# EDGAR Filing Document

**Accession Number:** 0000710124
**File Stem:** 0002066578-26-001154
**Filing Date:** 2026-4
**Character Count:** 287227
**Document Hash:** 1c64d88a7a8dbcee59338fd1071a2e71
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002066578-26-001154.hdr.sgml**: 20260407

**ACCESSION NUMBER**: 0002066578-26-001154

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260407

**DATE AS OF CHANGE**: 20260407

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03605
- **FILM NUMBER:** 26844173

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-03-31

**Registrant Full Name:** Northern Institutional Funds

**CIK Number of Registrant:** 0000710124

**LEI of Registrant:** 549300Y178DO5JBR1S04

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

**LEI of Series:** 549300AJO32M060C4S84

**EDGAR Series Identifier:** S000001275

**Total number of share classes in the series:** 4

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 49 days

- **WAL:** 113 days

- **Total Value of Portfolio Securities:** $26083678017.72

- **Amortized Cost of Portfolio Securities:** $26085702741.88

- **Cash:** $1172223483.70

- **Total Other Assets:** $167980300.07

- **Total Liabilities:** $92972173.55

- **Net Assets of Series:** $27332934352.10

- **Number of Shares Outstanding (Series):** 27333046670.8300

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-03-02 | $14772651319.68           | $18635353775.82            | 47.3800%                  | 59.7700%                   |
| 2026-03-03 | $15154393913.29           | $19492191496.80            | 47.9800%                  | 61.7100%                   |
| 2026-03-04 | $15079571257.26           | $19322464681.86            | 48.1300%                  | 61.6700%                   |
| 2026-03-05 | $14343052622.41           | $18665577754.79            | 46.8800%                  | 61.0000%                   |
| 2026-03-06 | $14302310689.74           | $18419939600.10            | 47.1200%                  | 60.6800%                   |
| 2026-03-09 | $14539707367.72           | $18180921546.05            | 48.7600%                  | 60.9700%                   |
| 2026-03-10 | $14856598764.12           | $18792902356.15            | 49.3100%                  | 62.3800%                   |
| 2026-03-11 | $14240128120.80           | $18176534531.91            | 48.1400%                  | 61.4400%                   |
| 2026-03-12 | $14000755364.44           | $17937264594.64            | 47.2500%                  | 60.5400%                   |
| 2026-03-13 | $13078474091.60           | $16960097629.76            | 45.6400%                  | 59.1900%                   |
| 2026-03-16 | $13401022985.24           | $16987937747.32            | 46.7100%                  | 59.2200%                   |
| 2026-03-17 | $13927882899.21           | $17514892820.88            | 47.9000%                  | 60.2400%                   |
| 2026-03-18 | $14452555299.60           | $17277660380.85            | 50.1100%                  | 59.9100%                   |
| 2026-03-19 | $13972613639.66           | $17747812627.16            | 47.8700%                  | 60.8000%                   |
| 2026-03-20 | $13860933778.86           | $17510226512.44            | 48.0000%                  | 60.6300%                   |
| 2026-03-23 | $13346306267.54           | $17224580724.95            | 47.0500%                  | 60.7200%                   |
| 2026-03-24 | $12643509788.75           | $16521900987.44            | 45.7000%                  | 59.7200%                   |
| 2026-03-25 | $12504599696.24           | $16418107636.22            | 45.4300%                  | 59.6400%                   |
| 2026-03-26 | $13158058276.00           | $17087682957.25            | 46.8100%                  | 60.7900%                   |
| 2026-03-27 | $12452248248.15           | $16237019731.48            | 45.6800%                  | 59.5700%                   |
| 2026-03-30 | $12011331860.13           | $15796408355.96            | 44.7800%                  | 58.8900%                   |
| 2026-03-31 | $12738063444.73           | $16398241611.40            | 46.4500%                  | 59.7900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-03-02 | 3.7400%             |
| 2026-03-03 | 3.7400%             |
| 2026-03-04 | 3.7400%             |
| 2026-03-05 | 3.7400%             |
| 2026-03-06 | 3.7300%             |
| 2026-03-09 | 3.7200%             |
| 2026-03-10 | 3.7100%             |
| 2026-03-11 | 3.7100%             |
| 2026-03-12 | 3.7000%             |
| 2026-03-13 | 3.7000%             |
| 2026-03-16 | 3.7100%             |
| 2026-03-17 | 3.7100%             |
| 2026-03-18 | 3.7100%             |
| 2026-03-19 | 3.7100%             |
| 2026-03-20 | 3.7100%             |
| 2026-03-23 | 3.7000%             |
| 2026-03-24 | 3.6900%             |
| 2026-03-25 | 3.6900%             |
| 2026-03-26 | 3.7000%             |
| 2026-03-27 | 3.7000%             |
| 2026-03-30 | 3.7100%             |
| 2026-03-31 | 3.7100%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-03-02 | 1.0000                      |
|  |  |
| 2026-03-03 | 1.0000                      |
|  |  |
| 2026-03-04 | 1.0000                      |
|  |  |
| 2026-03-05 | 1.0000                      |
|  |  |
| 2026-03-06 | 1.0000                      |
|  |  |
| 2026-03-09 | 1.0000                      |
|  |  |
| 2026-03-10 | 1.0000                      |
|  |  |
| 2026-03-11 | 1.0000                      |
|  |  |
| 2026-03-12 | 1.0000                      |
|  |  |
| 2026-03-13 | 1.0000                      |
|  |  |
| 2026-03-16 | 1.0000                      |
|  |  |
| 2026-03-17 | 1.0000                      |
|  |  |
| 2026-03-18 | 0.9999                      |
|  |  |
| 2026-03-19 | 0.9999                      |
|  |  |
| 2026-03-20 | 0.9999                      |
|  |  |
| 2026-03-23 | 0.9999                      |
|  |  |
| 2026-03-24 | 0.9999                      |
|  |  |
| 2026-03-25 | 0.9999                      |
|  |  |
| 2026-03-26 | 0.9999                      |
|  |  |
| 2026-03-27 | 0.9999                      |
|  |  |
| 2026-03-30 | 0.9999                      |
|  |  |
| 2026-03-31 | 0.9999                      |
|  |  |

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

### Class: Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $24913475826.74

- **Number of Shares Outstanding:** 24913557389.2900

- **Expense Reimbursement/Waiver:** 787632.54

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0000          |
|  |  |
| 2026-03-03 | 1.0000          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0000          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 0.9999          |
|  |  |
| 2026-03-19 | 0.9999          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $1466662429.68            | $1785316043.51          |
| 2026-03-03 | $1098690208.52            | $637378617.22           |
| 2026-03-04 | $510096920.66             | $758775151.95           |
| 2026-03-05 | $1251137449.40            | $1868587506.50          |
| 2026-03-06 | $945762773.82             | $1076671846.78          |
| 2026-03-09 | $495998067.82             | $1036133614.60          |
| 2026-03-10 | $1083964540.02            | $787955991.90           |
| 2026-03-11 | $694703760.19             | $1121726316.74          |
| 2026-03-12 | $900946053.59             | $853807574.36           |
| 2026-03-13 | $422117113.82             | $1381214585.67          |
| 2026-03-16 | $897092647.92             | $709145617.92           |
| 2026-03-17 | $1556563758.07            | $1174839773.24          |
| 2026-03-18 | $970754441.07             | $1186109286.15          |
| 2026-03-19 | $1211415954.99            | $663555855.00           |
| 2026-03-20 | $546851769.83             | $1022897093.16          |
| 2026-03-23 | $840671836.70             | $1365852614.56          |
| 2026-03-24 | $756614756.71             | $1457108237.94          |
| 2026-03-25 | $1107117769.50            | $1086038874.69          |
| 2026-03-26 | $1534631419.62            | $958086615.04           |
| 2026-03-27 | $662532873.70             | $1313534314.20          |
| 2026-03-30 | $654265302.09             | $1031635738.58          |
| 2026-03-31 | $1792366657.26            | $1192916938.95          |

**Total Gross Subscriptions (Month):** $21400958504.98

**Total Gross Redemptions (Month):** $24469288208.66

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5700%           |
| 2026-03-03 | 3.5700%           |
| 2026-03-04 | 3.5700%           |
| 2026-03-05 | 3.5600%           |
| 2026-03-06 | 3.5500%           |
| 2026-03-09 | 3.5400%           |
| 2026-03-10 | 3.5400%           |
| 2026-03-11 | 3.5400%           |
| 2026-03-12 | 3.5300%           |
| 2026-03-13 | 3.5300%           |
| 2026-03-16 | 3.5400%           |
| 2026-03-17 | 3.5400%           |
| 2026-03-18 | 3.5400%           |
| 2026-03-19 | 3.5400%           |
| 2026-03-20 | 3.5300%           |
| 2026-03-23 | 3.5300%           |
| 2026-03-24 | 3.5200%           |
| 2026-03-25 | 3.5200%           |
| 2026-03-26 | 3.5300%           |
| 2026-03-27 | 3.5300%           |
| 2026-03-30 | 3.5300%           |
| 2026-03-31 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 64.3400%         | 0.0000%              |
| Depository institution or other banking institution |  | 7.4300%          | 0.0000%              |

### Class: Service Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $78808881.78

- **Number of Shares Outstanding:** 78809963.5200

- **Expense Reimbursement/Waiver:** 2437.57

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0000          |
|  |  |
| 2026-03-03 | 1.0000          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0000          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 0.9999          |
|  |  |
| 2026-03-19 | 0.9999          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9998          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9998          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $1524299.98               | $34306.96               |
| 2026-03-03 | $7337.48                  | $192428.78              |
| 2026-03-04 | $0.00                     | $2533083.04             |
| 2026-03-05 | $0.00                     | $1288967.90             |
| 2026-03-06 | $521643.26                | $1000000.00             |
| 2026-03-09 | $11170728.01              | $0.00                   |
| 2026-03-10 | $2714086.68               | $0.00                   |
| 2026-03-11 | $3182.59                  | $1785600.07             |
| 2026-03-12 | $0.00                     | $13664773.96            |
| 2026-03-13 | $1451856.81               | $0.00                   |
| 2026-03-16 | $1345438.57               | $0.00                   |
| 2026-03-17 | $631887.07                | $11877.53               |
| 2026-03-18 | $0.00                     | $3235625.04             |
| 2026-03-19 | $250.78                   | $259088.87              |
| 2026-03-20 | $1085182.47               | $0.00                   |
| 2026-03-23 | $13505.00                 | $273330.07              |
| 2026-03-24 | $0.00                     | $795391.62              |
| 2026-03-25 | $790128.09                | $381769.37              |
| 2026-03-26 | $1358477.59               | $557146.71              |
| 2026-03-27 | $361184.69                | $1351529.18             |
| 2026-03-30 | $24736.29                 | $382007.58              |
| 2026-03-31 | $1034724.17               | $0.00                   |

**Total Gross Subscriptions (Month):** $24038649.53

**Total Gross Redemptions (Month):** $27746926.68

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5700%           |
| 2026-03-03 | 3.5700%           |
| 2026-03-04 | 3.5700%           |
| 2026-03-05 | 3.5600%           |
| 2026-03-06 | 3.5500%           |
| 2026-03-09 | 3.5400%           |
| 2026-03-10 | 3.5400%           |
| 2026-03-11 | 3.5300%           |
| 2026-03-12 | 3.5300%           |
| 2026-03-13 | 3.5300%           |
| 2026-03-16 | 3.5400%           |
| 2026-03-17 | 3.5400%           |
| 2026-03-18 | 3.5400%           |
| 2026-03-19 | 3.5400%           |
| 2026-03-20 | 3.5300%           |
| 2026-03-23 | 3.5300%           |
| 2026-03-24 | 3.5200%           |
| 2026-03-25 | 3.5200%           |
| 2026-03-26 | 3.5300%           |
| 2026-03-27 | 3.5300%           |
| 2026-03-30 | 3.5300%           |
| 2026-03-31 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 75.4200%         | 0.0000%              |
| Depository institution or other banking institution |  | 24.5800%         | 0.0000%              |

