# EDGAR Filing Document

**Accession Number:** 0000916620
**File Stem:** 0002066578-26-000085
**Filing Date:** 2026-2
**Character Count:** 180890
**Document Hash:** f155d2ae33ff0d7e0a0a6fa5fc494531
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002066578-26-000085.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0002066578-26-000085

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**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:** 26606244

**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):** 2026-01-31

**Registrant Full Name:** Northern Funds

**CIK Number of Registrant:** 0000916620

**LEI of Registrant:** 5493004ZY1PEJR3C0A81

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

**LEI of Series:** 549300NLOSKMTSGWO090

**EDGAR Series Identifier:** S000001266

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 44 days

- **WAL:** 97 days

- **Total Value of Portfolio Securities:** $21638300037.92

- **Amortized Cost of Portfolio Securities:** $21636414981.20

- **Cash:** $48475501.85

- **Total Other Assets:** $33537085.34

- **Total Liabilities:** $254123311.06

- **Net Assets of Series:** $21464304257.33

- **Number of Shares Outstanding (Series):** 21464349731.4200

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $12734618244.20           | $16256300085.78            | 58.3200%                  | 74.4500%                   |
| 2026-01-05 | $12595387226.35           | $16017506426.78            | 57.6600%                  | 73.3200%                   |
| 2026-01-06 | $12581022351.27           | $16003275990.79            | 57.6300%                  | 73.3000%                   |
| 2026-01-07 | $13377429536.98           | $16384727615.56            | 60.2200%                  | 73.7600%                   |
| 2026-01-08 | $13083010342.79           | $16090395586.30            | 58.8500%                  | 72.3700%                   |
| 2026-01-09 | $13072008856.88           | $16079481265.32            | 58.8200%                  | 72.3600%                   |
| 2026-01-12 | $12901382929.68           | $15909116832.90            | 58.5000%                  | 72.1300%                   |
| 2026-01-13 | $12585408566.30           | $15593229634.46            | 57.3900%                  | 71.1100%                   |
| 2026-01-14 | $12537037258.32           | $15544945491.39            | 57.1700%                  | 70.8800%                   |
| 2026-01-15 | $12679239294.34           | $15687234692.35            | 57.4400%                  | 71.0700%                   |
| 2026-01-16 | $12105177256.19           | $15169909506.62            | 55.9200%                  | 70.0700%                   |
| 2026-01-20 | $12134240410.32           | $15522444403.80            | 55.7000%                  | 71.2600%                   |
| 2026-01-21 | $11926740533.36           | $15315071345.93            | 54.9600%                  | 70.5800%                   |
| 2026-01-22 | $11704733744.19           | $15162406967.53            | 53.7400%                  | 69.6200%                   |
| 2026-01-23 | $12569476615.37           | $15058061066.12            | 57.4700%                  | 68.8400%                   |
| 2026-01-26 | $11436835788.57           | $14825800696.61            | 52.5600%                  | 68.1400%                   |
| 2026-01-27 | $11339199973.96           | $14728291701.11            | 52.3500%                  | 67.9900%                   |
| 2026-01-28 | $11817464855.25           | $14656683401.49            | 54.6100%                  | 67.7300%                   |
| 2026-01-29 | $11381302653.69           | $14840035894.01            | 52.4700%                  | 68.4200%                   |
| 2026-01-30 | $11116240723.31           | $14575107811.91            | 51.6400%                  | 67.7100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 3.8500%             |
| 2026-01-05 | 3.8400%             |
| 2026-01-06 | 3.8300%             |
| 2026-01-07 | 3.8100%             |
| 2026-01-08 | 3.7900%             |
| 2026-01-09 | 3.7800%             |
| 2026-01-12 | 3.7400%             |
| 2026-01-13 | 3.7400%             |
| 2026-01-14 | 3.7400%             |
| 2026-01-15 | 3.7400%             |
| 2026-01-16 | 3.7400%             |
| 2026-01-20 | 3.7400%             |
| 2026-01-21 | 3.7400%             |
| 2026-01-22 | 3.7400%             |
| 2026-01-23 | 3.7400%             |
| 2026-01-26 | 3.7400%             |
| 2026-01-27 | 3.7500%             |
| 2026-01-28 | 3.7500%             |
| 2026-01-29 | 3.7500%             |
| 2026-01-30 | 3.7500%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 1.0002                      |
|  |  |
| 2026-01-05 | 1.0002                      |
|  |  |
| 2026-01-06 | 1.0002                      |
|  |  |
| 2026-01-07 | 1.0002                      |
|  |  |
| 2026-01-08 | 1.0002                      |
|  |  |
| 2026-01-09 | 1.0002                      |
|  |  |
| 2026-01-12 | 1.0001                      |
|  |  |
| 2026-01-13 | 1.0001                      |
|  |  |
| 2026-01-14 | 1.0001                      |
|  |  |
| 2026-01-15 | 1.0001                      |
|  |  |
| 2026-01-16 | 1.0002                      |
|  |  |
| 2026-01-20 | 1.0001                      |
|  |  |
| 2026-01-21 | 1.0001                      |
|  |  |
| 2026-01-22 | 1.0001                      |
|  |  |
| 2026-01-23 | 1.0001                      |
|  |  |
| 2026-01-26 | 1.0001                      |
|  |  |
| 2026-01-27 | 1.0001                      |
|  |  |
| 2026-01-28 | 1.0001                      |
|  |  |
| 2026-01-29 | 1.0001                      |
|  |  |
| 2026-01-30 | 1.0001                      |
|  |  |

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

### Class: Fund Level

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $21464304257.33

- **Number of Shares Outstanding:** 21464349731.4200

- **Expense Reimbursement/Waiver:** 158010.58

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0002          |
|  |  |
| 2026-01-12 | 1.0001          |
|  |  |
| 2026-01-13 | 1.0001          |
|  |  |
| 2026-01-14 | 1.0001          |
|  |  |
| 2026-01-15 | 1.0001          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $617648059.14             | $411136711.91           |
| 2026-01-05 | $294996698.92             | $291675189.24           |
| 2026-01-06 | $282737582.28             | $298372015.40           |
| 2026-01-07 | $700362135.10             | $320820168.28           |
| 2026-01-08 | $390901668.44             | $375746257.25           |
| 2026-01-09 | $347647663.80             | $358046186.92           |
| 2026-01-12 | $220262850.02             | $395311620.03           |
| 2026-01-13 | $281472735.97             | $410273039.04           |
| 2026-01-14 | $398562223.29             | $399113120.78           |
| 2026-01-15 | $503253458.36             | $363813618.16           |
| 2026-01-16 | $390870097.03             | $815919411.38           |
| 2026-01-20 | $381173033.58             | $255837774.92           |
| 2026-01-21 | $244072986.69             | $329765292.76           |
| 2026-01-22 | $390239808.17             | $313237110.49           |
| 2026-01-23 | $387919266.86             | $296004292.56           |
| 2026-01-26 | $210089898.37             | $331970290.28           |
| 2026-01-27 | $242790660.75             | $335088224.16           |
| 2026-01-28 | $184216374.42             | $207634933.08           |
| 2026-01-29 | $330985530.59             | $282117343.32           |
| 2026-01-30 | $360582479.72             | $526393844.92           |

