-11-20      | 3.5000%  | 0.0000% | $374528.00         | $330034.65         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-10-20      | 6.5000%  | 0.0000% | $4526290.00        | $4422929.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-09-20      | 3.5000%  | 0.0000% | $320482.00         | $281917.61         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-09-20      | 7.5000%  | 0.0000% | $169374.00         | $174961.32         | Agency Mortgage-Backed Securities |
| GNMA          | 2062-09-20      | 5.0000%  | 0.0000% | $670123.00         | $651195.94         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-09-20      | 6.5000%  | 0.0000% | $106573.00         | $78132.59          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-11-20      | 4.0000%  | 0.0000% | $233591.00         | $213109.45         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-10-20      | 4.5000%  | 0.0000% | $137358.00         | $129769.41         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-12-20      | 6.5000%  | 0.0000% | $444469.00         | $430193.48         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-11-20      | 4.0000%  | 0.0000% | $177327.00         | $161940.13         | Agency Mortgage-Backed Securities |
| GNMA          | 2057-08-20      | 3.0000%  | 0.0000% | $178780.00         | $153126.46         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 4.5000%  | 0.0000% | $1534580.00        | $1454334.12        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-12-20      | 6.5000%  | 0.0000% | $47072.00          | $48083.36          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 7.0000%  | 0.0000% | $1830260.00        | $1578774.28        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $804585.00         | $831041.74         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-11-20      | 3.0000%  | 0.0000% | $107558.00         | $92653.23          | Agency Mortgage-Backed Securities |
| GNMA          | 2064-12-20      | 3.0000%  | 0.0000% | $1127476.00        | $970435.47         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-01-20      | 3.5000%  | 0.0000% | $1038856.00        | $916897.92         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $2615596.00        | $2693837.20        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $1142550.00        | $1195679.85        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $3161540.00        | $3303698.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-11-20      | 4.5000%  | 0.0000% | $401206.00         | $379772.36         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-02-20      | 3.5000%  | 0.0000% | $739658.00         | $652251.12         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 6.0000%  | 0.0000% | $326155.00         | $330314.70         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-12-20      | 4.5000%  | 0.0000% | $117624.00         | $111312.73         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-01-20      | 5.0000%  | 0.0000% | $468191.00         | $456164.08         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-02-20      | 4.5000%  | 0.0000% | $97098.00          | $91881.34          | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 6.5000%  | 0.0000% | $208588.00         | $214053.03         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $4290904.00        | $4454657.19        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 6.5000%  | 0.0000% | $2951176.00        | $3028408.92        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-06-20      | 5.5000%  | 0.0000% | $18015584.00       | $17986859.16       | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 7.0000%  | 0.0000% | $2724496.00        | $2812125.50        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 6.0000%  | 0.0000% | $543739.00         | $550974.19         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 4.0000%  | 0.0000% | $122994.00         | $112746.38         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 5.5000%  | 0.0000% | $183448.00         | $183066.11         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 5.5000%  | 0.0000% | $89764.00          | $89576.86          | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 5.5000%  | 0.0000% | $512055.00         | $510796.59         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 5.5000%  | 0.0000% | $474437.00         | $473439.87         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 5.0000%  | 0.0000% | $2959680.00        | $2919155.40        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 5.0000%  | 0.0000% | $5491144.00        | $5356532.87        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 6.0000%  | 0.0000% | $1026050.00        | $1040158.07        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $1410990.00        | $1461968.12        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $1989918.00        | $2089867.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 5.5000%  | 0.0000% | $377124.00         | $376339.95         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $937076.00         | $968965.40         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $960039.00         | $987831.76         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $1628280.00        | $1657438.52        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.0000%  | 0.0000% | $1565224.00        | $1554831.76        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.0000%  | 0.0000% | $3565828.00        | $3528177.89        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $2122384.00        | $2215080.17        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $3721404.00        | $3883197.12        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $4226936.00        | $4409710.39        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $2619676.00        | $2734967.36        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.0000%  | 0.0000% | $1458546.00        | $1450591.68        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 7.0000%  | 0.0000% | $22616672.00       | $23016967.67       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $6686000.00        | $6891028.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $2529284.00        | $2612472.21        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 6.5000%  | 0.0000% | $2466468.00        | $2532026.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 3.0000%  | 0.0000% | $149349.00         | $130084.58         | Agency Mortgage-Backed Securities |
| GNMA          | 2040-06-20      | 4.5000%  | 0.0000% | $1168714.00        | $1152676.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $2216048.00        | $2235214.96        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.0000%  | 0.0000% | $1155778.00        | $1139952.83        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $1750840.00        | $1810066.24        | Agency Mortgage-Backed Securities |