### Class: Premier Shares

- **Minimum Initial Investment:** $0.00

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

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 0.0000          |
|  |  |
| 2026-03-03 | 0.0000          |
|  |  |
| 2026-03-04 | 0.0000          |
|  |  |
| 2026-03-05 | 0.0000          |
|  |  |
| 2026-03-06 | 0.0000          |
|  |  |
| 2026-03-09 | 0.0000          |
|  |  |
| 2026-03-10 | 0.0000          |
|  |  |
| 2026-03-11 | 0.0000          |
|  |  |
| 2026-03-12 | 0.0000          |
|  |  |
| 2026-03-13 | 0.0000          |
|  |  |
| 2026-03-16 | 0.0000          |
|  |  |
| 2026-03-17 | 0.0000          |
|  |  |
| 2026-03-18 | 0.0000          |
|  |  |
| 2026-03-19 | 0.0000          |
|  |  |
| 2026-03-20 | 0.0000          |
|  |  |
| 2026-03-23 | 0.0000          |
|  |  |
| 2026-03-24 | 0.0000          |
|  |  |
| 2026-03-25 | 0.0000          |
|  |  |
| 2026-03-26 | 0.0000          |
|  |  |
| 2026-03-27 | 0.0000          |
|  |  |
| 2026-03-30 | 0.0000          |
|  |  |
| 2026-03-31 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $0.00                     | $0.00                   |
| 2026-03-03 | $0.00                     | $0.00                   |
| 2026-03-04 | $0.00                     | $0.00                   |
| 2026-03-05 | $0.00                     | $0.00                   |
| 2026-03-06 | $0.00                     | $0.00                   |
| 2026-03-09 | $0.00                     | $0.00                   |
| 2026-03-10 | $0.00                     | $0.00                   |
| 2026-03-11 | $0.00                     | $0.00                   |
| 2026-03-12 | $0.00                     | $0.00                   |
| 2026-03-13 | $0.00                     | $0.00                   |
| 2026-03-16 | $0.00                     | $0.00                   |
| 2026-03-17 | $0.00                     | $0.00                   |
| 2026-03-18 | $0.00                     | $0.00                   |
| 2026-03-19 | $0.00                     | $0.00                   |
| 2026-03-20 | $0.00                     | $0.00                   |
| 2026-03-23 | $0.00                     | $0.00                   |
| 2026-03-24 | $0.00                     | $0.00                   |
| 2026-03-25 | $0.00                     | $0.00                   |
| 2026-03-26 | $0.00                     | $0.00                   |
| 2026-03-27 | $0.00                     | $0.00                   |
| 2026-03-30 | $0.00                     | $0.00                   |
| 2026-03-31 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 0.0000%           |
| 2026-03-03 | 0.0000%           |
| 2026-03-04 | 0.0000%           |
| 2026-03-05 | 0.0000%           |
| 2026-03-06 | 0.0000%           |
| 2026-03-09 | 0.0000%           |
| 2026-03-10 | 0.0000%           |
| 2026-03-11 | 0.0000%           |
| 2026-03-12 | 0.0000%           |
| 2026-03-13 | 0.0000%           |
| 2026-03-16 | 0.0000%           |
| 2026-03-17 | 0.0000%           |
| 2026-03-18 | 0.0000%           |
| 2026-03-19 | 0.0000%           |
| 2026-03-20 | 0.0000%           |
| 2026-03-23 | 0.0000%           |
| 2026-03-24 | 0.0000%           |
| 2026-03-25 | 0.0000%           |
| 2026-03-26 | 0.0000%           |
| 2026-03-27 | 0.0000%           |
| 2026-03-30 | 0.0000%           |
| 2026-03-31 | 0.0000%           |

### Class: Siebert Williams Shank Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $2340649643.58

- **Number of Shares Outstanding:** 2340679318.0200

- **Expense Reimbursement/Waiver:** 86886.99

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0000          |
|  |  |
| 2026-03-03 | 1.0000          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0000          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 0.9999          |
|  |  |
| 2026-03-19 | 0.9999          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9998          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $322397354.37             | $101134039.01           |
| 2026-03-03 | $4920058.74               | $59068423.90            |
| 2026-03-04 | $26005950.92              | $27273430.03            |
| 2026-03-05 | $168921.16                | $120000000.00           |
| 2026-03-06 | $44600421.69              | $160200000.00           |
| 2026-03-09 | $16953.23                 | $16074201.20            |
| 2026-03-10 | $7029014.82               | $0.00                   |
| 2026-03-11 | $2682.40                  | $118900000.00           |
| 2026-03-12 | $64358799.67              | $53000000.00            |
| 2026-03-13 | $138700026.00             | $159062414.18           |
| 2026-03-16 | $42742.28                 | $165001871.00           |
| 2026-03-17 | $2610000.00               | $807287.90              |
| 2026-03-18 | $2693312.30               | $22110253.31            |
| 2026-03-19 | $39889.80                 | $202680258.96           |
| 2026-03-20 | $162125890.72             | $0.00                   |
| 2026-03-23 | $4680315.71               | $0.00                   |
| 2026-03-24 | $615726.01                | $4650448.85             |
| 2026-03-25 | $604503.80                | $162000000.00           |
| 2026-03-26 | $1709723.16               | $600058.10              |
| 2026-03-27 | $1303943.00               | $201308359.41           |
| 2026-03-30 | $52332.99                 | $67000000.00            |
| 2026-03-31 | $37105.76                 | $0.00                   |

**Total Gross Subscriptions (Month):** $784715668.53

**Total Gross Redemptions (Month):** $1640871045.85

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5700%           |
| 2026-03-03 | 3.5700%           |
| 2026-03-04 | 3.5700%           |
| 2026-03-05 | 3.5600%           |
| 2026-03-06 | 3.5500%           |
| 2026-03-09 | 3.5400%           |
| 2026-03-10 | 3.5400%           |
| 2026-03-11 | 3.5400%           |
| 2026-03-12 | 3.5300%           |
| 2026-03-13 | 3.5300%           |
| 2026-03-16 | 3.5400%           |
| 2026-03-17 | 3.5400%           |
| 2026-03-18 | 3.5400%           |
| 2026-03-19 | 3.5400%           |
| 2026-03-20 | 3.5300%           |
| 2026-03-23 | 3.5300%           |
| 2026-03-24 | 3.5200%           |
| 2026-03-25 | 3.5200%           |
| 2026-03-26 | 3.5300%           |
| 2026-03-27 | 3.5300%           |
| 2026-03-30 | 3.5300%           |
| 2026-03-31 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 56.9100%         | 0.0000%              |
| Broker-dealer             |  | 12.6100%         | 0.0000%              |
| Non-financial corporation |  | 10.6600%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.739997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50000856.50
- **C.18.a - Value (excl. sponsor support):** $50000856.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 2: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U71, C.4 - ISIN: US3130B5U713, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149998992.00
- **C.18.a - Value (excl. sponsor support):** $149998992.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 3: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.799998%
- **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):** $76987518.18
- **C.18.a - Value (excl. sponsor support):** $76987518.18
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 4: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6WK8, C.4 - ISIN: US3130B6WK82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $75015801.00
- **C.18.a - Value (excl. sponsor support):** $75015801.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-07-07
- **C.13 - Final Legal Maturity Date:** 2027-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8E24, C.4 - ISIN: US3130B8E240, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $293439835.12
- **C.18.a - Value (excl. sponsor support):** $293439835.12
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-11-23
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8F49, C.4 - ISIN: US3130B8F494, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $224682135.75
- **C.18.a - Value (excl. sponsor support):** $224682135.75
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.804998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8FQ0, C.4 - ISIN: US3130B8FQ02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99990113.00
- **C.18.a - Value (excl. sponsor support):** $99990113.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-11-03
- **C.13 - Final Legal Maturity Date:** 2027-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8UW0, C.4 - ISIN: US3130B8UW05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $374323188.75
- **C.18.a - Value (excl. sponsor support):** $374323188.75
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8WC2, C.4 - ISIN: US3130B8WC23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $314528986.80
- **C.18.a - Value (excl. sponsor support):** $314528986.80
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2027-01-11
- **C.12 - Maturity Date (WAL):** 2027-01-11
- **C.13 - Final Legal Maturity Date:** 2027-01-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.610000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8YT3, C.4 - ISIN: US3130B8YT30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $584713923.30
- **C.18.a - Value (excl. sponsor support):** $584713923.30
- **C.19 - Percentage of Net Assets:** 2.1400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.634999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZW5, C.4 - ISIN: US3130B8ZW59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $289962505.90
- **C.18.a - Value (excl. sponsor support):** $289962505.90
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.634999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B92N9, C.4 - ISIN: US3130B92N99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299997141.00
- **C.18.a - Value (excl. sponsor support):** $299997141.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.634999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B97C8, C.4 - ISIN: US3130B97C89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74999027.25
- **C.18.a - Value (excl. sponsor support):** $74999027.25
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.634999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B97L8, C.4 - ISIN: US3130B97L88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149998128.00
- **C.18.a - Value (excl. sponsor support):** $149998128.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9B33, C.4 - ISIN: US3130B9B335, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144998303.50
- **C.18.a - Value (excl. sponsor support):** $144998303.50
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9BJ8, C.4 - ISIN: US3130B9BJ87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99998935.00
- **C.18.a - Value (excl. sponsor support):** $99998935.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9BK5, C.4 - ISIN: US3130B9BK50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $69999180.30
- **C.18.a - Value (excl. sponsor support):** $69999180.30
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9CC2, C.4 - ISIN: US3130B9CC26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74999071.50
- **C.18.a - Value (excl. sponsor support):** $74999071.50
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DJ6, C.4 - ISIN: US3130B9DJ69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $39999515.20
- **C.18.a - Value (excl. sponsor support):** $39999515.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DP2, C.4 - ISIN: US3130B9DP20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99998763.00
- **C.18.a - Value (excl. sponsor support):** $99998763.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DZ0, C.4 - ISIN: US3130B9DZ02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $254997177.15
- **C.18.a - Value (excl. sponsor support):** $254997177.15
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-02
- **C.13 - Final Legal Maturity Date:** 2026-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9G20, C.4 - ISIN: US3130B9G201, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $274997208.75
- **C.18.a - Value (excl. sponsor support):** $274997208.75
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9HP8, C.4 - ISIN: US3130B9HP83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $64999205.05
- **C.18.a - Value (excl. sponsor support):** $64999205.05
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9K25, C.4 - ISIN: US3130B9K252, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149999392.50
- **C.18.a - Value (excl. sponsor support):** $149999392.50
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9QK9, C.4 - ISIN: US3130B9QK95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144998634.10
- **C.18.a - Value (excl. sponsor support):** $144998634.10
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9RY8, C.4 - ISIN: US3130B9RY80, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144999467.85
- **C.18.a - Value (excl. sponsor support):** $144999467.85
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.847000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9WN6, C.4 - ISIN: US3130B9WN60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $139278924.29
- **C.18.a - Value (excl. sponsor support):** $139278924.29
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2027-04-09
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313VF2, C.4 - ISIN: US313313VF23, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $112921119.22
- **C.18.a - Value (excl. sponsor support):** $112921119.22
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313YE2, C.4 - ISIN: US313313YE21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44648512.65
- **C.18.a - Value (excl. sponsor support):** $44648512.65
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-17
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313313ZH4, C.4 - ISIN: US313313ZH43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34632500.00
- **C.18.a - Value (excl. sponsor support):** $34632500.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A22, C.4 - ISIN: US313385A228, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74085000.00
- **C.18.a - Value (excl. sponsor support):** $74085000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C61, C.4 - ISIN: US313385C612, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $349966000.60
- **C.18.a - Value (excl. sponsor support):** $349966000.60
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: 0
- **C.18 - Value (incl. sponsor support):** $207001170.60
- **C.18.a - Value (excl. sponsor support):** $207001170.60
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385D52, C.4 - ISIN: US313385D529, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $147768103.50
- **C.18.a - Value (excl. sponsor support):** $147768103.50
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385E36, C.4 - ISIN: US313385E360, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $73842343.50
- **C.18.a - Value (excl. sponsor support):** $73842343.50
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-02
- **C.13 - Final Legal Maturity Date:** 2026-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385E44, C.4 - ISIN: US313385E444, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $219289578.75
- **C.18.a - Value (excl. sponsor support):** $219289578.75
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385F92, C.4 - ISIN: US313385F920, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $589902252.00
- **C.18.a - Value (excl. sponsor support):** $589902252.00
- **C.19 - Percentage of Net Assets:** 2.1600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-09-16
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385VH6, C.4 - ISIN: US313385VH65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144869862.50
- **C.18.a - Value (excl. sponsor support):** $144869862.50
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 39: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VM5, C.4 - ISIN: US313385VM50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144812023.45
- **C.18.a - Value (excl. sponsor support):** $144812023.45
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-13
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313385WJ1, C.4 - ISIN: US313385WJ13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $79727244.80
- **C.18.a - Value (excl. sponsor support):** $79727244.80
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313385WM4, C.4 - ISIN: US313385WM42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149443458.00
- **C.18.a - Value (excl. sponsor support):** $149443458.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313385WN2, C.4 - ISIN: US313385WN25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149428416.00
- **C.18.a - Value (excl. sponsor support):** $149428416.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-05-08
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313385XA9, C.4 - ISIN: US313385XA94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $228846805.30
- **C.18.a - Value (excl. sponsor support):** $228846805.30
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-05-20
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **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? Yes, C.23 Categorized at Level 3? No