**Total Gross Subscriptions (Month):** $7160785211.50

**Total Gross Redemptions (Month):** $7318276444.88

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.5000%           |
| 2026-01-05 | 3.4900%           |
| 2026-01-06 | 3.4800%           |
| 2026-01-07 | 3.4600%           |
| 2026-01-08 | 3.4400%           |
| 2026-01-09 | 3.4000%           |
| 2026-01-12 | 3.3900%           |
| 2026-01-13 | 3.3900%           |
| 2026-01-14 | 3.3900%           |
| 2026-01-15 | 3.3900%           |
| 2026-01-16 | 3.3900%           |
| 2026-01-20 | 3.3900%           |
| 2026-01-21 | 3.3900%           |
| 2026-01-22 | 3.3900%           |
| 2026-01-23 | 3.3900%           |
| 2026-01-26 | 3.3900%           |
| 2026-01-27 | 3.3900%           |
| 2026-01-28 | 3.3900%           |
| 2026-01-29 | 3.3900%           |
| 2026-01-30 | 3.3900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 17.7200%         | 0.0000%              |
| Depository institution or other banking institution |  | 80.7900%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.754998%
- **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):** $19998945.60
- **C.18.a - Value (excl. sponsor support):** $19998945.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 3.754998%
- **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):** $160001363.20
- **C.18.a - Value (excl. sponsor support):** $160001363.20
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 3.754998%
- **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):** $69994194.20
- **C.18.a - Value (excl. sponsor support):** $69994194.20
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 3.749998%
- **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):** $199998278.00
- **C.18.a - Value (excl. sponsor support):** $199998278.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 3.820000%
- **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):** $52957062.47
- **C.18.a - Value (excl. sponsor support):** $52957062.47
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 3.749998%
- **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):** $50011427.50
- **C.18.a - Value (excl. sponsor support):** $50011427.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 3.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7L85, C.4 - ISIN: US3130B7L858, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $110012453.10
- **C.18.a - Value (excl. sponsor support):** $110012453.10
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: 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):** $100015611.00
- **C.18.a - Value (excl. sponsor support):** $100015611.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 9: 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):** $199982072.00
- **C.18.a - Value (excl. sponsor support):** $199982072.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.780000%
- **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):** $149983551.00
- **C.18.a - Value (excl. sponsor support):** $149983551.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 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: 3130B8E24, C.4 - ISIN: US3130B8E240, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $198158323.42
- **C.18.a - Value (excl. sponsor support):** $198158323.42
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 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: 3130B8F49, C.4 - ISIN: US3130B8F494, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $224737130.25
- **C.18.a - Value (excl. sponsor support):** $224737130.25
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 13: 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):** $199786686.00
- **C.18.a - Value (excl. sponsor support):** $199786686.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 14: 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):** $199876622.00
- **C.18.a - Value (excl. sponsor support):** $199876622.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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 15: 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):** $399844940.00
- **C.18.a - Value (excl. sponsor support):** $399844940.00
- **C.19 - Percentage of Net Assets:** 1.8600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.654997%
- **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):** $199999814.00
- **C.18.a - Value (excl. sponsor support):** $199999814.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.654997%
- **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):** $204963930.25
- **C.18.a - Value (excl. sponsor support):** $204963930.25
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.654997%
- **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):** $199999922.00
- **C.18.a - Value (excl. sponsor support):** $199999922.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.654997%
- **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):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.654997%
- **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):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 21: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.659998%
- **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):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 22: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.659998%
- **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):** $119999936.40
- **C.18.a - Value (excl. sponsor support):** $119999936.40
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 23: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 3.659998%
- **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):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DJ6, C.4 - ISIN: US3130B97L88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **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 25: 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: 3130B9DP2, C.4 - ISIN: US3130B97L88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **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 26: 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):** $56738528.46
- **C.18.a - Value (excl. sponsor support):** $56738528.46
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 27: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385E36, C.4 - ISIN: US313385E360, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $48966805.50
- **C.18.a - Value (excl. sponsor support):** $48966805.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-09-02
- **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 28: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385E44, C.4 - ISIN: US313385E444, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $48962000.00
- **C.18.a - Value (excl. sponsor support):** $48962000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **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 29: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SQ0, C.4 - ISIN: US313385SQ02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9996133.30
- **C.18.a - Value (excl. sponsor support):** $9996133.30
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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: 313385SX5, C.4 - ISIN: US313385SX52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $104888350.35
- **C.18.a - Value (excl. sponsor support):** $104888350.35
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SY3, C.4 - ISIN: US313385SY36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $209756400.00
- **C.18.a - Value (excl. sponsor support):** $209756400.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, 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: 313385TH9, C.4 - ISIN: US313385TH93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $309370700.00
- **C.18.a - Value (excl. sponsor support):** $309370700.00
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, 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: 313385TL0, C.4 - ISIN: US313385TL06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24942000.00
- **C.18.a - Value (excl. sponsor support):** $24942000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TQ9, C.4 - ISIN: US313385TQ92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $120403223.73
- **C.18.a - Value (excl. sponsor support):** $120403223.73
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 35: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UK0, C.4 - ISIN: US313385UK04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $204039177.30
- **C.18.a - Value (excl. sponsor support):** $204039177.30
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 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: 313385UL8, C.4 - ISIN: US313385UL86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119425599.60
- **C.18.a - Value (excl. sponsor support):** $119425599.60
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 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: 313385UX2, C.4 - ISIN: US313385UX25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99411639.00
- **C.18.a - Value (excl. sponsor support):** $99411639.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 38: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VH6, C.4 - ISIN: US313385VH65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99312875.00
- **C.18.a - Value (excl. sponsor support):** $99312875.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VM5, C.4 - ISIN: US313385VM50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99273042.00
- **C.18.a - Value (excl. sponsor support):** $99273042.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-13
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WJ1, C.4 - ISIN: US313385WJ13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49533264.00
- **C.18.a - Value (excl. sponsor support):** $49533264.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 41: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WM4, C.4 - ISIN: US313385WM42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $103988572.80
- **C.18.a - Value (excl. sponsor support):** $103988572.80
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 42: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WN2, C.4 - ISIN: US313385WN25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $103978146.30
- **C.18.a - Value (excl. sponsor support):** $103978146.30
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 43: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XA9, C.4 - ISIN: US313385XA94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $103853020.95
- **C.18.a - Value (excl. sponsor support):** $103853020.95
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 44: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YF7, C.4 - ISIN: US313385YF72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $147946854.00
- **C.18.a - Value (excl. sponsor support):** $147946854.00
- **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 45: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YN0, C.4 - ISIN: US313385YN07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $167555920.20
- **C.18.a - Value (excl. sponsor support):** $167555920.20
- **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 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: 313385ZD1, C.4 - ISIN: US313385ZD16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98423542.00
- **C.18.a - Value (excl. sponsor support):** $98423542.00
- **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 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: 313385ZG4, C.4 - ISIN: US313385ZG47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $182029208.95
- **C.18.a - Value (excl. sponsor support):** $182029208.95
- **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 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: 313385ZK5, C.4 - ISIN: US313385ZK58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $122955990.00
- **C.18.a - Value (excl. sponsor support):** $122955990.00
- **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 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: 313385ZT6, C.4 - ISIN: US313385ZT67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98286458.00
- **C.18.a - Value (excl. sponsor support):** $98286458.00
- **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 50: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.749998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6U4, C.4 - ISIN: US3133EP6U42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6000780.96
- **C.18.a - Value (excl. sponsor support):** $6000780.96
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.780000%
- **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):** $15010031.85
- **C.18.a - Value (excl. sponsor support):** $15010031.85
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 52: 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):** $10005455.60
- **C.18.a - Value (excl. sponsor support):** $10005455.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 3.799998%
