# EDGAR Filing Document

**Accession Number:** 0000916620
**File Stem:** 0002066578-25-000923
**Filing Date:** 2025-11
**Character Count:** 214523
**Document Hash:** 34ef87dcfc45788df6585e971d652e70
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002066578-25-000923.hdr.sgml**: 20251107

**ACCESSION NUMBER**: 0002066578-25-000923

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251107

**DATE AS OF CHANGE**: 20251107

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08236
- **FILM NUMBER:** 251461573

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-10-31

**Registrant Full Name:** Northern Funds

**CIK Number of Registrant:** 0000916620

**LEI of Registrant:** 5493004ZY1PEJR3C0A81

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

**LEI of Series:** 549300NLOSKMTSGWO090

**EDGAR Series Identifier:** S000001266

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 48 days

- **WAL:** 106 days

- **Total Value of Portfolio Securities:** $21004016576.47

- **Amortized Cost of Portfolio Securities:** $21000854693.09

- **Cash:** $38014377.38

- **Total Other Assets:** $159439109.98

- **Total Liabilities:** $237367933.55

- **Net Assets of Series:** $20960940246.90

- **Number of Shares Outstanding (Series):** 20960044646.5500

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-10-01 | $10229901454.93           | $13470385864.92            | 48.8500%                  | 64.3300%                   |
| 2025-10-02 | $10692171862.69           | $13752745779.36            | 50.8800%                  | 65.4500%                   |
| 2025-10-03 | $10837301123.21           | $13757977104.87            | 51.5600%                  | 65.4600%                   |
| 2025-10-06 | $10787664543.47           | $13708590207.58            | 51.4400%                  | 65.3700%                   |
| 2025-10-07 | $10945384647.30           | $13866393538.91            | 51.8000%                  | 65.6200%                   |
| 2025-10-08 | $10831333093.37           | $13652425212.47            | 51.5000%                  | 64.9100%                   |
| 2025-10-09 | $10746640498.38           | $13837804372.74            | 51.3000%                  | 66.0500%                   |
| 2025-10-10 | $10784293873.11           | $13875529502.73            | 51.3800%                  | 66.1100%                   |
| 2025-10-13 | $0.00                     | $0.00                      | 0.0000%                   | 0.0000%                    |
| 2025-10-14 | $10930998133.95           | $13989310784.63            | 51.7900%                  | 66.2700%                   |
| 2025-10-15 | $10933987885.19           | $14467360006.72            | 51.8000%                  | 68.5300%                   |
| 2025-10-16 | $11115432441.84           | $14378873781.23            | 52.5000%                  | 67.9100%                   |
| 2025-10-17 | $11045695750.76           | $14309206308.00            | 52.3500%                  | 67.8100%                   |
| 2025-10-20 | $10982876409.63           | $14246594620.40            | 52.2000%                  | 67.7100%                   |
| 2025-10-21 | $11569084939.87           | $14357872368.49            | 54.6900%                  | 67.8800%                   |
| 2025-10-22 | $11638934819.56           | $14427790073.59            | 55.4300%                  | 68.7100%                   |
| 2025-10-23 | $11573601616.15           | $14737515670.17            | 55.2800%                  | 70.4000%                   |
| 2025-10-24 | $11519527274.44           | $14683510658.10            | 54.6500%                  | 69.6600%                   |
| 2025-10-27 | $11519759128.68           | $14698950501.32            | 54.6400%                  | 69.7200%                   |
| 2025-10-28 | $11298480904.84           | $14477741607.12            | 53.5800%                  | 68.6600%                   |
| 2025-10-29 | $12135308627.43           | $14389638659.38            | 57.7900%                  | 68.5300%                   |
| 2025-10-30 | $11485631644.41           | $14290029501.78            | 54.7200%                  | 68.0800%                   |
| 2025-10-31 | $11670473048.48           | $14645006349.53            | 55.4900%                  | 69.6300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-10-01 | 4.2100%             |
| 2025-10-02 | 4.2100%             |
| 2025-10-03 | 4.2100%             |
| 2025-10-06 | 4.2000%             |
| 2025-10-07 | 4.2000%             |
| 2025-10-08 | 4.1900%             |
| 2025-10-09 | 4.1800%             |
| 2025-10-10 | 4.1800%             |
| 2025-10-13 | 0.0000%             |
| 2025-10-14 | 4.1700%             |
| 2025-10-15 | 4.1800%             |
| 2025-10-16 | 4.1900%             |
| 2025-10-17 | 4.2000%             |
| 2025-10-20 | 4.2100%             |
| 2025-10-21 | 4.2100%             |
| 2025-10-22 | 4.2100%             |
| 2025-10-23 | 4.2000%             |
| 2025-10-24 | 4.2100%             |
| 2025-10-27 | 4.2200%             |
| 2025-10-28 | 4.2200%             |
| 2025-10-29 | 4.2200%             |
| 2025-10-30 | 4.2100%             |
| 2025-10-31 | 4.2000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-10-01 | 1.0003                      |
|  |  |
| 2025-10-02 | 1.0002                      |
|  |  |
| 2025-10-03 | 1.0003                      |
|  |  |
| 2025-10-06 | 1.0002                      |
|  |  |
| 2025-10-07 | 1.0002                      |
|  |  |
| 2025-10-08 | 1.0002                      |
|  |  |
| 2025-10-09 | 1.0002                      |
|  |  |
| 2025-10-10 | 1.0003                      |
|  |  |
| 2025-10-13 | 0.0000                      |
|  |  |
| 2025-10-14 | 1.0002                      |
|  |  |
| 2025-10-15 | 1.0002                      |
|  |  |
| 2025-10-16 | 1.0002                      |
|  |  |
| 2025-10-17 | 1.0003                      |
|  |  |
| 2025-10-20 | 1.0002                      |
|  |  |
| 2025-10-21 | 1.0002                      |
|  |  |
| 2025-10-22 | 1.0002                      |
|  |  |
| 2025-10-23 | 1.0002                      |
|  |  |
| 2025-10-24 | 1.0003                      |
|  |  |
| 2025-10-27 | 1.0002                      |
|  |  |
| 2025-10-28 | 1.0002                      |
|  |  |
| 2025-10-29 | 1.0002                      |
|  |  |
| 2025-10-30 | 1.0002                      |
|  |  |
| 2025-10-31 | 1.0002                      |
|  |  |

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

### Class: Fund Level

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $20960940246.90

- **Number of Shares Outstanding:** 20960044646.5500

- **Expense Reimbursement/Waiver:** 157373.34

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0003          |
|  |  |
| 2025-10-02 | 1.0002          |
|  |  |
| 2025-10-03 | 1.0003          |
|  |  |
| 2025-10-06 | 1.0002          |
|  |  |
| 2025-10-07 | 1.0002          |
|  |  |
| 2025-10-08 | 1.0002          |
|  |  |
| 2025-10-09 | 1.0002          |
|  |  |
| 2025-10-10 | 1.0003          |
|  |  |
| 2025-10-13 | 0.0000          |
|  |  |
| 2025-10-14 | 1.0002          |
|  |  |
| 2025-10-15 | 1.0002          |
|  |  |
| 2025-10-16 | 1.0002          |
|  |  |
| 2025-10-17 | 1.0003          |
|  |  |
| 2025-10-20 | 1.0002          |
|  |  |
| 2025-10-21 | 1.0002          |
|  |  |
| 2025-10-22 | 1.0002          |
|  |  |
| 2025-10-23 | 1.0002          |
|  |  |
| 2025-10-24 | 1.0003          |
|  |  |
| 2025-10-27 | 1.0002          |
|  |  |
| 2025-10-28 | 1.0002          |
|  |  |
| 2025-10-29 | 1.0002          |
|  |  |
| 2025-10-30 | 1.0002          |
|  |  |
| 2025-10-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $538641568.83             | $435250038.04           |
| 2025-10-02 | $372674623.79             | $302231525.15           |
| 2025-10-03 | $280641488.03             | $282080227.56           |
| 2025-10-06 | $209575842.16             | $260299833.01           |
| 2025-10-07 | $443565268.87             | $287550131.40           |
| 2025-10-08 | $176811450.97             | $275221254.31           |
| 2025-10-09 | $254860805.00             | $340794516.52           |
| 2025-10-10 | $299478894.27             | $263359082.97           |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $369764561.09             | $259345501.22           |
| 2025-10-15 | $394174064.83             | $395567100.70           |
| 2025-10-16 | $307622804.50             | $247829527.96           |
| 2025-10-17 | $174530747.73             | $248443733.63           |
| 2025-10-20 | $164637791.94             | $231069306.50           |
| 2025-10-21 | $288963799.29             | $180114680.77           |
| 2025-10-22 | $214561314.81             | $370635133.15           |
| 2025-10-23 | $216300492.23             | $283155690.10           |
| 2025-10-24 | $312813163.03             | $171455895.10           |
| 2025-10-27 | $226118380.21             | $230060935.33           |
| 2025-10-28 | $239723968.43             | $231913966.10           |
| 2025-10-29 | $223610729.93             | $314197048.66           |
| 2025-10-30 | $338175026.39             | $350193307.23           |
| 2025-10-31 | $403354131.59             | $362194992.71           |

