# EDGAR Filing Document

**Accession Number:** 0000916620
**File Stem:** 0002066578-26-000871
**Filing Date:** 2026-3
**Character Count:** 195378
**Document Hash:** f878f558701eb8f0e8592b7270716e1e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002066578-26-000871.hdr.sgml**: 20260306

**ACCESSION NUMBER**: 0002066578-26-000871

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260306

**DATE AS OF CHANGE**: 20260306

**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:** 26729499

**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):** 2026-02-28

**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:** 43 days

- **WAL:** 99 days

- **Total Value of Portfolio Securities:** $21922883213.08

- **Amortized Cost of Portfolio Securities:** $21921801531.81

- **Cash:** $0.00

- **Total Other Assets:** $44761748.11

- **Total Liabilities:** $441618192.47

- **Net Assets of Series:** $21524945087.45

- **Number of Shares Outstanding (Series):** 21524990886.4800

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $11158618493.71           | $14607887127.09            | 51.3900%                  | 67.2700%                   |
| 2026-02-03 | $11167944509.79           | $14617345935.87            | 51.4100%                  | 67.2900%                   |
| 2026-02-04 | $11065007423.87           | $14514541642.65            | 51.1800%                  | 67.1300%                   |
| 2026-02-05 | $11140786749.10           | $14590453760.60            | 51.3500%                  | 67.2500%                   |
| 2026-02-06 | $11201115345.41           | $14650915149.62            | 51.4800%                  | 67.3300%                   |
| 2026-02-09 | $11270948703.55           | $14715552385.87            | 51.8800%                  | 67.7300%                   |
| 2026-02-10 | $11366437975.45           | $14601173135.88            | 52.4900%                  | 67.4300%                   |
| 2026-02-11 | $11573922729.02           | $14808766238.42            | 52.9400%                  | 67.7400%                   |
| 2026-02-12 | $11625651904.51           | $14959999012.87            | 53.0500%                  | 68.2700%                   |
| 2026-02-13 | $11512203412.67           | $14847669119.98            | 52.5600%                  | 67.7900%                   |
| 2026-02-17 | $11646557811.96           | $14982497915.09            | 52.8400%                  | 67.9800%                   |
| 2026-02-18 | $11513210658.95           | $14849269361.05            | 52.0900%                  | 67.1800%                   |
| 2026-02-19 | $11909099631.75           | $15045272126.27            | 53.3200%                  | 67.3700%                   |
| 2026-02-20 | $11650912107.46           | $14761176320.78            | 52.3800%                  | 66.3600%                   |
| 2026-02-23 | $11284688703.21           | $14395204635.42            | 50.8600%                  | 64.8800%                   |
| 2026-02-24 | $11287957572.87           | $14398557411.37            | 50.8700%                  | 64.8900%                   |
| 2026-02-25 | $11342452181.32           | $14343135926.11            | 51.2400%                  | 64.8000%                   |
| 2026-02-26 | $11502806631.29           | $14411843481.29            | 51.8800%                  | 65.0000%                   |
| 2026-02-27 | $10810133681.09           | $13719241060.26            | 50.0900%                  | 63.5700%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-02-02 | 3.7500%             |
| 2026-02-03 | 3.7500%             |
| 2026-02-04 | 3.7500%             |
| 2026-02-05 | 3.7500%             |
| 2026-02-06 | 3.7400%             |
| 2026-02-09 | 3.7300%             |
| 2026-02-10 | 3.7300%             |
| 2026-02-11 | 3.7300%             |
| 2026-02-12 | 3.7300%             |
| 2026-02-13 | 3.7300%             |
| 2026-02-17 | 3.7300%             |
| 2026-02-18 | 3.7400%             |
| 2026-02-19 | 3.7400%             |
| 2026-02-20 | 3.7400%             |
| 2026-02-23 | 3.7400%             |
| 2026-02-24 | 3.7400%             |
| 2026-02-25 | 3.7400%             |
| 2026-02-26 | 3.7300%             |
| 2026-02-27 | 3.7400%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-02-02 | 1.0001                      |
|  |  |
| 2026-02-03 | 1.0001                      |
|  |  |
| 2026-02-04 | 1.0001                      |
|  |  |
| 2026-02-05 | 1.0001                      |
|  |  |
| 2026-02-06 | 1.0001                      |
|  |  |
| 2026-02-09 | 1.0001                      |
|  |  |
| 2026-02-10 | 1.0001                      |
|  |  |
| 2026-02-11 | 1.0001                      |
|  |  |
| 2026-02-12 | 1.0001                      |
|  |  |
| 2026-02-13 | 1.0001                      |
|  |  |
| 2026-02-17 | 1.0001                      |
|  |  |
| 2026-02-18 | 1.0001                      |
|  |  |
| 2026-02-19 | 1.0001                      |
|  |  |
| 2026-02-20 | 1.0001                      |
|  |  |
| 2026-02-23 | 1.0000                      |
|  |  |
| 2026-02-24 | 1.0000                      |
|  |  |
| 2026-02-25 | 1.0000                      |
|  |  |
| 2026-02-26 | 1.0000                      |
|  |  |
| 2026-02-27 | 1.0001                      |
|  |  |

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

### Class: Fund Level

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $21524945087.45

- **Number of Shares Outstanding:** 21524990886.4800

- **Expense Reimbursement/Waiver:** 142127.67

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0001          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0000          |
|  |  |
| 2026-02-24 | 1.0000          |
|  |  |
| 2026-02-25 | 1.0000          |
|  |  |
| 2026-02-26 | 1.0000          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $591142560.87             | $347803559.73           |
| 2026-02-03 | $274415905.24             | $266802796.74           |
| 2026-02-04 | $207860972.84             | $320931787.34           |
| 2026-02-05 | $311002600.07             | $229046746.04           |
| 2026-02-06 | $291920992.29             | $232723985.54           |
| 2026-02-09 | $199425025.75             | $238471929.21           |
| 2026-02-10 | $184540476.33             | $260043870.64           |
| 2026-02-11 | $536512654.80             | $330121664.17           |
| 2026-02-12 | $349147991.99             | $299577703.64           |
| 2026-02-13 | $248000440.96             | $262725768.33           |
| 2026-02-17 | $393038138.82             | $263239138.32           |
| 2026-02-18 | $331024831.55             | $269329693.40           |
| 2026-02-19 | $489172752.28             | $261879411.31           |
| 2026-02-20 | $251333910.67             | $342349226.58           |
| 2026-02-23 | $144900490.04             | $210443858.98           |
| 2026-02-24 | $340117782.15             | $337986579.68           |
| 2026-02-25 | $227500931.80             | $284644654.33           |
| 2026-02-26 | $312623608.52             | $270483439.71           |
| 2026-02-27 | $301980805.97             | $896415904.17           |

**Total Gross Subscriptions (Month):** $5985662872.94

**Total Gross Redemptions (Month):** $5925021717.86

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.4000%           |
| 2026-02-03 | 3.4000%           |
| 2026-02-04 | 3.4000%           |
| 2026-02-05 | 3.4000%           |
| 2026-02-06 | 3.3900%           |
| 2026-02-09 | 3.3800%           |
| 2026-02-10 | 3.3800%           |
| 2026-02-11 | 3.3800%           |
| 2026-02-12 | 3.3800%           |
| 2026-02-13 | 3.3800%           |
| 2026-02-17 | 3.3800%           |
| 2026-02-18 | 3.3900%           |
| 2026-02-19 | 3.3900%           |
| 2026-02-20 | 3.3900%           |
| 2026-02-23 | 3.3900%           |
| 2026-02-24 | 3.3900%           |
| 2026-02-25 | 3.3800%           |
| 2026-02-26 | 3.3800%           |
| 2026-02-27 | 3.4000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 17.1300%         | 0.0000%              |
| Depository institution or other banking institution |  | 81.3800%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.775000%
- **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):** $19999224.60
- **C.18.a - Value (excl. sponsor support):** $19999224.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 2: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.775000%
- **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):** $160000000.00
- **C.18.a - Value (excl. sponsor support):** $160000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 3: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.775000%
- **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):** $69994973.30
- **C.18.a - Value (excl. sponsor support):** $69994973.30
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 4: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.769999%
- **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):** $199997926.00
- **C.18.a - Value (excl. sponsor support):** $199997926.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 5: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.839998%
- **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):** $52954240.77
- **C.18.a - Value (excl. sponsor support):** $52954240.77
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 6: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.769999%
- **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):** $50011336.00
- **C.18.a - Value (excl. sponsor support):** $50011336.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 7: 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):** $99990069.00
- **C.18.a - Value (excl. sponsor support):** $99990069.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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 8: 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):** $199961286.00
- **C.18.a - Value (excl. sponsor support):** $199961286.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **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 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.799998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B87J5, C.4 - ISIN: US3130B87J50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149983519.50
- **C.18.a - Value (excl. sponsor support):** $149983519.50
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 10: 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):** $198197188.10
- **C.18.a - Value (excl. sponsor support):** $198197188.10
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 11: 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):** $224752423.50
- **C.18.a - Value (excl. sponsor support):** $224752423.50
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8UW0, C.4 - ISIN: US3130B8UW05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199823294.00
- **C.18.a - Value (excl. sponsor support):** $199823294.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8WC2, C.4 - ISIN: US3130B8WC23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199843966.00
- **C.18.a - Value (excl. sponsor support):** $199843966.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2027-01-11
- **C.12 - Maturity Date (WAL):** 2027-01-11
- **C.13 - Final Legal Maturity Date:** 2027-01-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.610000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8YT3, C.4 - ISIN: US3130B8YT30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399773332.00
- **C.18.a - Value (excl. sponsor support):** $399773332.00
- **C.19 - Percentage of Net Assets:** 1.8600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.674999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZP0, C.4 - ISIN: US3130B8ZP09, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199998296.00
- **C.18.a - Value (excl. sponsor support):** $199998296.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **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 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.674999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZW5, C.4 - ISIN: US3130B8ZW59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $204967901.10
- **C.18.a - Value (excl. sponsor support):** $204967901.10
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.674999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B92N9, C.4 - ISIN: US3130B92N99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199998052.00
- **C.18.a - Value (excl. sponsor support):** $199998052.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.674999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B97C8, C.4 - ISIN: US3130B97C89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49999597.50
- **C.18.a - Value (excl. sponsor support):** $49999597.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.674999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B97L8, C.4 - ISIN: US3130B97L88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999456.00
- **C.18.a - Value (excl. sponsor support):** $99999456.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.679999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9B33, C.4 - ISIN: US3130B9B335, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999533.00
- **C.18.a - Value (excl. sponsor support):** $99999533.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.679999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9BK5, C.4 - ISIN: US3130B9BK50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119999259.60
- **C.18.a - Value (excl. sponsor support):** $119999259.60
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.679999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9CC2, C.4 - ISIN: US3130B9CC26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49999868.50
- **C.18.a - Value (excl. sponsor support):** $49999868.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 23: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.679999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DJ6, C.4 - ISIN: US3130B9DJ69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $29999955.00
- **C.18.a - Value (excl. sponsor support):** $29999955.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 24: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.679999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DP2, C.4 - ISIN: US3130B9DP20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $69999850.20
- **C.18.a - Value (excl. sponsor support):** $69999850.20
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DZ0, C.4 - ISIN: US3130B9DZ02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $159999732.80
- **C.18.a - Value (excl. sponsor support):** $159999732.80
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-09-02
- **C.13 - Final Legal Maturity Date:** 2026-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.679999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9HP8, C.4 - ISIN: US3130B9HP83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $39999640.00
- **C.18.a - Value (excl. sponsor support):** $39999640.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.679999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9K25, C.4 - ISIN: US3130B9K252, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999937.00
- **C.18.a - Value (excl. sponsor support):** $99999937.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9QK9, C.4 - ISIN: US3130B9QK95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313UJ5, C.4 - ISIN: US313313UJ53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $56897115.00
- **C.18.a - Value (excl. sponsor support):** $56897115.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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? Yes, 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: 313385C61, C.4 - ISIN: US313385C612, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $240831734.15
- **C.18.a - Value (excl. sponsor support):** $240831734.15
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: FEDERAL HOME LOAN BANK DISCOUNT NOTES