- **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):** $65023413.65
- **C.18.a - Value (excl. sponsor support):** $65023413.65
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 54: 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: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $23019803.23
- **C.18.a - Value (excl. sponsor support):** $23019803.23
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 55: 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: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45017392.95
- **C.18.a - Value (excl. sponsor support):** $45017392.95
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 56: 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):** $45003026.70
- **C.18.a - Value (excl. sponsor support):** $45003026.70
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 57: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.794998%
- **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):** $55016208.50
- **C.18.a - Value (excl. sponsor support):** $55016208.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 58: 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: 3133ERN23, C.4 - ISIN: US3133ERN232, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20016305.00
- **C.18.a - Value (excl. sponsor support):** $20016305.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 59: 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: 3133ERN56, C.4 - ISIN: US3133ERN562, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85024758.80
- **C.18.a - Value (excl. sponsor support):** $85024758.80
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 60: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNZ0, C.4 - ISIN: US3133ERNZ01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15008564.70
- **C.18.a - Value (excl. sponsor support):** $15008564.70
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 61: 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):** $35009922.85
- **C.18.a - Value (excl. sponsor support):** $35009922.85
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 62: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 3.754998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQP9, C.4 - ISIN: US3133ERQP91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1000046.19
- **C.18.a - Value (excl. sponsor support):** $1000046.19
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FFCB 3.799998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRV5, C.4 - ISIN: US3133ERRV50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50003594.00
- **C.18.a - Value (excl. sponsor support):** $50003594.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: 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: 3133ERTB7, C.4 - ISIN: US3133ERTB78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25002338.50
- **C.18.a - Value (excl. sponsor support):** $25002338.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 3.794998%
- **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):** $100010046.00
- **C.18.a - Value (excl. sponsor support):** $100010046.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 3.809999%
- **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):** $50007339.50
- **C.18.a - Value (excl. sponsor support):** $50007339.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 3.809999%
- **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):** $135020200.05
- **C.18.a - Value (excl. sponsor support):** $135020200.05
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 3.789997%
- **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):** $10004724.50
- **C.18.a - Value (excl. sponsor support):** $10004724.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 3.789997%
- **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):** $10004813.20
- **C.18.a - Value (excl. sponsor support):** $10004813.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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):** $125026917.50
- **C.18.a - Value (excl. sponsor support):** $125026917.50
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 3.789997%
- **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):** $25012656.25
- **C.18.a - Value (excl. sponsor support):** $25012656.25
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 3.690000%
- **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):** $45001863.90
- **C.18.a - Value (excl. sponsor support):** $45001863.90
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 3.749998%
- **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):** $5001705.35
- **C.18.a - Value (excl. sponsor support):** $5001705.35
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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):** $22009003.50
- **C.18.a - Value (excl. sponsor support):** $22009003.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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):** $45005252.40
- **C.18.a - Value (excl. sponsor support):** $45005252.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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):** $59998680.60
- **C.18.a - Value (excl. sponsor support):** $59998680.60
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 3.749998%
- **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):** $39992871.20
- **C.18.a - Value (excl. sponsor support):** $39992871.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 3.759998%
- **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):** $69991632.20
- **C.18.a - Value (excl. sponsor support):** $69991632.20
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 3.749998%
- **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):** $35018457.60
- **C.18.a - Value (excl. sponsor support):** $35018457.60
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 3.769999%
- **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):** $129985424.40
- **C.18.a - Value (excl. sponsor support):** $129985424.40
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 3.784997%
- **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):** $77992161.00
- **C.18.a - Value (excl. sponsor support):** $77992161.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 3.764999%
- **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):** $50030104.50
- **C.18.a - Value (excl. sponsor support):** $50030104.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 3.804998%
- **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):** $34998306.35
- **C.18.a - Value (excl. sponsor support):** $34998306.35
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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):** $89904576.60
- **C.18.a - Value (excl. sponsor support):** $89904576.60
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 3.759998%
- **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):** $29002147.74
- **C.18.a - Value (excl. sponsor support):** $29002147.74
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FHLMC 3.790001%
- **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):** $10004192.30
- **C.18.a - Value (excl. sponsor support):** $10004192.30
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 3.789997%
- **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):** $20011358.20
- **C.18.a - Value (excl. sponsor support):** $20011358.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 3.769999%
- **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):** $55047942.95
- **C.18.a - Value (excl. sponsor support):** $55047942.95
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 3.785000%
- **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):** $30020856.30
- **C.18.a - Value (excl. sponsor support):** $30020856.30
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 3.790001%
- **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):** $15007026.15
- **C.18.a - Value (excl. sponsor support):** $15007026.15
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 3.790001%
- **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):** $160135652.80
- **C.18.a - Value (excl. sponsor support):** $160135652.80
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 3.790001%
- **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):** $5008911.45
- **C.18.a - Value (excl. sponsor support):** $5008911.45
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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):** $134016963.75
- **C.18.a - Value (excl. sponsor support):** $134016963.75
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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):** $9900052.10
- **C.18.a - Value (excl. sponsor support):** $9900052.10
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $110369734.33
- **C.18.a - Value (excl. sponsor support):** $110369734.33
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $148702189.50
- **C.18.a - Value (excl. sponsor support):** $148702189.50
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SP3, C.4 - ISIN: US912797SP38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99068421.00
- **C.18.a - Value (excl. sponsor support):** $99068421.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99920544.00
- **C.18.a - Value (excl. sponsor support):** $99920544.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149774062.50
- **C.18.a - Value (excl. sponsor support):** $149774062.50
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $349225009.00
- **C.18.a - Value (excl. sponsor support):** $349225009.00
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: 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):** $39797768.40
- **C.18.a - Value (excl. sponsor support):** $39797768.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 102: 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):** $275497289.20
- **C.18.a - Value (excl. sponsor support):** $275497289.20
- **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 103: 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):** $9894588.90
- **C.18.a - Value (excl. sponsor support):** $9894588.90
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 104: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TU1, C.4 - ISIN: US912797TU14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $88931975.40
- **C.18.a - Value (excl. sponsor support):** $88931975.40
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: 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):** $49647109.50
- **C.18.a - Value (excl. sponsor support):** $49647109.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 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):** $64443310.75
- **C.18.a - Value (excl. sponsor support):** $64443310.75
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 1.625000%
- **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):** $24605664.00
- **C.18.a - Value (excl. sponsor support):** $24605664.00
- **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 108: 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):** $74159765.25
- **C.18.a - Value (excl. sponsor support):** $74159765.25
- **C.19 - Percentage of Net Assets:** 0.3500%
- **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 109: 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):** $394125000.00
- **C.18.a - Value (excl. sponsor support):** $394125000.00
- **C.19 - Percentage of Net Assets:** 1.8400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 110: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 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):** $42510249.39
- **C.18.a - Value (excl. sponsor support):** $42510249.39
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 111: 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):** $73582031.25
- **C.18.a - Value (excl. sponsor support):** $73582031.25
- **C.19 - Percentage of Net Assets:** 0.3400%
- **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 112: 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):** $190667597.30
- **C.18.a - Value (excl. sponsor support):** $190667597.30
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 113: 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):** $130684530.60
- **C.18.a - Value (excl. sponsor support):** $130684530.60
- **C.19 - Percentage of Net Assets:** 0.6100%
- **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 114: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY JP MORGAN SECURITIES 3.659998%
- **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:** 3.4900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **C.13 - Final Legal Maturity Date:** 2030-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $1724720.00        | $1751471.63        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-02-20      | 2.0000%  | 0.0000% | $699256832.00      | $347106824.96      | Agency Mortgage-Backed Securities |
| GNMA          | 2055-01-20      | 6.0000%  | 0.0000% | $631331196.00      | $423641703.56      | Agency Mortgage-Backed Securities |