**Total Gross Subscriptions (Month):** $6450600917.92

**Total Gross Redemptions (Month):** $6322963428.12

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.8600%           |
| 2025-10-02 | 3.8600%           |
| 2025-10-03 | 3.8500%           |
| 2025-10-06 | 3.8500%           |
| 2025-10-07 | 3.8500%           |
| 2025-10-08 | 3.8400%           |
| 2025-10-09 | 3.8300%           |
| 2025-10-10 | 3.8200%           |
| 2025-10-13 | 0.0000%           |
| 2025-10-14 | 3.8200%           |
| 2025-10-15 | 3.8300%           |
| 2025-10-16 | 3.8400%           |
| 2025-10-17 | 3.8600%           |
| 2025-10-20 | 3.8600%           |
| 2025-10-21 | 3.8600%           |
| 2025-10-22 | 3.8600%           |
| 2025-10-23 | 3.8500%           |
| 2025-10-24 | 3.8600%           |
| 2025-10-27 | 3.8700%           |
| 2025-10-28 | 3.8700%           |
| 2025-10-29 | 3.8700%           |
| 2025-10-30 | 3.8600%           |
| 2025-10-31 | 3.8500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 17.0600%         | 0.0000%              |
| Depository institution or other banking institution |  | 81.4400%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.214999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3YQ0, C.4 - ISIN: US3130B3YQ04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100009299.00
- **C.18.a - Value (excl. sponsor support):** $100009299.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4W72, C.4 - ISIN: US3130B4W720, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $225002774.25
- **C.18.a - Value (excl. sponsor support):** $225002774.25
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4X63, C.4 - ISIN: US3130B4X637, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $20000499.40
- **C.18.a - Value (excl. sponsor support):** $20000499.40
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.144997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B52X5, C.4 - ISIN: US3130B52X53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $20000045.80
- **C.18.a - Value (excl. sponsor support):** $20000045.80
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.144997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5CZ9, C.4 - ISIN: US3130B5CZ98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $159977617.60
- **C.18.a - Value (excl. sponsor support):** $159977617.60
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-03-04
- **C.13 - Final Legal Maturity Date:** 2027-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.144997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5GH5, C.4 - ISIN: US3130B5GH54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $69996348.80
- **C.18.a - Value (excl. sponsor support):** $69996348.80
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-03-17
- **C.13 - Final Legal Maturity Date:** 2027-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.129999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5RJ9, C.4 - ISIN: US3130B5RJ91, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $54020367.63
- **C.18.a - Value (excl. sponsor support):** $54020367.63
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-03-30
- **C.13 - Final Legal Maturity Date:** 2027-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.140000%
- **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):** $199986786.00
- **C.18.a - Value (excl. sponsor support):** $199986786.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-04-08
- **C.13 - Final Legal Maturity Date:** 2027-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.209998%
- **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):** $52965619.72
- **C.18.a - Value (excl. sponsor support):** $52965619.72
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6DC7, C.4 - ISIN: US3130B6DC77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $425004675.00
- **C.18.a - Value (excl. sponsor support):** $425004675.00
- **C.19 - Percentage of Net Assets:** 2.0300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.140000%
- **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):** $50016677.50
- **C.18.a - Value (excl. sponsor support):** $50016677.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7GD0, C.4 - ISIN: US3130B7GD07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $209837040.00
- **C.18.a - Value (excl. sponsor support):** $209837040.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **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 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7L85, C.4 - ISIN: US3130B7L858, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $109932205.90
- **C.18.a - Value (excl. sponsor support):** $109932205.90
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **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 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7R48, C.4 - ISIN: US3130B7R483, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100005265.00
- **C.18.a - Value (excl. sponsor support):** $100005265.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **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 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7T79, C.4 - ISIN: US3130B7T794, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199842030.00
- **C.18.a - Value (excl. sponsor support):** $199842030.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.169999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B87J5, C.4 - ISIN: US3130B87J50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149989911.00
- **C.18.a - Value (excl. sponsor support):** $149989911.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-10-20
- **C.13 - Final Legal Maturity Date:** 2027-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: 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):** $197895986.37
- **C.18.a - Value (excl. sponsor support):** $197895986.37
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **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 18: 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):** $224406866.25
- **C.18.a - Value (excl. sponsor support):** $224406866.25
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **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 19: 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: 313313UJ5, C.4 - ISIN: US313313UJ53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $56189816.25
- **C.18.a - Value (excl. sponsor support):** $56189816.25
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NU6, C.4 - ISIN: US313385NU68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $134956574.55
- **C.18.a - Value (excl. sponsor support):** $134956574.55
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NV4, C.4 - ISIN: US313385NV42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149935666.50
- **C.18.a - Value (excl. sponsor support):** $149935666.50
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 22: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PK6, C.4 - ISIN: US313385PK68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $84835950.00
- **C.18.a - Value (excl. sponsor support):** $84835950.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PL4, C.4 - ISIN: US313385PL42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $114765719.70
- **C.18.a - Value (excl. sponsor support):** $114765719.70
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-19
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **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? Yes, C.23 Categorized at Level 3? No