### Security 44: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YF7, C.4 - ISIN: US313385YF72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $208338696.30
- **C.18.a - Value (excl. sponsor support):** $208338696.30
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313385YN0, C.4 - ISIN: US313385YN07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $247847015.00
- **C.18.a - Value (excl. sponsor support):** $247847015.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313385ZB5, C.4 - ISIN: US313385ZB59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74257500.00
- **C.18.a - Value (excl. sponsor support):** $74257500.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313385ZD1, C.4 - ISIN: US313385ZD16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $148485000.00
- **C.18.a - Value (excl. sponsor support):** $148485000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385ZG4, C.4 - ISIN: US313385ZG47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $282036000.00
- **C.18.a - Value (excl. sponsor support):** $282036000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZK5, C.4 - ISIN: US313385ZK58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $197860000.00
- **C.18.a - Value (excl. sponsor support):** $197860000.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZT6, C.4 - ISIN: US313385ZT67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $143332500.00
- **C.18.a - Value (excl. sponsor support):** $143332500.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZY5, C.4 - ISIN: US313385ZY52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98800000.00
- **C.18.a - Value (excl. sponsor support):** $98800000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-29
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6U4, C.4 - ISIN: US3133EP6U42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.759998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35019397.70
- **C.18.a - Value (excl. sponsor support):** $35019397.70
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 54: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2G5, C.4 - ISIN: US3133ER2G57, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10004384.20
- **C.18.a - Value (excl. sponsor support):** $10004384.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 55: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD73, C.4 - ISIN: US3133ERD738, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75012894.00
- **C.18.a - Value (excl. sponsor support):** $75012894.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 56: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75014928.00
- **C.18.a - Value (excl. sponsor support):** $75014928.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 57: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7701073.30
- **C.18.a - Value (excl. sponsor support):** $7701073.30
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.749998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60017523.60
- **C.18.a - Value (excl. sponsor support):** $60017523.60
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.754998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLA7, C.4 - ISIN: US3133ERLA77, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $42000418.74
- **C.18.a - Value (excl. sponsor support):** $42000418.74
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN56, C.4 - ISIN: US3133ERN562, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $140024392.20
- **C.18.a - Value (excl. sponsor support):** $140024392.20
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 61: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNZ0, C.4 - ISIN: US3133ERNZ01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19004419.97
- **C.18.a - Value (excl. sponsor support):** $19004419.97
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 62: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.749998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPE5, C.4 - ISIN: US3133ERPE53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35002770.25
- **C.18.a - Value (excl. sponsor support):** $35002770.25
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.799998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ38, C.4 - ISIN: US3133ERQ383, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $140097636.00
- **C.18.a - Value (excl. sponsor support):** $140097636.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 64: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35015267.35
- **C.18.a - Value (excl. sponsor support):** $35015267.35
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.784997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQM6, C.4 - ISIN: US3133ERQM60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50006214.50
- **C.18.a - Value (excl. sponsor support):** $50006214.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 66: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $43019035.24
- **C.18.a - Value (excl. sponsor support):** $43019035.24
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.799998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVE8, C.4 - ISIN: US3133ERVE89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70021079.10
- **C.18.a - Value (excl. sponsor support):** $70021079.10
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.789997%
- **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):** $180000000.00
- **C.18.a - Value (excl. sponsor support):** $180000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 69: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVT5, C.4 - ISIN: US3133ERVT58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40015530.80
- **C.18.a - Value (excl. sponsor support):** $40015530.80
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 70: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.790001%
- **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):** $260000582.40
- **C.18.a - Value (excl. sponsor support):** $260000582.40
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 71: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20007310.80
- **C.18.a - Value (excl. sponsor support):** $20007310.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 72: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.789997%
- **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):** $40001886.00
- **C.18.a - Value (excl. sponsor support):** $40001886.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 73: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.784997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZB0, C.4 - ISIN: US3133ERZB05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70004550.00
- **C.18.a - Value (excl. sponsor support):** $70004550.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-30
- **C.13 - Final Legal Maturity Date:** 2026-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3F2, C.4 - ISIN: US3133ET3F20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64999015.25
- **C.18.a - Value (excl. sponsor support):** $64999015.25
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.669998%
- **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):** $62000177.32
- **C.18.a - Value (excl. sponsor support):** $62000177.32
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 76: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.764999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDB0, C.4 - ISIN: US3133ETDB09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $31010595.80
- **C.18.a - Value (excl. sponsor support):** $31010595.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 77: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGE1, C.4 - ISIN: US3133ETGE11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70009642.50
- **C.18.a - Value (excl. sponsor support):** $70009642.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 78: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.759998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETHC4, C.4 - ISIN: US3133ETHC46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $94998944.55
- **C.18.a - Value (excl. sponsor support):** $94998944.55
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 79: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJ65, C.4 - ISIN: US3133ETJ657, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79991768.80
- **C.18.a - Value (excl. sponsor support):** $79991768.80
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMJ3, C.4 - ISIN: US3133ETMJ34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $54991500.85
- **C.18.a - Value (excl. sponsor support):** $54991500.85
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 81: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.739997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNE3, C.4 - ISIN: US3133ETNE38, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89990818.20
- **C.18.a - Value (excl. sponsor support):** $89990818.20
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 82: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55026156.90
- **C.18.a - Value (excl. sponsor support):** $55026156.90
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 83: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.749998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPS0, C.4 - ISIN: US3133ETPS06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $184981192.90
- **C.18.a - Value (excl. sponsor support):** $184981192.90
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-07-15
- **C.13 - Final Legal Maturity Date:** 2027-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.764999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSD0, C.4 - ISIN: US3133ETSD00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $66993209.55
- **C.18.a - Value (excl. sponsor support):** $66993209.55
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-08-04
- **C.13 - Final Legal Maturity Date:** 2027-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSS7, C.4 - ISIN: US3133ETSS78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79991149.60
- **C.18.a - Value (excl. sponsor support):** $79991149.60
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-08-12
- **C.13 - Final Legal Maturity Date:** 2027-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.744997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT56, C.4 - ISIN: US3133ETT565, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80043328.00
- **C.18.a - Value (excl. sponsor support):** $80043328.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-11-12
- **C.13 - Final Legal Maturity Date:** 2027-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.739997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX69, C.4 - ISIN: US3133ETX690, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65035142.25
- **C.18.a - Value (excl. sponsor support):** $65035142.25
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXE2, C.4 - ISIN: US3133ETXE28, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $78389683.30
- **C.18.a - Value (excl. sponsor support):** $78389683.30
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.784997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETZJ9, C.4 - ISIN: US3133ETZJ96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $59997613.20
- **C.18.a - Value (excl. sponsor support):** $59997613.20
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.590000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAL4, C.4 - ISIN: US3133EWAL47, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $127277789.18
- **C.18.a - Value (excl. sponsor support):** $127277789.18
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2027-01-20
- **C.12 - Maturity Date (WAL):** 2027-01-20
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.645000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEK2, C.4 - ISIN: US3133EWEK28, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99998671.00
- **C.18.a - Value (excl. sponsor support):** $99998671.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.744997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHH6, C.4 - ISIN: US3133EWHH61, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69999477.10
- **C.18.a - Value (excl. sponsor support):** $69999477.10
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.709998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJG6, C.4 - ISIN: US3133EWJG60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79999654.40
- **C.18.a - Value (excl. sponsor support):** $79999654.40
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-21
- **C.13 - Final Legal Maturity Date:** 2028-03-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $219043367.40
- **C.18.a - Value (excl. sponsor support):** $219043367.40
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7299264.16
- **C.18.a - Value (excl. sponsor support):** $7299264.16
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $219356742.00
- **C.18.a - Value (excl. sponsor support):** $219356742.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SP3, C.4 - ISIN: US912797SP38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $139490050.00
- **C.18.a - Value (excl. sponsor support):** $139490050.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UG0, C.4 - ISIN: US912797UG01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $206457604.50
- **C.18.a - Value (excl. sponsor support):** $206457604.50
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-09-17
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UH8, C.4 - ISIN: US912797UH83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $191592406.20
- **C.18.a - Value (excl. sponsor support):** $191592406.20
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-09-24
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $59725781.40
- **C.18.a - Value (excl. sponsor support):** $59725781.40
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y95, C.4 - ISIN: US912828Y958, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $54661406.25
- **C.18.a - Value (excl. sponsor support):** $54661406.25
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YU8, C.4 - ISIN: US912828YU85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $39445937.60
- **C.18.a - Value (excl. sponsor support):** $39445937.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $79433124.80
- **C.18.a - Value (excl. sponsor support):** $79433124.80
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $593817186.00
- **C.18.a - Value (excl. sponsor support):** $593817186.00
- **C.19 - Percentage of Net Assets:** 2.1700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $63537231.60
- **C.18.a - Value (excl. sponsor support):** $63537231.60
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4, C.4 - ISIN: US91282CDK45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $108200683.80
- **C.18.a - Value (excl. sponsor support):** $108200683.80
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJT9, C.4 - ISIN: US91282CJT99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $350690431.00
- **C.18.a - Value (excl. sponsor support):** $350690431.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.835429%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $275132470.25
- **C.18.a - Value (excl. sponsor support):** $275132470.25
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 109: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $195410414.55
- **C.18.a - Value (excl. sponsor support):** $195410414.55
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 110: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $195649365.60
- **C.18.a - Value (excl. sponsor support):** $195649365.60
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 111: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.752431%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $454974692.90
- **C.18.a - Value (excl. sponsor support):** $454974692.90
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 112: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY JP MORGAN SECURITIES 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BNT89HZR7
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 5.4900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **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          | 2048-11-01      | 3.0070%  | 0.0000% | $200000.00         | $36194.50          | Agency Mortgage-Backed Securities   |
| FHLB          | 2040-04-30      | 2.4700%  | 0.0000% | $30000000.00       | $22759310.00       | Agency Debentures and Agency Strips |
| FMAC          | 2043-12-01      | 4.5000%  | 0.0000% | $3200000.00        | $541058.26         | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-10-01      | 4.4000%  | 0.0000% | $19940000.00       | $19651720.78       | Agency Mortgage-Backed Securities   |
| FHLB          | 2026-04-24      | 0.0000%  | 0.0000% | $25000000.00       | $24942525.00       | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 4.0000%  | 0.0000% | $9182.00           | $8094.59           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-01-28      | 1.5200%  | 0.0000% | $16000000.00       | $13411696.00       | Agency Debentures and Agency Strips |
| FMAC          | 2034-09-22      | 1.5500%  | 0.0000% | $20000000.00       | $15934630.00       | Agency Debentures and Agency Strips |
| FNMA          | 2034-04-28      | 1.5500%  | 0.0000% | $20000000.00       | $16246830.00       | Agency Debentures and Agency Strips |
| FNMA          | 2035-08-27      | 1.4150%  | 0.0000% | $10000000.00       | $7625273.89        | Agency Debentures and Agency Strips |
| FNMA          | 2037-06-01      | 6.6600%  | 0.0000% | $15575648.00       | $213525.01         | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-05-01      | 6.5000%  | 0.0000% | $2381020.00        | $54824.94          | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-09-01      | 4.5000%  | 0.0000% | $875753.00         | $44445.90          | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-02-01      | 4.5000%  | 0.0000% | $1069024.00        | $65646.56          | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-08-01      | 3.5000%  | 0.0000% | $10545680.00       | $1483317.11        | Agency Mortgage-Backed Securities   |
| FNMA          | 2032-12-01      | 3.5000%  | 0.0000% | $600000.00         | $62204.58          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $429954.00         | $384209.13         | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-01-01      | 2.5000%  | 0.0000% | $1000000.00        | $113518.22         | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-08-01      | 3.0000%  | 0.0000% | $4125000.00        | $368629.15         | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-02-01      | 4.5000%  | 0.0000% | $28776064.00       | $9004136.10        | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-04-01      | 3.0000%  | 0.0000% | $114466.00         | $26297.05          | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-01-01      | 3.0000%  | 0.0000% | $1000000.00        | $155828.53         | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-04-01      | 6.0000%  | 0.0000% | $1144999.00        | $10121.12          | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-04-01      | 5.0000%  | 0.0000% | $348215.00         | $5035.86           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-02-01      | 5.5000%  | 0.0000% | $519898.00         | $6841.99           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $1046246.00        | $540855.97         | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-04-01      | 5.5000%  | 0.0000% | $1083328.00        | $572987.70         | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1172268.00        | $1048504.92        | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $3254336.00        | $2752045.25        | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-10-01      | 6.0000%  | 0.0000% | $8884496.00        | $7491636.71        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $3913548.00        | $2038744.40        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1341536.00        | $961803.64         | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $15026640.00       | $13003788.71       | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $513713.00         | $536349.94         | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $5351440.00        | $5234627.52        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1997634.00        | $1565286.05        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $1375476.00        | $1434413.35        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1506464.00        | $1205975.52        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-10-01      | 7.0000%  | 0.0000% | $1631904.00        | $1076513.62        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-11-01      | 5.0000%  | 0.0000% | $4330440.00        | $4257459.93        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-11-01      | 5.0000%  | 0.0000% | $2613444.00        | $2571649.09        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $7541648.00        | $7724877.56        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $2985132.00        | $3022869.01        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-11-01      | 7.0000%  | 0.0000% | $4225424.00        | $4466695.73        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1553172.00        | $1409696.75        | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $12950.00          | $13252.53          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-12-01      | 5.5000%  | 0.0000% | $2016152.00        | $2031697.17        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-12-01      | 6.5000%  | 0.0000% | $8418192.00        | $8746642.62        | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-11-01      | 3.5000%  | 0.0000% | $19000000.00       | $2034474.33        | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $4228928.00        | $182336.44         | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-07-01      | 3.5000%  | 0.0000% | $180000.00         | $30646.86          | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-04-01      | 3.0000%  | 0.0000% | $350000.00         | $85584.20          | Agency Mortgage-Backed Securities   |
| FNMA          | 2058-05-01      | 3.0000%  | 0.0000% | $1716628.00        | $497440.07         | Agency Mortgage-Backed Securities   |
| FNMA          | 2058-08-01      | 3.5000%  | 0.0000% | $2919000.00        | $851708.82         | Agency Mortgage-Backed Securities   |
| FNMA          | 2060-07-01      | 3.0000%  | 0.0000% | $2949908.00        | $1375357.79        | Agency Mortgage-Backed Securities   |
| FNMA          | 2062-12-01      | 3.5000%  | 0.0000% | $579387.00         | $374647.93         | Agency Mortgage-Backed Securities   |
| FNMA          | 2032-11-01      | 3.0000%  | 0.0000% | $13000000.00       | $2359983.68        | Agency Mortgage-Backed Securities   |
| FNMA          | 2032-03-01      | 2.0000%  | 0.0000% | $2566000.00        | $447789.05         | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-07-01      | 3.0000%  | 0.0000% | $380000.00         | $69946.39          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-09-01      | 2.5000%  | 0.0000% | $300000.00         | $66105.78          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $1741930.00        | $537837.12         | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-11-01      | 1.5000%  | 0.0000% | $50000.00          | $20029.01          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-01-01      | 2.5000%  | 0.0000% | $500000.00         | $268144.94         | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-11-01      | 2.0000%  | 0.0000% | $548774.00         | $231920.43         | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-03-01      | 1.5000%  | 0.0000% | $2336988.00        | $1400869.13        | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-11-01      | 3.5000%  | 0.0000% | $1223594.00        | $613602.42         | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-12-01      | 4.5000%  | 0.0000% | $937376.00         | $370623.83         | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-01-01      | 2.5000%  | 0.0000% | $1004514.00        | $541536.54         | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-01-01      | 2.5000%  | 0.0000% | $2643900.00        | $1559447.19        | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-11-01      | 6.0000%  | 0.0000% | $1175916.00        | $806378.21         | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-05-01      | 2.5000%  | 0.0000% | $480800.00         | $277326.24         | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 4.5000%  | 0.0000% | $105600.00         | $65193.07          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 5.5000%  | 0.0000% | $190178.00         | $118795.22         | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 5.5000%  | 0.0000% | $905000.00         | $871085.25         | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1097198.00        | $988130.34         | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-03-01      | 4.5400%  | 0.0000% | $16598900.00       | $16528044.83       | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-01-01      | 4.0000%  | 0.0000% | $1753812.00        | $234143.92         | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-04-01      | 3.5000%  | 0.0000% | $131053.00         | $44204.60          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-05-01      | 3.5000%  | 0.0000% | $900000.00         | $302825.24         | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-10-01      | 4.5000%  | 0.0000% | $2902028.00        | $220028.25         | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 3.5000%  | 0.0000% | $178000.00         | $16814.44          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-08-01      | 3.0000%  | 0.0000% | $200000.00         | $65460.05          | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-10-01      | 2.0000%  | 0.0000% | $765000.00         | $287343.93         | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-01-01      | 2.5000%  | 0.0000% | $1800000.00        | $964807.69         | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-07-01      | 3.0000%  | 0.0000% | $13000.00          | $7768.64           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $600000.00         | $377876.27         | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-03-01      | 1.5000%  | 0.0000% | $2540688.00        | $1503843.40        | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-02-01      | 2.5000%  | 0.0000% | $3614704.00        | $2015443.83        | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-03-01      | 2.5000%  | 0.0000% | $22357000.00       | $15005109.98       | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-09-01      | 3.0000%  | 0.0000% | $3056292.00        | $2186581.67        | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-05-01      | 6.0000%  | 0.0000% | $1029104.00        | $625601.02         | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $2758816.00        | $2206945.11        | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-04-01      | 6.5000%  | 0.0000% | $58000.00          | $35388.39          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-01-01      | 6.0000%  | 0.0000% | $196356.00         | $152690.48         | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $1156770.00        | $1161379.46        | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-01-01      | 6.5000%  | 0.0000% | $11382368.00       | $11736106.15       | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-02-01      | 6.0000%  | 0.0000% | $1453842.00        | $1504737.73        | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $10235008.00       | $10388349.57       | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-02-01      | 6.5000%  | 0.0000% | $1153126.00        | $1216170.43        | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-02-01      | 4.5000%  | 0.0000% | $1470800.00        | $1424064.03        | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $1832284.00        | $1823815.85        | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $5033700.00        | $4976611.99        | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $925656.00         | $916102.48         | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-03-01      | 4.5000%  | 0.0000% | $7187968.00        | $6961463.11        | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $1151292.00        | $1176136.11        | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-03-01      | 4.5000%  | 0.0000% | $8558592.00        | $8270689.52        | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $14690496.00       | $14551709.99       | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-04-01      | 5.0000%  | 0.0000% | $25318208.00       | $25575305.97       | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $30512736.00       | $30198170.04       | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-08-01      | 1.5000%  | 0.0000% | $4307824.00        | $3299774.55        | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 3.5000%  | 0.0000% | $3800000.00        | $3180367.97        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $30690000.00       | $21435121.41       | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-11-01      | 5.0000%  | 0.0000% | $1500000.00        | $1458263.70        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $265429.00         | $268375.18         | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-03-01      | 4.5000%  | 0.0000% | $53934464.00       | $52103496.82       | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-02-01      | 6.0000%  | 0.0000% | $32753088.00       | $34114306.34       | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 5.0000%  | 0.0000% | $26105376.00       | $3703132.77        | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $56763000.00       | $22216134.53       | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-03-01      | 2.0000%  | 0.0000% | $80000.00          | $39235.20          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-06-01      | 3.5000%  | 0.0000% | $965000.00         | $293387.68         | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-03-01      | 4.0000%  | 0.0000% | $53934.00          | $20739.03          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-05-01      | 1.5000%  | 0.0000% | $1100000.00        | $509468.57         | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-04-01      | 2.0000%  | 0.0000% | $99092.00          | $41996.42          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-06-01      | 2.0000%  | 0.0000% | $1457272.00        | $809350.07         | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $300000.00         | $176075.63         | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-08-01      | 3.5000%  | 0.0000% | $270000.00         | $104032.97         | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $125000.00         | $76282.74          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-10-01      | 2.0000%  | 0.0000% | $1429878.00        | $853173.76         | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.5000%  | 0.0000% | $10000000.00       | $5850472.18        | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-03-01      | 2.0000%  | 0.0000% | $172000.00         | $92843.01          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-08-01      | 2.0000%  | 0.0000% | $27317984.00       | $17058117.40       | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-08-01      | 1.5000%  | 0.0000% | $2179880.00        | $1428084.35        | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $600000.00         | $483054.13         | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 5.0000%  | 0.0000% | $350000.00         | $257474.64         | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 5.5000%  | 0.0000% | $600000.00         | $446441.99         | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $10824912.00       | $7326452.63        | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.5000%  | 0.0000% | $16405824.00       | $12682317.33       | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $2305000.00        | $1995009.28        | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $63000.00          | $56398.34          | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-09-01      | 5.5000%  | 0.0000% | $3716172.00        | $2837238.28        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-06-01      | 6.5000%  | 0.0000% | $61385000.00       | $50750451.40       | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $39669960.00       | $39492258.67       | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-12-01      | 5.5000%  | 0.0000% | $1909000.00        | $35310.39          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-01-01      | 5.5000%  | 0.0000% | $7905136.00        | $214869.23         | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-09-01      | 6.5000%  | 0.0000% | $4217384.00        | $12157.05          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-07-01      | 4.5000%  | 0.0000% | $275000.00         | $18443.36          | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-03-01      | 3.0000%  | 0.0000% | $39428928.00       | $10347202.04       | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-07-01      | 5.0000%  | 0.0000% | $1938000.00        | $41057.00          | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-05-01      | 2.5000%  | 0.0000% | $850000.00         | $31299.79          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-10-01      | 3.5000%  | 0.0000% | $700000.00         | $57326.18          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-10-01      | 2.5000%  | 0.0000% | $550000.00         | $62416.27          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-10-01      | 3.5000%  | 0.0000% | $321786.00         | $104836.25         | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-02-01      | 3.5000%  | 0.0000% | $500000.00         | $61854.20          | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-02-01      | 3.0000%  | 0.0000% | $895000.00         | $61130.16          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-10-01      | 1.5000%  | 0.0000% | $203588.00         | $123271.62         | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $400000000.00      | $247398380.56      | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-06-01      | 3.0000%  | 0.0000% | $1381454.00        | $223651.34         | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-06-01      | 2.5000%  | 0.0000% | $6538610.00        | $3010625.07        | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-06-01      | 3.5000%  | 0.0000% | $36000.00          | $13201.44          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-02-01      | 1.5000%  | 0.0000% | $4459256.00        | $2603761.60        | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-06-01      | 2.0000%  | 0.0000% | $4203592.00        | $2591230.31        | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-05-01      | 3.0000%  | 0.0000% | $15894272.00       | $8927042.15        | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-06-01      | 1.5000%  | 0.0000% | $2450816.00        | $1469738.49        | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-07-01      | 2.0000%  | 0.0000% | $1350914.00        | $811164.87         | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $44000000.00       | $32234101.32       | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-11-01      | 3.0000%  | 0.0000% | $16347648.00       | $10871183.69       | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 3.5000%  | 0.0000% | $5990000.00        | $4609218.18        | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-06-01      | 5.0000%  | 0.0000% | $520000.00         | $324937.92         | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-10-01      | 6.5000%  | 0.0000% | $78750.00          | $48667.55          | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-05-01      | 6.0000%  | 0.0000% | $1099804.00        | $765934.77         | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-10-01      | 6.0000%  | 0.0000% | $40100736.00       | $34349723.59       | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-11-01      | 3.0000%  | 0.0000% | $6453456.00        | $6036083.55        | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-03-01      | 3.5000%  | 0.0000% | $610718.00         | $584890.70         | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-10-01      | 5.5000%  | 0.0000% | $201000000.00      | $2199256.17        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $167974400.00      | $160636455.15      | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $29463040.00       | $29177444.95       | Agency Mortgage-Backed Securities   |
| GNMA          | 2043-10-20      | 3.5000%  | 0.0000% | $39018240.00       | $3561621.96        | Agency Mortgage-Backed Securities   |
| GNMA          | 2049-01-20      | 3.5000%  | 0.0000% | $14641968.00       | $1862556.95        | Agency Mortgage-Backed Securities   |
| GNMA          | 2053-03-20      | 4.5000%  | 0.0000% | $8371152.00        | $6363402.97        | Agency Mortgage-Backed Securities   |
| GNMA          | 2054-03-20      | 6.0000%  | 0.0000% | $4168320.00        | $2193765.85        | Agency Mortgage-Backed Securities   |
| GNMA          | 2051-07-20      | 3.0000%  | 0.0000% | $1000000.00        | $627445.88         | Agency Mortgage-Backed Securities   |
| GNMA          | 2044-07-20      | 3.5000%  | 0.0000% | $975000.00         | $508428.30         | Agency Mortgage-Backed Securities   |
| GNMA          | 2049-09-15      | 2.5000%  | 0.0000% | $363069.00         | $191501.71         | Agency Mortgage-Backed Securities   |
| GNMA          | 2051-10-20      | 3.0000%  | 0.0000% | $502084.00         | $405093.77         | Agency Mortgage-Backed Securities   |
| GNMA          | 2052-01-20      | 2.5000%  | 0.0000% | $1665280.00        | $1277900.38        | Agency Mortgage-Backed Securities   |
| GNMA          | 2051-11-20      | 2.5000%  | 0.0000% | $9930000.00        | $7545274.30        | Agency Mortgage-Backed Securities   |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $27560896.00       | $23039200.66       | Agency Mortgage-Backed Securities   |
| GNMA          | 2059-04-15      | 5.6300%  | 0.0000% | $29072.00          | $29873.72          | Agency Mortgage-Backed Securities   |
| GNMA          | 2053-11-20      | 7.0000%  | 0.0000% | $2074704.00        | $1187248.95        | Agency Mortgage-Backed Securities   |
| GNMA          | 2054-05-20      | 7.5000%  | 0.0000% | $1865378.00        | $1984495.84        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-01-20      | 7.0000%  | 0.0000% | $1664728.00        | $947521.04         | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-02-20      | 7.0000%  | 0.0000% | $1235678.00        | $852036.52         | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $2405616.00        | $1636180.95        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $10136432.00       | $8493269.55        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $14179840.00       | $13975174.60       | Agency Mortgage-Backed Securities   |
| GNMA          | 2060-06-15      | 4.8600%  | 0.0000% | $165400.00         | $162623.28         | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $806488.00         | $849098.50         | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $817842.00         | $865047.18         | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $19205056.00       | $19943273.46       | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-07-20      | 6.0000%  | 0.0000% | $2240104.00        | $1289326.02        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $1276944.00        | $1339999.60        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $11580912.00       | $11774337.95       | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1301924.00        | $1379208.42        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $26360520.00       | $28003375.96       | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $8886624.00        | $9435786.84        | Agency Mortgage-Backed Securities   |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $1190908.00        | $1208993.24        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $1887528.00        | $1976265.94        | Agency Mortgage-Backed Securities   |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $32334720.00       | $32935183.20       | Agency Mortgage-Backed Securities   |
| GNMA          | 2056-03-20      | 4.5000%  | 0.0000% | $1790898.00        | $1732067.00        | Agency Mortgage-Backed Securities   |
| GNMA          | 2066-02-20      | 2.0000%  | 0.0000% | $605256.00         | $479136.18         | Agency Mortgage-Backed Securities   |
| GNMA          | 2056-03-20      | 3.5000%  | 0.0000% | $24976768.00       | $22542573.82       | Agency Mortgage-Backed Securities   |
| GNMA          | 2056-03-20      | 3.5000%  | 0.0000% | $9224160.00        | $8325179.52        | Agency Mortgage-Backed Securities   |
| GNMA          | 2056-03-20      | 3.5000%  | 0.0000% | $3336896.00        | $3011684.34        | Agency Mortgage-Backed Securities   |
| GNMA          | 2056-03-20      | 3.5000%  | 0.0000% | $6010464.00        | $5424688.19        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $1946596.00        | $1723767.29        | Agency Mortgage-Backed Securities   |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $8519824.00        | $8673793.10        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-12-20      | 5.0000%  | 0.0000% | $1341846.00        | $1331199.30        | Agency Mortgage-Backed Securities   |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $2242780.00        | $2434575.61        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-12-20      | 5.5000%  | 0.0000% | $5606240.00        | $5480653.18        | Agency Mortgage-Backed Securities   |
| GNMA          | 2056-03-20      | 4.5000%  | 0.0000% | $1531350.00        | $1465022.63        | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-07-15      | 5.5000%  | 0.0000% | $2178748.00        | $30944.61          | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-12-20      | 6.5000%  | 0.0000% | $2059032.00        | $21384.18          | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-12-20      | 5.6250%  | 0.0000% | $1771470.00        | $298645.38         | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-10-20      | 5.1250%  | 0.0000% | $336914.00         | $140363.50         | Agency Mortgage-Backed Securities   |
| GNMA          | 2043-04-20      | 3.5000%  | 0.0000% | $11877984.00       | $1320874.90        | Agency Mortgage-Backed Securities   |
| GNMA          | 2046-09-15      | 4.0000%  | 0.0000% | $377000.00         | $98302.87          | Agency Mortgage-Backed Securities   |
| GNMA          | 2053-09-20      | 3.5000%  | 0.0000% | $5225000.00        | $4076679.96        | Agency Mortgage-Backed Securities   |
| GNMA          | 2056-03-20      | 5.0000%  | 0.0000% | $50540160.00       | $50185452.33       | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-08-15      | 5.5000%  | 0.0000% | $100000000.00      | $1807348.96        | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-11-15      | 6.0000%  | 0.0000% | $90000000.00       | $1471577.01        | Agency Mortgage-Backed Securities   |