### Security 115: 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:** 4.1900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **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           | $529.65            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $784.18            | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-12-01      | 4.5000%  | 0.0000% | $1002.00           | $174.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 4.0000%  | 0.0000% | $1000.00           | $729.26            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-12-01      | 4.5000%  | 0.0000% | $1000.00           | $989.88            | Agency Mortgage-Backed Securities  |
| USTR          | 2026-05-14      | 0.0000%  | 0.0000% | $707900.00         | $700827.37         | U.S. Treasuries (including strips) |
| USTR          | 2026-06-11      | 0.0000%  | 0.0000% | $381500.00         | $376672.88         | U.S. Treasuries (including strips) |
| USTR          | 2026-07-09      | 0.0000%  | 0.0000% | $4074900.00        | $4012215.81        | U.S. Treasuries (including strips) |
| USTR          | 2026-08-06      | 0.0000%  | 0.0000% | $3344000.00        | $3283620.74        | U.S. Treasuries (including strips) |
| USTR          | 2026-09-03      | 0.0000%  | 0.0000% | $870700.00         | $853088.35         | U.S. Treasuries (including strips) |
| USTR          | 2026-04-02      | 0.0000%  | 0.0000% | $142500.00         | $141656.97         | U.S. Treasuries (including strips) |
| USTR          | 2026-04-23      | 0.0000%  | 0.0000% | $2826000.00        | $2803572.86        | U.S. Treasuries (including strips) |
| USTR          | 2026-02-10      | 0.0000%  | 0.0000% | $3584000.00        | $3581125.63        | U.S. Treasuries (including strips) |
| USTR          | 2026-11-27      | 0.0000%  | 0.0000% | $4265000.00        | $4144616.11        | U.S. Treasuries (including strips) |
| USTR          | 2026-05-21      | 0.0000%  | 0.0000% | $1735000.00        | $1716458.06        | U.S. Treasuries (including strips) |
| USTR          | 2026-05-28      | 0.0000%  | 0.0000% | $934600.00         | $923971.73         | U.S. Treasuries (including strips) |
| USTR          | 2026-03-17      | 0.0000%  | 0.0000% | $3411000.00        | $3396223.55        | U.S. Treasuries (including strips) |
| USTR          | 2026-03-24      | 0.0000%  | 0.0000% | $3608000.00        | $3589808.46        | U.S. Treasuries (including strips) |
| USTR          | 2026-12-24      | 0.0000%  | 0.0000% | $741800.00         | $719157.30         | U.S. Treasuries (including strips) |
| USTR          | 2026-05-05      | 0.0000%  | 0.0000% | $1406600.00        | $1393792.91        | U.S. Treasuries (including strips) |
| USTR          | 2026-05-12      | 0.0000%  | 0.0000% | $100.00            | $99.02             | U.S. Treasuries (including strips) |
| USTR          | 2026-05-19      | 0.0000%  | 0.0000% | $213000.00         | $210757.75         | U.S. Treasuries (including strips) |
| USTR          | 2027-08-15      | 6.3750%  | 0.0000% | $2331800.00        | $2497547.28        | U.S. Treasuries (including strips) |
| USTR          | 2036-02-15      | 4.5000%  | 0.0000% | $28441800.00       | $29701785.34       | U.S. Treasuries (including strips) |
| USTR          | 2038-02-15      | 4.3750%  | 0.0000% | $1577900.00        | $1613583.93        | U.S. Treasuries (including strips) |
| USTR          | 2039-05-15      | 4.2500%  | 0.0000% | $4805500.00        | $4732622.92        | U.S. Treasuries (including strips) |
| USTR          | 2040-02-15      | 4.6250%  | 0.0000% | $79612100.00       | $81791332.39       | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 2.8750%  | 0.0000% | $227034000.00      | $172887753.20      | U.S. Treasuries (including strips) |
| USTR          | 2046-11-15      | 2.8750%  | 0.0000% | $100.00            | $74.28             | U.S. Treasuries (including strips) |
| USTR          | 2047-11-15      | 2.7500%  | 0.0000% | $51377500.00       | $36798645.29       | U.S. Treasuries (including strips) |
| USTR          | 2048-05-15      | 3.1250%  | 0.0000% | $60807300.00       | $46473546.24       | U.S. Treasuries (including strips) |
| USTR          | 2048-11-15      | 3.3750%  | 0.0000% | $26518900.00       | $21111925.29       | U.S. Treasuries (including strips) |
| USTR          | 2049-08-15      | 2.2500%  | 0.0000% | $19152900.00       | $12177734.42       | U.S. Treasuries (including strips) |
| USTR          | 2050-05-15      | 1.2500%  | 0.0000% | $3344600.00        | $1608238.57        | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 1.3750%  | 0.0000% | $212967400.00      | $138308215.15      | U.S. Treasuries (including strips) |
| USTR          | 2051-08-15      | 2.0000%  | 0.0000% | $24950500.00       | $14504010.95       | U.S. Treasuries (including strips) |
| USTR          | 2041-11-15      | 2.0000%  | 0.0000% | $78172100.00       | $54706938.02       | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 2.2500%  | 0.0000% | $35554800.00       | $21895525.43       | U.S. Treasuries (including strips) |
| USTR          | 2053-08-15      | 4.1250%  | 0.0000% | $46798000.00       | $42178968.22       | U.S. Treasuries (including strips) |
| USTR          | 2053-11-15      | 4.7500%  | 0.0000% | $33541200.00       | $33168838.20       | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 4.5000%  | 0.0000% | $3081000.00        | $3034724.86        | U.S. Treasuries (including strips) |
| USTR          | 2044-08-15      | 4.1250%  | 0.0000% | $3259100.00        | $3044196.64        | U.S. Treasuries (including strips) |
| USTR          | 2054-11-15      | 4.5000%  | 0.0000% | $119801000.00      | $113710139.11      | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $17238000.00       | $16904429.71       | U.S. Treasuries (including strips) |
| USTR          | 2055-08-15      | 4.7500%  | 0.0000% | $14015900.00       | $14036191.97       | U.S. Treasuries (including strips) |
| USTR          | 2045-08-15      | 4.8750%  | 0.0000% | $111000.00         | $114199.95         | U.S. Treasuries (including strips) |
| USTR          | 2055-11-15      | 4.6250%  | 0.0000% | $19746100.00       | $19148029.03       | U.S. Treasuries (including strips) |