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: 0
- **C.18 - Value (incl. sponsor support):** $142518889.05
- **C.18.a - Value (excl. sponsor support):** $142518889.05
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385D60, C.4 - ISIN: US313385D602, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $63843288.60
- **C.18.a - Value (excl. sponsor support):** $63843288.60
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385E36, C.4 - ISIN: US313385E360, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49101361.00
- **C.18.a - Value (excl. sponsor support):** $49101361.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-02
- **C.13 - Final Legal Maturity Date:** 2026-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385E44, C.4 - ISIN: US313385E444, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49096555.50
- **C.18.a - Value (excl. sponsor support):** $49096555.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385F92, C.4 - ISIN: US313385F920, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $392272668.00
- **C.18.a - Value (excl. sponsor support):** $392272668.00
- **C.19 - Percentage of Net Assets:** 1.8200%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-09-16
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385UK0, C.4 - ISIN: US313385UK04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $204609417.60
- **C.18.a - Value (excl. sponsor support):** $204609417.60
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 37: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UL8, C.4 - ISIN: US313385UL86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119759332.80
- **C.18.a - Value (excl. sponsor support):** $119759332.80
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 38: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UX2, C.4 - ISIN: US313385UX25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99689139.00
- **C.18.a - Value (excl. sponsor support):** $99689139.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 39: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VH6, C.4 - ISIN: US313385VH65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99593417.00
- **C.18.a - Value (excl. sponsor support):** $99593417.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 40: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VM5, C.4 - ISIN: US313385VM50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99553750.00
- **C.18.a - Value (excl. sponsor support):** $99553750.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-04-13
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 41: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WJ1, C.4 - ISIN: US313385WJ13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49674125.00
- **C.18.a - Value (excl. sponsor support):** $49674125.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WM4, C.4 - ISIN: US313385WM42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $104284556.25
- **C.18.a - Value (excl. sponsor support):** $104284556.25
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WN2, C.4 - ISIN: US313385WN25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $104274187.50
- **C.18.a - Value (excl. sponsor support):** $104274187.50
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-05-08
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XA9, C.4 - ISIN: US313385XA94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $104149762.50
- **C.18.a - Value (excl. sponsor support):** $104149762.50
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-05-20
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YF7, C.4 - ISIN: US313385YF72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $148358125.50
- **C.18.a - Value (excl. sponsor support):** $148358125.50
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YN0, C.4 - ISIN: US313385YN07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $168021861.30
- **C.18.a - Value (excl. sponsor support):** $168021861.30
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZD1, C.4 - ISIN: US313385ZD16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98697708.00
- **C.18.a - Value (excl. sponsor support):** $98697708.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZG4, C.4 - ISIN: US313385ZG47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $182536416.05
- **C.18.a - Value (excl. sponsor support):** $182536416.05
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZK5, C.4 - ISIN: US313385ZK58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123298697.50
- **C.18.a - Value (excl. sponsor support):** $123298697.50
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZT6, C.4 - ISIN: US313385ZT67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98560625.00
- **C.18.a - Value (excl. sponsor support):** $98560625.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6U4, C.4 - ISIN: US3133EP6U42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6000379.08
- **C.18.a - Value (excl. sponsor support):** $6000379.08
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 52: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.799998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15009181.05
- **C.18.a - Value (excl. sponsor support):** $15009181.05
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 53: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2G5, C.4 - ISIN: US3133ER2G57, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10004842.20
- **C.18.a - Value (excl. sponsor support):** $10004842.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.820000%
- **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):** $65018029.70
- **C.18.a - Value (excl. sponsor support):** $65018029.70
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 55: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.809999%
- **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):** $23018019.81
- **C.18.a - Value (excl. sponsor support):** $23018019.81
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 56: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.820000%
- **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):** $45013729.50
- **C.18.a - Value (excl. sponsor support):** $45013729.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJM4, C.4 - ISIN: US3133ERJM44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45001099.80
- **C.18.a - Value (excl. sponsor support):** $45001099.80
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 58: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.814999%
- **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):** $55013030.05
- **C.18.a - Value (excl. sponsor support):** $55013030.05
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 59: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.804998%
- **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):** $20014809.80
- **C.18.a - Value (excl. sponsor support):** $20014809.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 60: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.820000%
- **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):** $85019999.65
- **C.18.a - Value (excl. sponsor support):** $85019999.65
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNZ0, C.4 - ISIN: US3133ERNZ01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15005826.90
- **C.18.a - Value (excl. sponsor support):** $15005826.90
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.784997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQM6, C.4 - ISIN: US3133ERQM60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35007655.90
- **C.18.a - Value (excl. sponsor support):** $35007655.90
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 63: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.820000%
- **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):** $50000117.00
- **C.18.a - Value (excl. sponsor support):** $50000117.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 64: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.820000%
- **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):** $25000762.00
- **C.18.a - Value (excl. sponsor support):** $25000762.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 65: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.814999%
- **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):** $100007793.00
- **C.18.a - Value (excl. sponsor support):** $100007793.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 66: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.829997%
- **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):** $50003584.50
- **C.18.a - Value (excl. sponsor support):** $50003584.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 67: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.829997%
- **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):** $135010023.75
- **C.18.a - Value (excl. sponsor support):** $135010023.75
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 68: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.809999%
- **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):** $10004179.10
- **C.18.a - Value (excl. sponsor support):** $10004179.10
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 69: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.809999%
- **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):** $10004251.30
- **C.18.a - Value (excl. sponsor support):** $10004251.30
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 70: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.789997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYQ8, C.4 - ISIN: US3133ERYQ82, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125015672.50
- **C.18.a - Value (excl. sponsor support):** $125015672.50
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 71: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.809999%
- **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):** $25011193.00
- **C.18.a - Value (excl. sponsor support):** $25011193.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.709998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCV7, C.4 - ISIN: US3133ETCV71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45000836.10
- **C.18.a - Value (excl. sponsor support):** $45000836.10
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 73: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCY1, C.4 - ISIN: US3133ETCY11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5001558.15
- **C.18.a - Value (excl. sponsor support):** $5001558.15
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 74: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.764999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDB0, C.4 - ISIN: US3133ETDB09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $22008090.50
- **C.18.a - Value (excl. sponsor support):** $22008090.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 75: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGE1, C.4 - ISIN: US3133ETGE11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45004680.45
- **C.18.a - Value (excl. sponsor support):** $45004680.45
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 76: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.759998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETHC4, C.4 - ISIN: US3133ETHC46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $59999189.40
- **C.18.a - Value (excl. sponsor support):** $59999189.40
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 77: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMJ3, C.4 - ISIN: US3133ETMJ34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39993460.00
- **C.18.a - Value (excl. sponsor support):** $39993460.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 78: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNE3, C.4 - ISIN: US3133ETNE38, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69992412.00
- **C.18.a - Value (excl. sponsor support):** $69992412.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 79: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.769999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35017582.60
- **C.18.a - Value (excl. sponsor support):** $35017582.60
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 80: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.789997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPS0, C.4 - ISIN: US3133ETPS06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $129985937.90
- **C.18.a - Value (excl. sponsor support):** $129985937.90
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 81: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.804998%
- **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):** $77992136.82
- **C.18.a - Value (excl. sponsor support):** $77992136.82
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2027-08-04
- **C.13 - Final Legal Maturity Date:** 2027-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.784997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT56, C.4 - ISIN: US3133ETT565, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50028898.00
- **C.18.a - Value (excl. sponsor support):** $50028898.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2027-11-12
- **C.13 - Final Legal Maturity Date:** 2027-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.825000%
- **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):** $34998570.25
- **C.18.a - Value (excl. sponsor support):** $34998570.25
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 84: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.590000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAL4, C.4 - ISIN: US3133EWAL47, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89933954.40
- **C.18.a - Value (excl. sponsor support):** $89933954.40
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2027-01-20
- **C.12 - Maturity Date (WAL):** 2027-01-20
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FHLMC 3.780000%
- **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):** $29000196.04
- **C.18.a - Value (excl. sponsor support):** $29000196.04
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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? Yes, C.23 Categorized at Level 3? No