### Security 24: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $218533150.00
- **C.18.a - Value (excl. sponsor support):** $218533150.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RK4, C.4 - ISIN: US313385RK41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $139022100.00
- **C.18.a - Value (excl. sponsor support):** $139022100.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RL2, C.4 - ISIN: US313385RL24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99290917.00
- **C.18.a - Value (excl. sponsor support):** $99290917.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RN8, C.4 - ISIN: US313385RN89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $412058805.28
- **C.18.a - Value (excl. sponsor support):** $412058805.28
- **C.19 - Percentage of Net Assets:** 1.9700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $29711075.10
- **C.18.a - Value (excl. sponsor support):** $29711075.10
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **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 29: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SX5, C.4 - ISIN: US313385SX52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $103876937.85
- **C.18.a - Value (excl. sponsor support):** $103876937.85
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **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 30: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SY3, C.4 - ISIN: US313385SY36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $207731855.10
- **C.18.a - Value (excl. sponsor support):** $207731855.10
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **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 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: 313385TH9, C.4 - ISIN: US313385TH93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $306359223.60
- **C.18.a - Value (excl. sponsor support):** $306359223.60
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385TL0, C.4 - ISIN: US313385TL06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24698524.25
- **C.18.a - Value (excl. sponsor support):** $24698524.25
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TQ9, C.4 - ISIN: US313385TQ92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119223474.32
- **C.18.a - Value (excl. sponsor support):** $119223474.32
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UK0, C.4 - ISIN: US313385UK04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $202064912.50
- **C.18.a - Value (excl. sponsor support):** $202064912.50
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **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 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: 313385UL8, C.4 - ISIN: US313385UL86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $118269450.00
- **C.18.a - Value (excl. sponsor support):** $118269450.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **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 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: 313385UX2, C.4 - ISIN: US313385UX25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98443750.00
- **C.18.a - Value (excl. sponsor support):** $98443750.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-03-30
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385VH6, C.4 - ISIN: US313385VH65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98357778.00
- **C.18.a - Value (excl. sponsor support):** $98357778.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **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? 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: 313385VM5, C.4 - ISIN: US313385VM50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98316722.00
- **C.18.a - Value (excl. sponsor support):** $98316722.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **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? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.140000%
- **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):** $6002182.68
- **C.18.a - Value (excl. sponsor support):** $6002182.68
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.429998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPA96, C.4 - ISIN: US3133EPA969, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.399999%
- **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):** $15004519.80
- **C.18.a - Value (excl. sponsor support):** $15004519.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 42: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.254998%
- **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):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 43: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.189997%
- **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):** $65029066.70
- **C.18.a - Value (excl. sponsor support):** $65029066.70
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 44: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $23021031.89
- **C.18.a - Value (excl. sponsor support):** $23021031.89
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.189997%
- **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):** $45020871.00
- **C.18.a - Value (excl. sponsor support):** $45020871.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 46: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.960000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJM4, C.4 - ISIN: US3133ERJM44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45009646.20
- **C.18.a - Value (excl. sponsor support):** $45009646.20
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERK75, C.4 - ISIN: US3133ERK758, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55028569.20
- **C.18.a - Value (excl. sponsor support):** $55028569.20
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-12-16
- **C.13 - Final Legal Maturity Date:** 2026-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.169999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMQ1, C.4 - ISIN: US3133ERMQ11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30004695.30
- **C.18.a - Value (excl. sponsor support):** $30004695.30
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.174999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN23, C.4 - ISIN: US3133ERN232, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20013749.40
- **C.18.a - Value (excl. sponsor support):** $20013749.40
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.189997%
- **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):** $85042881.65
- **C.18.a - Value (excl. sponsor support):** $85042881.65
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 51: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.009997%
- **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):** $15021118.50
- **C.18.a - Value (excl. sponsor support):** $15021118.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 52: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.014997%
- **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):** $35017973.55
- **C.18.a - Value (excl. sponsor support):** $35017973.55
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 53: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.144997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQP9, C.4 - ISIN: US3133ERQP91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1000286.32
- **C.18.a - Value (excl. sponsor support):** $1000286.32
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.189997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRV5, C.4 - ISIN: US3133ERRV50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50014506.00
- **C.18.a - Value (excl. sponsor support):** $50014506.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 55: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.189997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTB7, C.4 - ISIN: US3133ERTB78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25008091.00
- **C.18.a - Value (excl. sponsor support):** $25008091.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV99, C.4 - ISIN: US3133ERV995, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100018252.00
- **C.18.a - Value (excl. sponsor support):** $100018252.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.199998%
- **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):** $50020179.50
- **C.18.a - Value (excl. sponsor support):** $50020179.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 58: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.199998%
- **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):** $135054882.90
- **C.18.a - Value (excl. sponsor support):** $135054882.90
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 59: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.180000%
- **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):** $10006787.60
- **C.18.a - Value (excl. sponsor support):** $10006787.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 60: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10006822.90
- **C.18.a - Value (excl. sponsor support):** $10006822.90
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.019998%
- **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):** $125083292.50
- **C.18.a - Value (excl. sponsor support):** $125083292.50
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 62: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25017815.25
- **C.18.a - Value (excl. sponsor support):** $25017815.25
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.079999%
- **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):** $44999657.10
- **C.18.a - Value (excl. sponsor support):** $44999657.10
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 64: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCY1, C.4 - ISIN: US3133ETCY11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5000602.80
- **C.18.a - Value (excl. sponsor support):** $5000602.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-01-12
- **C.13 - Final Legal Maturity Date:** 2027-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.994999%
- **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):** $21999608.40
- **C.18.a - Value (excl. sponsor support):** $21999608.40
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 66: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.005000%
- **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):** $45043457.85
- **C.18.a - Value (excl. sponsor support):** $45043457.85
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 67: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.989999%
- **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):** $59998401.00
- **C.18.a - Value (excl. sponsor support):** $59998401.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 68: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.140000%
- **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):** $39993812.80
- **C.18.a - Value (excl. sponsor support):** $39993812.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.149997%
- **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):** $69994432.20
- **C.18.a - Value (excl. sponsor support):** $69994432.20
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-06-24
- **C.13 - Final Legal Maturity Date:** 2027-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.140000%
- **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):** $35011449.20
- **C.18.a - Value (excl. sponsor support):** $35011449.20
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.159998%
- **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):** $129991234.10
- **C.18.a - Value (excl. sponsor support):** $129991234.10
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2027-07-15
- **C.13 - Final Legal Maturity Date:** 2027-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.174999%
- **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):** $77996154.60
- **C.18.a - Value (excl. sponsor support):** $77996154.60
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-08-04
- **C.13 - Final Legal Maturity Date:** 2027-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 4.194997%
- **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):** $34998403.30
- **C.18.a - Value (excl. sponsor support):** $34998403.30
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **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 74: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FHLMC 4.149997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJM6, C.4 - ISIN: US3134HAJM64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $29009594.65
- **C.18.a - Value (excl. sponsor support):** $29009594.65
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FHLMC 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $10006025.40
- **C.18.a - Value (excl. sponsor support):** $10006025.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FHLMC 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $20015888.80
- **C.18.a - Value (excl. sponsor support):** $20015888.80
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 4.159998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $55024632.30
- **C.18.a - Value (excl. sponsor support):** $55024632.30
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 4.174999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $30031112.10
- **C.18.a - Value (excl. sponsor support):** $30031112.10
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 79: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $15009974.55
- **C.18.a - Value (excl. sponsor support):** $15009974.55
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $160142112.00
- **C.18.a - Value (excl. sponsor support):** $160142112.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $5003328.00
- **C.18.a - Value (excl. sponsor support):** $5003328.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $188906257.40
- **C.18.a - Value (excl. sponsor support):** $188906257.40
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $39437992.40
- **C.18.a - Value (excl. sponsor support):** $39437992.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $142551650.35
- **C.18.a - Value (excl. sponsor support):** $142551650.35
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $219930213.80
- **C.18.a - Value (excl. sponsor support):** $219930213.80
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QZ3, C.4 - ISIN: US912797QZ38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $373186638.75
- **C.18.a - Value (excl. sponsor support):** $373186638.75
- **C.19 - Percentage of Net Assets:** 1.7800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $238464700.80
- **C.18.a - Value (excl. sponsor support):** $238464700.80
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $104316557.04
- **C.18.a - Value (excl. sponsor support):** $104316557.04
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198472110.00
- **C.18.a - Value (excl. sponsor support):** $198472110.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **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 90: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RN9, C.4 - ISIN: US912797RN98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $74928046.50
- **C.18.a - Value (excl. sponsor support):** $74928046.50
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $109322649.08
- **C.18.a - Value (excl. sponsor support):** $109322649.08
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $159383152.00
- **C.18.a - Value (excl. sponsor support):** $159383152.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $162663127.59
- **C.18.a - Value (excl. sponsor support):** $162663127.59
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SH1, C.4 - ISIN: US912797SH12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $198228694.00
- **C.18.a - Value (excl. sponsor support):** $198228694.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **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? 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: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9903980.10
- **C.18.a - Value (excl. sponsor support):** $9903980.10
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **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? 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):** $147256761.00
- **C.18.a - Value (excl. sponsor support):** $147256761.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **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: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98967203.00
- **C.18.a - Value (excl. sponsor support):** $98967203.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **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? 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: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $148341984.00