### Security 116: 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):** 2026-02-07
- **C.12 - Maturity Date (WAL):** 2026-02-07
- **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          | 2050-05-01      | 3.1620%  | 0.0000% | $638531.00         | $551050.46         | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-04-01      | 4.5000%  | 0.0000% | $14009.00          | $2155.22           | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-02-01      | 3.0000%  | 0.0000% | $14000.00          | $4636.73           | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-10-01      | 2.5000%  | 0.0000% | $3666.00           | $2151.64           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $1210.00           | $901.07            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 6.5000%  | 0.0000% | $34905140.00       | $26868673.77       | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $7454274.00        | $5076491.49        | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-06-01      | 3.0000%  | 0.0000% | $15000.00          | $5854.10           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-03-01      | 6.5000%  | 0.0000% | $29810.00          | $16267.54          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.0000%  | 0.0000% | $484950.00         | $442987.75         | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-08-01      | 4.0000%  | 0.0000% | $20000.00          | $3840.99           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-04-01      | 5.0000%  | 0.0000% | $3741980.00        | $3339823.68        | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $785.64            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-11-01      | 6.5000%  | 0.0000% | $1114369.00        | $730674.75         | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-12-01      | 7.0000%  | 0.0000% | $3741518.00        | $2773983.60        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 7.0000%  | 0.0000% | $2000.00           | $1353.20           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-01-01      | 7.0000%  | 0.0000% | $1703479.00        | $1093609.08        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $803.99            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $1211548.00        | $983540.61         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-08-01      | 6.0000%  | 0.0000% | $1001.00           | $906.21            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $853.01            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $730.82            | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-06-01      | 6.5000%  | 0.0000% | $3558.00           | $2674.53           | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-12-01      | 3.1400%  | 0.0000% | $652306.00         | $577645.73         | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-05-01      | 4.0000%  | 0.0000% | $152102405.00      | $23804248.72       | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 5.5000%  | 0.0000% | $1252454.00        | $617954.30         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-03-01      | 7.0000%  | 0.0000% | $1039973.00        | $401246.69         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.0000%  | 0.0000% | $125720.00         | $105992.53         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-07-01      | 7.0000%  | 0.0000% | $1077966.00        | $936726.90         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1043578.00        | $931948.63         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $430908.00         | $450526.33         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $693.72            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1001.00           | $941.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 6.5000%  | 0.0000% | $1076684.00        | $837013.86         | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $1001.00           | $782.25            | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 7.0000%  | 0.0000% | $2495426.00        | $2053406.54        | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 7.0000%  | 0.0000% | $124261.00         | $112732.18         | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-11-01      | 6.0000%  | 0.0000% | $1204126.00        | $1253211.96        | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-10-01      | 3.0000%  | 0.0000% | $501213.00         | $69919.32          | Agency Mortgage-Backed Securities  |
| FNMA          | 2061-09-01      | 5.0000%  | 0.0000% | $343990.00         | $212520.03         | Agency Mortgage-Backed Securities  |
| FNMA          | 2061-09-01      | 5.5000%  | 0.0000% | $56617633.00       | $41749160.33       | Agency Mortgage-Backed Securities  |
| FNMA          | 2028-12-01      | 3.8100%  | 0.0000% | $848997.00         | $850896.34         | Agency Mortgage-Backed Securities  |
| FNMA          | 2029-10-01      | 2.4500%  | 0.0000% | $6261324.00        | $5564077.23        | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-01-01      | 4.0000%  | 0.0000% | $500000.00         | $45251.88          | Agency Mortgage-Backed Securities  |
| FNMA          | 2026-11-01      | 3.3426%  | 0.0000% | $1000.00           | $169.52            | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-08-01      | 1.7546%  | 0.0000% | $1398376.00        | $1219771.00        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 6.5000%  | 0.0000% | $1140691.00        | $702984.00         | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-10-01      | 1.8500%  | 0.0000% | $12737.00          | $11247.50          | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-05-01      | 3.5200%  | 0.0000% | $1000.00           | $963.93            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 7.0000%  | 0.0000% | $2503662.00        | $2130662.66        | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.0000%  | 0.0000% | $1024.00           | $712.45            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 6.0000%  | 0.0000% | $2001.00           | $1598.72           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.5000%  | 0.0000% | $2001.00           | $1558.22           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 5.5000%  | 0.0000% | $1170192.00        | $842376.93         | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1719.20           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 7.0000%  | 0.0000% | $3972562.00        | $3778422.51        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.5000%  | 0.0000% | $1671549.00        | $895642.36         | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-01-01      | 4.4700%  | 0.0000% | $4488831.00        | $4580285.69        | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-11-01      | 3.9300%  | 0.0000% | $23182000.00       | $23095620.00       | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-11-01      | 3.9800%  | 0.0000% | $14452000.00       | $14430280.25       | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-11-01      | 3.9800%  | 0.0000% | $2026180.00        | $2023134.88        | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-11-01      | 3.9000%  | 0.0000% | $66840000.00       | $66501767.34       | Agency Mortgage-Backed Securities  |
| FNMA          | 2030-11-01      | 3.8500%  | 0.0000% | $29640000.00       | $29424113.77       | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-11-01      | 3.5000%  | 0.0000% | $20000.00          | $4586.84           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-06-01      | 2.5000%  | 0.0000% | $16539841.00       | $9283157.34        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 3.0000%  | 0.0000% | $4105487.00        | $1653829.85        | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-11-01      | 2.5000%  | 0.0000% | $2989450.00        | $1788323.87        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 2.5000%  | 0.0000% | $11559131.00       | $6618153.47        | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-06-01      | 3.0000%  | 0.0000% | $19000.00          | $11029.20          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $698.59            | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 7.0000%  | 0.0000% | $14701.00          | $10230.80          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 5.5000%  | 0.0000% | $36231305.00       | $32328124.48       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-09-01      | 6.0000%  | 0.0000% | $2000.00           | $2091.67           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 5.5000%  | 0.0000% | $42829785.00       | $42215125.98       | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-04-01      | 6.5000%  | 0.0000% | $4209440.00        | $3982191.34        | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-05-01      | 4.0000%  | 0.0000% | $21000.00          | $5654.44           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-03-01      | 3.0000%  | 0.0000% | $16000.00          | $4974.34           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-09-01      | 2.5000%  | 0.0000% | $20000.00          | $12147.28          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-10-01      | 6.5000%  | 0.0000% | $2924416.00        | $2134627.53        | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 6.5000%  | 0.0000% | $41938759.00       | $28474234.70       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $2175669.00        | $1639294.04        | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-01-01      | 7.0000%  | 0.0000% | $509989.00         | $127029.95         | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-11-01      | 3.5000%  | 0.0000% | $20963.00          | $5572.56           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $530.40            | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-06-01      | 5.5000%  | 0.0000% | $41000000.00       | $33608736.53       | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  | 0.0000% | $1697159.00        | $1434213.13        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $939.36            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 6.5000%  | 0.0000% | $735553.00         | $768488.25         | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-06-01      | 5.5000%  | 0.0000% | $29480841.00       | $29336013.13       | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-07-01      | 6.5000%  | 0.0000% | $4029922.00        | $4015864.81        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 5.5000%  | 0.0000% | $3606470.00        | $3691212.14        | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 6.5000%  | 0.0000% | $7041515.00        | $7400868.56        | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-10-01      | 6.5000%  | 0.0000% | $389819.00         | $319917.10         | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-07-01      | 5.5000%  | 0.0000% | $44813432.00       | $41954935.48       | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 5.0000%  | 0.0000% | $16000.00          | $14985.80          | Agency Mortgage-Backed Securities  |
| GNMA          | 2050-10-20      | 2.0000%  | 0.0000% | $16077631.00       | $7380231.72        | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-11-20      | 4.0000%  | 0.0000% | $1000.00           | $449.91            | Agency Mortgage-Backed Securities  |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $1008.00           | $799.65            | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-03-20      | 7.0000%  | 0.0000% | $1037867.00        | $1080036.20        | Agency Mortgage-Backed Securities  |
| GNMA          | 2065-03-20      | 7.0000%  | 0.0000% | $737698.00         | $767573.55         | Agency Mortgage-Backed Securities  |
| USTR          | 2026-11-15      | 0.0000%  | 0.0000% | $6500.00           | $6329.56           | U.S. Treasuries (including strips) |
| USTR          | 2046-11-15      | 2.8750%  | 0.0000% | $50700.00          | $37660.16          | U.S. Treasuries (including strips) |
| USTR          | 2041-02-15      | 1.8750%  | 0.0000% | $23400.00          | $16486.21          | U.S. Treasuries (including strips) |
| USTR          | 2044-02-15      | 4.5000%  | 0.0000% | $11794800.00       | $11617647.75       | U.S. Treasuries (including strips) |
| USTR          | 2045-02-15      | 4.7500%  | 0.0000% | $1228400.00        | $1244602.33        | U.S. Treasuries (including strips) |
| USTR          | 2045-11-15      | 4.6250%  | 0.0000% | $2505100.00        | $2463041.74        | U.S. Treasuries (including strips) |
| USTR          | 2026-11-30      | 1.6250%  | 0.0000% | $100.00            | $98.68             | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $6300.00           | $5931.73           | U.S. Treasuries (including strips) |
| USTR          | 2028-04-15      | 1.2500%  | 0.0000% | $82000.00          | $89385.24          | U.S. Treasuries (including strips) |
| USTR          | 2033-07-15      | 1.3750%  | 0.0000% | $5134800.00        | $5396003.92        | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  | 0.0000% | $10953300.00       | $11107255.77       | U.S. Treasuries (including strips) |
| USTR          | 2032-12-31      | 3.8750%  | 0.0000% | $500.00            | $497.26            | U.S. Treasuries (including strips) |