### Security 86: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FHLMC 3.809999%
- **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):** $10004087.70
- **C.18.a - Value (excl. sponsor support):** $10004087.70
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 87: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FHLMC 3.809999%
- **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):** $20010051.00
- **C.18.a - Value (excl. sponsor support):** $20010051.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 88: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 3.789997%
- **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):** $55014765.85
- **C.18.a - Value (excl. sponsor support):** $55014765.85
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 89: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 3.804998%
- **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):** $30017879.40
- **C.18.a - Value (excl. sponsor support):** $30017879.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 3.809999%
- **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):** $15006203.55
- **C.18.a - Value (excl. sponsor support):** $15006203.55
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 91: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 3.809999%
- **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):** $160138020.80
- **C.18.a - Value (excl. sponsor support):** $160138020.80
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 92: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 3.809999%
- **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):** $5002616.50
- **C.18.a - Value (excl. sponsor support):** $5002616.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 93: 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):** $134388787.50
- **C.18.a - Value (excl. sponsor support):** $134388787.50
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 94: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9927202.80
- **C.18.a - Value (excl. sponsor support):** $9927202.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149107011.00
- **C.18.a - Value (excl. sponsor support):** $149107011.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 96: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SP3, C.4 - ISIN: US912797SP38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99340000.00
- **C.18.a - Value (excl. sponsor support):** $99340000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $39911572.40
- **C.18.a - Value (excl. sponsor support):** $39911572.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **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 98: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TN7, C.4 - ISIN: US912797TN70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $276253174.40
- **C.18.a - Value (excl. sponsor support):** $276253174.40
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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: 912797TS6, C.4 - ISIN: US912797TS67, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9922587.70
- **C.18.a - Value (excl. sponsor support):** $9922587.70
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **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 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):** $49706836.00
- **C.18.a - Value (excl. sponsor support):** $49706836.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y95, C.4 - ISIN: US912828Y958, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $64525702.80
- **C.18.a - Value (excl. sponsor support):** $64525702.80
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YU8, C.4 - ISIN: US912828YU85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $24641796.75
- **C.18.a - Value (excl. sponsor support):** $24641796.75
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $74307568.50
- **C.18.a - Value (excl. sponsor support):** $74307568.50
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $395054688.00
- **C.18.a - Value (excl. sponsor support):** $395054688.00
- **C.19 - Percentage of Net Assets:** 1.8400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $42592877.81
- **C.18.a - Value (excl. sponsor support):** $42592877.81
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4, C.4 - ISIN: US91282CDK45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $73715625.00
- **C.18.a - Value (excl. sponsor support):** $73715625.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.804876%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $185119654.30
- **C.18.a - Value (excl. sponsor support):** $185119654.30
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 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):** $190558125.00
- **C.18.a - Value (excl. sponsor support):** $190558125.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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):** $130612422.20
- **C.18.a - Value (excl. sponsor support):** $130612422.20
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.721882%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $94995684.15
- **C.18.a - Value (excl. sponsor support):** $94995684.15
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 111: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY JP MORGAN SECURITIES 3.679999%
- **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:** 3.4800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-07
- **C.12 - Maturity Date (WAL):** 2026-03-07
- **C.13 - Final Legal Maturity Date:** 2030-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB          | 2040-04-30      | 2.4700%  | 0.0000% | $30000000.00       | $23577525.00       | Agency Debentures and Agency Strips |
| FMAC          | 2054-01-01      | 6.5000%  | 0.0000% | $51587712.00       | $22968262.86       | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-05-01      | 6.0000%  | 0.0000% | $461262848.00      | $374492005.57      | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 6.0000%  | 0.0000% | $1663616.00        | $1264468.54        | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 6.0000%  | 0.0000% | $1442452.00        | $989563.16         | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-08-01      | 7.0000%  | 0.0000% | $4029200.00        | $4223869.95        | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-06-01      | 6.0000%  | 0.0000% | $1000000.00        | $863923.52         | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-11-18      | 1.6500%  | 0.0000% | $25000000.00       | $21278987.50       | Agency Debentures and Agency Strips |
| FMAC          | 2032-07-29      | 1.5000%  | 0.0000% | $14987000.00       | $13047887.02       | Agency Debentures and Agency Strips |
| FNMA          | 2044-01-01      | 3.5000%  | 0.0000% | $23829800.00       | $4298816.26        | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-01-01      | 3.5000%  | 0.0000% | $1222094.00        | $195387.11         | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-09-01      | 5.0000%  | 0.0000% | $7069880.00        | $6666536.59        | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-10-01      | 6.5000%  | 0.0000% | $1453648.00        | $1528436.35        | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.0000%  | 0.0000% | $500000.00         | $318820.70         | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 2.5000%  | 0.0000% | $874943.00         | $618449.44         | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-02-01      | 5.0000%  | 0.0000% | $8405456.00        | $8278726.41        | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-01-01      | 6.5000%  | 0.0000% | $14855056.00       | $15474519.78       | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-01-01      | 6.0000%  | 0.0000% | $1047016.00        | $1085436.70        | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-02-01      | 5.5000%  | 0.0000% | $5652080.00        | $5804252.29        | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-01-01      | 2.5000%  | 0.0000% | $106986240.00      | $93432854.66       | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-03-01      | 4.5000%  | 0.0000% | $20218912.00       | $20393643.83       | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-10-01      | 2.5000%  | 0.0000% | $300000.00         | $171773.70         | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-04-01      | 2.5000%  | 0.0000% | $13322288.00       | $8012241.10        | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 5.0000%  | 0.0000% | $20628320.00       | $18417371.57       | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-05-01      | 2.0000%  | 0.0000% | $400000.00         | $293800.07         | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 4.0000%  | 0.0000% | $1006110.00        | $149728.46         | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 5.5000%  | 0.0000% | $1250000.00        | $917694.43         | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-04-01      | 5.5000%  | 0.0000% | $152807423.00      | $2573234.46        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $5996160.00        | $6122181.80        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-08-01      | 4.5000%  | 0.0000% | $1094438.00        | $1082441.13        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-11-01      | 5.0000%  | 0.0000% | $1352660.00        | $1358209.97        | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 2.5000%  | 0.0000% | $14083920.00       | $11879239.06       | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-12-01      | 6.5000%  | 0.0000% | $1835308.00        | $1924852.44        | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-01-01      | 6.5000%  | 0.0000% | $14105583.00       | $14665756.16       | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-12-01      | 6.0000%  | 0.0000% | $6114224.00        | $6314544.07        | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $29832608.00       | $30068497.74       | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-02-01      | 6.0000%  | 0.0000% | $12616768.00       | $13066824.94       | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $6650816.00        | $6739591.83        | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $5068080.00        | $5139241.47        | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $10035840.00       | $10114772.99       | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-11-20      | 5.0000%  | 0.0000% | $368965.00         | $83956.59          | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-06-20      | 5.0000%  | 0.0000% | $64673.00          | $40062.95          | Agency Mortgage-Backed Securities   |
| GNMA          | 2051-07-20      | 3.0000%  | 0.0000% | $1000000.00        | $646657.47         | Agency Mortgage-Backed Securities   |
| GNMA          | 2049-12-20      | 5.5000%  | 0.0000% | $2851576.00        | $1509541.28        | Agency Mortgage-Backed Securities   |
| GNMA          | 2064-01-20      | 7.5000%  | 0.0000% | $286169.00         | $296487.74         | Agency Mortgage-Backed Securities   |
| GNMA          | 2064-10-20      | 7.5000%  | 0.0000% | $1121124.00        | $364518.32         | Agency Mortgage-Backed Securities   |
| GNMA          | 2065-08-20      | 4.0000%  | 0.0000% | $289827.00         | $277056.62         | Agency Mortgage-Backed Securities   |
| GNMA          | 2065-11-20      | 7.0000%  | 0.0000% | $4200000.00        | $4383842.36        | Agency Mortgage-Backed Securities   |
| GNMA          | 2065-12-20      | 5.0000%  | 0.0000% | $298141.00         | $299308.85         | Agency Mortgage-Backed Securities   |
| GNMA          | 2056-02-20      | 5.5000%  | 0.0000% | $1280154.00        | $1314979.60        | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-10-20      | 5.5000%  | 0.0000% | $431664.00         | $427017.33         | Agency Mortgage-Backed Securities   |
| GNMA          | 2030-10-20      | 3.5000%  | 0.0000% | $363213.00         | $28767.18          | Agency Mortgage-Backed Securities   |
| GNMA          | 2048-01-20      | 3.5000%  | 0.0000% | $10000000.00       | $2445742.93        | Agency Mortgage-Backed Securities   |