- **C.18.a - Value (excl. sponsor support):** $148341984.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **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? 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: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $345863913.50
- **C.18.a - Value (excl. sponsor support):** $345863913.50
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **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):** $49375244.00
- **C.18.a - Value (excl. sponsor support):** $49375244.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **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 2.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828M56, C.4 - ISIN: US912828M565, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49971003.00
- **C.18.a - Value (excl. sponsor support):** $49971003.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-15
- **C.12 - Maturity Date (WAL):** 2025-11-15
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: 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):** $64103711.10
- **C.18.a - Value (excl. sponsor support):** $64103711.10
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **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 103: 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):** $24453883.50
- **C.18.a - Value (excl. sponsor support):** $24453883.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **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 104: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAZ4, C.4 - ISIN: US91282CAZ41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $44879055.30
- **C.18.a - Value (excl. sponsor support):** $44879055.30
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 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):** $73582617.00
- **C.18.a - Value (excl. sponsor support):** $73582617.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **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 106: 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):** $244267577.50
- **C.18.a - Value (excl. sponsor support):** $244267577.50
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **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 107: 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):** $73069272.75
- **C.18.a - Value (excl. sponsor support):** $73069272.75
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **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 108: 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):** $190803418.80
- **C.18.a - Value (excl. sponsor support):** $190803418.80
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **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 109: 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):** $25135642.00
- **C.18.a - Value (excl. sponsor support):** $25135642.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **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 110: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY JP MORGAN SECURITIES 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BNT89HZR7
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 3.5800%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **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          | 2038-11-15      | 0.0000%  | 0.0000% | $50000.00          | $27438.20          | Agency Debentures and Agency Strips |
| FHLB          | 2033-05-25      | 4.0800%  | 0.0000% | $915000.00         | $908624.28         | Agency Debentures and Agency Strips |
| FHLB          | 2027-02-25      | 2.1400%  | 0.0000% | $1750000.00        | $1719732.58        | Agency Debentures and Agency Strips |
| FMAC          | 2037-02-01      | 1.5000%  | 0.0000% | $6090744.00        | $3691812.06        | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 3.5000%  | 0.0000% | $3440000.00        | $2371863.05        | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-10-01      | 5.0000%  | 0.0000% | $5044848.00        | $5125261.20        | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-09-01      | 4.5000%  | 0.0000% | $1147778.00        | $1145853.50        | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-07-29      | 1.5500%  | 0.0000% | $15000000.00       | $12388441.67       | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $6000000.00        | $5287935.85        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $12431632.00       | $12620584.78       | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-10-15      | 3.0000%  | 0.0000% | $3000000.00        | $338545.77         | Agency Mortgage-Backed Securities   |
| GNMA          | 2043-04-15      | 3.5000%  | 0.0000% | $50000.00          | $6067.83           | Agency Mortgage-Backed Securities   |
| GNMA          | 2043-02-15      | 3.0000%  | 0.0000% | $137000.00         | $19901.69          | Agency Mortgage-Backed Securities   |
| GNMA          | 2043-04-15      | 3.5000%  | 0.0000% | $43727.00          | $10638.97          | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-11-15      | 3.0000%  | 0.0000% | $200000.00         | $18462.72          | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-05-20      | 3.0000%  | 0.0000% | $1530000.00        | $127539.53         | Agency Mortgage-Backed Securities   |
| GNMA          | 2044-01-20      | 5.6250%  | 0.0000% | $157260032.00      | $2396588.96        | Agency Mortgage-Backed Securities   |
| GNMA          | 2044-11-20      | 2.5000%  | 0.0000% | $405809.00         | $51010.97          | Agency Mortgage-Backed Securities   |
| GNMA          | 2031-01-20      | 2.5000%  | 0.0000% | $221116.00         | $20393.59          | Agency Mortgage-Backed Securities   |
| GNMA          | 2046-05-20      | 3.0000%  | 0.0000% | $3344796.00        | $376399.40         | Agency Mortgage-Backed Securities   |
| GNMA          | 2046-12-20      | 2.5000%  | 0.0000% | $147650048.00      | $25309305.29       | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-08-20      | 4.5000%  | 0.0000% | $1432328.00        | $200430.83         | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-07-20      | 3.0000%  | 0.0000% | $1102508.00        | $110774.25         | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-01-20      | 4.5000%  | 0.0000% | $672216.00         | $67395.84          | Agency Mortgage-Backed Securities   |
| GNMA          | 2049-01-20      | 6.0000%  | 0.0000% | $1725000.00        | $144477.74         | Agency Mortgage-Backed Securities   |
| GNMA          | 2050-03-20      | 4.5000%  | 0.0000% | $612464.00         | $84405.53          | Agency Mortgage-Backed Securities   |
| GNMA          | 2050-04-20      | 3.0000%  | 0.0000% | $5270000.00        | $1135278.47        | Agency Mortgage-Backed Securities   |
| GNMA          | 2050-08-20      | 2.0000%  | 0.0000% | $37571456.00       | $16448680.36       | Agency Mortgage-Backed Securities   |
| GNMA          | 2050-10-20      | 2.5000%  | 0.0000% | $8575000.00        | $3384073.13        | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-09-20      | 6.5000%  | 0.0000% | $530024.00         | $304999.50         | Agency Mortgage-Backed Securities   |
| GNMA          | 2051-09-20      | 2.5000%  | 0.0000% | $814590000.00      | $484990363.99      | Agency Mortgage-Backed Securities   |
| GNMA          | 2051-12-20      | 4.5000%  | 0.0000% | $25000.00          | $14883.65          | Agency Mortgage-Backed Securities   |
| GNMA          | 2052-01-20      | 3.5000%  | 0.0000% | $4133248.00        | $2737767.89        | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-07-20      | 2.5000%  | 0.0000% | $32405.00          | $23082.50          | Agency Mortgage-Backed Securities   |
| GNMA          | 2053-01-20      | 6.0000%  | 0.0000% | $1600000.00        | $904593.97         | Agency Mortgage-Backed Securities   |
| GNMA          | 2053-09-20      | 6.0000%  | 0.0000% | $1680000.00        | $1118893.72        | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-12-20      | 6.5000%  | 0.0000% | $77990.00          | $34617.19          | Agency Mortgage-Backed Securities   |
| GNMA          | 2047-12-20      | 3.5000%  | 0.0000% | $8073904.00        | $499630.72         | Agency Mortgage-Backed Securities   |
| GNMA          | 2047-06-15      | 4.5000%  | 0.0000% | $187169.00         | $10733.13          | Agency Mortgage-Backed Securities   |
| GNMA          | 2049-02-20      | 3.0000%  | 0.0000% | $704333.00         | $130345.92         | Agency Mortgage-Backed Securities   |
| GNMA          | 2049-09-15      | 2.5000%  | 0.0000% | $25000.00          | $18489.52          | Agency Mortgage-Backed Securities   |
| GNMA          | 2050-03-15      | 2.5000%  | 0.0000% | $115851.00         | $77529.76          | Agency Mortgage-Backed Securities   |
| GNMA          | 2051-06-20      | 3.5000%  | 0.0000% | $750000.00         | $133983.51         | Agency Mortgage-Backed Securities   |
| GNMA          | 2050-06-20      | 4.0000%  | 0.0000% | $1072358.00        | $489050.69         | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-05-20      | 5.0000%  | 0.0000% | $1985746.00        | $638806.18         | Agency Mortgage-Backed Securities   |
| GNMA          | 2050-10-20      | 2.5000%  | 0.0000% | $308890.00         | $190201.68         | Agency Mortgage-Backed Securities   |
| GNMA          | 2058-05-15      | 4.7400%  | 0.0000% | $50000.00          | $48651.21          | Agency Mortgage-Backed Securities   |
| GNMA          | 2043-04-15      | 3.5000%  | 0.0000% | $125000.00         | $19198.75          | Agency Mortgage-Backed Securities   |
| GNMA          | 2043-09-15      | 2.5000%  | 0.0000% | $407203.00         | $17211.13          | Agency Mortgage-Backed Securities   |
| GNMA          | 2045-05-15      | 3.0000%  | 0.0000% | $55243.00          | $5083.14           | Agency Mortgage-Backed Securities   |
| GNMA          | 2045-07-15      | 3.0000%  | 0.0000% | $162673.00         | $17733.13          | Agency Mortgage-Backed Securities   |
| GNMA          | 2053-04-20      | 5.0000%  | 0.0000% | $3481660.00        | $2574574.10        | Agency Mortgage-Backed Securities   |
| GNMA          | 2053-09-20      | 6.5000%  | 0.0000% | $1069988.00        | $854567.67         | Agency Mortgage-Backed Securities   |
| GNMA          | 2054-02-20      | 8.0000%  | 0.0000% | $1235262.00        | $1319345.33        | Agency Mortgage-Backed Securities   |
| GNMA          | 2054-01-20      | 7.5000%  | 0.0000% | $1865806.00        | $1337793.04        | Agency Mortgage-Backed Securities   |
| GNMA          | 2054-05-20      | 7.0000%  | 0.0000% | $985362.00         | $652137.53         | Agency Mortgage-Backed Securities   |
| GNMA          | 2064-07-20      | 2.5000%  | 0.0000% | $165244.00         | $135711.74         | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $1299572.00        | $1357711.91        | Agency Mortgage-Backed Securities   |
| GNMA          | 2054-11-20      | 7.0000%  | 0.0000% | $2778036.00        | $2496806.99        | Agency Mortgage-Backed Securities   |
| GNMA          | 2054-12-20      | 7.0000%  | 0.0000% | $1042696.00        | $1083492.14        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-01-20      | 5.5000%  | 0.0000% | $6111592.00        | $6167893.25        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $1213990.00        | $1265872.26        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-09-20      | 5.0000%  | 0.0000% | $2450896.00        | $2457373.40        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $2553452.00        | $2659869.27        | Agency Mortgage-Backed Securities   |
| GNMA          | 2065-06-20      | 4.0000%  | 0.0000% | $1221584.00        | $1151420.98        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $2236684.00        | $2338671.67        | Agency Mortgage-Backed Securities   |
| GNMA          | 2060-11-20      | 3.0000%  | 0.0000% | $188530.00         | $166664.23         | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $1275344.00        | $1332119.24        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-06-20      | 5.0000%  | 0.0000% | $1426338.00        | $1432202.64        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $6799480.00        | $7124900.16        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $1336998.00        | $1358343.29        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $2345692.00        | $2451458.00        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-10-20      | 5.5000%  | 0.0000% | $20199872.00       | $20606320.35       | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $3714490.00        | $3900517.33        | Agency Mortgage-Backed Securities   |
| GNMA          | 2065-08-20      | 5.5000%  | 0.0000% | $397347.00         | $401171.93         | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-09-20      | 4.5000%  | 0.0000% | $6496656.00        | $6425452.12        | Agency Mortgage-Backed Securities   |
| GNMA          | 2065-04-20      | 4.0000%  | 0.0000% | $223361.00         | $210505.54         | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $3200876.00        | $3364698.85        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-10-20      | 5.0000%  | 0.0000% | $4679488.00        | $4695303.11        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-08-20      | 5.5000%  | 0.0000% | $1417986.00        | $1427382.12        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-10-20      | 7.0000%  | 0.0000% | $2217616.00        | $2320019.59        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-09-20      | 5.5000%  | 0.0000% | $4868296.00        | $4961377.76        | Agency Mortgage-Backed Securities   |
| GNMA          | 2065-07-20      | 4.0000%  | 0.0000% | $78951.00          | $74571.96          | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-09-20      | 5.5000%  | 0.0000% | $4400100.00        | $4442867.09        | Agency Mortgage-Backed Securities   |
| GNMA          | 2062-03-20      | 3.0000%  | 0.0000% | $83466.00          | $73882.70          | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $1460052.00        | $1512190.46        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $2035024.00        | $2108946.25        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $4054888.00        | $4249067.13        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-10-20      | 5.0000%  | 0.0000% | $1756444.00        | $1762380.20        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $2032924.00        | $2101165.19        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-01-20      | 5.5000%  | 0.0000% | $33902336.00       | $31877966.68       | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-10-20      | 3.5000%  | 0.0000% | $40014400.00       | $36783103.83       | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-02-20      | 5.5000%  | 0.0000% | $789635.00         | $789802.03         | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1094612.00        | $1133799.84        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $1008682.00        | $1048330.26        | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $1156300.00        | $1195119.30        | Agency Mortgage-Backed Securities   |
| GNMA          | 2046-05-15      | 4.5000%  | 0.0000% | $87000.00          | $27005.94          | Agency Mortgage-Backed Securities   |
| GNMA          | 2047-01-15      | 4.0000%  | 0.0000% | $94571.00          | $11420.27          | Agency Mortgage-Backed Securities   |
| GNMA          | 2032-12-15      | 5.5000%  | 0.0000% | $1392440.00        | $20646.94          | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-04-15      | 6.0000%  | 0.0000% | $1909000.00        | $21076.39          | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-10-15      | 5.5000%  | 0.0000% | $150000.00         | $10342.45          | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-10-20      | 3.5000%  | 0.0000% | $113703.00         | $10324.37          | Agency Mortgage-Backed Securities   |
| GNMA          | 2046-02-20      | 3.0000%  | 0.0000% | $92446.00          | $11473.45          | Agency Mortgage-Backed Securities   |
| GNMA          | 2048-01-20      | 3.5000%  | 0.0000% | $10000000.00       | $2480558.49        | Agency Mortgage-Backed Securities   |
| GNMA          | 2048-04-15      | 5.0000%  | 0.0000% | $2218672.00        | $343438.49         | Agency Mortgage-Backed Securities   |
| GNMA          | 2051-02-20      | 2.5000%  | 0.0000% | $250000.00         | $129073.52         | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-11-15      | 5.0000%  | 0.0000% | $750000.00         | $565295.97         | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-06-15      | 3.0000%  | 0.0000% | $70345.00          | $20460.36          | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-11-15      | 6.0000%  | 0.0000% | $90000000.00       | $1552752.55        | Agency Mortgage-Backed Securities   |