### Security 117: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARK 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BNTBN1RQ0
- **C.18 - Value (incl. sponsor support):** $205000000.00
- **C.18.a - Value (excl. sponsor support):** $205000000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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          | 2027-05-15      | 2.3750%  | 0.0000% | $53000.00          | $52470.17          | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $96.43             | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 0.5000%  | 0.0000% | $27016400.00       | $25972564.98       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 2.6250%  | 0.0000% | $2697400.00        | $2676284.86        | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.2500%  | 0.0000% | $43970600.00       | $43905275.96       | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 4.5000%  | 0.0000% | $1000.00           | $1021.12           | U.S. Treasuries (including strips) |
| USTR          | 2027-04-30      | 3.7727%  | 0.0000% | $100.00            | $101.08            | U.S. Treasuries (including strips) |
| USTR          | 2027-05-31      | 3.8750%  | 0.0000% | $135056100.00      | $136492262.08      | U.S. Treasuries (including strips) |

### Security 118: 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: BNTBN1RR8
- **C.18 - Value (incl. sponsor support):** $1775000000.00
- **C.18.a - Value (excl. sponsor support):** $1775000000.00
- **C.19 - Percentage of Net Assets:** 8.2700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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          | 2050-12-01      | 2.7730%  | 0.0000% | $500000.00         | $379873.67         | Agency Mortgage-Backed Securities |
| FMAC          | 2032-10-01      | 6.4730%  | 0.0000% | $35356668.00       | $11824.13          | Agency Mortgage-Backed Securities |
| FMAC          | 2038-04-01      | 4.6050%  | 0.0000% | $13613808.00       | $144702.44         | Agency Mortgage-Backed Securities |
| FMAC          | 2032-04-01      | 7.0000%  | 0.0000% | $108994548.00      | $81010.29          | Agency Mortgage-Backed Securities |
| FMAC          | 2044-03-01      | 4.5000%  | 0.0000% | $800000.00         | $116238.07         | Agency Mortgage-Backed Securities |
| FMAC          | 2044-07-01      | 4.0000%  | 0.0000% | $45624000.00       | $8812172.90        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $2644024.00        | $1123935.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $12500000.00       | $3605612.12        | Agency Mortgage-Backed Securities |
| FNMA          | 2054-08-01      | 6.2950%  | 0.0000% | $18042976.00       | $12370470.84       | Agency Mortgage-Backed Securities |
| FNMA          | 2055-09-01      | 6.0000%  | 0.0000% | $80537856.00       | $81104377.88       | Agency Mortgage-Backed Securities |
| FNMA          | 2034-05-01      | 3.5900%  | 0.0000% | $5535984.00        | $5214564.46        | Agency Mortgage-Backed Securities |
| FNMA          | 2028-02-01      | 1.0000%  | 0.0000% | $20282400.00       | $17064265.27       | Agency Mortgage-Backed Securities |
| FNMA          | 2051-03-01      | 2.1700%  | 0.0000% | $163590.00         | $109469.12         | Agency Mortgage-Backed Securities |
| FNMA          | 2032-12-01      | 4.5900%  | 0.0000% | $45716100.00       | $46630170.56       | Agency Mortgage-Backed Securities |
| FNMA          | 2032-09-01      | 4.5400%  | 0.0000% | $14964000.00       | $15220321.68       | Agency Mortgage-Backed Securities |
| FNMA          | 2033-01-01      | 4.1150%  | 0.0000% | $14950000.00       | $14823984.37       | Agency Mortgage-Backed Securities |
| FNMA          | 2031-01-01      | 4.1600%  | 0.0000% | $60760000.00       | $61110652.70       | Agency Mortgage-Backed Securities |
| FNMA          | 2056-01-01      | 5.5000%  | 0.0000% | $50075584.00       | $51350085.53       | Agency Mortgage-Backed Securities |
| FNMA          | 2054-06-01      | 7.5000%  | 0.0000% | $127770000.00      | $73136719.72       | Agency Mortgage-Backed Securities |
| FNMA          | 2028-12-01      | 6.5000%  | 0.0000% | $1899950.00        | $15914.88          | Agency Mortgage-Backed Securities |
| FNMA          | 2029-10-01      | 3.5000%  | 0.0000% | $2488196.00        | $243197.49         | Agency Mortgage-Backed Securities |
| FMAC          | 2040-06-01      | 4.5000%  | 0.0000% | $250000.00         | $220532.72         | Agency Mortgage-Backed Securities |
| FMAC          | 2056-01-01      | 5.5000%  | 0.0000% | $19621888.00       | $20021282.81       | Agency Mortgage-Backed Securities |
| FMAC          | 2030-09-01      | 3.9500%  | 0.0000% | $28130000.00       | $28046311.67       | Agency Mortgage-Backed Securities |
| GNMA          | 2043-01-20      | 3.5000%  | 0.0000% | $1300000.00        | $187618.71         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-12-20      | 3.5000%  | 0.0000% | $3810450.00        | $441461.35         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-06-20      | 3.5000%  | 0.0000% | $3027280.00        | $222943.63         | Agency Mortgage-Backed Securities |
| GNMA          | 2042-09-20      | 5.0000%  | 0.0000% | $150929.00         | $5119.02           | Agency Mortgage-Backed Securities |
| GNMA          | 2046-03-20      | 3.0000%  | 0.0000% | $7060000.00        | $733999.49         | Agency Mortgage-Backed Securities |
| GNMA          | 2048-01-20      | 6.0000%  | 0.0000% | $600000.00         | $68502.11          | Agency Mortgage-Backed Securities |
| GNMA          | 2028-04-20      | 7.5000%  | 0.0000% | $90446.00          | $12654.78          | Agency Mortgage-Backed Securities |
| GNMA          | 2044-11-20      | 5.5000%  | 0.0000% | $3014130.00        | $577680.37         | Agency Mortgage-Backed Securities |
| GNMA          | 2050-02-20      | 3.5000%  | 0.0000% | $68432000.00       | $10051818.45       | Agency Mortgage-Backed Securities |
| GNMA          | 2050-10-20      | 2.0000%  | 0.0000% | $7624352.00        | $3499861.67        | Agency Mortgage-Backed Securities |
| GNMA          | 2030-12-20      | 7.5000%  | 0.0000% | $96666.00          | $15065.53          | Agency Mortgage-Backed Securities |
| GNMA          | 2052-05-20      | 4.5000%  | 0.0000% | $7915808.00        | $5725031.99        | Agency Mortgage-Backed Securities |
| GNMA          | 2051-05-20      | 2.5000%  | 0.0000% | $22000.00          | $11416.94          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-08-20      | 3.5000%  | 0.0000% | $58541.00          | $32227.80          | Agency Mortgage-Backed Securities |
| GNMA          | 2037-07-20      | 7.0000%  | 0.0000% | $94919.00          | $63908.39          | Agency Mortgage-Backed Securities |
| GNMA          | 2037-05-20      | 6.5000%  | 0.0000% | $216019.00         | $168758.52         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-06-20      | 3.5000%  | 0.0000% | $3000000.00        | $2192715.80        | Agency Mortgage-Backed Securities |
| GNMA          | 2037-07-20      | 5.0000%  | 0.0000% | $414696.00         | $239443.72         | Agency Mortgage-Backed Securities |
| GNMA          | 2035-03-20      | 1.5000%  | 0.0000% | $42925.00          | $29227.64          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-01-20      | 2.5000%  | 0.0000% | $11975088.00       | $7700016.07        | Agency Mortgage-Backed Securities |
| GNMA          | 2053-04-20      | 6.5000%  | 0.0000% | $28165.00          | $11735.19          | Agency Mortgage-Backed Securities |
| GNMA          | 2050-06-20      | 3.0000%  | 0.0000% | $452777.00         | $312184.16         | Agency Mortgage-Backed Securities |