### Security 113: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY ROYAL BANK OF CANADA 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BNTBMA2H8
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **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          | 2049-03-01      | 4.5000%  | 0.0000% | $63600755.00       | $11779937.38       | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $202.21            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $705.37            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $753.76            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $257875.00         | $198181.66         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $4346316.00        | $3716546.37        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $21894013.00       | $16749066.03       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $569.29            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-11-01      | 2.5000%  | 0.0000% | $249651.00         | $105896.40         | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $688.80            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 5.5000%  | 0.0000% | $13554.00          | $9491.02           | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-11-01      | 5.0000%  | 0.0000% | $1000.00           | $970.99            | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-01-01      | 5.0000%  | 0.0000% | $1008.00           | $984.75            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-25      | 6.5000%  | 0.0000% | $1024.00           | $860.39            | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-11-01      | 4.5000%  | 0.0000% | $1000.00           | $936.56            | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-05-01      | 4.5000%  | 0.0000% | $1026.00           | $37.43             | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-02-01      | 3.0000%  | 0.0000% | $1906454.00        | $330337.60         | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $172.33            | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-03-01      | 3.0000%  | 0.0000% | $1047.00           | $21.71             | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-12-01      | 3.5000%  | 0.0000% | $41996106.00       | $8902426.95        | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $199862272.00      | $20963080.59       | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-11-01      | 3.0000%  | 0.0000% | $1000.00           | $220.78            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-10-01      | 3.5000%  | 0.0000% | $1008.00           | $263.61            | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-04-01      | 6.0000%  | 0.0000% | $1055.00           | $7.32              | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-06-01      | 5.0000%  | 0.0000% | $1006.00           | $8.76              | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $965.41            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $955.05            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $35876.00          | $27076.52          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $711.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $860.55            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $877.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 6.0000%  | 0.0000% | $485235.00         | $400926.96         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $971.32            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $920.48            | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-12-01      | 4.5000%  | 0.0000% | $1000.00           | $931.86            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $389414.00         | $380364.54         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $869.96            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $879.69            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1027.37           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $836.52            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1061.88           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.05           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1458050.00        | $1524768.77        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $946.99            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1996000.00        | $2078134.16        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $855.27            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $946.89            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.96           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $947.51            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 4.5000%  | 0.0000% | $1000.00           | $791.62            | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-06-01      | 6.0000%  | 0.0000% | $1000.00           | $948.16            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.80           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $740.09            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $952.47            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $987.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.37           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.0000%  | 0.0000% | $1093436.00        | $1071907.47        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 5.5000%  | 0.0000% | $1173542.00        | $1187943.31        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $783.16            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $946.38            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1017.78           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-09-01      | 4.5000%  | 0.0000% | $1000.00           | $963.42            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.13           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.36           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.87           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.21           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $966.46            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.30           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.94           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.89           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1008.00           | $968.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.39           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.55           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $941.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1045.59           | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-05-01      | 3.5000%  | 0.0000% | $1000.00           | $107.12            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $291.27            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $103.34            | Agency Mortgage-Backed Securities  |
| FNMA          | 2057-02-01      | 4.5000%  | 0.0000% | $79951946.00       | $19449286.19       | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-08-01      | 2.5000%  | 0.0000% | $679000.00         | $242243.12         | Agency Mortgage-Backed Securities  |
| FNMA          | 2062-12-01      | 2.5000%  | 0.0000% | $1024.00           | $678.44            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-08-01      | 3.5000%  | 0.0000% | $1024.00           | $150.21            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-06-01      | 4.5000%  | 0.0000% | $7940609.00        | $2057597.13        | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $4077872.00        | $1132435.42        | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-07-01      | 4.5000%  | 0.0000% | $1000.00           | $137.25            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $229.51            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $1024.00           | $527.72            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $562.83            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $619.33            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $782.49            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 3.5000%  | 0.0000% | $1000.00           | $850.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $736.90            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.5000%  | 0.0000% | $4454830.00        | $3222840.31        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $799.92            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 5.0000%  | 0.0000% | $395000.00         | $295296.10         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-12-01      | 4.5000%  | 0.0000% | $1403491.00        | $319054.58         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $170.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-10-01      | 4.0000%  | 0.0000% | $1000.00           | $181.34            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-10-01      | 4.5000%  | 0.0000% | $1000.00           | $129.15            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-06-01      | 4.5000%  | 0.0000% | $1024.00           | $330.96            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $312.09            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $343.42            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $382.20            | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-07-01      | 2.5000%  | 0.0000% | $1000.00           | $421.64            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $573.38            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 4.0000%  | 0.0000% | $1000.00           | $464.58            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1647781.00        | $1229095.14        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.0000%  | 0.0000% | $117000.00         | $101272.33         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $25225888.00       | $20109835.83       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $1004.00           | $949.27            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $1008.00           | $979.49            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $57569154.00       | $48811885.43       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $4381349.00        | $4435859.50        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 7.0000%  | 0.0000% | $1847114.00        | $1330027.52        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 5.0000%  | 0.0000% | $305590334.00      | $231226740.14      | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $1378.00           | $1338.24           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $6020339.00        | $5540142.48        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $86647.00          | $72000.60          | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $898.92            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $74831.00          | $73586.37          | Agency Mortgage-Backed Securities  |
| USTR          | 2043-02-15      | 3.8750%  | 0.0000% | $783800.00         | $699535.18         | U.S. Treasuries (including strips) |
| USTR          | 2032-08-31      | 3.8750%  | 0.0000% | $2155300.00        | $2134950.23        | U.S. Treasuries (including strips) |