### Security 112: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY ROYAL BANK OF CANADA 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BNTBMA2H8
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 4.1800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-07
- **C.12 - Maturity Date (WAL):** 2026-03-07
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2050-12-01      | 3.0000%  | 0.0000% | $1000.00           | $536.55            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $784.30            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-12-01      | 4.5000%  | 0.0000% | $1002.00           | $174.62            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 4.0000%  | 0.0000% | $1000.00           | $738.38            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $994.88            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 5.5000%  | 0.0000% | $102266488.00      | $104327680.47      | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 6.0000%  | 0.0000% | $93690380.00       | $96387487.98       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 5.5000%  | 0.0000% | $4499.00           | $3451.69           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 6.5000%  | 0.0000% | $88402000.00       | $88884900.71       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 6.0000%  | 0.0000% | $87541632.00       | $83338005.67       | Agency Mortgage-Backed Securities  |
| USTR          | 2027-08-15      | 6.3750%  | 0.0000% | $1879400.00        | $1960707.09        | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 3.3750%  | 0.0000% | $65535100.00       | $56533928.24       | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 2.5000%  | 0.0000% | $129100.00         | $93377.74          | U.S. Treasuries (including strips) |
| USTR          | 2048-05-15      | 3.1250%  | 0.0000% | $5557700.00        | $4426724.17        | U.S. Treasuries (including strips) |
| USTR          | 2051-05-15      | 2.3750%  | 0.0000% | $72620800.00       | $48168883.14       | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 2.0000%  | 0.0000% | $69000.00          | $50148.70          | U.S. Treasuries (including strips) |
| USTR          | 2053-02-15      | 3.6250%  | 0.0000% | $56295100.00       | $47319389.98       | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 3.8750%  | 0.0000% | $25669500.00       | $24014756.67       | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $352378500.00      | $366108204.03      | U.S. Treasuries (including strips) |

### Security 113: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** TRI-PARTY CANADIAN IMPERIAL BAN 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: BNTBMV7S3
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 2.5600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-07
- **C.12 - Maturity Date (WAL):** 2026-03-07
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **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          | 2052-09-01      | 4.5000%  | 0.0000% | $1063.00           | $786.45            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 6.5000%  | 0.0000% | $100000.00         | $62286.63          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $49992128.00       | $33241731.22       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 6.0000%  | 0.0000% | $82121.00          | $75365.11          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $67369.00          | $34279.70          | Agency Mortgage-Backed Securities  |
| FMAC          | 2028-12-01      | 4.9000%  | 0.0000% | $16366.00          | $16705.74          | Agency Mortgage-Backed Securities  |
| FMAC          | 2033-08-01      | 5.4500%  | 0.0000% | $1001.00           | $1062.97           | Agency Mortgage-Backed Securities  |
| FMAC          | 2028-12-01      | 4.6500%  | 0.0000% | $1000.00           | $1014.11           | Agency Mortgage-Backed Securities  |
| FMAC          | 2030-02-01      | 4.2500%  | 0.0000% | $1000.00           | $1015.82           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 6.5000%  | 0.0000% | $73000.00          | $22391.90          | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $3741980.00        | $3346891.91        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $786.20            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1114369.00        | $734211.14         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $3741518.00        | $2780757.43        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 7.0000%  | 0.0000% | $2000.00           | $1356.55           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 7.0000%  | 0.0000% | $1703479.00        | $1096540.89        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $807.00            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $1211548.00        | $985745.48         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $1001.00           | $908.72            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $841.60            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $728.16            | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-12-01      | 2.0000%  | 0.0000% | $9000000.00        | $5551864.45        | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-01-01      | 6.5000%  | 0.0000% | $135000.00         | $55070.01          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $18220795.00       | $13848552.96       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $3668.00           | $2771.69           | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-02-01      | 6.5000%  | 0.0000% | $2925.00           | $85.88             | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $1252454.00        | $607761.73         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 7.0000%  | 0.0000% | $1039973.00        | $402265.72         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $125721.00         | $106163.67         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 7.0000%  | 0.0000% | $1077966.00        | $846905.85         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1043578.00        | $936995.42         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $430908.00         | $451415.09         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $695.42            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1001.00           | $857.67            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1001.00           | $774.50            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $2495426.00        | $2057861.31        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 7.0000%  | 0.0000% | $124261.00         | $112976.23         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-08-01      | 7.0000%  | 0.0000% | $1058316.00        | $1129618.04        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1592157.00        | $1638759.25        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1204126.00        | $1255855.67        | Agency Mortgage-Backed Securities  |
| FNMA          | 2061-09-01      | 5.0000%  | 0.0000% | $343991.00         | $212929.42         | Agency Mortgage-Backed Securities  |
| FNMA          | 2061-09-01      | 5.5000%  | 0.0000% | $56617633.00       | $41412892.54       | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 4.0000%  | 0.0000% | $500000.00         | $45686.74          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1140690.00        | $706735.18         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $2503662.00        | $2134381.17        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $8907686.00        | $8340522.72        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $2001.00           | $1599.73           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $2001.00           | $1412.71           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.5000%  | 0.0000% | $1170192.00        | $836066.83         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1721.28           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1671549.00        | $889516.05         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $16539841.00       | $9303565.61        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $4105485.00        | $1676332.38        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 2.5000%  | 0.0000% | $11559131.00       | $6690275.51        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $706.62            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $14701.00          | $9885.84           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $36231291.00       | $32221981.93       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $2000.00           | $2080.95           | Agency Mortgage-Backed Securities  |
| FNMA          | 2042-02-01      | 2.0000%  | 0.0000% | $739687.00         | $598030.98         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $42829785.00       | $41889332.83       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  | 0.0000% | $171136.00         | $167525.71         | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 6.0000%  | 0.0000% | $1024.00           | $1067.63           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $2924416.00        | $2110721.60        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $325104.00         | $215583.83         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $2175669.00        | $1615081.71        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.0000%  | 0.0000% | $201536.00         | $195790.23         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $509988.00         | $127320.43         | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $535.71            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $938.40            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $29480841.00       | $28721732.05       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.5000%  | 0.0000% | $4029922.00        | $4037457.29        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $3606470.00        | $3695508.21        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 5.5000%  | 0.0000% | $44813432.00       | $41701600.14       | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-10-20      | 2.0000%  | 0.0000% | $16077630.00       | $7438483.60        | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-03-20      | 3.0000%  | 0.0000% | $197234962.00      | $127349679.44      | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-06-20      | 6.0000%  | 0.0000% | $1512999.00        | $949713.50         | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-11-20      | 4.0000%  | 0.0000% | $1000.00           | $453.49            | Agency Mortgage-Backed Securities  |
| GNMA          | 2073-08-20      | 6.0740%  | 0.0000% | $1000.00           | $295.67            | Agency Mortgage-Backed Securities  |
| GNMA          | 2073-08-20      | 6.0680%  | 0.0000% | $1000.00           | $301.15            | Agency Mortgage-Backed Securities  |
| GNMA          | 2073-10-20      | 6.0750%  | 0.0000% | $1000.00           | $340.25            | Agency Mortgage-Backed Securities  |
| GNMA          | 2073-11-20      | 6.1090%  | 0.0000% | $1000.00           | $445.34            | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-12-20      | 6.5000%  | 0.0000% | $118688281.00      | $123899442.65      | Agency Mortgage-Backed Securities  |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $3423500.00        | $3242176.38        | U.S. Treasuries (including strips) |
| USTR          | 2031-01-31      | 4.0000%  | 0.0000% | $2522300.00        | $2581587.73        | U.S. Treasuries (including strips) |