| GNMA          | 2039-01-20      | 6.5000%  | 0.0000% | $330943.00         | $205975.68         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-02-20      | 7.0000%  | 0.0000% | $10218640.00       | $3794370.91        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-07-20      | 2.5000%  | 0.0000% | $3073720.00        | $841713.20         | Agency Mortgage-Backed Securities |
| GNMA          | 2062-06-15      | 2.7200%  | 0.0000% | $50000.00          | $42546.72          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-09-20      | 3.0000%  | 0.0000% | $1653974.00        | $691153.14         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-03-20      | 2.5000%  | 0.0000% | $92028.00          | $59645.91          | Agency Mortgage-Backed Securities |
| GNMA          | 2051-12-20      | 3.0000%  | 0.0000% | $1000000.00        | $699654.45         | Agency Mortgage-Backed Securities |
| GNMA          | 2052-06-20      | 4.5000%  | 0.0000% | $274936.00         | $254300.14         | Agency Mortgage-Backed Securities |
| GNMA          | 2046-09-20      | 3.0000%  | 0.0000% | $1527392.00        | $1198166.41        | Agency Mortgage-Backed Securities |
| GNMA          | 2044-09-20      | 3.5000%  | 0.0000% | $3000000.00        | $468198.67         | Agency Mortgage-Backed Securities |
| GNMA          | 2053-05-20      | 6.0000%  | 0.0000% | $1088354.00        | $573924.17         | Agency Mortgage-Backed Securities |
| GNMA          | 2059-04-15      | 5.5500%  | 0.0000% | $26043.00          | $26710.00          | Agency Mortgage-Backed Securities |
| GNMA          | 2053-09-20      | 7.0000%  | 0.0000% | $1134310.00        | $977708.72         | Agency Mortgage-Backed Securities |
| GNMA          | 2059-02-15      | 6.7000%  | 0.0000% | $195195.00         | $212653.82         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-04-20      | 6.5000%  | 0.0000% | $1290696.00        | $1333719.47        | Agency Mortgage-Backed Securities |
| GNMA          | 2060-03-15      | 5.8200%  | 0.0000% | $461577.00         | $484973.65         | Agency Mortgage-Backed Securities |
| GNMA          | 2059-11-15      | 5.2700%  | 0.0000% | $2118000.00        | $2145577.43        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-04-20      | 7.0000%  | 0.0000% | $6076056.00        | $6452434.69        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 5.5000%  | 0.0000% | $2270696.00        | $1652369.37        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $1311658.00        | $1368000.72        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-03-20      | 7.0000%  | 0.0000% | $2046036.00        | $2113845.09        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $9100944.00        | $9497312.51        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $6830712.00        | $7107200.25        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $2660820.00        | $2611810.49        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-05-20      | 6.5000%  | 0.0000% | $8501504.00        | $7958462.73        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 6.5000%  | 0.0000% | $2426004.00        | $2209518.02        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $900295.00         | $939280.29         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $3804244.00        | $3957778.08        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $2930676.00        | $2785787.38        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $1663268.00        | $1733551.57        | Agency Mortgage-Backed Securities |
| GNMA          | 2050-07-20      | 6.5000%  | 0.0000% | $766618.00         | $797858.60         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.5000%  | 0.0000% | $1205000.00        | $1211571.66        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $2760044.00        | $2878508.84        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-06-20      | 5.0000%  | 0.0000% | $1005974.00        | $1004516.87        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 7.0000%  | 0.0000% | $1062602.00        | $1108983.49        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-07-20      | 6.5000%  | 0.0000% | $3648512.00        | $3655651.27        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.0000%  | 0.0000% | $18976960.00       | $19424195.08       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $779854.00         | $817898.88         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $3509436.00        | $3657353.83        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $959950.00         | $999817.74         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 7.0000%  | 0.0000% | $6223384.00        | $6455398.32        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 5.5000%  | 0.0000% | $10767216.00       | $10824165.63       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.5000%  | 0.0000% | $4399568.00        | $4430829.22        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $1548548.00        | $1619203.31        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $1456708.00        | $1509220.38        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $401375.00         | $427675.14         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.0000%  | 0.0000% | $3323044.00        | $3435548.07        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 5.0000%  | 0.0000% | $1339876.00        | $1346239.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 6.5000%  | 0.0000% | $1453242.00        | $1512139.10        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-08-20      | 6.5000%  | 0.0000% | $1448610.00        | $1511718.98        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-09-20      | 5.0000%  | 0.0000% | $6294568.00        | $6299782.44        | Agency Mortgage-Backed Securities |
| GNMA          | 2052-09-20      | 5.5000%  | 0.0000% | $2750856.00        | $2768253.24        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.5000%  | 0.0000% | $3289684.00        | $3426948.92        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $1826000.00        | $1856301.32        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-11-20      | 6.0000%  | 0.0000% | $2524324.00        | $2614856.36        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.0000%  | 0.0000% | $1691556.00        | $1701366.98        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.5000%  | 0.0000% | $989126.00         | $1014404.96        | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 5.0000%  | 0.0000% | $4012504.00        | $4044984.50        | Agency Mortgage-Backed Securities |
| GNMA          | 2065-12-20      | 5.5000%  | 0.0000% | $937184.00         | $952269.44         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 4.5000%  | 0.0000% | $487127040.00      | $477902357.26      | Agency Mortgage-Backed Securities |
| GNMA          | 2055-12-20      | 3.0000%  | 0.0000% | $833764.00         | $755754.26         | Agency Mortgage-Backed Securities |
| GNMA          | 2054-11-20      | 4.5000%  | 0.0000% | $285449728.00      | $264146049.86      | Agency Mortgage-Backed Securities |
| GNMA          | 2040-01-20      | 5.0000%  | 0.0000% | $1099248.00        | $921801.05         | Agency Mortgage-Backed Securities |
| GNMA          | 2055-02-20      | 4.0000%  | 0.0000% | $44245440.00       | $41036505.11       | Agency Mortgage-Backed Securities |
| GNMA          | 2055-10-20      | 6.0000%  | 0.0000% | $404579328.00      | $412345031.46      | Agency Mortgage-Backed Securities |
| GNMA          | 2041-09-20      | 5.3750%  | 0.0000% | $2048268.00        | $31089.67          | Agency Mortgage-Backed Securities |
| GNMA          | 2034-05-20      | 3.0000%  | 0.0000% | $700000.00         | $118171.87         | Agency Mortgage-Backed Securities |
| GNMA          | 2036-03-15      | 5.0000%  | 0.0000% | $703789.00         | $26151.88          | Agency Mortgage-Backed Securities |