| GNMA          | 2062-08-20      | 5.0000%  | 0.0000% | $217322.00         | $209302.98         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.0000%  | 0.0000% | $1105274.00        | $1095589.35        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $1054574.00        | $1091023.60        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 5.5000%  | 0.0000% | $105335.00         | $104638.05         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $3438628.00        | $3537001.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $1520270.00        | $1573562.05        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $3576130.00        | $3759743.21        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.0000%  | 0.0000% | $1005974.00        | $992199.98         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.0000%  | 0.0000% | $7014400.00        | $6918364.30        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 6.5000%  | 0.0000% | $392304.00         | $402731.49         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.0000%  | 0.0000% | $3112248.00        | $3075868.24        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $2970736.00        | $3002586.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 6.0000%  | 0.0000% | $851281920.00      | $860332820.15      | Agency Mortgage-Backed Securities |
| GNMA          | 2040-05-20      | 6.0000%  | 0.0000% | $760280.00         | $779107.58         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-03-20      | 3.0000%  | 0.0000% | $122597.00         | $107648.08         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.0000%  | 0.0000% | $44851200.00       | $44174744.25       | Agency Mortgage-Backed Securities |
| GNMA          | 2040-03-20      | 5.5000%  | 0.0000% | $908301.00         | $911221.67         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-02-20      | 5.5000%  | 0.0000% | $5247248.00        | $5234093.88        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $25234752.00       | $26656065.01       | Agency Mortgage-Backed Securities |
| GNMA          | 2064-12-20      | 3.0000%  | 0.0000% | $892175.00         | $764922.53         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 5.0000%  | 0.0000% | $3039940.00        | $3003263.90        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 5.0000%  | 0.0000% | $3158308.00        | $3073597.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 3.5000%  | 0.0000% | $2274048.00        | $2010776.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $2280980.00        | $2284699.27        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-01-20      | 6.5000%  | 0.0000% | $88616.00          | $90838.22          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $1398932.00        | $1494495.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-01-20      | 6.5000%  | 0.0000% | $921205.00         | $944576.17         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 3.0000%  | 0.0000% | $166932.00         | $143947.75         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 3.5000%  | 0.0000% | $336587.00         | $297345.34         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 5.0000%  | 0.0000% | $5134832.00        | $5011800.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 5.5000%  | 0.0000% | $9403392.00        | $9383198.49        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.0000%  | 0.0000% | $12120060.00       | $12453954.42       | Agency Mortgage-Backed Securities |
| GNMA          | 2065-02-20      | 4.5000%  | 0.0000% | $991333.00         | $938829.14         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-04-20      | 3.5000%  | 0.0000% | $1114716.00        | $984777.21         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 6.5000%  | 0.0000% | $1465160.00        | $1523016.04        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-02-20      | 5.5000%  | 0.0000% | $267664.00         | $267100.80         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-12-20      | 4.5000%  | 0.0000% | $132261.00         | $125347.16         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-05-15      | 4.5000%  | 0.0000% | $226810.00         | $13838.57          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-10-15      | 2.5000%  | 0.0000% | $476604.00         | $247286.89         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-04-15      | 3.0000%  | 0.0000% | $319683.00         | $201826.86         | Agency Mortgage-Backed Securities |
| GNMA          | 2032-12-15      | 5.5000%  | 0.0000% | $1392440.00        | $26291.94          | Agency Mortgage-Backed Securities |
| GNMA          | 2032-07-15      | 6.5000%  | 0.0000% | $12247040.00       | $7638.74           | Agency Mortgage-Backed Securities |
| GNMA          | 2032-09-20      | 6.5000%  | 0.0000% | $5847656.00        | $20059.05          | Agency Mortgage-Backed Securities |
| GNMA          | 2032-10-20      | 6.5000%  | 0.0000% | $3570340.00        | $11183.97          | Agency Mortgage-Backed Securities |
| GNMA          | 2028-04-15      | 6.5000%  | 0.0000% | $17948656.00       | $9518.33           | Agency Mortgage-Backed Securities |
| GNMA          | 2041-03-15      | 4.0000%  | 0.0000% | $250000.00         | $18103.79          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-12-15      | 4.0000%  | 0.0000% | $225000.00         | $18027.96          | Agency Mortgage-Backed Securities |
| GNMA          | 2031-06-15      | 6.5000%  | 0.0000% | $855960.00         | $7058.83           | Agency Mortgage-Backed Securities |
| GNMA          | 2030-09-20      | 3.5000%  | 0.0000% | $616463.00         | $21140.70          | Agency Mortgage-Backed Securities |
| GNMA          | 2027-08-20      | 4.6250%  | 0.0000% | $17850368.00       | $7424.34           | Agency Mortgage-Backed Securities |
| GNMA          | 2045-11-20      | 5.0000%  | 0.0000% | $354000.00         | $98628.05          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-07-15      | 2.5000%  | 0.0000% | $8796784.00        | $3810067.71        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-06-20      | 2.5000%  | 0.0000% | $133000.00         | $74388.00          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-09-20      | 5.0000%  | 0.0000% | $6550984.00        | $6302442.92        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-02-20      | 6.0000%  | 0.0000% | $800000.00         | $721490.14         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-01-20      | 5.0000%  | 0.0000% | $800000.00         | $633834.35         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-09-20      | 6.5000%  | 0.0000% | $100000.00         | $74471.00          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-11-20      | 6.5000%  | 0.0000% | $100000.00         | $72393.06          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-01-20      | 3.5000%  | 0.0000% | $74349696.00       | $64787128.20       | Agency Mortgage-Backed Securities |
| GNMA          | 2033-09-15      | 5.0000%  | 0.0000% | $830992.00         | $10711.93          | Agency Mortgage-Backed Securities |
| GNMA          | 2036-03-15      | 5.0000%  | 0.0000% | $703790.00         | $26837.12          | Agency Mortgage-Backed Securities |
| GNMA          | 2036-12-15      | 6.0000%  | 0.0000% | $2214968.00        | $11788.26          | Agency Mortgage-Backed Securities |
| GNMA          | 2039-01-15      | 5.5000%  | 0.0000% | $381245.00         | $6759.72           | Agency Mortgage-Backed Securities |
| GNMA          | 2039-11-15      | 5.0000%  | 0.0000% | $14081952.00       | $804017.92         | Agency Mortgage-Backed Securities |
| GNMA          | 2040-03-15      | 5.0000%  | 0.0000% | $9538608.00        | $2410190.17        | Agency Mortgage-Backed Securities |