### Security 111: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY ROYAL BANK OF CANADA 4.110000%
- **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: BNTB50V20
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 4.2900%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-02-12      | 0.0000%  | 0.0000% | $6700.00           | $6629.84           | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 3.8750%  | 0.0000% | $31039900.00       | $31620059.52       | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $43637900.00       | $43482375.23       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 3.7500%  | 0.0000% | $452024300.00      | $461468654.97      | U.S. Treasuries (including strips) |
| USTR          | 2028-06-15      | 3.8750%  | 0.0000% | $373337500.00      | $381422368.38      | U.S. Treasuries (including strips) |

### Security 112: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** TRI-PARTY CANADIAN IMPERIAL BAN 3.860000%
- **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: BNTBAT7N2
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 2.6200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **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          | 2045-08-01      | 3.5000%  | 0.0000% | $5085.00           | $816.45            | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-12-01      | 3.5000%  | 0.0000% | $1263100.00        | $381015.28         | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-10-01      | 2.5000%  | 0.0000% | $6471511.00        | $3894207.06        | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-02-01      | 3.0000%  | 0.0000% | $3195.00           | $2353.42           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 6.5000%  | 0.0000% | $9797064.00        | $8052232.69        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $1094.00           | $911.24            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 6.0000%  | 0.0000% | $1798932.00        | $1647809.40        | Agency Mortgage-Backed Securities  |
| FMAC          | 2032-07-01      | 4.2600%  | 0.0000% | $200482.00         | $199736.41         | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-06-01      | 2.5000%  | 0.0000% | $3595484.00        | $1654063.06        | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-07-01      | 2.0000%  | 0.0000% | $4007.00           | $1914.58           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 4.5000%  | 0.0000% | $2873144.00        | $2245426.17        | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1476.48           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 4.5000%  | 0.0000% | $3098.00           | $2371.75           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $1028.00           | $795.96            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1484.17           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $759.73            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 7.0000%  | 0.0000% | $4000.00           | $3003.94           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 7.0000%  | 0.0000% | $2000.00           | $1457.07           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $3330.00           | $2386.05           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $4041.00           | $3626.56           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 7.0000%  | 0.0000% | $4155.00           | $3068.61           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $3000.00           | $2854.08           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $3660169.00        | $3424314.40        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $961.10            | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-06-01      | 2.5000%  | 0.0000% | $1002.00           | $380.04            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 7.0000%  | 0.0000% | $1006480.00        | $771189.08         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 6.0000%  | 0.0000% | $20016551.00       | $16142620.18       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $3298619.00        | $2681711.61        | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-04-01      | 3.0200%  | 0.0000% | $2804.00           | $2659.34           | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $371624.00         | $56606.77          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $777.97            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $3000.00           | $2831.20           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $3999.00           | $3088.30           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $3000.00           | $3043.47           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $998.24            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $1699074.00        | $1630656.08        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1707706.00        | $1742952.34        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $848.77            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1731.12           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3149.54           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 4.5000%  | 0.0000% | $3074.00           | $2537.62           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $1558228.00        | $802132.03         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 6.5000%  | 0.0000% | $2000.00           | $2098.05           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.5000%  | 0.0000% | $1015259.00        | $1067075.23        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 7.0000%  | 0.0000% | $3000.00           | $3164.29           | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $2004.00           | $293.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2061-09-01      | 5.0000%  | 0.0000% | $4100.00           | $2654.30           | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-10-01      | 2.4300%  | 0.0000% | $7500000.00        | $6690160.83        | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-11-01      | 2.3300%  | 0.0000% | $4511408.00        | $3903090.56        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $3000.00           | $2339.15           | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-02-01      | 1.2900%  | 0.0000% | $997930.00         | $776971.50         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $4011.00           | $3720.63           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $23337295.00       | $22445813.33       | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $3000.00           | $2405.65           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 6.0000%  | 0.0000% | $1288156.00        | $1174189.83        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.0000%  | 0.0000% | $1154201.00        | $691521.45         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $767.00            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 5.5000%  | 0.0000% | $1015850.00        | $625109.74         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1551395.00        | $1496845.08        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $3000.00           | $2686.97           | Agency Mortgage-Backed Securities  |
| FNMA          | 2034-03-01      | 4.6300%  | 0.0000% | $3000.00           | $3020.95           | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-07-01      | 4.6650%  | 0.0000% | $8383377.00        | $8616766.03        | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-06-01      | 4.2450%  | 0.0000% | $2000.00           | $2008.59           | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-09-01      | 4.0300%  | 0.0000% | $4711304.00        | $4692220.08        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $4100.00           | $2334.80           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $374398.00         | $155435.24         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.5000%  | 0.0000% | $2991470.00        | $1830090.77        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1162.05           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 2.5000%  | 0.0000% | $2000.00           | $1333.65           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $597.37            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $3000.00           | $2116.27           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 4.0000%  | 0.0000% | $6360321.00        | $4497348.63        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.0000%  | 0.0000% | $489712.00         | $343456.53         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 6.5000%  | 0.0000% | $2019895.00        | $1552361.41        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $29818381.00       | $22998464.89       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $884.17            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-06-01      | 5.5000%  | 0.0000% | $18920804.00       | $19046330.74       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $3302.00           | $3370.09           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $489.37            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-06-01      | 3.5000%  | 0.0000% | $1272.00           | $388.49            | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-11-01      | 3.0000%  | 0.0000% | $1200.00           | $567.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $646731.00         | $399827.19         | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.0000%  | 0.0000% | $314250.00         | $191790.71         | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-07-01      | 6.5000%  | 0.0000% | $23591147.00       | $17673255.93       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $25710575.00       | $19453691.12       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $1100.00           | $886.84            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $12663465.00       | $9488134.53        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $539.18            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $5000.00           | $4792.56           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-12-01      | 4.5000%  | 0.0000% | $3000.00           | $2911.48           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-01-01      | 5.5000%  | 0.0000% | $2915594.00        | $2703300.98        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $266193.00         | $253266.14         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-03-01      | 5.5000%  | 0.0000% | $2774403.00        | $2586574.95        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2091.82           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 7.0000%  | 0.0000% | $1657594.00        | $1720563.00        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 5.5000%  | 0.0000% | $10468162.00       | $10368901.09       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $27075.00          | $27423.15          | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.0000%  | 0.0000% | $661977.00         | $690172.55         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 7.0000%  | 0.0000% | $7159.00           | $7563.90           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $2000.00           | $2079.05           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $5256911.00        | $5438606.24        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $11137066.00       | $10810578.81       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 6.5000%  | 0.0000% | $4192.00           | $3334.56           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-04-01      | 6.0000%  | 0.0000% | $20000000.00       | $18213161.87       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $944.69            | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-10-20      | 2.0000%  | 0.0000% | $3282092.00        | $1539133.53        | Agency Mortgage-Backed Securities  |
| GNMA          | 2072-10-20      | 6.9450%  | 0.0000% | $4000000.00        | $3637399.09        | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-07-20      | 3.0000%  | 0.0000% | $1002.00           | $333.56            | Agency Mortgage-Backed Securities  |
| GNMA          | 2041-06-20      | 5.0000%  | 0.0000% | $34401.00          | $18689.05          | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $1008.00           | $859.61            | Agency Mortgage-Backed Securities  |
| GNMA          | 2073-08-20      | 6.5570%  | 0.0000% | $1001.00           | $379.88            | Agency Mortgage-Backed Securities  |
| GNMA          | 2073-11-20      | 6.6000%  | 0.0000% | $102426.00         | $54490.85          | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-08-20      | 7.5000%  | 0.0000% | $23000.00          | $22765.15          | Agency Mortgage-Backed Securities  |
| GNMA          | 2064-08-20      | 7.0000%  | 0.0000% | $380148.00         | $163262.51         | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-07-20      | 7.5000%  | 0.0000% | $8000.00           | $8492.43           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-11-20      | 6.0000%  | 0.0000% | $1653764.00        | $1702752.07        | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $1924756.00        | $1986137.69        | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-10-20      | 7.5000%  | 0.0000% | $569656.00         | $586672.41         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $21000.00          | $21638.25          | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-11-20      | 6.5000%  | 0.0000% | $357000.00         | $255487.28         | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-07-20      | 6.0000%  | 0.0000% | $552756.00         | $574615.82         | Agency Mortgage-Backed Securities  |
| USTR          | 2026-11-15      | 0.0000%  | 0.0000% | $168700.00         | $162867.37         | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.0000%  | 0.0000% | $72100.00          | $59855.91          | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.1250%  | 0.0000% | $2211700.00        | $1831875.30        | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 3.3750%  | 0.0000% | $35700.00          | $30606.27          | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 3.1250%  | 0.0000% | $437500.00         | $356267.07         | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 2.5000%  | 0.0000% | $584000.00         | $425545.02         | U.S. Treasuries (including strips) |
| USTR          | 2047-08-15      | 2.7500%  | 0.0000% | $131300.00         | $96901.12          | U.S. Treasuries (including strips) |
| USTR          | 2047-11-15      | 2.7500%  | 0.0000% | $5299400.00        | $3937412.21        | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 3.3750%  | 0.0000% | $8000.00           | $6611.29           | U.S. Treasuries (including strips) |
| USTR          | 2049-05-15      | 2.8750%  | 0.0000% | $15334700.00       | $11499079.41       | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 1.3750%  | 0.0000% | $756300.00         | $387431.34         | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 1.3750%  | 0.0000% | $1173000.00        | $779259.72         | U.S. Treasuries (including strips) |
| USTR          | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $68.78             | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 2.0000%  | 0.0000% | $12274100.00       | $8801189.83        | U.S. Treasuries (including strips) |
| USTR          | 2042-02-15      | 2.3750%  | 0.0000% | $25100.00          | $18870.41          | U.S. Treasuries (including strips) |
| USTR          | 2052-08-15      | 3.0000%  | 0.0000% | $800.00            | $596.03            | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 3.6250%  | 0.0000% | $2982500.00        | $2511592.83        | U.S. Treasuries (including strips) |
| USTR          | 2043-02-15      | 3.8750%  | 0.0000% | $7814000.00        | $7210540.54        | U.S. Treasuries (including strips) |
| USTR          | 2053-05-15      | 3.6250%  | 0.0000% | $226300.00         | $192429.09         | U.S. Treasuries (including strips) |
| USTR          | 2043-08-15      | 4.3750%  | 0.0000% | $269000.00         | $263896.05         | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 4.5000%  | 0.0000% | $832900.00         | $828476.27         | U.S. Treasuries (including strips) |
| USTR          | 2054-05-15      | 4.6250%  | 0.0000% | $1486100.00        | $1505215.42        | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 4.6250%  | 0.0000% | $5600.00           | $5718.54           | U.S. Treasuries (including strips) |
| USTR          | 2044-11-15      | 4.6250%  | 0.0000% | $271500.00         | $276799.63         | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 4.7500%  | 0.0000% | $877700.00         | $898250.35         | U.S. Treasuries (including strips) |
| USTR          | 2055-05-15      | 4.7500%  | 0.0000% | $1499700.00        | $1551898.34        | U.S. Treasuries (including strips) |
| USTR          | 2055-08-15      | 4.7500%  | 0.0000% | $12400.00          | $12688.87          | U.S. Treasuries (including strips) |
| USTR          | 2027-07-15      | 0.3750%  | 0.0000% | $300.00            | $393.72            | U.S. Treasuries (including strips) |
| USTR          | 2029-07-15      | 0.2500%  | 0.0000% | $700.00            | $857.67            | U.S. Treasuries (including strips) |
| USTR          | 2030-08-15      | 0.6250%  | 0.0000% | $46025200.00       | $39906045.86       | U.S. Treasuries (including strips) |
| USTR          | 2030-11-15      | 0.8750%  | 0.0000% | $8561000.00        | $7487504.90        | U.S. Treasuries (including strips) |
| USTR          | 2031-02-15      | 1.1250%  | 0.0000% | $58900.00          | $51822.58          | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 0.7500%  | 0.0000% | $17040000.00       | $16784604.48       | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 1.2500%  | 0.0000% | $121500.00         | $115149.13         | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 1.2500%  | 0.0000% | $6309600.00        | $5962534.07        | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $93.50             | U.S. Treasuries (including strips) |
| USTR          | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $87.55             | U.S. Treasuries (including strips) |
| USTR          | 2029-03-31      | 2.3750%  | 0.0000% | $504000.00         | $484819.10         | U.S. Treasuries (including strips) |
| USTR          | 2027-04-15      | 0.1250%  | 0.0000% | $15400.00          | $17361.87          | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 2.8750%  | 0.0000% | $144900.00         | $141298.08         | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 3.2500%  | 0.0000% | $17372500.00       | $17324426.32       | U.S. Treasuries (including strips) |
| USTR          | 2029-08-31      | 3.1250%  | 0.0000% | $3548100.00        | $3499575.77        | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 3.8750%  | 0.0000% | $11173000.00       | $11402256.17       | U.S. Treasuries (including strips) |
| USTR          | 2029-12-31      | 3.8750%  | 0.0000% | $27306500.00       | $27866795.70       | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 3.8750%  | 0.0000% | $2249100.00        | $2291137.40        | U.S. Treasuries (including strips) |
| USTR          | 2033-02-15      | 3.5000%  | 0.0000% | $310700.00         | $304906.18         | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 3.5000%  | 0.0000% | $48200.00          | $48087.02          | U.S. Treasuries (including strips) |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $900.00            | $914.19            | U.S. Treasuries (including strips) |
| USTR          | 2033-07-15      | 1.3750%  | 0.0000% | $8700.00           | $9155.97           | U.S. Treasuries (including strips) |
| USTR          | 2034-01-15      | 1.7500%  | 0.0000% | $94300.00          | $100152.59         | U.S. Treasuries (including strips) |
| USTR          | 2034-02-15      | 4.0000%  | 0.0000% | $300.00            | $302.66            | U.S. Treasuries (including strips) |
| USTR          | 2027-03-15      | 4.2500%  | 0.0000% | $3186100.00        | $3228056.32        | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 2.1250%  | 0.0000% | $7925700.00        | $8534706.43        | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $1200.00           | $1255.64           | U.S. Treasuries (including strips) |
| USTR          | 2031-06-30      | 4.2500%  | 0.0000% | $100.00            | $103.80            | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 4.2500%  | 0.0000% | $200.00            | $206.97            | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 4.3750%  | 0.0000% | $4800.00           | $4873.23           | U.S. Treasuries (including strips) |
| USTR          | 2034-07-15      | 1.8750%  | 0.0000% | $62400.00          | $65614.29          | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $1993500.00        | $1986395.20        | U.S. Treasuries (including strips) |
| USTR          | 2031-09-30      | 3.6250%  | 0.0000% | $107400.00         | $106723.30         | U.S. Treasuries (including strips) |
| USTR          | 2029-10-31      | 4.1250%  | 0.0000% | $68300.00          | $69455.36          | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $100.00            | $103.45            | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 4.1250%  | 0.0000% | $100.00            | $102.91            | U.S. Treasuries (including strips) |
| USTR          | 2027-12-15      | 4.0000%  | 0.0000% | $1337700.00        | $1369046.28        | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 4.2500%  | 0.0000% | $34560700.00       | $35459237.63       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 4.1250%  | 0.0000% | $467100.00         | $474292.17         | U.S. Treasuries (including strips) |
| USTR          | 2032-01-31      | 4.3750%  | 0.0000% | $99600.00          | $103639.93         | U.S. Treasuries (including strips) |
| USTR          | 2035-01-15      | 2.1250%  | 0.0000% | $100.00            | $106.12            | U.S. Treasuries (including strips) |
| USTR          | 2032-03-31      | 4.1250%  | 0.0000% | $43700700.00       | $44533593.80       | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 3.8750%  | 0.0000% | $19404000.00       | $19525064.23       | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 3.7500%  | 0.0000% | $61800.00          | $62113.29          | U.S. Treasuries (including strips) |
| USTR          | 2030-04-15      | 1.6250%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $6427100.00        | $6637643.20        | U.S. Treasuries (including strips) |
| USTR          | 2035-05-15      | 4.2500%  | 0.0000% | $428100.00         | $442123.98         | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $3053700.00        | $3114077.06        | U.S. Treasuries (including strips) |
| USTR          | 2032-05-31      | 4.1250%  | 0.0000% | $1300.00           | $1341.87           | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $1106800.00        | $1122858.53        | U.S. Treasuries (including strips) |
| USTR          | 2035-08-15      | 4.2500%  | 0.0000% | $1200.00           | $1225.29           | U.S. Treasuries (including strips) |
| USTR          | 2028-09-15      | 3.3750%  | 0.0000% | $420200.00         | $419411.57         | U.S. Treasuries (including strips) |
| USTR          | 2029-05-15      | 0.0000%  | 0.0000% | $182802.73         | $160371.74         | U.S. Treasuries (including strips) |