### Security 114: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BAN 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BNTBU6ZG4
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 2.7400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-04-15      | 3.6250%  | 0.0000% | $44200.00          | $94965.20          | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 2.3750%  | 0.0000% | $54999700.00       | $90710664.51       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 1.7500%  | 0.0000% | $69030800.00       | $109127911.61      | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 2.1250%  | 0.0000% | $283400.00         | $418471.46         | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 0.1250%  | 0.0000% | $4316100.00        | $2867103.25        | U.S. Treasuries (including strips) |
| USTR          | 2043-11-15      | 4.7500%  | 0.0000% | $134983100.00      | $135680733.68      | U.S. Treasuries (including strips) |
| USTR          | 2029-07-15      | 0.2500%  | 0.0000% | $200.00            | $247.60            | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 2.0000%  | 0.0000% | $8056100.00        | $8029537.52        | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 0.3750%  | 0.0000% | $293435000.00      | $396186596.53      | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 1.1250%  | 0.0000% | $7585600.00        | $7218067.75        | U.S. Treasuries (including strips) |
| USTR          | 2034-07-15      | 1.8750%  | 0.0000% | $14029300.00       | $14665524.05       | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $200.00            | $201.71            | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 3.670000%
- **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: BNTBVGW82
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2034-06-01      | 4.7280%  | 0.0000% | $4399996.00        | $23795.28          | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-11-01      | 6.1450%  | 0.0000% | $881999.00         | $28950.66          | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-04-01      | 6.1120%  | 0.0000% | $393000.00         | $8509.95           | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-10-01      | 4.0000%  | 0.0000% | $999999.00         | $113509.24         | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-07-01      | 6.3010%  | 0.0000% | $460000.00         | $21203.17          | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-06-01      | 5.1130%  | 0.0000% | $2600000.00        | $12527.55          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 5.0000%  | 0.0000% | $8517328.00        | $8243676.57        | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-03-01      | 6.6100%  | 0.0000% | $250000.00         | $11640.37          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $33853632.00       | $20058526.73       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $469305.00         | $437118.05         | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 4.5000%  | 0.0000% | $1164798.00        | $1126767.34        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 5.5000%  | 0.0000% | $51059280.00       | $49478141.26       | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-04-01      | 2.0000%  | 0.0000% | $240000.00         | $64118.23          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $30014000.00       | $24783802.40       | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-04-01      | 5.5000%  | 0.0000% | $16131579.00       | $16382043.27       | Agency Mortgage-Backed Securities  |
| GNMA          | 2037-07-20      | 5.0000%  | 0.0000% | $107625.00         | $70467.77          | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-05-20      | 6.0000%  | 0.0000% | $1250010.00        | $1192409.95        | Agency Mortgage-Backed Securities  |
| GNMA          | 2060-06-15      | 5.8400%  | 0.0000% | $401580.00         | $420699.12         | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-10-20      | 2.0000%  | 0.0000% | $60307.00          | $45662.37          | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $1517914.00        | $1576997.20        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $1806252.00        | $1891739.58        | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-11-20      | 6.5000%  | 0.0000% | $3015816.00        | $3161084.20        | Agency Mortgage-Backed Securities  |
| GNMA          | 2056-01-20      | 6.5000%  | 0.0000% | $1074826.00        | $1126721.64        | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-11-20      | 5.5000%  | 0.0000% | $469477.00         | $473784.61         | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-12-20      | 5.0000%  | 0.0000% | $638725.00         | $512156.55         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $5464816.00        | $5728136.27        | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-02-20      | 6.0000%  | 0.0000% | $6019128.00        | $479613.37         | Agency Mortgage-Backed Securities  |
| USTR          | 2028-03-31      | 3.8750%  | 0.0000% | $373324800.00      | $373860894.41      | U.S. Treasuries (including strips) |