### Security 114: FIXED INCOME CLEARING CORP-JP MORGAN

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTBRF7G9
- **C.18 - Value (incl. sponsor support):** $2950000000.00
- **C.18.a - Value (excl. sponsor support):** $2950000000.00
- **C.19 - Percentage of Net Assets:** 13.7100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2039-12-01      | 4.0000%  | 0.0000% | $7050000.00        | $177995.66         | Agency Mortgage-Backed Securities |
| FMAC          | 2042-10-01      | 3.5000%  | 0.0000% | $2602000.00        | $327441.03         | Agency Mortgage-Backed Securities |
| FMAC          | 2039-01-01      | 5.5000%  | 0.0000% | $6080000.00        | $494667.08         | Agency Mortgage-Backed Securities |
| FMAC          | 2048-11-01      | 4.5000%  | 0.0000% | $1031356.00        | $131669.76         | Agency Mortgage-Backed Securities |
| FMAC          | 2034-10-01      | 2.5000%  | 0.0000% | $155000.00         | $45096.90          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-07-01      | 4.5000%  | 0.0000% | $832204.00         | $611709.99         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 3.5000%  | 0.0000% | $405000.00         | $277107.05         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $900000.00         | $741002.54         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-06-01      | 5.5000%  | 0.0000% | $335000.00         | $257296.38         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 6.5000%  | 0.0000% | $3000000.00        | $1670254.03        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-11-01      | 5.5000%  | 0.0000% | $19125760.00       | $16678834.92       | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.0000%  | 0.0000% | $646096.00         | $524300.78         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 6.0000%  | 0.0000% | $13711160.00       | $9876820.32        | Agency Mortgage-Backed Securities |
| FMAC          | 2051-02-01      | 2.5000%  | 0.0000% | $1052000.00        | $555959.33         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-04-01      | 2.5000%  | 0.0000% | $1500000.00        | $966614.20         | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 5.5000%  | 0.0000% | $4640960.00        | $3519029.69        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-03-01      | 5.0000%  | 0.0000% | $10720000.00       | $9018744.01        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 5.0000%  | 0.0000% | $450648576.00      | $411643365.31      | Agency Mortgage-Backed Securities |
| FMAC          | 2053-08-01      | 6.0000%  | 0.0000% | $6000000.00        | $4476631.16        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-07-01      | 6.5000%  | 0.0000% | $43344832.00       | $28143755.82       | Agency Mortgage-Backed Securities |
| FMAC          | 2051-03-01      | 1.5000%  | 0.0000% | $1356312.00        | $630291.28         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-11-01      | 3.5000%  | 0.0000% | $1265898.00        | $773744.74         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-01-01      | 2.5000%  | 0.0000% | $866819.00         | $597738.59         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-03-01      | 4.0000%  | 0.0000% | $2000000.00        | $1188001.44        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 3.5000%  | 0.0000% | $3228048.00        | $2286873.34        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $571018.00         | $458357.63         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-08-01      | 4.5000%  | 0.0000% | $1679238.00        | $1331206.06        | Agency Mortgage-Backed Securities |
| FMAC          | 2053-05-01      | 6.5000%  | 0.0000% | $1221480.00        | $913954.85         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $5054648.00        | $3901708.03        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $4682600.00        | $2732351.73        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $7349952.00        | $5448797.61        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-10-01      | 6.0000%  | 0.0000% | $23391000.00       | $20146086.82       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 6.0000%  | 0.0000% | $334340.00         | $267038.88         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-05-01      | 2.0000%  | 0.0000% | $1200000.00        | $682247.13         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-02-01      | 4.5000%  | 0.0000% | $50000.00          | $29261.58          | Agency Mortgage-Backed Securities |
| FMAC          | 2052-05-01      | 4.0000%  | 0.0000% | $188000.00         | $133421.53         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 4.0000%  | 0.0000% | $500000.00         | $365457.08         | Agency Mortgage-Backed Securities |
| FMAC          | 2052-06-01      | 4.5000%  | 0.0000% | $5523744.00        | $4023896.80        | Agency Mortgage-Backed Securities |
| FMAC          | 2052-03-01      | 3.0000%  | 0.0000% | $683122.00         | $507820.74         | Agency Mortgage-Backed Securities |
| FMAC          | 2041-06-01      | 2.0000%  | 0.0000% | $1226000.00        | $714580.25         | Agency Mortgage-Backed Securities |
| FMAC          | 2037-03-01      | 2.0000%  | 0.0000% | $700000.00         | $391893.06         | Agency Mortgage-Backed Securities |
| FMAC          | 2051-07-01      | 2.0000%  | 0.0000% | $76212864.00       | $60504365.27       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-07-25      | 6.5000%  | 0.0000% | $12760704.00       | $12672835.46       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $2999700.00        | $2368747.19        | Agency Mortgage-Backed Securities |
| FMAC          | 2054-06-01      | 5.5000%  | 0.0000% | $1149094.00        | $849444.91         | Agency Mortgage-Backed Securities |
| FMAC          | 2039-08-01      | 6.0000%  | 0.0000% | $752794.00         | $544847.68         | Agency Mortgage-Backed Securities |
| FMAC          | 2040-11-01      | 4.5000%  | 0.0000% | $1060108.00        | $1045369.72        | Agency Mortgage-Backed Securities |
| FMAC          | 2040-07-01      | 5.5000%  | 0.0000% | $1694050.00        | $1296661.68        | Agency Mortgage-Backed Securities |
| FMAC          | 2041-01-01      | 6.0000%  | 0.0000% | $1150704.00        | $1191867.70        | Agency Mortgage-Backed Securities |
| FMAC          | 2041-02-01      | 6.0000%  | 0.0000% | $1800326.00        | $1871461.08        | Agency Mortgage-Backed Securities |
| FNMA          | 2031-01-01      | 2.5000%  | 0.0000% | $70000.00          | $7352.71           | Agency Mortgage-Backed Securities |
| FNMA          | 2044-07-01      | 6.3010%  | 0.0000% | $460000.00         | $21295.44          | Agency Mortgage-Backed Securities |
| FNMA          | 2044-08-01      | 5.1470%  | 0.0000% | $7894376.00        | $37595.85          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $2890836.00        | $2456457.45        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.5000%  | 0.0000% | $8362480.00        | $8753537.80        | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 4.0000%  | 0.0000% | $1966776.00        | $619605.28         | Agency Mortgage-Backed Securities |
| FNMA          | 2049-06-01      | 6.0000%  | 0.0000% | $9549392.00        | $7118053.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2049-08-01      | 3.5000%  | 0.0000% | $1410874.00        | $399827.52         | Agency Mortgage-Backed Securities |
| FNMA          | 2036-06-01      | 2.0700%  | 0.0000% | $1590616.00        | $1328679.72        | Agency Mortgage-Backed Securities |
| FNMA          | 2038-05-01      | 4.7500%  | 0.0000% | $279999.00         | $288749.12         | Agency Mortgage-Backed Securities |
| FNMA          | 2041-02-01      | 6.0000%  | 0.0000% | $1430048.00        | $1487364.80        | Agency Mortgage-Backed Securities |
| FNMA          | 2033-12-01      | 5.5300%  | 0.0000% | $52996000.00       | $57704105.76       | Agency Mortgage-Backed Securities |
| FNMA          | 2050-10-01      | 2.0000%  | 0.0000% | $100000.00         | $51095.46          | Agency Mortgage-Backed Securities |
| FNMA          | 2050-11-01      | 2.5000%  | 0.0000% | $380000.00         | $171775.52         | Agency Mortgage-Backed Securities |
| FNMA          | 2051-12-01      | 2.5000%  | 0.0000% | $37123000.00       | $23176335.63       | Agency Mortgage-Backed Securities |
| FNMA          | 2053-10-01      | 4.5000%  | 0.0000% | $5325000.00        | $4614723.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 4.5000%  | 0.0000% | $1010278.00        | $1006085.34        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.0000%  | 0.0000% | $7601256.00        | $7660267.30        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $5878250.00        | $5933300.46        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $20421760.00       | $20582379.41       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 4.5000%  | 0.0000% | $1934248.00        | $1919406.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 5.0000%  | 0.0000% | $9259264.00        | $9331978.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2056-03-01      | 4.5000%  | 0.0000% | $7187968.00        | $7137839.12        | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 2.5000%  | 0.0000% | $216306944.00      | $187719722.24      | Agency Mortgage-Backed Securities |
| FNMA          | 2056-02-01      | 4.5000%  | 0.0000% | $51636352.00       | $51291206.11       | Agency Mortgage-Backed Securities |
| FNMA          | 2035-06-01      | 5.6850%  | 0.0000% | $2353966.00        | $10244.65          | Agency Mortgage-Backed Securities |
| FNMA          | 2043-09-01      | 3.5000%  | 0.0000% | $23723.00          | $5271.61           | Agency Mortgage-Backed Securities |
| FNMA          | 2050-04-01      | 3.5000%  | 0.0000% | $1000000.00        | $160199.92         | Agency Mortgage-Backed Securities |
| FNMA          | 2053-01-01      | 4.5000%  | 0.0000% | $9995568.00        | $8206034.06        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 6.5000%  | 0.0000% | $337519.00         | $305917.96         | Agency Mortgage-Backed Securities |
| FMAC          | 2054-11-01      | 4.5000%  | 0.0000% | $1717156.00        | $1337792.40        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 6.0000%  | 0.0000% | $1084686.00        | $1106162.74        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $1080358.00        | $912859.29         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-03-01      | 7.0000%  | 0.0000% | $1263880.00        | $1362217.15        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-05-01      | 5.0000%  | 0.0000% | $235529.00         | $236389.18         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $1117868.00        | $1186157.86        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $1719396.00        | $1267523.03        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 7.5000%  | 0.0000% | $1029374.00        | $780551.54         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-10-01      | 5.5000%  | 0.0000% | $7359032.00        | $7486212.86        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 6.0000%  | 0.0000% | $17412992.00       | $17738373.50       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 6.0000%  | 0.0000% | $31044800.00       | $31883625.78       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $689498.00         | $547638.96         | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $25535136.00       | $25967884.91       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 6.0000%  | 0.0000% | $30230000.00       | $25785552.11       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-12-01      | 6.0000%  | 0.0000% | $1591160.00        | $1421115.02        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 6.5000%  | 0.0000% | $21771000.00       | $22006481.67       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-08-01      | 6.0000%  | 0.0000% | $167974400.00      | $162309959.08      | Agency Mortgage-Backed Securities |
| FMAC          | 2055-11-01      | 5.5000%  | 0.0000% | $41223552.00       | $41937259.56       | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $18781920.00       | $18392077.15       | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $146244864.00      | $147926842.42      | Agency Mortgage-Backed Securities |
| FMAC          | 2054-05-01      | 2.5000%  | 0.0000% | $131742.00         | $100836.13         | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $91778688.00       | $93512305.83       | Agency Mortgage-Backed Securities |
| FMAC          | 2056-03-01      | 5.0000%  | 0.0000% | $93664640.00       | $95376278.03       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-09-01      | 6.0000%  | 0.0000% | $46952384.00       | $45214306.74       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.0000%  | 0.0000% | $7765110.00        | $7845617.99        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 4.5000%  | 0.0000% | $15522352.00       | $15385025.75       | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 5.0000%  | 0.0000% | $116317440.00      | $118120489.55      | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 7.0000%  | 0.0000% | $56383040.00       | $56724363.59       | Agency Mortgage-Backed Securities |
| FMAC          | 2040-07-01      | 5.5000%  | 0.0000% | $45342016.00       | $37547863.76       | Agency Mortgage-Backed Securities |
| FMAC          | 2040-12-01      | 6.0000%  | 0.0000% | $30076032.00       | $29305943.74       | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $1598768.00        | $1634493.62        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 6.0000%  | 0.0000% | $6973440.00        | $6696488.83        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.0000%  | 0.0000% | $5335496.00        | $5259973.86        | Agency Mortgage-Backed Securities |