### Security 113: FIXED INCOME CLEARING CORP-JP MORGAN

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 4.150000%
- **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: BNTBAZ4D3
- **C.18 - Value (incl. sponsor support):** $2225000000.00
- **C.18.a - Value (excl. sponsor support):** $2225000000.00
- **C.19 - Percentage of Net Assets:** 10.6100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2034-01-01      | 5.5000%  | 0.0000% | $12328840.00       | $80810.30          | Agency Mortgage-Backed Securities |
| FMAC          | 2035-02-01      | 5.5000%  | 0.0000% | $3005892.00        | $52709.18          | Agency Mortgage-Backed Securities |
| FMAC          | 2043-09-01      | 5.0000%  | 0.0000% | $1781232.00        | $119245.93         | Agency Mortgage-Backed Securities |
| FMAC          | 2031-06-01      | 7.0000%  | 0.0000% | $17997824.00       | $15238.91          | Agency Mortgage-Backed Securities |
| FMAC          | 2038-10-01      | 7.0000%  | 0.0000% | $1600000.00        | $6701.05           | Agency Mortgage-Backed Securities |
| FMAC          | 2047-02-01      | 3.0000%  | 0.0000% | $416000.00         | $87159.15          | Agency Mortgage-Backed Securities |
| FMAC          | 2033-01-01      | 4.0000%  | 0.0000% | $58785.00          | $14417.13          | Agency Mortgage-Backed Securities |
| FMAC          | 2036-12-01      | 2.5000%  | 0.0000% | $515000.00         | $276444.80         | Agency Mortgage-Backed Securities |
| FMAC          | 2037-11-01      | 2.5000%  | 0.0000% | $134132.00         | $103950.48         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-03-01      | 4.0000%  | 0.0000% | $847000.00         | $261617.66         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $617440.00         | $568777.74         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 6.5000%  | 0.0000% | $8795300.00        | $8493048.10        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 6.5000%  | 0.0000% | $48383744.00       | $40392879.56       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-03-01      | 4.5000%  | 0.0000% | $337250.00         | $279513.24         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.5000%  | 0.0000% | $2829312.00        | $2243438.91        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.5000%  | 0.0000% | $4738592.00        | $3532156.88        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $1323934.00        | $797352.56         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 5.0000%  | 0.0000% | $1766080.00        | $1069949.35        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 6.5000%  | 0.0000% | $16541.00          | $14131.13          | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 5.5000%  | 0.0000% | $1154640.00        | $949017.56         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-09-01      | 6.5000%  | 0.0000% | $534927.00         | $284504.83         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 7.0000%  | 0.0000% | $2774124.00        | $1870857.41        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $1268920.00        | $895748.60         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-12-01      | 4.0000%  | 0.0000% | $1504330.00        | $1000275.69        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 7.0000%  | 0.0000% | $2214024.00        | $2009252.27        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 5.5000%  | 0.0000% | $2391136.00        | $2398452.43        | Agency Mortgage-Backed Securities |
| FMAC          | 2036-06-01      | 2.0000%  | 0.0000% | $600000.00         | $286631.31         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 6.0000%  | 0.0000% | $5141208.00        | $5240860.03        | Agency Mortgage-Backed Securities |
| FMAC          | 2050-06-01      | 3.0000%  | 0.0000% | $300000.00         | $128394.24         | Agency Mortgage-Backed Securities |
| FMAC          | 2035-08-01      | 2.5000%  | 0.0000% | $500000.00         | $161040.72         | Agency Mortgage-Backed Securities |
| FMAC          | 2049-09-01      | 3.5000%  | 0.0000% | $2232084.00        | $154677.57         | Agency Mortgage-Backed Securities |
| FMAC          | 2050-05-01      | 3.5000%  | 0.0000% | $3712440.00        | $374925.96         | Agency Mortgage-Backed Securities |
| FMAC          | 2040-06-01      | 5.5000%  | 0.0000% | $2503964.00        | $2119088.32        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-05-01      | 5.0000%  | 0.0000% | $2392600.00        | $2392840.85        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-08-01      | 5.0000%  | 0.0000% | $5185216.00        | $5215924.36        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-08-01      | 6.0000%  | 0.0000% | $1069008.00        | $1106924.54        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-09-01      | 5.0000%  | 0.0000% | $2938360.00        | $2886437.73        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-01-01      | 6.5000%  | 0.0000% | $1698328.00        | $1674151.81        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 6.5000%  | 0.0000% | $1315738.00        | $1390248.53        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 4.5000%  | 0.0000% | $1092432.00        | $1064301.31        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.5000%  | 0.0000% | $1225076.00        | $1283327.21        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $1392212.00        | $1432663.78        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 5.0000%  | 0.0000% | $1973242.00        | $1973202.79        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 6.5000%  | 0.0000% | $1050338.00        | $1110811.92        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $2061228.00        | $2153518.49        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $4986224.00        | $4370206.94        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $1719396.00        | $1809175.25        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $22240896.00       | $22844190.46       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $14110032.00       | $14368518.38       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 6.0000%  | 0.0000% | $12839008.00       | $13330100.06       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 5.5000%  | 0.0000% | $17044544.00       | $16586459.61       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $35242112.00       | $35817954.69       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 4.0000%  | 0.0000% | $16049280.00       | $15430585.60       | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 3.5000%  | 0.0000% | $142295.00         | $123211.05         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-07-01      | 5.0000%  | 0.0000% | $32579072.00       | $31956174.67       | Agency Mortgage-Backed Securities |
| GNMA          | 2042-08-15      | 3.0000%  | 0.0000% | $408080.00         | $57954.76          | Agency Mortgage-Backed Securities |
| GNMA          | 2027-09-15      | 3.0000%  | 0.0000% | $3000000.00        | $67092.66          | Agency Mortgage-Backed Securities |
| GNMA          | 2042-12-20      | 3.5000%  | 0.0000% | $2000000.00        | $179628.40         | Agency Mortgage-Backed Securities |
| GNMA          | 2029-11-20      | 3.0000%  | 0.0000% | $125000.00         | $5155.26           | Agency Mortgage-Backed Securities |
| GNMA          | 2045-01-20      | 2.5000%  | 0.0000% | $282800.00         | $35111.17          | Agency Mortgage-Backed Securities |
| GNMA          | 2031-11-20      | 2.5000%  | 0.0000% | $1150000.00        | $126120.77         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-01-20      | 3.5000%  | 0.0000% | $571908.00         | $25678.65          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-02-20      | 2.5000%  | 0.0000% | $355000.00         | $77495.57          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-09-20      | 5.5000%  | 0.0000% | $518136.00         | $46938.96          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-09-20      | 3.0000%  | 0.0000% | $1151644.00        | $72882.45          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-02-20      | 3.5000%  | 0.0000% | $405863.00         | $155117.77         | Agency Mortgage-Backed Securities |
| GNMA          | 2044-11-20      | 5.5000%  | 0.0000% | $3014130.00        | $583763.81         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-01-20      | 5.0000%  | 0.0000% | $900000.00         | $129477.18         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-03-20      | 2.5000%  | 0.0000% | $300000.00         | $26574.91          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-04-20      | 4.0000%  | 0.0000% | $1329770.00        | $248902.40         | Agency Mortgage-Backed Securities |
| GNMA          | 2035-07-20      | 2.5000%  | 0.0000% | $400000.00         | $101795.06         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-07-20      | 2.5000%  | 0.0000% | $4775000.00        | $1355243.73        | Agency Mortgage-Backed Securities |
| GNMA          | 2035-07-20      | 5.0000%  | 0.0000% | $201158.00         | $74849.14          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-10-20      | 4.0000%  | 0.0000% | $1000000.00        | $120581.92         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-11-20      | 2.0000%  | 0.0000% | $1225000.00        | $623422.21         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-11-20      | 2.0000%  | 0.0000% | $389460000.00      | $187299419.75      | Agency Mortgage-Backed Securities |
| GNMA          | 2051-03-20      | 3.5000%  | 0.0000% | $1384486.00        | $408584.22         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-06-20      | 3.0000%  | 0.0000% | $18496740.00       | $14282465.05       | Agency Mortgage-Backed Securities |
| GNMA          | 2037-09-20      | 5.0000%  | 0.0000% | $294990.00         | $196000.50         | Agency Mortgage-Backed Securities |
| GNMA          | 2029-09-20      | 8.5000%  | 0.0000% | $26726.00          | $16159.22          | Agency Mortgage-Backed Securities |
| GNMA          | 2036-10-20      | 6.5000%  | 0.0000% | $36495.00          | $24554.36          | Agency Mortgage-Backed Securities |
| GNMA          | 2033-01-20      | 3.5000%  | 0.0000% | $70172.00          | $46603.54          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-04-20      | 4.5000%  | 0.0000% | $18478624.00       | $15284235.74       | Agency Mortgage-Backed Securities |
| GNMA          | 2053-02-20      | 7.0000%  | 0.0000% | $56000.00          | $21297.12          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-10-20      | 6.5000%  | 0.0000% | $41934.00          | $19463.39          | Agency Mortgage-Backed Securities |
| GNMA          | 2039-01-20      | 6.5000%  | 0.0000% | $330943.00         | $210366.31         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 4.5000%  | 0.0000% | $28841248.00       | $27011187.03       | Agency Mortgage-Backed Securities |
| GNMA          | 2046-11-20      | 2.5000%  | 0.0000% | $1667728.00        | $876318.37         | Agency Mortgage-Backed Securities |
| GNMA          | 2047-04-20      | 3.5000%  | 0.0000% | $350000.00         | $253896.26         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-06-20      | 2.5000%  | 0.0000% | $1723520.00        | $1137509.81        | Agency Mortgage-Backed Securities |
| GNMA          | 2048-04-20      | 3.5000%  | 0.0000% | $200000.00         | $115792.19         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-07-20      | 3.5000%  | 0.0000% | $375000.00         | $206507.20         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-04-15      | 3.0000%  | 0.0000% | $127811.00         | $72543.17          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-02-15      | 3.5000%  | 0.0000% | $1338664.00        | $208132.16         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-09-20      | 3.0000%  | 0.0000% | $148000.00         | $85235.16          | Agency Mortgage-Backed Securities |
| GNMA          | 2038-11-20      | 6.5000%  | 0.0000% | $1251672.00        | $642235.29         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-02-20      | 3.0000%  | 0.0000% | $86616.00          | $60867.62          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-04-20      | 3.0000%  | 0.0000% | $74989.00          | $54010.95          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 3.0000%  | 0.0000% | $1100066.00        | $909910.33         | Agency Mortgage-Backed Securities |
| GNMA          | 2036-07-20      | 2.0000%  | 0.0000% | $450000.00         | $289298.04         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-02-20      | 2.0000%  | 0.0000% | $1023998.00        | $586909.76         | Agency Mortgage-Backed Securities |
| GNMA          | 2039-12-20      | 5.0000%  | 0.0000% | $1118724.00        | $702488.30         | Agency Mortgage-Backed Securities |
| GNMA          | 2044-12-20      | 2.5000%  | 0.0000% | $1147576.00        | $464661.67         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-11-20      | 2.5000%  | 0.0000% | $9930000.00        | $7865281.35        | Agency Mortgage-Backed Securities |
| GNMA          | 2043-06-15      | 2.5000%  | 0.0000% | $31456.00          | $5108.73           | Agency Mortgage-Backed Securities |
| GNMA          | 2043-09-20      | 3.5000%  | 0.0000% | $3409350.00        | $425753.86         | Agency Mortgage-Backed Securities |
| GNMA          | 2045-05-20      | 3.5000%  | 0.0000% | $299388.00         | $48616.09          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-11-20      | 5.0000%  | 0.0000% | $1913814.00        | $1718270.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2038-12-20      | 6.0000%  | 0.0000% | $1520104.00        | $510554.70         | Agency Mortgage-Backed Securities |
| GNMA          | 2044-12-20      | 4.5000%  | 0.0000% | $1117018.00        | $737436.83         | Agency Mortgage-Backed Securities |
| GNMA          | 2063-06-20      | 6.0000%  | 0.0000% | $12531648.00       | $6781882.93        | Agency Mortgage-Backed Securities |
| GNMA          | 2063-08-20      | 6.0000%  | 0.0000% | $1124672.00        | $277827.23         | Agency Mortgage-Backed Securities |
| GNMA          | 2064-01-20      | 7.5000%  | 0.0000% | $2695836.00        | $1073908.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-01-20      | 7.5000%  | 0.0000% | $150913.00         | $155198.40         | Agency Mortgage-Backed Securities |
| GNMA          | 2063-12-20      | 7.5000%  | 0.0000% | $846020.00         | $629729.80         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-02-20      | 7.5000%  | 0.0000% | $27993248.00       | $21216994.62       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 6.5000%  | 0.0000% | $1783220.00        | $1764508.03        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 6.5000%  | 0.0000% | $1277192.00        | $1076276.98        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-05-20      | 5.0000%  | 0.0000% | $1068958.00        | $958509.31         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-07-20      | 6.5000%  | 0.0000% | $2318600.00        | $827047.59         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 7.0000%  | 0.0000% | $1017336.00        | $867394.47         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-01-20      | 6.5000%  | 0.0000% | $1555044.00        | $1603736.83        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 6.5000%  | 0.0000% | $1068464.00        | $1104098.35        | Agency Mortgage-Backed Securities |
| GNMA          | 2064-10-20      | 6.5000%  | 0.0000% | $4526290.00        | $3102313.14        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.0000%  | 0.0000% | $1325750.00        | $1367769.51        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 7.0000%  | 0.0000% | $1146494.00        | $1212836.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 5.5000%  | 0.0000% | $537536.00         | $541260.51         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1316176.00        | $1376794.56        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 5.5000%  | 0.0000% | $159074.00         | $159836.00         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 7.0000%  | 0.0000% | $1750742.00        | $1820888.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $842712.00         | $823223.84         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $1187034.00        | $1206151.80        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $15186752.00       | $15885022.20       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.5000%  | 0.0000% | $1300482.00        | $1330388.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-03-20      | 6.0000%  | 0.0000% | $1016842.00        | $1036410.13        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 6.5000%  | 0.0000% | $1006618.00        | $1039380.10        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $927263.00         | $930433.01         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 6.5000%  | 0.0000% | $5749264.00        | $5934483.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $334027.00         | $333711.07         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $2081884.00        | $2034462.04        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-06-20      | 6.0000%  | 0.0000% | $3197128.00        | $3258577.37        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.0000%  | 0.0000% | $1565224.00        | $1573246.37        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $3804244.00        | $3979781.78        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $5654088.00        | $5906850.87        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1410652.00        | $1476124.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $1151304.00        | $1204059.85        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-07-20      | 4.0000%  | 0.0000% | $1024830.00        | $965603.54         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-07-20      | 5.0000%  | 0.0000% | $332375.00         | $330736.46         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 5.0000%  | 0.0000% | $1242422.00        | $1250299.00        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-06-20      | 4.0000%  | 0.0000% | $478467.00         | $451291.24         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.0000%  | 0.0000% | $5050584.00        | $5088331.57        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $1143490.00        | $1194775.50        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-09-20      | 6.5000%  | 0.0000% | $1025618.00        | $1060583.17        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.5000%  | 0.0000% | $8361776.00        | $8518124.21        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 3.5000%  | 0.0000% | $1043364.00        | $949236.93         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-09-20      | 6.5000%  | 0.0000% | $9786800.00        | $10120005.16       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 5.0000%  | 0.0000% | $1690828.00        | $1697674.60        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-09-20      | 4.5000%  | 0.0000% | $231908.00         | $225976.30         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-06-20      | 4.0000%  | 0.0000% | $720388.00         | $679983.55         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-07-20      | 3.5000%  | 0.0000% | $605430.00         | $546271.67         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-07-20      | 5.0000%  | 0.0000% | $388598.00         | $387168.18         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-08-20      | 3.5000%  | 0.0000% | $777889.00         | $701904.66         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $1453242.00        | $1528655.80        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-09-20      | 6.0000%  | 0.0000% | $903573.00         | $922153.43         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1674454.00        | $1769295.31        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 5.5000%  | 0.0000% | $13702096.00       | $14066247.47       | Agency Mortgage-Backed Securities |
| GNMA          | 2065-08-20      | 4.5000%  | 0.0000% | $278160.00         | $271044.39         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-07-20      | 5.5000%  | 0.0000% | $145442.00         | $146751.39         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-09-20      | 6.0000%  | 0.0000% | $943921.00         | $963369.38         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $45036480.00       | $46548354.63       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 7.0000%  | 0.0000% | $1784806.00        | $1869997.13        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-08-20      | 6.5000%  | 0.0000% | $1845972.00        | $1908899.75        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $3830960.00        | $3910177.98        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-09-20      | 6.5000%  | 0.0000% | $1123320.00        | $1175678.58        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $4241864.00        | $4453287.06        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.5000%  | 0.0000% | $1796216.00        | $1884425.77        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 4.5000%  | 0.0000% | $2922556.00        | $2843506.70        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 5.5000%  | 0.0000% | $2899080.00        | $2600994.70        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 4.5000%  | 0.0000% | $172815104.00      | $165325273.97      | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 4.0000%  | 0.0000% | $2249232.00        | $2097979.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 4.5000%  | 0.0000% | $300617728.00      | $289767274.15      | Agency Mortgage-Backed Securities |
| GNMA          | 2040-03-20      | 6.0000%  | 0.0000% | $8678064.00        | $8284156.82        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 5.0000%  | 0.0000% | $40839616.00       | $40417148.98       | Agency Mortgage-Backed Securities |
| GNMA          | 2053-08-20      | 6.5000%  | 0.0000% | $999000.00         | $1018969.03        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 5.5000%  | 0.0000% | $1022952448.00     | $1030251975.43     | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.0000%  | 0.0000% | $1208954.00        | $1224831.12        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $1991832.00        | $2109632.32        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 5.0000%  | 0.0000% | $5134832.00        | $4768847.19        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 5.0000%  | 0.0000% | $1341624.00        | $1354831.84        | Agency Mortgage-Backed Securities |
| GNMA          | 2046-04-15      | 4.0000%  | 0.0000% | $909018.00         | $86873.24          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-11-20      | 3.5000%  | 0.0000% | $10000000.00       | $1898756.74        | Agency Mortgage-Backed Securities |
| GNMA          | 2047-05-15      | 5.0000%  | 0.0000% | $66065.00          | $9279.23           | Agency Mortgage-Backed Securities |
| GNMA          | 2031-06-15      | 6.5000%  | 0.0000% | $322723.00         | $7571.49           | Agency Mortgage-Backed Securities |
| GNMA          | 2030-12-15      | 6.5000%  | 0.0000% | $10361433.00       | $22917.79          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-08-15      | 4.5000%  | 0.0000% | $56000.00          | $7146.67           | Agency Mortgage-Backed Securities |
| GNMA          | 2042-09-15      | 3.0000%  | 0.0000% | $300000.00         | $35461.20          | Agency Mortgage-Backed Securities |
| GNMA          | 2040-03-15      | 5.5000%  | 0.0000% | $993000.00         | $130645.79         | Agency Mortgage-Backed Securities |
| GNMA          | 2030-07-20      | 2.5000%  | 0.0000% | $40000.00          | $7536.20           | Agency Mortgage-Backed Securities |
| GNMA          | 2034-05-20      | 3.0000%  | 0.0000% | $700000.00         | $126372.62         | Agency Mortgage-Backed Securities |
| GNMA          | 2037-12-20      | 2.5000%  | 0.0000% | $50000.00          | $29567.71          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-01-20      | 2.5000%  | 0.0000% | $378613.00         | $248090.34         | Agency Mortgage-Backed Securities |
| GNMA          | 2039-08-15      | 5.5000%  | 0.0000% | $100000000.00      | $2101276.43        | Agency Mortgage-Backed Securities |