### Security 116: FIXED INCOME CLEARING CORP-BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-BARCLAYS BANK PLC 3.680000%
- **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: BNTBVGWJ8
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 2.9300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-08-06      | 0.0000%  | 0.0000% | $100.00            | $98.73             | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 2.7500%  | 0.0000% | $338577600.00      | $333186273.62      | U.S. Treasuries (including strips) |
| USTR          | 2031-08-31      | 3.7500%  | 0.0000% | $56851200.00       | $56316683.17       | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.8750%  | 0.0000% | $420163600.00      | $426497009.15      | U.S. Treasuries (including strips) |

### Security 117: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BNTBVGWN9
- **C.18 - Value (incl. sponsor support):** $3900000000.00
- **C.18.a - Value (excl. sponsor support):** $3900000000.00
- **C.19 - Percentage of Net Assets:** 14.2700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? 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          | 2049-05-15      | 2.8750%  | 0.0000% | $126750000.00      | $91391579.81       | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 0.1250%  | 0.0000% | $255900.00         | $155335.73         | U.S. Treasuries (including strips) |
| USTR          | 2053-11-15      | 4.7500%  | 0.0000% | $842035200.00      | $833917394.50      | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 5.0000%  | 0.0000% | $318600.00         | $328349.01         | U.S. Treasuries (including strips) |
| USTR          | 2045-05-15      | 5.0000%  | 0.0000% | $12900000.00       | $13294733.94       | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 4.8750%  | 0.0000% | $323000.00         | $323400.33         | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 1.1250%  | 0.0000% | $1947500.00        | $1852001.79        | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $1432118000.00     | $1343874947.82     | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 3.5000%  | 0.0000% | $14948100.00       | $14940363.16       | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 4.0000%  | 0.0000% | $5907500.00        | $5943420.94        | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 3.8750%  | 0.0000% | $94300.00          | $92839.10          | U.S. Treasuries (including strips) |
| USTR          | 2035-01-15      | 2.1250%  | 0.0000% | $226476000.00      | $237871698.41      | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 4.1250%  | 0.0000% | $1452147200.00     | $1434013965.13     | U.S. Treasuries (including strips) |