| FMAC          | 2055-12-01      | 5.5000%  | 0.0000% | $1120942.00        | $1155742.91        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 4.5000%  | 0.0000% | $1019956.00        | $1013087.20        | Agency Mortgage-Backed Securities |
| FMAC          | 2056-02-01      | 4.5000%  | 0.0000% | $11151936.00       | $11053274.82       | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 4.5000%  | 0.0000% | $1969528.00        | $1953092.29        | Agency Mortgage-Backed Securities |
| GNMA          | 2042-11-20      | 3.5000%  | 0.0000% | $3008250.00        | $245579.84         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-12-20      | 3.5000%  | 0.0000% | $3810450.00        | $446460.25         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-09-20      | 5.0000%  | 0.0000% | $150929.00         | $5090.49           | Agency Mortgage-Backed Securities |
| GNMA          | 2046-03-20      | 3.0000%  | 0.0000% | $7060000.00        | $737312.27         | Agency Mortgage-Backed Securities |
| GNMA          | 2028-04-20      | 7.5000%  | 0.0000% | $90446.00          | $12444.29          | Agency Mortgage-Backed Securities |
| GNMA          | 2048-11-20      | 3.5000%  | 0.0000% | $151900000.00      | $18303592.51       | Agency Mortgage-Backed Securities |
| GNMA          | 2034-05-20      | 4.5000%  | 0.0000% | $424399.00         | $109013.27         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-07-20      | 5.0000%  | 0.0000% | $49260800.00       | $4690108.47        | Agency Mortgage-Backed Securities |
| GNMA          | 2044-11-20      | 5.5000%  | 0.0000% | $3014130.00        | $575165.75         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-10-20      | 2.0000%  | 0.0000% | $8139344.00        | $3765752.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-05-20      | 4.5000%  | 0.0000% | $7915808.00        | $5728616.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-05-20      | 2.5000%  | 0.0000% | $22000.00          | $11492.77          | Agency Mortgage-Backed Securities |
| GNMA          | 2030-06-20      | 8.5000%  | 0.0000% | $28894.00          | $14881.97          | Agency Mortgage-Backed Securities |
| GNMA          | 2037-07-20      | 7.0000%  | 0.0000% | $94919.00          | $63498.43          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 3.5000%  | 0.0000% | $3000000.00        | $2217823.87        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 5.5000%  | 0.0000% | $164693760.00      | $119829574.59      | Agency Mortgage-Backed Securities |
| GNMA          | 2037-07-20      | 5.0000%  | 0.0000% | $414696.00         | $238449.12         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-09-20      | 4.5000%  | 0.0000% | $724949.00         | $537388.08         | Agency Mortgage-Backed Securities |
| GNMA          | 2035-03-20      | 1.5000%  | 0.0000% | $42925.00          | $28849.27          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-01-20      | 2.5000%  | 0.0000% | $11975088.00       | $7757271.53        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-04-20      | 6.5000%  | 0.0000% | $28165.00          | $11448.02          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-06-20      | 3.0000%  | 0.0000% | $452777.00         | $313966.14         | Agency Mortgage-Backed Securities |
| GNMA          | 2029-11-20      | 7.5000%  | 0.0000% | $45884.00          | $14474.36          | Agency Mortgage-Backed Securities |
| GNMA          | 2039-01-20      | 6.5000%  | 0.0000% | $330943.00         | $206338.58         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-02-20      | 6.0000%  | 0.0000% | $48622848.00       | $26702660.80       | Agency Mortgage-Backed Securities |
| GNMA          | 2054-02-20      | 7.0000%  | 0.0000% | $10218640.00       | $3681665.59        | Agency Mortgage-Backed Securities |
| GNMA          | 2059-04-15      | 6.0200%  | 0.0000% | $28429.00          | $30497.19          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-07-15      | 5.0000%  | 0.0000% | $14241.00          | $9756.75           | Agency Mortgage-Backed Securities |
| GNMA          | 2048-10-20      | 4.5000%  | 0.0000% | $1471278.00        | $164954.26         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-07-20      | 2.5000%  | 0.0000% | $3073720.00        | $850204.98         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-09-20      | 2.5000%  | 0.0000% | $50000.00          | $21587.44          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 3.0000%  | 0.0000% | $1653974.00        | $697932.76         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-03-20      | 2.5000%  | 0.0000% | $92028.00          | $60236.28          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-12-20      | 3.0000%  | 0.0000% | $1000000.00        | $706582.18         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-03-15      | 4.0000%  | 0.0000% | $31678.00          | $23331.92          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-06-20      | 4.5000%  | 0.0000% | $274936.00         | $255948.38         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-09-20      | 3.0000%  | 0.0000% | $1527392.00        | $1209532.60        | Agency Mortgage-Backed Securities |
| GNMA          | 2048-03-15      | 3.0000%  | 0.0000% | $2373660.00        | $1356288.24        | Agency Mortgage-Backed Securities |
| GNMA          | 2043-06-15      | 3.0000%  | 0.0000% | $1194248.00        | $97578.08          | Agency Mortgage-Backed Securities |
| GNMA          | 2044-09-20      | 3.5000%  | 0.0000% | $3000000.00        | $474690.38         | Agency Mortgage-Backed Securities |
| GNMA          | 2059-04-15      | 5.5500%  | 0.0000% | $26044.00          | $27229.98          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $1134310.00        | $861990.43         | Agency Mortgage-Backed Securities |
| GNMA          | 2059-11-15      | 5.2700%  | 0.0000% | $218000.00         | $225417.45         | Agency Mortgage-Backed Securities |
| GNMA          | 2067-09-15      | 5.8300%  | 0.0000% | $3448188.00        | $3697297.36        | Agency Mortgage-Backed Securities |
| GNMA          | 2059-11-15      | 4.9800%  | 0.0000% | $37125.00          | $37776.94          | Agency Mortgage-Backed Securities |
| GNMA          | 2065-01-20      | 2.0000%  | 0.0000% | $346185.00         | $271809.90         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $1192480.00        | $1244173.17        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $1311658.00        | $1371613.68        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $20246112.00       | $20954919.32       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 7.0000%  | 0.0000% | $2707792.00        | $898730.91         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $9100944.00        | $9523931.45        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $6830712.00        | $6983150.13        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $2660820.00        | $2618986.39        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $8501504.00        | $7300085.06        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $4543464.00        | $2925174.76        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 7.0000%  | 0.0000% | $12088080.00       | $12811584.77       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $2426004.00        | $2215830.70        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $900295.00         | $941983.04         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $1231654.00        | $1283143.42        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-06-20      | 6.5000%  | 0.0000% | $2543936.00        | $1045299.17        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $3804244.00        | $3968316.81        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $2930676.00        | $2793446.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $2760044.00        | $2886702.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.0000%  | 0.0000% | $1005974.00        | $1005863.95        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 7.0000%  | 0.0000% | $3891884.00        | $3927738.33        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 7.0000%  | 0.0000% | $1062602.00        | $1111534.51        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $766778.00         | $813294.96         | Agency Mortgage-Backed Securities |
| GNMA          | 2065-06-20      | 3.5000%  | 0.0000% | $474192.00         | $439670.87         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $3648512.00        | $3524612.78        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.0000%  | 0.0000% | $18976960.00       | $19428414.38       | Agency Mortgage-Backed Securities |
| GNMA          | 2065-05-20      | 3.0000%  | 0.0000% | $109598.00         | $99305.31          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $779854.00         | $820101.46         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $3509436.00        | $3667641.84        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $6223384.00        | $6470495.09        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1494188.00        | $1570716.55        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $1548548.00        | $1354987.48        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $1456708.00        | $1504682.16        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $48054.00          | $51326.25          | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $401375.00         | $428897.77         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.0000%  | 0.0000% | $1339876.00        | $1348142.49        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1448610.00        | $1516044.70        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $6610664.00        | $6917506.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $5619960.00        | $5779702.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.0000%  | 0.0000% | $6294568.00        | $6308907.28        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.5000%  | 0.0000% | $1190908.00        | $1223306.92        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $3289684.00        | $3435576.62        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-11-20      | 6.5000%  | 0.0000% | $18200000.00       | $19051275.54       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.0000%  | 0.0000% | $1691556.00        | $1703719.14        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $1652172.00        | $1711229.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.5000%  | 0.0000% | $137824.00         | $141283.56         | Agency Mortgage-Backed Securities |
| GNMA          | 2066-01-20      | 5.5000%  | 0.0000% | $290302.00         | $294986.90         | Agency Mortgage-Backed Securities |
| GNMA          | 2066-02-20      | 3.5000%  | 0.0000% | $333443.00         | $310724.12         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 5.0000%  | 0.0000% | $1645032.00        | $1659912.20        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $4621784.00        | $4775769.52        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $1591508.00        | $1649869.12        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 3.5000%  | 0.0000% | $3315140.00        | $3105857.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 5.5000%  | 0.0000% | $160082944.00      | $137562329.91      | Agency Mortgage-Backed Securities |
| GNMA          | 2040-01-20      | 5.0000%  | 0.0000% | $1099248.00        | $902164.60         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 4.0000%  | 0.0000% | $2249232.00        | $2102167.46        | Agency Mortgage-Backed Securities |
| GNMA          | 2040-06-20      | 6.5000%  | 0.0000% | $269882.00         | $277476.24         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.0000%  | 0.0000% | $217000000.00      | $216812818.36      | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $127705088.00      | $128636199.97      | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.5000%  | 0.0000% | $6398970.00        | $6549405.74        | Agency Mortgage-Backed Securities |
| GNMA          | 2046-03-20      | 4.0000%  | 0.0000% | $5796672.00        | $778320.47         | Agency Mortgage-Backed Securities |
| GNMA          | 2040-05-20      | 4.5000%  | 0.0000% | $669328.00         | $22774.21          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-08-15      | 4.5000%  | 0.0000% | $56000.00          | $7138.13           | Agency Mortgage-Backed Securities |
| GNMA          | 2042-09-15      | 3.0000%  | 0.0000% | $300000.00         | $35053.04          | Agency Mortgage-Backed Securities |
| GNMA          | 2028-07-15      | 2.0000%  | 0.0000% | $27923872.00       | $712461.22         | Agency Mortgage-Backed Securities |
| GNMA          | 2029-10-15      | 7.0000%  | 0.0000% | $8000000.00        | $492311.00         | Agency Mortgage-Backed Securities |
| GNMA          | 2041-06-15      | 6.0000%  | 0.0000% | $2469004.00        | $479003.60         | Agency Mortgage-Backed Securities |
| GNMA          | 2049-05-15      | 5.0000%  | 0.0000% | $555203.00         | $323479.04         | Agency Mortgage-Backed Securities |
| GNMA          | 2051-12-20      | 2.5000%  | 0.0000% | $604800.00         | $369240.95         | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 5.0000%  | 0.0000% | $69411328.00       | $70273979.69       | Agency Mortgage-Backed Securities |
| GNMA          | 2039-04-15      | 5.5000%  | 0.0000% | $600000000.00      | $4953337.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2039-06-15      | 5.0000%  | 0.0000% | $400000.00         | $6778.81           | Agency Mortgage-Backed Securities |
| GNMA          | 2039-02-15      | 5.5000%  | 0.0000% | $200000000.00      | $1946933.26        | Agency Mortgage-Backed Securities |