### Security 111: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BNTATRX90
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2025-08-15      | 6.8750%  | 0.0000% | $2955100.00        | $3040469.33        | U.S. Treasuries (including strips) |
| USTR          | 2025-08-15      | 3.1250%  | 0.0000% | $700.00            | $706.81            | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.6250%  | 0.0000% | $14751900.00       | $14846798.65       | U.S. Treasuries (including strips) |
| USTR          | 2025-07-31      | 4.7500%  | 0.0000% | $57605700.00       | $58751495.81       | U.S. Treasuries (including strips) |
| USTR          | 2026-08-15      | 4.3750%  | 0.0000% | $13757800.00       | $14040283.51       | U.S. Treasuries (including strips) |
| USTR          | 2025-12-31      | 4.2500%  | 0.0000% | $11319600.00       | $11320052.78       | U.S. Treasuries (including strips) |
| USTR          | 2031-08-31      | 3.7500%  | 0.0000% | $200.00            | $200.14            | U.S. Treasuries (including strips) |

### Security 112: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY JP MORGAN SECURITIES 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BNTATRXC3
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2049-02-01      | 4.5000%  | 0.0000% | $399296.00         | $41773.86          | Agency Mortgage-Backed Securities |
| FMAC          | 2048-12-01      | 4.5000%  | 0.0000% | $4719549.00        | $238650.03         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-08-01      | 3.0000%  | 0.0000% | $1350000.00        | $754272.30         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $2056548.00        | $1781172.61        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.0000%  | 0.0000% | $2536812.00        | $2247300.32        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 3.5000%  | 0.0000% | $5023000.00        | $4354298.15        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-08-01      | 2.5000%  | 0.0000% | $200000.00         | $124230.20         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 3.0000%  | 0.0000% | $9089000.00        | $5532007.19        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1766080.00        | $1058065.97        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $2259350.00        | $1591554.88        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $286000.00         | $226323.63         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $1542420.00        | $1349255.52        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 4.5000%  | 0.0000% | $1483836.00        | $1402379.72        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $3823208.00        | $3616577.30        | Agency Mortgage-Backed Securities |
| FMAC          | 2050-07-01      | 3.0000%  | 0.0000% | $3787930.00        | $1275154.58        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-02-01      | 1.5000%  | 0.0000% | $100000.00         | $55253.28          | Agency Mortgage-Backed Securities |
| FMAC          | 2040-01-01      | 6.0000%  | 0.0000% | $821316.00         | $831830.28         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $158322.00         | $131768.88         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 7.0000%  | 0.0000% | $1426764.00        | $1515454.52        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 7.0000%  | 0.0000% | $1665464.00        | $1766972.76        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-04-20      | 5.5000%  | 0.0000% | $71382912.00       | $55139914.32       | Agency Mortgage-Backed Securities |
| GNMA          | 2064-11-20      | 6.5000%  | 0.0000% | $220064.00         | $225233.92         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 4.5000%  | 0.0000% | $15640256.00       | $14510982.66       | Agency Mortgage-Backed Securities |
| GNMA          | 2050-06-20      | 6.5000%  | 0.0000% | $1021160.00        | $1067062.28        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $2049520.00        | $2162511.90        | Agency Mortgage-Backed Securities |