### Security 118: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** TRI-PARTY CANADIAN IMPERIAL BAN 3.670000%
- **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: BNTBVGWR0
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? 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          | 2039-04-01      | 5.5000%  | 0.0000% | $1480.00           | $52.49             | Agency Mortgage-Backed Securities  |
| FMAC          | 2030-11-01      | 3.0000%  | 0.0000% | $1194722.00        | $91353.48          | Agency Mortgage-Backed Securities  |
| FMAC          | 2028-10-01      | 3.0000%  | 0.0000% | $2188731.00        | $57501.91          | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-06-01      | 6.0000%  | 0.0000% | $1000.00           | $15.63             | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-11-01      | 4.0000%  | 0.0000% | $1778000.00        | $168425.32         | Agency Mortgage-Backed Securities  |
| FMAC          | 2027-09-01      | 2.5000%  | 0.0000% | $1000.00           | $16.09             | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-07-01      | 3.5000%  | 0.0000% | $1000.00           | $265.94            | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-08-01      | 3.5000%  | 0.0000% | $1000.00           | $210.48            | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-09-01      | 3.5000%  | 0.0000% | $4578000.00        | $571300.75         | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-06-01      | 3.5000%  | 0.0000% | $874876.00         | $169537.61         | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-06-01      | 3.5000%  | 0.0000% | $1000.00           | $116.93            | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-07-01      | 4.0000%  | 0.0000% | $400000.00         | $68334.73          | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-08-01      | 3.5000%  | 0.0000% | $1000.00           | $134.61            | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-08-01      | 3.5000%  | 0.0000% | $1000.00           | $143.17            | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-06-01      | 3.0000%  | 0.0000% | $1000.00           | $125.45            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $190.62            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $94.04             | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-07-01      | 5.0000%  | 0.0000% | $1000.00           | $423.66            | Agency Mortgage-Backed Securities  |
| FMAC          | 2033-12-01      | 4.0000%  | 0.0000% | $1000.00           | $181.15            | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-01-01      | 3.0000%  | 0.0000% | $2049148.00        | $344545.80         | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-05-01      | 4.0000%  | 0.0000% | $1024.00           | $138.28            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $134.45            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $229.10            | Agency Mortgage-Backed Securities  |
| FMAC          | 2033-08-01      | 6.0000%  | 0.0000% | $1000.00           | $4.51              | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-12-01      | 4.5000%  | 0.0000% | $1234000.00        | $80615.03          | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-02-01      | 3.5000%  | 0.0000% | $6893.00           | $685.52            | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-08-01      | 3.5000%  | 0.0000% | $2704000.00        | $328987.60         | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-06-01      | 5.5000%  | 0.0000% | $1000.00           | $61.20             | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-11-01      | 4.0000%  | 0.0000% | $830000.00         | $101367.41         | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-08-01      | 4.0000%  | 0.0000% | $1000.00           | $120.77            | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $116.13            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-01-01      | 3.0000%  | 0.0000% | $1008.00           | $181.30            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $199.63            | Agency Mortgage-Backed Securities  |
| FMAC          | 2029-07-01      | 2.5000%  | 0.0000% | $1000.00           | $38.20             | Agency Mortgage-Backed Securities  |
| FMAC          | 2031-08-01      | 3.0000%  | 0.0000% | $1000.00           | $108.08            | Agency Mortgage-Backed Securities  |
| FMAC          | 2031-12-01      | 3.0000%  | 0.0000% | $1053.00           | $58.01             | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-07-01      | 3.5000%  | 0.0000% | $1000.00           | $147.37            | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-09-01      | 4.5000%  | 0.0000% | $1000.00           | $116.99            | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-07-01      | 3.5000%  | 0.0000% | $327000.00         | $74032.32          | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-03-01      | 3.5000%  | 0.0000% | $1000.00           | $694.85            | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-04-01      | 1.5000%  | 0.0000% | $1000.00           | $432.12            | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-03-01      | 2.0000%  | 0.0000% | $1000.00           | $882.88            | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-08-01      | 2.5000%  | 0.0000% | $1000.00           | $668.44            | Agency Mortgage-Backed Securities  |
| FMAC          | 2033-01-01      | 3.0000%  | 0.0000% | $1000.00           | $627.79            | Agency Mortgage-Backed Securities  |
| FMAC          | 2033-06-01      | 2.5000%  | 0.0000% | $1000.00           | $722.67            | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-07-01      | 3.0000%  | 0.0000% | $1005.00           | $827.16            | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-03-01      | 2.0000%  | 0.0000% | $1003.00           | $805.31            | Agency Mortgage-Backed Securities  |
| FMAC          | 2034-09-01      | 2.5000%  | 0.0000% | $998000.00         | $119435.97         | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-02-01      | 2.5000%  | 0.0000% | $1000.00           | $174.44            | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-06-01      | 2.5000%  | 0.0000% | $1768520.00        | $424669.82         | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-01-01      | 1.5000%  | 0.0000% | $1000.00           | $439.82            | Agency Mortgage-Backed Securities  |
| FMAC          | 2038-02-01      | 2.5000%  | 0.0000% | $1000.00           | $769.77            | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-05-01      | 2.0000%  | 0.0000% | $1016.00           | $484.74            | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-12-01      | 2.0000%  | 0.0000% | $1000.00           | $705.44            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-11-01      | 3.5000%  | 0.0000% | $1000.00           | $620.99            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-04-01      | 3.0000%  | 0.0000% | $1000.00           | $193.84            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $283.63            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-03-01      | 4.0000%  | 0.0000% | $1000.00           | $618.83            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $671.27            | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-08-01      | 5.5000%  | 0.0000% | $1000.00           | $751.59            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $766.34            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $760.23            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $856.23            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $139.66            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-06-01      | 2.0000%  | 0.0000% | $1000.00           | $414.66            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $466.09            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $699.41            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $219.80            | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-09-01      | 4.0000%  | 0.0000% | $1000.00           | $260.49            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $530.47            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $642.65            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $702.03            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $648.24            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $55365.00          | $26566.73          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 5.5000%  | 0.0000% | $1008.00           | $751.30            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 6.5000%  | 0.0000% | $29811.00          | $14728.14          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $10267747.00       | $7846344.67        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $651.44            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $662.34            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $1008.00           | $562.06            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $720.11            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $930.03            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $1067.00           | $820.65            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $1024.00           | $597.10            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $750.92            | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-05-01      | 4.0000%  | 0.0000% | $3080017.00        | $578256.89         | Agency Mortgage-Backed Securities  |
| FMAC          | 2030-06-01      | 3.0000%  | 0.0000% | $1752582.00        | $126169.47         | Agency Mortgage-Backed Securities  |
| FMAC          | 2044-04-01      | 4.0000%  | 0.0000% | $1000.00           | $117.27            | Agency Mortgage-Backed Securities  |
| FMAC          | 2030-09-01      | 3.1000%  | 0.0000% | $25383.00          | $20854.83          | Agency Mortgage-Backed Securities  |
| FMAC          | 2029-06-01      | 4.3800%  | 0.0000% | $999000.00         | $996252.75         | Agency Mortgage-Backed Securities  |
| FMAC          | 2033-08-01      | 5.4500%  | 0.0000% | $1419617.00        | $1474540.09        | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-07-01      | 3.0000%  | 0.0000% | $1000.00           | $119.03            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-03-01      | 5.0000%  | 0.0000% | $1000.00           | $98.42             | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-05-01      | 5.0000%  | 0.0000% | $1000.00           | $177.52            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $531.12            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $605.34            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $510.11            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $2158.00           | $1887.40           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $733.86            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 6.5000%  | 0.0000% | $1004900.00        | $715801.11         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 7.0000%  | 0.0000% | $1712.00           | $966.52            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $816.56            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $715.10            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $983.76            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $1004.00           | $875.35            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $1008.00           | $549.99            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $1008.00           | $942.52            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $942.42            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $873.44            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $1076739.00        | $917779.00         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $1444541.00        | $1437104.75        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $903.87            | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-04-01      | 5.5000%  | 0.0000% | $1000.00           | $750.83            | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-02-01      | 2.0000%  | 0.0000% | $1008.00           | $496.10            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $535.88            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $510.36            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-02-01      | 3.5000%  | 0.0000% | $1000.00           | $456.98            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $607.35            | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $595.18            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $617.87            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $823.90            | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-01-01      | 5.0000%  | 0.0000% | $1189660.00        | $1149012.00        | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-08-01      | 5.5000%  | 0.0000% | $1000.00           | $869.10            | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-01-01      | 4.5000%  | 0.0000% | $1007.00           | $969.68            | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-02-01      | 3.5000%  | 0.0000% | $1001.00           | $173.58            | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-06-01      | 2.5000%  | 0.0000% | $1000.00           | $555.77            | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-11-01      | 4.0000%  | 0.0000% | $1000.00           | $729.74            | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-03-01      | 1.5000%  | 0.0000% | $1000.00           | $442.63            | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-11-01      | 5.5000%  | 0.0000% | $1000.00           | $982.67            | Agency Mortgage-Backed Securities  |
| FMAC          | 2032-06-01      | 3.0000%  | 0.0000% | $1000.00           | $421.19            | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-09-01      | 5.5000%  | 0.0000% | $1000.00           | $849.16            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-04-01      | 3.5000%  | 0.0000% | $1000.00           | $87.49             | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-09-01      | 4.5000%  | 0.0000% | $1000.00           | $55.80             | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-05-25      | 2.5000%  | 0.0000% | $1000.00           | $742.69            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $1006.00           | $663.89            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $708.30            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $661.36            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $1066.00           | $998.31            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $13738980.00       | $10353095.00       | Agency Mortgage-Backed Securities  |
| FMAC          | 2039-12-01      | 5.5000%  | 0.0000% | $1000.00           | $844.85            | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-05-01      | 4.5000%  | 0.0000% | $1000.00           | $950.74            | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-09-01      | 4.0000%  | 0.0000% | $1000.00           | $128.63            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-06-01      | 3.5000%  | 0.0000% | $4382.00           | $626.65            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-01-01      | 3.5000%  | 0.0000% | $1008.00           | $171.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-12-01      | 3.1400%  | 0.0000% | $3455890.00        | $3037434.37        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.0000%  | 0.0000% | $1024.00           | $678.95            | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-05-01      | 5.5000%  | 0.0000% | $1000.00           | $118.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-03-01      | 6.0000%  | 0.0000% | $535665.00         | $48087.45          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $1008.00           | $703.32            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $568.69            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $776.27            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $1126611.00        | $670522.59         | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $1163381.00        | $1153536.08        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $900.51            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $825.92            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.5000%  | 0.0000% | $1005.00           | $580.15            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1107184.00        | $1011571.80        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $1096430.00        | $818783.60         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $1120427.00        | $923495.02         | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1860.62           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $903.14            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $3834020.00        | $3334151.64        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 7.0000%  | 0.0000% | $1347805.00        | $1024023.27        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.5000%  | 0.0000% | $1663536.00        | $1712328.62        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.74           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $688.75            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $774.60            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $840.64            | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-11-01      | 4.5000%  | 0.0000% | $1000.00           | $968.20            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 7.0000%  | 0.0000% | $1453450.00        | $1282200.51        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $858.92            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $973.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.93           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1004.49           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $1011.00           | $1048.93           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.53           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $937.79            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $1024.00           | $197.63            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $96.04             | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-06-01      | 4.0000%  | 0.0000% | $1024.00           | $109.15            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-03-01      | 4.0000%  | 0.0000% | $1000.00           | $401.67            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $1008.00           | $815.16            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-07-01      | 5.0000%  | 0.0000% | $1006.00           | $151.31            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $423.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-10-01      | 2.4500%  | 0.0000% | $5726423.00        | $5063384.56        | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-10-01      | 2.4300%  | 0.0000% | $2338.00           | $2075.28           | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-11-01      | 1.2200%  | 0.0000% | $942316.00         | $808242.09         | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-09-01      | 3.0000%  | 0.0000% | $1000.00           | $259.55            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $259.15            | Agency Mortgage-Backed Securities  |
| FNMA          | 2026-11-01      | 3.3049%  | 0.0000% | $1285532.00        | $156687.01         | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 4.5000%  | 0.0000% | $1024.00           | $240.00            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $585.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-01-01      | 2.0000%  | 0.0000% | $1800000.00        | $1592630.40        | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-05-01      | 3.5200%  | 0.0000% | $137000.00         | $131195.77         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 3.0000%  | 0.0000% | $1024.00           | $611.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 4.0000%  | 0.0000% | $1000.00           | $809.26            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $959.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $904.93            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $1024.00           | $671.56            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $892.44            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $982.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $2000.00           | $2040.56           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.26           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $990.93            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $82997.00          | $84727.29          | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.41           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $850.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $1002896.00        | $903179.38         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 6.0000%  | 0.0000% | $1008.00           | $682.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 5.5000%  | 0.0000% | $1880791.00        | $1267145.74        | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-03-01      | 4.1400%  | 0.0000% | $1175933.00        | $1155842.19        | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-12-01      | 4.5000%  | 0.0000% | $1000.00           | $227.33            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-08-01      | 4.0000%  | 0.0000% | $1120.00           | $246.79            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-09-01      | 3.5000%  | 0.0000% | $1024.00           | $199.44            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-10-01      | 3.0000%  | 0.0000% | $1280.00           | $227.08            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $1024.00           | $558.75            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $405.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $510.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $454.08            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 4.5000%  | 0.0000% | $1034.00           | $256.45            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-01-01      | 2.0000%  | 0.0000% | $1000.00           | $366.56            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-03-01      | 2.5000%  | 0.0000% | $1000.00           | $456.08            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $23400.00          | $13777.27          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $616.41            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $637.03            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $1120.00           | $735.89            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $1024.00           | $744.37            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 4.0000%  | 0.0000% | $1024.00           | $581.96            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 4.0000%  | 0.0000% | $1024.00           | $761.36            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $771.82            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $756.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $726.51            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 4.0000%  | 0.0000% | $1234881.00        | $860359.09         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $752.26            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $719.09            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $715.14            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $800.11            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $741.55            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $854.05            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 6.5000%  | 0.0000% | $1024.00           | $798.05            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $7475.00           | $6259.39           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $782.15            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.0000%  | 0.0000% | $8625.00           | $7785.51           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1024.00           | $804.48            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 5.5000%  | 0.0000% | $5209192.00        | $4932217.79        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.57           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 7.0000%  | 0.0000% | $1008.00           | $907.35            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.0000%  | 0.0000% | $9000.00           | $8496.38           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $940.04            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $968.74            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $897.02            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $1008.00           | $923.08            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $926.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $985.71            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $990.62            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $986.89            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $986.96            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $985.51            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $69809.00          | $69076.40          | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $988.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.19           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $991.17            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $988.31            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $989.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $141672.00         | $140211.46         | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $993.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $995.97            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.02           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $990.93            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.13           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.33           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1024.00           | $912.23            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $917.44            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $756.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-10-01      | 1.5000%  | 0.0000% | $1000.00           | $797.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $1008.00           | $769.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 4.5000%  | 0.0000% | $1000.00           | $896.78            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $903.05            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 5.5000%  | 0.0000% | $7308.00           | $7027.98           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1155328.00        | $1067247.92        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1007.88           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $91915937.00       | $89094435.26       | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 7.0000%  | 0.0000% | $31248700.00       | $31274863.09       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 6.0000%  | 0.0000% | $17046327.00       | $16717826.48       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1024.02           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $5746491.00        | $5723880.97        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 3.5000%  | 0.0000% | $1024.00           | $942.21            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1047.03           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1006.54           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $881.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 3.5000%  | 0.0000% | $1024.00           | $919.91            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 2.5000%  | 0.0000% | $1000.00           | $855.48            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $2064.00           | $2095.40           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-09-01      | 5.5000%  | 0.0000% | $3169924.00        | $3212344.98        | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1048.53           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $1024.00           | $908.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-03-01      | 2.0000%  | 0.0000% | $1024.00           | $940.95            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 4.0000%  | 0.0000% | $1024.00           | $982.79            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 3.0000%  | 0.0000% | $1024.00           | $902.26            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 6.5000%  | 0.0000% | $1024.00           | $1070.67           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-08-01      | 4.0000%  | 0.0000% | $1000.00           | $965.02            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1037.70           | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-10-01      | 6.5000%  | 0.0000% | $1000.00           | $316.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-06-01      | 5.0000%  | 0.0000% | $1000.00           | $267.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-07-01      | 5.0000%  | 0.0000% | $1000.00           | $202.62            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-10-01      | 4.0000%  | 0.0000% | $1000.00           | $189.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $190.39            | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-02-01      | 3.0000%  | 0.0000% | $5875068.00        | $864841.16         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $181.86            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-08-01      | 4.0000%  | 0.0000% | $1024.00           | $283.27            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $301.21            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-09-01      | 3.5000%  | 0.0000% | $8772300.00        | $3498006.04        | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-02-01      | 3.5000%  | 0.0000% | $1001.00           | $60.78             | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-11-01      | 3.5000%  | 0.0000% | $2000.00           | $811.20            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $475.40            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 3.5000%  | 0.0000% | $1000.00           | $275.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-11-01      | 2.0000%  | 0.0000% | $1000.00           | $434.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-12-01      | 2.5000%  | 0.0000% | $1000.00           | $372.87            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 3.0000%  | 0.0000% | $1000.00           | $469.34            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-02-01      | 2.0000%  | 0.0000% | $1000.00           | $462.82            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $546.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $493.85            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $517.66            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $334.97            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 5.5000%  | 0.0000% | $1000.00           | $318.46            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-03-01      | 2.0000%  | 0.0000% | $1000.00           | $457.73            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-04-01      | 2.0000%  | 0.0000% | $1000.00           | $419.97            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $345.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $413.65            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $562.10            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 3.5000%  | 0.0000% | $1024.00           | $330.41            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-01-01      | 3.0000%  | 0.0000% | $1024.00           | $460.35            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-07-01      | 2.0000%  | 0.0000% | $1024.00           | $562.74            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $633.72            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $598.32            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $486.73            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-10-01      | 3.0000%  | 0.0000% | $2048.00           | $1208.15           | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-11-01      | 2.0000%  | 0.0000% | $1024.00           | $542.56            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-08-01      | 3.5000%  | 0.0000% | $1024.00           | $576.20            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $707.15            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 3.0000%  | 0.0000% | $5319728.00        | $3071345.59        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $608.45            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $527.87            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $1024.00           | $651.66            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $605.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $620.71            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $1024.00           | $641.85            | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-03-01      | 2.0000%  | 0.0000% | $1000.00           | $539.79            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $639.28            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $642.10            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $626.36            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $614.35            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $668.14            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $681.93            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 4.5000%  | 0.0000% | $1024.00           | $700.12            | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-10-01      | 3.5000%  | 0.0000% | $1000.00           | $691.49            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.0000%  | 0.0000% | $65000.00          | $43246.65          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $756.83            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $794.15            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $809.64            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.5000%  | 0.0000% | $1120.00           | $812.92            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $1008.00           | $756.92            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 4.5000%  | 0.0000% | $1024.00           | $797.83            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $688.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-07-01      | 2.5000%  | 0.0000% | $1008.00           | $657.84            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 2.5000%  | 0.0000% | $1000.00           | $715.21            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $904.85            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $722.92            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $748.44            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.5000%  | 0.0000% | $1040.00           | $768.87            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1410.75           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $751.36            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 3.5000%  | 0.0000% | $1000.00           | $726.49            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $728.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.0000%  | 0.0000% | $1120.00           | $879.87            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $799.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-10-01      | 6.0000%  | 0.0000% | $1000.00           | $687.30            | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-01-01      | 2.5000%  | 0.0000% | $1000.00           | $676.04            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $618.45            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 4.0000%  | 0.0000% | $1000.00           | $751.36            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $734.27            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 4.5000%  | 0.0000% | $1000.00           | $768.03            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $849.48            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $498000.00         | $364367.35         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 4.5000%  | 0.0000% | $1008.00           | $800.73            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 6.5000%  | 0.0000% | $1040.00           | $686.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 6.0000%  | 0.0000% | $1024.00           | $826.03            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 3.5000%  | 0.0000% | $1024.00           | $823.25            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-02-25      | 3.0000%  | 0.0000% | $1024.00           | $798.09            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $895.21            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $846.28            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $1008.00           | $641.49            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $784.86            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 3.5000%  | 0.0000% | $1000.00           | $826.28            | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-10-01      | 5.5000%  | 0.0000% | $1000.00           | $838.86            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 5.5000%  | 0.0000% | $1003.00           | $852.36            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $925.34            | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-04-01      | 6.0000%  | 0.0000% | $1000.00           | $757.69            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $943.95            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 6.0000%  | 0.0000% | $1023.00           | $991.09            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $1024.00           | $975.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $815.25            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.0000%  | 0.0000% | $1024.00           | $973.16            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $981.34            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $1040.00           | $907.21            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $919.08            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $960.64            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $981.79            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $1998.00           | $1896.28           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $930.35            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $984.25            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.0000%  | 0.0000% | $1024.00           | $938.44            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $937.95            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $971.37            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1006.44           | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-07-01      | 5.0000%  | 0.0000% | $1000.00           | $917.10            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.0000%  | 0.0000% | $12273.00          | $12061.57          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $966.15            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $993.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $943.73            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.49           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $950.53            | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-01-01      | 6.5000%  | 0.0000% | $1000.00           | $412.36            | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-02-01      | 6.5000%  | 0.0000% | $1000.00           | $276.29            | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-11-01      | 6.5000%  | 0.0000% | $5491952.00        | $121367.35         | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-02-01      | 6.2500%  | 0.0000% | $302269.00         | $36375.64          | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-09-01      | 6.0000%  | 0.0000% | $1000.00           | $15.62             | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-08-01      | 4.5000%  | 0.0000% | $1000.00           | $10.69             | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-02-01      | 3.0000%  | 0.0000% | $1000.00           | $208.15            | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-04-01      | 2.5000%  | 0.0000% | $1000.00           | $178.39            | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-01-01      | 4.0000%  | 0.0000% | $1000.00           | $64.03             | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-08-01      | 3.0000%  | 0.0000% | $1000.00           | $108.86            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-05-01      | 2.5000%  | 0.0000% | $1000.00           | $94.95             | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-12-01      | 3.5000%  | 0.0000% | $1000.00           | $86.19             | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-02-01      | 3.5000%  | 0.0000% | $1000.00           | $116.91            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 2.5000%  | 0.0000% | $1024.00           | $185.23            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $94.22             | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-10-01      | 2.5000%  | 0.0000% | $1000.00           | $124.73            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $121.08            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-04-01      | 4.5000%  | 0.0000% | $1000.00           | $106.03            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-07-01      | 1.5000%  | 0.0000% | $1000.00           | $362.17            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-08-01      | 2.0000%  | 0.0000% | $45124.00          | $26922.29          | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-09-01      | 2.0000%  | 0.0000% | $1000.00           | $605.51            | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-11-01      | 2.5000%  | 0.0000% | $1000.00           | $572.23            | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-11-01      | 3.0000%  | 0.0000% | $1000.00           | $82.67             | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-11-01      | 2.5000%  | 0.0000% | $1000.00           | $194.94            | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-05-01      | 2.5000%  | 0.0000% | $1000.00           | $210.60            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-05-01      | 4.5000%  | 0.0000% | $1000.00           | $172.33            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $539.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-02-01      | 1.5000%  | 0.0000% | $1000.00           | $303.45            | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-04-01      | 2.0000%  | 0.0000% | $1000.00           | $471.98            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-04-01      | 2.0000%  | 0.0000% | $1024.00           | $579.51            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $643.00            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 3.0000%  | 0.0000% | $1780810.00        | $1145007.90        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $733.35            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $1120.00           | $835.84            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $690.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-05-01      | 5.0000%  | 0.0000% | $2048.00           | $1623.84           | Agency Mortgage-Backed Securities  |
| FNMA          | 2038-07-01      | 6.0000%  | 0.0000% | $1000.00           | $492.43            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $850.05            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.0000%  | 0.0000% | $1024.00           | $612.76            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 5.0000%  | 0.0000% | $1000.00           | $867.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 6.0000%  | 0.0000% | $1008.00           | $639.48            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $788.91            | Agency Mortgage-Backed Securities  |
| FNMA          | 2044-11-01      | 5.5000%  | 0.0000% | $1008.00           | $681.06            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $900.91            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $701.62            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $1024.00           | $650.13            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $835.79            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $633.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 7.0000%  | 0.0000% | $1024.00           | $669.01            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-05-01      | 5.0000%  | 0.0000% | $1002.00           | $832.55            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-06-01      | 5.5000%  | 0.0000% | $1012.00           | $844.86            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 7.0000%  | 0.0000% | $1001.00           | $761.20            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 5.0000%  | 0.0000% | $299000.00         | $284466.35         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 7.0000%  | 0.0000% | $1024.00           | $843.96            | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-10-01      | 4.5000%  | 0.0000% | $1008.00           | $925.19            | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-11-01      | 4.5000%  | 0.0000% | $1000.00           | $944.83            | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-11-01      | 5.5000%  | 0.0000% | $1024.00           | $980.41            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-02-01      | 3.5000%  | 0.0000% | $158146.00         | $144395.92         | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1026.55           | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-03-01      | 4.5000%  | 0.0000% | $1000.00           | $981.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-04-01      | 4.5000%  | 0.0000% | $1000.00           | $994.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-03-01      | 5.0000%  | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 4.5000%  | 0.0000% | $2048.00           | $1978.47           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $1001.00           | $857.95            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $971.82            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $951.27            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $734.51            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $760.59            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $848.05            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $754.82            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $946.21            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $757.57            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $907.78            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1030.07           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 7.0000%  | 0.0000% | $326324.00         | $323767.83         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $1031.00           | $753.33            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $544.81            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $952.11            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1028.60           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $770.62            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $847.89            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 7.0000%  | 0.0000% | $1001.00           | $755.35            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.10           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $895.52            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.28           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1036.96           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $686.97            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $861.27            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $907.72            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $1001.00           | $629.41            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 7.0000%  | 0.0000% | $1023.00           | $652.36            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $1001209.00        | $833670.62         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $922.66            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.0000%  | 0.0000% | $1043.00           | $959.85            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $1001.00           | $1009.96           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $1010.00           | $820.06            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $1008.00           | $806.52            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.0000%  | 0.0000% | $1008.00           | $953.89            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $926.01            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $902.45            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $1006.00           | $893.03            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1055.73           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $649.63            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $545.02            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $877.49            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.53           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $928.28            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $984.43            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $963.52            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 7.0000%  | 0.0000% | $1008.00           | $856.84            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $1008.00           | $947.89            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $1030.00           | $1041.30           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $911.10            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $926.99            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $676.13            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $944.29            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 4.5000%  | 0.0000% | $1000.00           | $960.28            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1042.88           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 7.0000%  | 0.0000% | $1000.00           | $937.41            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $6643632.00        | $6754346.44        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $6364708.00        | $6442660.79        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $989.11            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $1942562.00        | $1964569.41        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $1008.00           | $998.06            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $763.86            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $1008.00           | $795.89            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $952.56            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $834.09            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $937.21            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $929.45            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $1024.00           | $893.48            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $913.89            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $907.40            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.5000%  | 0.0000% | $1023.00           | $797.47            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 4.5000%  | 0.0000% | $40000.00          | $36434.07          | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $934.51            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $936.68            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $1024.00           | $811.13            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $15273.00          | $14464.34          | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $1050.00           | $971.17            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $1008.00           | $912.26            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $1008.00           | $802.10            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $925.86            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $948.60            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $926.25            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $1027.00           | $761.04            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.0000%  | 0.0000% | $1024.00           | $984.44            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $980.80            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $961.61            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $950.93            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  | 0.0000% | $5910152.00        | $5786970.46        | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-11-01      | 3.0000%  | 0.0000% | $1024.00           | $904.97            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.5000%  | 0.0000% | $2048.00           | $1982.53           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1948.69           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $4759001.00        | $4776265.85        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 6.0000%  | 0.0000% | $14362147.00       | $14604468.86       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 6.0000%  | 0.0000% | $1024.00           | $913.70            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $985.00            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 5.0000%  | 0.0000% | $1024.00           | $1006.05           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1015.02           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1687.47           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $1023.00           | $1048.32           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 6.0000%  | 0.0000% | $1024.00           | $1037.89           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $904.17            | Agency Mortgage-Backed Securities  |
| FMAC          | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $911.76            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-07-01      | 4.0000%  | 0.0000% | $1054.00           | $986.79            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $986.66            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 7.0000%  | 0.0000% | $1024.00           | $990.90            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $148135410.00      | $149323340.05      | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 2.5000%  | 0.0000% | $1024.00           | $858.52            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $988.83            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 5.0000%  | 0.0000% | $1024.00           | $1006.71           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-04-01      | 2.5000%  | 0.0000% | $1008.00           | $864.52            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $1023.00           | $1051.07           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.97           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $502.15            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $809.39            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $908.27            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $103000.00         | $91681.15          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $954.22            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $842.57            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $792.67            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $690.77            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $633.38            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $909.08            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $908.82            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $1025.00           | $829.46            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $963.17            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $992.06            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $951.02            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1010.22           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $990.07            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1036.40           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 5.5000%  | 0.0000% | $444929.00         | $400683.94         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $709.24            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $735.07            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $108916070.00      | $94685610.65       | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $993.15            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 4.5000%  | 0.0000% | $1000.00           | $963.70            | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-09-01      | 4.5000%  | 0.0000% | $1000.00           | $905.46            | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-02-01      | 4.5000%  | 0.0000% | $1000.00           | $974.16            | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-11-01      | 5.0000%  | 0.0000% | $1001.00           | $929.87            | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-01-01      | 5.0000%  | 0.0000% | $2187148.00        | $2118927.40        | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-03-01      | 4.0000%  | 0.0000% | $1024.00           | $1001.75           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.56           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $1001.00           | $1024.77           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $986.85            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $988.63            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $312597.00         | $309145.40         | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $946.27            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $565256.00         | $559728.68         | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $6020.00           | $5991.34           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $997.39            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $995.49            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $989.51            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.14           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 7.0000%  | 0.0000% | $1000.00           | $1059.12           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $993.99            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $1657079.00        | $1637104.02        | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $987.64            | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $168279.00         | $170433.56         | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-03-01      | 5.5000%  | 0.0000% | $272022.00         | $274027.98         | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.33           | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-02-20      | 2.0000%  | 0.0000% | $2113270.00        | $1293447.19        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-03-20      | 3.0000%  | 0.0000% | $4526945.00        | $2820748.54        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.5000%  | 0.0000% | $97726.00          | $102305.62         | Agency Mortgage-Backed Securities  |
| USTR          | 2026-05-26      | 0.0000%  | 0.0000% | $100.00            | $99.44             | U.S. Treasuries (including strips) |
| USTR          | 2046-11-15      | 2.8750%  | 0.0000% | $100.00            | $74.09             | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 3.0000%  | 0.0000% | $2754400.00        | $2060529.21        | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $47.87             | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $57.12             | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 3.8750%  | 0.0000% | $2000.00           | $2002.87           | U.S. Treasuries (including strips) |