### Security 115: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BNTBRF7W4
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 3.4800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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

**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          | 2056-03-01      | 5.5000%  | 0.0000% | $6420.00           | $6565.76           | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $10005133.00       | $10305263.00       | Agency Mortgage-Backed Securities |
| GNMA          | 2043-03-20      | 3.5000%  | 0.0000% | $9850000.00        | $876994.65         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-08-20      | 3.5000%  | 0.0000% | $4285000.00        | $339879.83         | Agency Mortgage-Backed Securities |
| GNMA          | 2044-03-20      | 3.5000%  | 0.0000% | $9055001.00        | $665232.29         | Agency Mortgage-Backed Securities |
| GNMA          | 2043-05-20      | 3.5000%  | 0.0000% | $794561.00         | $78884.27          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-05-20      | 3.5000%  | 0.0000% | $915550000.00      | $105747897.79      | Agency Mortgage-Backed Securities |
| GNMA          | 2046-05-20      | 3.5000%  | 0.0000% | $10499994.00       | $1099601.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2046-06-20      | 3.5000%  | 0.0000% | $8765000.00        | $945801.61         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-08-20      | 4.5000%  | 0.0000% | $87190450.00       | $6851853.50        | Agency Mortgage-Backed Securities |
| GNMA          | 2047-08-20      | 3.0000%  | 0.0000% | $321482.00         | $42733.58          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-09-20      | 3.0000%  | 0.0000% | $309770.00         | $44732.72          | Agency Mortgage-Backed Securities |
| GNMA          | 2047-09-20      | 4.0000%  | 0.0000% | $66598000.00       | $7015584.51        | Agency Mortgage-Backed Securities |
| GNMA          | 2049-06-20      | 5.0000%  | 0.0000% | $39164300.00       | $3465162.83        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-07-20      | 3.5000%  | 0.0000% | $697999.00         | $174957.89         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-08-20      | 4.5000%  | 0.0000% | $2250000.00        | $511710.96         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-08-20      | 4.5000%  | 0.0000% | $6546512.00        | $4817871.11        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-10-20      | 4.0000%  | 0.0000% | $150000000.00      | $112538237.36      | Agency Mortgage-Backed Securities |
| GNMA          | 2054-03-20      | 5.5000%  | 0.0000% | $304189785.00      | $227039171.73      | Agency Mortgage-Backed Securities |
| GNMA          | 2060-04-15      | 5.7400%  | 0.0000% | $77615.00          | $82897.52          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-07-15      | 2.5000%  | 0.0000% | $1590130.00        | $629783.24         | Agency Mortgage-Backed Securities |
| GNMA          | 2063-08-15      | 3.8300%  | 0.0000% | $41283.00          | $38781.98          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-08-20      | 4.0000%  | 0.0000% | $1925.00           | $1770.70           | Agency Mortgage-Backed Securities |
| GNMA          | 2054-09-20      | 5.0000%  | 0.0000% | $60000.00          | $54023.28          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-10-20      | 4.0000%  | 0.0000% | $15825571.00       | $14519334.50       | Agency Mortgage-Backed Securities |
| GNMA          | 2058-04-15      | 4.4500%  | 0.0000% | $91350.00          | $88662.33          | Agency Mortgage-Backed Securities |
| GNMA          | 2054-06-20      | 7.0000%  | 0.0000% | $10115185.00       | $6623381.34        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-06-20      | 7.0000%  | 0.0000% | $978870.00         | $755474.18         | Agency Mortgage-Backed Securities |
| GNMA          | 2067-03-15      | 5.7000%  | 0.0000% | $5674117.00        | $6058411.71        | Agency Mortgage-Backed Securities |
| GNMA          | 2066-12-15      | 5.7400%  | 0.0000% | $1261116.00        | $1362113.18        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 6.5000%  | 0.0000% | $4544992.00        | $4366611.61        | Agency Mortgage-Backed Securities |
| GNMA          | 2067-04-15      | 5.7500%  | 0.0000% | $2697348.00        | $2865853.43        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-12-20      | 7.0000%  | 0.0000% | $3748095.00        | $3921480.30        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $6581906.00        | $6863949.43        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $1024.00           | $1048.54           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $1001.00           | $1051.16           | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.5000%  | 0.0000% | $6479852.00        | $6642935.63        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 6.0000%  | 0.0000% | $4899328.00        | $5009255.52        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $2149520.00        | $2251734.18        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $9122298.00        | $8816861.70        | Agency Mortgage-Backed Securities |
| GNMA          | 2054-12-20      | 6.0000%  | 0.0000% | $23706207.00       | $24238384.53       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 4.5000%  | 0.0000% | $24459996.00       | $24187115.20       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 5.0000%  | 0.0000% | $2260712.00        | $2096441.50        | Agency Mortgage-Backed Securities |
| GNMA          | 2040-05-20      | 6.0000%  | 0.0000% | $877346.00         | $789765.45         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 5.5000%  | 0.0000% | $131820040.00      | $119887472.08      | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.0000%  | 0.0000% | $2205312.00        | $2171495.09        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 4.5000%  | 0.0000% | $1024.00           | $999.00            | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 4.5000%  | 0.0000% | $1008.00           | $987.84            | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 4.5000%  | 0.0000% | $4815343.00        | $4727381.77        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 5.5000%  | 0.0000% | $1214378.00        | $1218227.18        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.0000%  | 0.0000% | $5452339.00        | $5447635.88        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-02-20      | 6.0000%  | 0.0000% | $7744370.00        | $7837870.35        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 7.0000%  | 0.0000% | $2963140.00        | $3158370.22        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-12-20      | 7.0000%  | 0.0000% | $2147770.00        | $2246652.49        | Agency Mortgage-Backed Securities |
| GNMA          | 2056-01-20      | 6.0000%  | 0.0000% | $1894796.00        | $1980363.08        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 7.0000%  | 0.0000% | $7643843.00        | $7925233.70        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.0000%  | 0.0000% | $5492926.00        | $5535165.79        | Agency Mortgage-Backed Securities |
| GNMA          | 2040-11-20      | 4.0000%  | 0.0000% | $3088990.00        | $149317.03         | Agency Mortgage-Backed Securities |
| GNMA          | 2041-04-15      | 4.5000%  | 0.0000% | $3811930.00        | $63251.15          | Agency Mortgage-Backed Securities |
| GNMA          | 2046-07-15      | 5.0000%  | 0.0000% | $266238.00         | $43185.60          | Agency Mortgage-Backed Securities |
| GNMA          | 2049-03-15      | 5.5000%  | 0.0000% | $2195990.00        | $779183.55         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-07-20      | 6.0000%  | 0.0000% | $5235472.00        | $3825924.25        | Agency Mortgage-Backed Securities |
| GNMA          | 2039-11-15      | 6.0000%  | 0.0000% | $321786.00         | $5318.59           | Agency Mortgage-Backed Securities |
| GNMA          | 2040-07-20      | 5.5000%  | 0.0000% | $1000.00           | $25.94             | Agency Mortgage-Backed Securities |
| GNMA          | 2037-08-15      | 6.5000%  | 0.0000% | $1913537.00        | $11275.56          | Agency Mortgage-Backed Securities |
| GNMA          | 2043-02-20      | 3.5000%  | 0.0000% | $2048000.00        | $649405.39         | Agency Mortgage-Backed Securities |

### Security 116: NATWEST MARKETS SECURITIES INC

- **C.1 - Title:** TRI-PARTY NATWEST MARKETS SECURI 3.680000%
- **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: BNTBRF8H6
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.8600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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