### Security 113: BANK OF AMERICA NA

- **C.1 - Title:** TRI-PARTY BANK OF AMERICA 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: BNTATRXD1
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 2.0700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-08-15      | 2.8750%  | 0.0000% | $465905900.00      | $459000095.99      | U.S. Treasuries (including strips) |

### Security 114: NATWEST MARKETS SECURITIES INC

- **C.1 - Title:** TRI-PARTY NATWEST MARKETS SECURI 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: ZE2ZWJ5BTIQJ8M0C6K34, C.5 - Other ID: BNTATRXU3
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 3.2200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB          | 2026-09-11      | 3.0000%  | 0.0000% | $1050000.00        | $1048086.20        | Agency Debentures and Agency Strips |
| FHLB          | 2027-06-09      | 3.0400%  | 0.0000% | $85000.00          | $83945.26          | Agency Debentures and Agency Strips |
| FHLB          | 2025-12-04      | 2.6000%  | 0.0000% | $50000.00          | $49713.39          | Agency Debentures and Agency Strips |
| FHLB          | 2025-12-12      | 2.6250%  | 0.0000% | $200000.00         | $198754.10         | Agency Debentures and Agency Strips |
| FHLB          | 2027-09-10      | 2.6250%  | 0.0000% | $200000.00         | $196937.17         | Agency Debentures and Agency Strips |
| FHLB          | 2027-06-11      | 3.1250%  | 0.0000% | $605000.00         | $597391.71         | Agency Debentures and Agency Strips |
| FHLB          | 2028-06-09      | 3.5000%  | 0.0000% | $250000.00         | $248684.42         | Agency Debentures and Agency Strips |
| FHLB          | 2028-11-16      | 3.2500%  | 0.0000% | $240000.00         | $237540.29         | Agency Debentures and Agency Strips |
| FHLB          | 2039-06-10      | 3.2500%  | 0.0000% | $250000.00         | $208246.39         | Agency Debentures and Agency Strips |
| FHLB          | 2026-12-04      | 2.3000%  | 0.0000% | $150000.00         | $146974.07         | Agency Debentures and Agency Strips |
| FHLB          | 2028-12-08      | 2.0000%  | 0.0000% | $90000.00          | $84908.99          | Agency Debentures and Agency Strips |
| FHLB          | 2027-09-10      | 0.6250%  | 0.0000% | $95000.00          | $88874.75          | Agency Debentures and Agency Strips |
| FHLB          | 2027-06-11      | 1.0000%  | 0.0000% | $150000.00         | $142272.72         | Agency Debentures and Agency Strips |
| FHLB          | 2028-09-08      | 1.0000%  | 0.0000% | $85000.00          | $78299.12          | Agency Debentures and Agency Strips |
| FHLB          | 2026-12-21      | 1.2500%  | 0.0000% | $1475000.00        | $1422043.82        | Agency Debentures and Agency Strips |
| FHLB          | 2032-03-12      | 2.0000%  | 0.0000% | $40000.00          | $35205.24          | Agency Debentures and Agency Strips |
| FHLB          | 2027-12-10      | 4.2500%  | 0.0000% | $25000.00          | $25311.56          | Agency Debentures and Agency Strips |
| FHLB          | 2026-06-12      | 4.7500%  | 0.0000% | $530000.00         | $534656.58         | Agency Debentures and Agency Strips |
| FHLB          | 2028-06-30      | 4.0000%  | 0.0000% | $6725000.00        | $6802048.33        | Agency Debentures and Agency Strips |
| FHLB          | 2026-09-11      | 4.8750%  | 0.0000% | $150000.00         | $153756.36         | Agency Debentures and Agency Strips |
| FHLB          | 2027-12-10      | 4.7500%  | 0.0000% | $600000.00         | $614269.73         | Agency Debentures and Agency Strips |
| FHLB          | 2026-11-17      | 4.6250%  | 0.0000% | $10140000.00       | $10293512.56       | Agency Debentures and Agency Strips |
| FHLB          | 2027-01-15      | 4.1250%  | 0.0000% | $55000.00          | $56314.23          | Agency Debentures and Agency Strips |
| FHLB          | 2034-03-10      | 4.3750%  | 0.0000% | $325000.00         | $328349.79         | Agency Debentures and Agency Strips |
| FHLB          | 2027-04-09      | 4.7500%  | 0.0000% | $3920000.00        | $4026931.72        | Agency Debentures and Agency Strips |