### Security 114: FIXED INCOME CLEARING CORP-BANK OF NEW YORK MELLON

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARING-BANK OF NEW YORK MELLON 4.130000%
- **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: BNTBAZ4T8
- **C.18 - Value (incl. sponsor support):** $475000000.00
- **C.18.a - Value (excl. sponsor support):** $475000000.00
- **C.19 - Percentage of Net Assets:** 2.2700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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          | 2029-12-31      | 3.8750%  | 0.0000% | $83044300.00       | $84715381.05       | U.S. Treasuries (including strips) |
| USTR          | 2028-02-15      | 4.2500%  | 0.0000% | $390902300.00      | $399784641.25      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-BARCLAYS BANK PLC 4.180000%
- **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: BNTBAZ4V3
- **C.18 - Value (incl. sponsor support):** $2700000000.00
- **C.18.a - Value (excl. sponsor support):** $2700000000.00
- **C.19 - Percentage of Net Assets:** 12.8800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2025-11-28      | 0.0000%  | 0.0000% | $12998100.00       | $12963239.10       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-09      | 0.0000%  | 0.0000% | $500.00            | $487.73            | U.S. Treasuries (including strips) |
| USTR          | 2025-11-30      | 2.8750%  | 0.0000% | $16939000.00       | $17127064.28       | U.S. Treasuries (including strips) |
| USTR          | 2029-05-15      | 2.3750%  | 0.0000% | $30824100.00       | $29877181.47       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 2.0000%  | 0.0000% | $358364000.00      | $355366565.59      | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 0.5000%  | 0.0000% | $223001000.00      | $212260200.46      | U.S. Treasuries (including strips) |
| USTR          | 2028-03-31      | 1.2500%  | 0.0000% | $14772000.00       | $13993139.81       | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 1.1250%  | 0.0000% | $36778000.00       | $34418202.83       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 1.1250%  | 0.0000% | $20958000.00       | $20425645.84       | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $94.75             | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 2.7500%  | 0.0000% | $400.00            | $396.89            | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 3.8750%  | 0.0000% | $25000000.00       | $25598244.26       | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 3.8750%  | 0.0000% | $183887000.00      | $187323988.94      | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 4.0000%  | 0.0000% | $10596100.00       | $10835444.71       | U.S. Treasuries (including strips) |
| USTR          | 2028-09-30      | 4.6250%  | 0.0000% | $100031000.00      | $103227277.90      | U.S. Treasuries (including strips) |
| USTR          | 2026-01-31      | 4.2500%  | 0.0000% | $121030000.00      | $122414946.29      | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 4.6250%  | 0.0000% | $162956400.00      | $168181271.05      | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 4.3750%  | 0.0000% | $49999600.00       | $50762368.89       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-15      | 3.8750%  | 0.0000% | $80323000.00       | $80865364.73       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 3.9705%  | 0.0000% | $50996800.00       | $51002256.66       | U.S. Treasuries (including strips) |
| USTR          | 2031-10-31      | 4.1250%  | 0.0000% | $18690100.00       | $18999664.13       | U.S. Treasuries (including strips) |
| USTR          | 2031-11-30      | 4.1250%  | 0.0000% | $267002000.00      | $275938784.54      | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 4.1250%  | 0.0000% | $200.00            | $206.86            | U.S. Treasuries (including strips) |
| USTR          | 2031-12-31      | 4.5000%  | 0.0000% | $50000000.00       | $52580588.04       | U.S. Treasuries (including strips) |
| USTR          | 2026-12-31      | 4.2500%  | 0.0000% | $150000000.00      | $153031674.46      | U.S. Treasuries (including strips) |
| USTR          | 2032-03-31      | 4.1250%  | 0.0000% | $96779000.00       | $98623515.74       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $104591200.00      | $106659153.20      | U.S. Treasuries (including strips) |
| USTR          | 2032-07-31      | 4.0000%  | 0.0000% | $203921000.00      | $207397445.21      | U.S. Treasuries (including strips) |
| USTR          | 2028-09-15      | 3.3750%  | 0.0000% | $344772500.00      | $344125594.41      | U.S. Treasuries (including strips) |

### Security 116: BANK OF AMERICA NA

- **C.1 - Title:** TRI-PARTY BANK OF AMERICA 4.150000%
- **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: BNTBAZ4Y7
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2047-02-01      | 3.0000%  | 0.0000% | $201406182.00      | $43865648.13       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-08-01      | 3.0000%  | 0.0000% | $199972899.00      | $44493046.50       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-09-01      | 3.0000%  | 0.0000% | $312707486.00      | $44470252.22       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $173566837.00      | $44532632.86       | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $111908320.00      | $29189065.91       | Agency Mortgage-Backed Securities |
| FNMA          | 2047-01-01      | 3.5000%  | 0.0000% | $104893653.00      | $14594859.25       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-08-01      | 2.0000%  | 0.0000% | $86567759.00       | $44776071.34       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 1.5000%  | 0.0000% | $80270832.00       | $43078423.84       | Agency Mortgage-Backed Securities |

### Security 117: FIXED INCOME CLEARING CORP-JP MORGAN

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 4.140000%
- **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: BNTBAZ518
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 4.7700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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          | 2029-03-31      | 2.3750%  | 0.0000% | $89393500.00       | $85991421.61       | U.S. Treasuries (including strips) |
| USTR          | 2026-06-15      | 4.1250%  | 0.0000% | $100.00            | $101.78            | U.S. Treasuries (including strips) |
| USTR          | 2025-11-30      | 4.8750%  | 0.0000% | $66046100.00       | $67430895.08       | U.S. Treasuries (including strips) |
| USTR          | 2029-05-31      | 4.5000%  | 0.0000% | $510800.00         | $534940.65         | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 4.6250%  | 0.0000% | $38129900.00       | $38920011.00       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 3.9475%  | 0.0000% | $100.00            | $99.99             | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.8750%  | 0.0000% | $820849600.00      | $827122532.64      | U.S. Treasuries (including strips) |