### Security 119: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY JP MORGAN SECURITIES 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BNTBVGX73
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? 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          | 2048-05-15      | 3.1250%  | 0.0000% | $443764300.00      | $338724993.53      | U.S. Treasuries (including strips) |
| USTR          | 2031-08-15      | 1.2500%  | 0.0000% | $197044000.00      | $171275046.17      | U.S. Treasuries (including strips) |

### Security 120: BANK OF AMERICA NA

- **C.1 - Title:** TRI-PARTY BANK OF AMERICA 3.670000%
- **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: BNTBVGX99
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $404333959.00      | $41782252.51       | Agency Mortgage-Backed Securities |
| FNMA          | 2049-05-01      | 3.5000%  | 0.0000% | $50769592.00       | $9717747.50        | Agency Mortgage-Backed Securities |

### Security 121: FIXED INCOME CLEARING CORP-BANK OF NEW YORK MELLON

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARING-BANK OF NEW YORK MELLON 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTBVGXD0
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 4.3900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? 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          | 2033-08-15      | 3.8750%  | 0.0000% | $409702000.00      | $403354873.98      | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $502890000.00      | $491585005.02      | U.S. Treasuries (including strips) |
| USTR          | 2032-06-30      | 4.0000%  | 0.0000% | $327822700.00      | $329060149.19      | U.S. Treasuries (including strips) |

### Security 122: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARK 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BNTBVGXT5
- **C.18 - Value (incl. sponsor support):** $537000000.00
- **C.18.a - Value (excl. sponsor support):** $537000000.00
- **C.19 - Percentage of Net Assets:** 1.9600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? 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          | 2032-11-15      | 0.0000%  | 0.0000% | $100.00            | $76.00             | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 0.0000%  | 0.0000% | $3700.00           | $2779.09           | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 3.1250%  | 0.0000% | $243379600.00      | $241763640.13      | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 1.1250%  | 0.0000% | $100.00            | $93.83             | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 1.3750%  | 0.0000% | $93527000.00       | $88392601.26       | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 4.6250%  | 0.0000% | $600.00            | $610.95            | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $1660200.00        | $1734817.60        | U.S. Treasuries (including strips) |
| USTR          | 2028-10-15      | 2.3750%  | 0.0000% | $30600.00          | $33982.38          | U.S. Treasuries (including strips) |
| USTR          | 2028-09-15      | 3.3750%  | 0.0000% | $100.00            | $99.04             | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 3.5000%  | 0.0000% | $214638400.00      | $215533264.25      | U.S. Treasuries (including strips) |
| USTR          | 2047-02-15      | 0.0000%  | 0.0000% | $825711.98         | $280780.06         | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 0.0000%  | 0.0000% | $31.99             | $9.25              | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Northern Institutional Funds

**Date:** 2026-04-07

**By:** Kevin P. O Rourke

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

**Title of Signing Officer:** President