| FHLB          | 2034-03-10      | 4.7500%  | 0.0000% | $175000.00         | $181570.88         | Agency Debentures and Agency Strips |
| FHLB          | 2025-09-12      | 5.1250%  | 0.0000% | $500000.00         | $508317.50         | Agency Debentures and Agency Strips |
| FHLB          | 2026-10-09      | 4.0000%  | 0.0000% | $1000000.00        | $1009686.00        | Agency Debentures and Agency Strips |
| FHLB          | 2026-01-16      | 4.2500%  | 0.0000% | $235000.00         | $239587.69         | Agency Debentures and Agency Strips |
| FHLB          | 2027-12-10      | 2.5000%  | 0.0000% | $100000.00         | $97075.29          | Agency Debentures and Agency Strips |
| FHLB          | 2028-08-21      | 6.0700%  | 0.0000% | $75000.00          | $81620.61          | Agency Debentures and Agency Strips |
| FHLB          | 2030-02-15      | 7.1250%  | 0.0000% | $5000000.00        | $5810538.75        | Agency Debentures and Agency Strips |
| FHLB          | 2036-03-14      | 5.1250%  | 0.0000% | $25000.00          | $26483.96          | Agency Debentures and Agency Strips |
| FHLB          | 2036-03-14      | 5.6250%  | 0.0000% | $7805000.00        | $8595736.26        | Agency Debentures and Agency Strips |
| FHLB          | 2036-07-15      | 5.5000%  | 0.0000% | $14515000.00       | $16123455.52       | Agency Debentures and Agency Strips |
| FMAC          | 2029-09-15      | 6.7500%  | 0.0000% | $345000.00         | $390362.50         | Agency Debentures and Agency Strips |
| FMAC          | 2031-03-15      | 6.7500%  | 0.0000% | $65000.00          | $75311.37          | Agency Debentures and Agency Strips |
| FMAC          | 2032-07-15      | 6.2500%  | 0.0000% | $285000.00         | $330415.27         | Agency Debentures and Agency Strips |
| FNMA          | 2030-05-15      | 0.0000%  | 0.0000% | $2053000.00        | $1685915.39        | Agency Debentures and Agency Strips |
| FNMA          | 2029-05-15      | 6.2500%  | 0.0000% | $18527000.00       | $20301951.45       | Agency Debentures and Agency Strips |
| FNMA          | 2030-01-15      | 7.1250%  | 0.0000% | $51296000.00       | $59864907.03       | Agency Debentures and Agency Strips |
| FNMA          | 2030-05-15      | 7.2500%  | 0.0000% | $2066000.00        | $2393627.31        | Agency Debentures and Agency Strips |
| FNMA          | 2030-11-15      | 6.6250%  | 0.0000% | $13179000.00       | $14957179.87       | Agency Debentures and Agency Strips |
| FNMA          | 2030-08-05      | 0.8750%  | 0.0000% | $1524000.00        | $1320732.39        | Agency Debentures and Agency Strips |
| FNMA          | 2027-10-08      | 0.7500%  | 0.0000% | $14834000.00       | $13891348.75       | Agency Debentures and Agency Strips |
| FNMA          | 2025-11-07      | 0.5000%  | 0.0000% | $10715000.00       | $10579499.30       | Agency Debentures and Agency Strips |
| FNMA          | 2026-09-24      | 1.8750%  | 0.0000% | $839000.00         | $822566.51         | Agency Debentures and Agency Strips |
| FNMA          | 2037-07-15      | 5.6250%  | 0.0000% | $231000.00         | $258843.18         | Agency Debentures and Agency Strips |
| USTR          | 2027-01-31      | 1.5000%  | 0.0000% | $118368300.00      | $114873413.21      | U.S. Treasuries (including strips)  |
| USTR          | 2032-05-15      | 2.8750%  | 0.0000% | $60945400.00       | $56988443.72       | U.S. Treasuries (including strips)  |
| USTR          | 2027-12-31      | 3.8750%  | 0.0000% | $116777700.00      | $117207792.27      | U.S. Treasuries (including strips)  |
| USTR          | 2030-02-28      | 4.0000%  | 0.0000% | $55456400.00       | $56673050.75       | U.S. Treasuries (including strips)  |
| USTR          | 2028-06-30      | 4.0000%  | 0.0000% | $91188900.00       | $91906465.45       | U.S. Treasuries (including strips)  |
| USTR          | 2027-01-15      | 4.0000%  | 0.0000% | $23615700.00       | $24099102.54       | U.S. Treasuries (including strips)  |
| USTR          | 2029-12-31      | 4.3750%  | 0.0000% | $49931800.00       | $51117979.84       | U.S. Treasuries (including strips)  |
| USTR          | 2027-04-30      | 4.4000%  | 0.0000% | $13784200.00       | $13884063.48       | U.S. Treasuries (including strips)  |