**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          | 2030-08-15      | 0.6250%  | 0.0000% | $61199200.00       | $53989884.20       | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 3.8750%  | 0.0000% | $51487300.00       | $52359937.03       | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 4.8750%  | 0.0000% | $55018500.00       | $57928678.94       | U.S. Treasuries (including strips) |
| USTR          | 2031-05-31      | 4.6250%  | 0.0000% | $50290800.00       | $53372287.25       | U.S. Treasuries (including strips) |
| USTR          | 2031-06-30      | 4.2500%  | 0.0000% | $55943600.00       | $58139743.91       | U.S. Treasuries (including strips) |
| USTR          | 2032-01-31      | 4.3750%  | 0.0000% | $16389200.00       | $17082579.87       | U.S. Treasuries (including strips) |
| USTR          | 2032-02-29      | 4.1250%  | 0.0000% | $55000000.00       | $57539352.73       | U.S. Treasuries (including strips) |
| USTR          | 2032-10-31      | 3.7500%  | 0.0000% | $56760900.00       | $57587585.50       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTBRF8V5
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.3200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-03-19      | 0.0000%  | 0.0000% | $167400.00         | $167114.42         | U.S. Treasuries (including strips) |
| USTR          | 2026-06-04      | 0.0000%  | 0.0000% | $10676100.00       | $10576790.92       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-23      | 0.0000%  | 0.0000% | $13322800.00       | $13135934.41       | U.S. Treasuries (including strips) |
| USTR          | 2026-06-02      | 0.0000%  | 0.0000% | $408585000.00      | $404844812.91      | U.S. Treasuries (including strips) |
| USTR          | 2026-08-31      | 0.7500%  | 0.0000% | $69134400.00       | $68400488.69       | U.S. Treasuries (including strips) |
| USTR          | 2026-07-15      | 4.5000%  | 0.0000% | $12768100.00       | $12874921.80       | U.S. Treasuries (including strips) |

### Security 118: FIXED INCOME CLEARING CORP-BANK OF NEW YORK MELLON

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARING-BANK OF NEW YORK MELLON 3.670000%
- **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: BNTBRF8Z6
- **C.18 - Value (incl. sponsor support):** $1600000000.00
- **C.18.a - Value (excl. sponsor support):** $1600000000.00
- **C.19 - Percentage of Net Assets:** 7.4300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2034-01-15      | 1.7500%  | 0.0000% | $851874500.00      | $914190001.05      | U.S. Treasuries (including strips) |
| USTR          | 2029-04-15      | 2.1250%  | 0.0000% | $633719900.00      | $690567476.43      | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 4.6250%  | 0.0000% | $24785800.00       | $26007832.37       | U.S. Treasuries (including strips) |
| USTR          | 2030-10-15      | 1.1250%  | 0.0000% | $1225700.00        | $1234699.70        | U.S. Treasuries (including strips) |

### Security 119: FIXED INCOME CLEARING CORP-BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-BARCLAYS BANK PLC 3.690000%
- **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: BNTBRF902
- **C.18 - Value (incl. sponsor support):** $2950000000.00
- **C.18.a - Value (excl. sponsor support):** $2950000000.00
- **C.19 - Percentage of Net Assets:** 13.7100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2026-07-09      | 0.0000%  | 0.0000% | $800.00            | $789.82            | U.S. Treasuries (including strips) |
| USTR          | 2026-04-30      | 0.0000%  | 0.0000% | $300.00            | $298.22            | U.S. Treasuries (including strips) |
| USTR          | 2026-07-23      | 0.0000%  | 0.0000% | $15000000.00       | $14789610.00       | U.S. Treasuries (including strips) |
| USTR          | 2026-06-02      | 0.0000%  | 0.0000% | $4980300.00        | $4934710.33        | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 6.3750%  | 0.0000% | $100.00            | $104.32            | U.S. Treasuries (including strips) |
| USTR          | 2027-11-15      | 6.1250%  | 0.0000% | $18322800.00       | $19456517.48       | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 5.2500%  | 0.0000% | $1300.00           | $1380.62           | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 2.2500%  | 0.0000% | $65020500.00       | $63960461.45       | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 1.8750%  | 0.0000% | $2999800.00        | $2991161.01        | U.S. Treasuries (including strips) |
| USTR          | 2029-11-15      | 1.7500%  | 0.0000% | $266240000.00      | $252041853.26      | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 1.6250%  | 0.0000% | $178500.00         | $176625.97         | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 0.3750%  | 0.0000% | $400.00            | $381.97            | U.S. Treasuries (including strips) |
| USTR          | 2027-12-31      | 0.6250%  | 0.0000% | $87553400.00       | $83342640.16       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 0.7500%  | 0.0000% | $24216000.00       | $23047490.63       | U.S. Treasuries (including strips) |
| USTR          | 2031-05-15      | 1.6250%  | 0.0000% | $55348100.00       | $50527142.57       | U.S. Treasuries (including strips) |
| USTR          | 2028-08-31      | 1.1250%  | 0.0000% | $4370000.00        | $4157954.15        | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 1.3750%  | 0.0000% | $23795300.00       | $22679634.22       | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 1.5000%  | 0.0000% | $13401000.00       | $12784079.37       | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 1.8750%  | 0.0000% | $200.00            | $198.61            | U.S. Treasuries (including strips) |
| USTR          | 2032-05-15      | 2.8750%  | 0.0000% | $200.00            | $192.82            | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 2.6250%  | 0.0000% | $23008400.00       | $22912852.31       | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 2.7500%  | 0.0000% | $100.00            | $99.23             | U.S. Treasuries (including strips) |
| USTR          | 2027-09-30      | 4.1250%  | 0.0000% | $18356800.00       | $18860228.38       | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 3.8750%  | 0.0000% | $2671500.00        | $2734947.02        | U.S. Treasuries (including strips) |
| USTR          | 2027-11-30      | 3.8750%  | 0.0000% | $400.00            | $406.78            | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.5000%  | 0.0000% | $29000000.00       | $29344506.22       | U.S. Treasuries (including strips) |
| USTR          | 2026-06-15      | 4.1250%  | 0.0000% | $136428000.00      | $137737843.73      | U.S. Treasuries (including strips) |
| USTR          | 2033-08-15      | 3.8750%  | 0.0000% | $28466200.00       | $28691553.54       | U.S. Treasuries (including strips) |
| USTR          | 2030-08-31      | 4.1250%  | 0.0000% | $117947000.00      | $123325742.90      | U.S. Treasuries (including strips) |
| USTR          | 2030-09-30      | 4.6250%  | 0.0000% | $3895500.00        | $4150503.58        | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 4.5000%  | 0.0000% | $10745600.00       | $11388468.17       | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 4.6250%  | 0.0000% | $49999600.00       | $51002806.62       | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 4.3750%  | 0.0000% | $12995900.00       | $13460128.04       | U.S. Treasuries (including strips) |
| USTR          | 2026-12-15      | 4.3750%  | 0.0000% | $70000300.00       | $71052280.66       | U.S. Treasuries (including strips) |
| USTR          | 2027-01-15      | 4.0000%  | 0.0000% | $700.00            | $705.93            | U.S. Treasuries (including strips) |
| USTR          | 2031-01-31      | 4.0000%  | 0.0000% | $40163400.00       | $41107457.80       | U.S. Treasuries (including strips) |
| USTR          | 2027-02-15      | 4.1250%  | 0.0000% | $5379300.00        | $5415456.44        | U.S. Treasuries (including strips) |
| USTR          | 2034-05-15      | 4.3750%  | 0.0000% | $3087200.00        | $3241615.75        | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 4.2500%  | 0.0000% | $700.00            | $722.76            | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 4.6250%  | 0.0000% | $7064700.00        | $7139650.97        | U.S. Treasuries (including strips) |
| USTR          | 2026-07-31      | 4.3750%  | 0.0000% | $530800.00         | $534092.08         | U.S. Treasuries (including strips) |
| USTR          | 2029-07-31      | 4.0000%  | 0.0000% | $173900000.00      | $177581884.78      | U.S. Treasuries (including strips) |
| USTR          | 2031-07-31      | 4.1250%  | 0.0000% | $21317100.00       | $21948398.61       | U.S. Treasuries (including strips) |
| USTR          | 2031-09-30      | 3.6250%  | 0.0000% | $332011200.00      | $337297544.35      | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 4.1250%  | 0.0000% | $3337600.00        | $3393234.73        | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $20422000.00       | $21217701.26       | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 4.1250%  | 0.0000% | $28668800.00       | $29619768.51       | U.S. Treasuries (including strips) |
| USTR          | 2027-12-15      | 4.0000%  | 0.0000% | $2491100.00        | $2536377.91        | U.S. Treasuries (including strips) |
| USTR          | 2032-02-29      | 4.1250%  | 0.0000% | $90651000.00       | $94836361.18       | U.S. Treasuries (including strips) |
| USTR          | 2032-03-31      | 4.1250%  | 0.0000% | $49100100.00       | $51193022.51       | U.S. Treasuries (including strips) |
| USTR          | 2027-03-31      | 3.8750%  | 0.0000% | $16642000.00       | $16969721.03       | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.8750%  | 0.0000% | $152752000.00      | $156957302.22      | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 3.7500%  | 0.0000% | $4749800.00        | $4835483.93        | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $40451900.00       | $41023468.67       | U.S. Treasuries (including strips) |
| USTR          | 2032-05-31      | 4.1250%  | 0.0000% | $275668500.00      | $285419680.96      | U.S. Treasuries (including strips) |
| USTR          | 2030-05-31      | 4.0000%  | 0.0000% | $140724100.00      | $144899274.25      | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.8750%  | 0.0000% | $371308800.00      | $379193009.00      | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $60820300.00       | $61410396.03       | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 3.8750%  | 0.0000% | $2034100.00        | $2071023.37        | U.S. Treasuries (including strips) |
| USTR          | 2027-07-31      | 3.8750%  | 0.0000% | $16851000.00       | $16996646.45       | U.S. Treasuries (including strips) |
| USTR          | 2032-07-31      | 4.0000%  | 0.0000% | $18774800.00       | $19168102.50       | U.S. Treasuries (including strips) |
| USTR          | 2035-11-15      | 4.0000%  | 0.0000% | $2136200.00        | $2166994.85        | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 3.5000%  | 0.0000% | $11130000.00       | $11268326.41       | U.S. Treasuries (including strips) |
| USTR          | 2030-11-30      | 3.5000%  | 0.0000% | $1000.00           | $1007.55           | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Northern Funds

**Date:** 2026-03-06

**By:** Kevin P. O Rourke

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

**Title of Signing Officer:** President