### Security 118: NATWEST MARKETS SECURITIES INC

- **C.1 - Title:** TRI-PARTY NATWEST MARKETS SECURI 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: ZE2ZWJ5BTIQJ8M0C6K34, C.5 - Other ID: BNTBAZ583
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.8600%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB          | 2027-03-12      | 3.0000%  | 0.0000% | $250000.00         | $248875.83         | Agency Debentures and Agency Strips |
| FHLB          | 2025-11-07      | 2.6750%  | 0.0000% | $500000.00         | $506385.08         | Agency Debentures and Agency Strips |
| FHLB          | 2027-06-09      | 3.0400%  | 0.0000% | $85000.00          | $85249.56          | Agency Debentures and Agency Strips |
| FHLB          | 2025-12-04      | 2.6000%  | 0.0000% | $50000.00          | $50474.98          | Agency Debentures and Agency Strips |
| FHLB          | 2026-12-11      | 2.1250%  | 0.0000% | $540000.00         | $536979.18         | Agency Debentures and Agency Strips |
| FHLB          | 2026-12-11      | 2.7500%  | 0.0000% | $445000.00         | $445404.70         | Agency Debentures and Agency Strips |
| FHLB          | 2027-09-10      | 2.6250%  | 0.0000% | $200000.00         | $197372.35         | Agency Debentures and Agency Strips |
| FHLB          | 2027-06-11      | 3.1250%  | 0.0000% | $170000.00         | $170536.14         | Agency Debentures and Agency Strips |
| FHLB          | 2028-11-16      | 3.2500%  | 0.0000% | $3470000.00        | $3483827.37        | Agency Debentures and Agency Strips |
| FHLB          | 2039-06-10      | 3.2500%  | 0.0000% | $250000.00         | $215587.04         | Agency Debentures and Agency Strips |
| FHLB          | 2026-12-04      | 2.3000%  | 0.0000% | $150000.00         | $149168.95         | Agency Debentures and Agency Strips |
| FHLB          | 2028-12-08      | 2.0000%  | 0.0000% | $90000.00          | $86377.00          | Agency Debentures and Agency Strips |
| FHLB          | 2027-09-10      | 0.6250%  | 0.0000% | $95000.00          | $89990.49          | Agency Debentures and Agency Strips |
| FHLB          | 2027-06-11      | 1.0000%  | 0.0000% | $150000.00         | $144512.08         | Agency Debentures and Agency Strips |
| FHLB          | 2028-09-08      | 1.0000%  | 0.0000% | $85000.00          | $79172.42          | Agency Debentures and Agency Strips |
| FHLB          | 2032-03-12      | 2.0000%  | 0.0000% | $40000.00          | $35684.29          | Agency Debentures and Agency Strips |
| FHLB          | 2027-12-10      | 4.2500%  | 0.0000% | $25000.00          | $25728.95          | Agency Debentures and Agency Strips |
| FHLB          | 2032-12-10      | 4.7500%  | 0.0000% | $65000.00          | $69149.54          | Agency Debentures and Agency Strips |
| FHLB          | 2028-06-30      | 4.0000%  | 0.0000% | $325000.00         | $333053.61         | Agency Debentures and Agency Strips |
| FHLB          | 2027-12-10      | 4.7500%  | 0.0000% | $600000.00         | $624074.50         | Agency Debentures and Agency Strips |
| FHLB          | 2026-11-17      | 4.6250%  | 0.0000% | $905000.00         | $931984.79         | Agency Debentures and Agency Strips |
| FHLB          | 2027-01-15      | 4.1250%  | 0.0000% | $85000.00          | $86445.75          | Agency Debentures and Agency Strips |
| FHLB          | 2027-04-09      | 4.7500%  | 0.0000% | $600000.00         | $611246.27         | Agency Debentures and Agency Strips |
| FHLB          | 2026-09-04      | 3.6250%  | 0.0000% | $725000.00         | $728336.15         | Agency Debentures and Agency Strips |
| FHLB          | 2026-10-09      | 4.0000%  | 0.0000% | $285000.00         | $286341.34         | Agency Debentures and Agency Strips |
| FHLB          | 2035-03-09      | 4.6250%  | 0.0000% | $355000.00         | $367399.28         | Agency Debentures and Agency Strips |
| FHLB          | 2027-03-10      | 4.0000%  | 0.0000% | $480000.00         | $484571.36         | Agency Debentures and Agency Strips |
| FHLB          | 2027-06-04      | 3.8750%  | 0.0000% | $2155000.00        | $2195458.33        | Agency Debentures and Agency Strips |
| FHLB          | 2027-09-09      | 3.5000%  | 0.0000% | $505000.00         | $506017.63         | Agency Debentures and Agency Strips |
| FHLB          | 2027-10-04      | 3.5000%  | 0.0000% | $7150000.00        | $7140375.31        | Agency Debentures and Agency Strips |
| FHLB          | 2027-12-10      | 2.5000%  | 0.0000% | $100000.00         | $98784.67          | Agency Debentures and Agency Strips |
| FHLB          | 2028-08-21      | 6.0700%  | 0.0000% | $75000.00          | $80663.91          | Agency Debentures and Agency Strips |
| FHLB          | 2036-03-14      | 5.1250%  | 0.0000% | $290000.00         | $309747.54         | Agency Debentures and Agency Strips |
| FHLB          | 2036-03-14      | 5.6250%  | 0.0000% | $5390000.00        | $6002216.41        | Agency Debentures and Agency Strips |
| FHLB          | 2026-06-12      | 5.7500%  | 0.0000% | $115000.00         | $118805.05         | Agency Debentures and Agency Strips |
| FHLB          | 2036-07-15      | 5.5000%  | 0.0000% | $12940000.00       | $14464544.79       | Agency Debentures and Agency Strips |
| FMAC          | 2029-09-15      | 6.7500%  | 0.0000% | $2000.00           | $2238.75           | Agency Debentures and Agency Strips |
| FMAC          | 2031-03-15      | 6.7500%  | 0.0000% | $12823000.00       | $14782097.94       | Agency Debentures and Agency Strips |
| FMAC          | 2031-03-15      | 0.0000%  | 0.0000% | $23847000.00       | $19360020.02       | Agency Debentures and Agency Strips |
| FMAC          | 2032-07-15      | 6.2500%  | 0.0000% | $14743000.00       | $17022235.03       | Agency Debentures and Agency Strips |
| FMAC          | 2032-07-15      | 0.0000%  | 0.0000% | $154000.00         | $117123.47         | Agency Debentures and Agency Strips |
| FNMA          | 2030-05-15      | 0.0000%  | 0.0000% | $12031000.00       | $10097245.34       | Agency Debentures and Agency Strips |
| FNMA          | 2030-11-15      | 0.0000%  | 0.0000% | $750000.00         | $616808.25         | Agency Debentures and Agency Strips |
| FNMA          | 2029-05-15      | 6.2500%  | 0.0000% | $1000000.00        | $1114434.44        | Agency Debentures and Agency Strips |
| FNMA          | 2030-01-15      | 7.1250%  | 0.0000% | $111616000.00      | $128576962.73      | Agency Debentures and Agency Strips |
| FNMA          | 2030-05-15      | 7.2500%  | 0.0000% | $132000.00         | $155853.92         | Agency Debentures and Agency Strips |
| FNMA          | 2030-11-15      | 6.6250%  | 0.0000% | $13590000.00       | $15784236.11       | Agency Debentures and Agency Strips |
| FNMA          | 2030-08-05      | 0.8750%  | 0.0000% | $446000.00         | $392324.02         | Agency Debentures and Agency Strips |
| FNMA          | 2027-10-08      | 0.7500%  | 0.0000% | $9319000.00        | $8827042.22        | Agency Debentures and Agency Strips |
| FNMA          | 2037-07-15      | 5.6250%  | 0.0000% | $9209000.00        | $10366741.66       | Agency Debentures and Agency Strips |
| USTR          | 2027-12-31      | 0.6250%  | 0.0000% | $57463500.00       | $54061717.95       | U.S. Treasuries (including strips)  |
| USTR          | 2027-02-28      | 1.8750%  | 0.0000% | $26472100.00       | $25943227.95       | U.S. Treasuries (including strips)  |
| USTR          | 2028-05-31      | 3.6250%  | 0.0000% | $52894000.00       | $53727804.54       | U.S. Treasuries (including strips)  |
| USTR          | 2028-11-30      | 4.3750%  | 0.0000% | $50960000.00       | $53006295.46       | U.S. Treasuries (including strips)  |
| USTR          | 2032-01-31      | 4.3750%  | 0.0000% | $50604300.00       | $52656886.31       | U.S. Treasuries (including strips)  |
| USTR          | 2028-06-15      | 3.8750%  | 0.0000% | $44728300.00       | $45696920.66       | U.S. Treasuries (including strips)  |
| USTR          | 2035-08-15      | 4.2500%  | 0.0000% | $56510200.00       | $57701302.96       | U.S. Treasuries (including strips)  |

### Security 119: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARK 4.150000%
- **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: BNTBAZ5L4
- **C.18 - Value (incl. sponsor support):** $434000000.00
- **C.18.a - Value (excl. sponsor support):** $434000000.00
- **C.19 - Percentage of Net Assets:** 2.0700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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          | 2054-08-01      | 6.0000%  | 0.0000% | $1500000.00        | $1289388.33        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $15000000.00       | $13967314.33       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 5.0000%  | 0.0000% | $640000.00         | $614669.00         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 5.0000%  | 0.0000% | $2334240.00        | $2051452.87        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $6282957.00        | $6291997.96        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $20918236.00       | $19058838.09       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $4200000.00        | $3914723.07        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $40650261.00       | $36344280.66       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 4.5000%  | 0.0000% | $3041016.00        | $2851268.97        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 5.5000%  | 0.0000% | $19479620.00       | $17668203.23       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.0000%  | 0.0000% | $10864113.00       | $9209817.13        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-09-01      | 6.5000%  | 0.0000% | $19959270.00       | $14978000.39       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $220000.00         | $207340.43         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $1034308.00        | $1055041.43        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 7.0000%  | 0.0000% | $1035242.00        | $1087328.67        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $1055800.00        | $1106117.39        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $1260392.00        | $1302637.22        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $620687.00         | $579970.82         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $2123772.00        | $2118164.17        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $602517.00         | $529601.61         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $2034445.00        | $1774769.58        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1002.97           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $1054356.00        | $1039622.45        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 7.0000%  | 0.0000% | $5113.00           | $5337.36           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $325512.00         | $260362.95         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 7.0000%  | 0.0000% | $1205455.00        | $1259135.09        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 7.5000%  | 0.0000% | $7079214.00        | $3140438.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 3.5520%  | 0.0000% | $3378057.00        | $3059019.57        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 4.7420%  | 0.0000% | $1179116.00        | $1162830.96        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $272284.00         | $245735.62         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $4400000.00        | $4062050.33        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.0000%  | 0.0000% | $135550952.00      | $110905176.99      | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.0000%  | 0.0000% | $251554.00         | $236159.33         | Agency Mortgage-Backed Securities |
| FNMA          | 2054-09-01      | 5.5000%  | 0.0000% | $75055692.00       | $67887181.25       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $340000.00         | $333312.30         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $9546792.00        | $9387663.20        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 7.0000%  | 0.0000% | $5613209.00        | $5628715.99        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $13115076.00       | $13242085.07       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $34212241.00       | $35837904.06       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 3.7500%  | 0.0000% | $1573525.00        | $1483631.67        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 3.7280%  | 0.0000% | $3237342.00        | $3039063.64        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 4.1460%  | 0.0000% | $1628417.00        | $1564364.12        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 3.6400%  | 0.0000% | $4265379.00        | $4001907.23        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $38627180.00       | $36315048.53       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $185357.00         | $183262.36         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $5034000.00        | $4535441.49        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 5.5000%  | 0.0000% | $228033.00         | $202622.57         | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** Northern Funds

**Date:** 2025-11-07

**By:** Kevin P. O Rourke

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

**Title of Signing Officer:** President