### Security 115: FIXED INCOME CLEARING CORP-BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-BARCLAYS BANK PLC 4.420000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTATRY99
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 8.0600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2025-12-26      | 0.0000%  | 0.0000% | $14432300.00       | $14138660.42       | U.S. Treasuries (including strips) |
| USTR          | 2025-08-15      | 2.0000%  | 0.0000% | $86267300.00       | $86628377.31       | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 2.2500%  | 0.0000% | $5916100.00        | $5819939.03        | U.S. Treasuries (including strips) |
| USTR          | 2030-02-15      | 1.5000%  | 0.0000% | $1000.00           | $909.31            | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 0.5000%  | 0.0000% | $86400.00          | $80264.89          | U.S. Treasuries (including strips) |
| USTR          | 2026-03-31      | 0.7500%  | 0.0000% | $100.00            | $97.72             | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 1.2500%  | 0.0000% | $22661900.00       | $21149276.87       | U.S. Treasuries (including strips) |
| USTR          | 2026-08-31      | 0.7500%  | 0.0000% | $1000000.00        | $966145.41         | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 1.2500%  | 0.0000% | $200.00            | $185.50            | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 0.8750%  | 0.0000% | $1060600.00        | $1023694.88        | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 1.5000%  | 0.0000% | $269400.00         | $250519.51         | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 1.2500%  | 0.0000% | $63953200.00       | $61543123.66       | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 2.8750%  | 0.0000% | $156430000.00      | $146273586.71      | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 4.1250%  | 0.0000% | $5320100.00        | $5401495.60        | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 4.3750%  | 0.0000% | $24991000.00       | $25831849.08       | U.S. Treasuries (including strips) |
| USTR          | 2030-10-31      | 4.8750%  | 0.0000% | $871126600.00      | $920260615.99      | U.S. Treasuries (including strips) |
| USTR          | 2026-12-15      | 4.3750%  | 0.0000% | $2000.00           | $2017.97           | U.S. Treasuries (including strips) |
| USTR          | 2031-01-31      | 4.0000%  | 0.0000% | $1869100.00        | $1910703.52        | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 4.1250%  | 0.0000% | $236069000.00      | $241511605.73      | U.S. Treasuries (including strips) |
| USTR          | 2031-05-31      | 4.6250%  | 0.0000% | $172560000.00      | $179570937.48      | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 4.2500%  | 0.0000% | $400.00            | $403.39            | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 4.3750%  | 0.0000% | $100.00            | $102.38            | U.S. Treasuries (including strips) |
| USTR          | 2032-05-31      | 4.1250%  | 0.0000% | $71900600.00       | $72635506.67       | U.S. Treasuries (including strips) |

### Security 116: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARK 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BNTATRYC2
- **C.18 - Value (incl. sponsor support):** $55300000.00
- **C.18.a - Value (excl. sponsor support):** $55300000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-09-30      | 1.6250%  | 0.0000% | $100.00            | $97.61             | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 1.1250%  | 0.0000% | $30919200.00       | $29695468.16       | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 0.5000%  | 0.0000% | $27688600.00       | $26116601.99       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-15      | 0.1250%  | 0.0000% | $200.00            | $231.95            | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 1.1250%  | 0.0000% | $11800.00          | $11396.55          | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 1.2500%  | 0.0000% | $605100.00         | $582221.17         | U.S. Treasuries (including strips) |

### Security 117: FIXED INCOME CLEARING CORP-BANK OF NEW YORK MELLON

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARING-BANK OF NEW YORK MELLON 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTATRYE8
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.8400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2030-02-28      | 4.0000%  | 0.0000% | $399455400.00      | $408000098.53      | U.S. Treasuries (including strips) |

### Security 118: FIXED INCOME CLEARING CORP-JP MORGAN

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTATRYK4
- **C.18 - Value (incl. sponsor support):** $2150000000.00
- **C.18.a - Value (excl. sponsor support):** $2150000000.00
- **C.19 - Percentage of Net Assets:** 9.9000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2025-07-31      | 0.0000%  | 0.0000% | $2200587700.00     | $2193000073.61     | U.S. Treasuries (including strips) |

### Security 119: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY JP MORGAN SECURITIES 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BNTATRYL2
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 1.9600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2029-03-31      | 2.3750%  | 0.0000% | $452539300.00      | $433500091.46      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Northern Funds

**Date:** 2025-07-08

**By:** Kevin P. O Rourke

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

**Title of Signing Officer:** President