### Security 119: BANK OF AMERICA NA

- **C.1 - Title:** TRI-PARTY BANK OF AMERICA 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: BNTBN1SA4
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.3300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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          | 2042-12-01      | 3.5000%  | 0.0000% | $45678544.00       | $6213007.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.0000%  | 0.0000% | $37100000.00       | $6285460.18        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-11-01      | 3.5000%  | 0.0000% | $32028745.00       | $6051171.00        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-08-01      | 3.5000%  | 0.0000% | $44001929.00       | $6254066.56        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $30464523.00       | $6373167.13        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-01-01      | 3.5000%  | 0.0000% | $31791503.00       | $6584058.40        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $33806501.00       | $6400712.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 3.5000%  | 0.0000% | $45616968.00       | $6381758.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $35024349.00       | $6318798.87        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $62248857.00       | $6231809.03        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.0000%  | 0.0000% | $34603451.00       | $6349718.36        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $40341210.00       | $6572418.99        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-11-01      | 3.5000%  | 0.0000% | $32551541.00       | $6278830.00        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-01-01      | 3.5000%  | 0.0000% | $35819353.00       | $6940654.87        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-03-01      | 3.5000%  | 0.0000% | $34204535.00       | $6433727.24        | Agency Mortgage-Backed Securities |
| FNMA          | 2046-11-01      | 3.0000%  | 0.0000% | $38168078.00       | $6124129.96        | Agency Mortgage-Backed Securities |
| FNMA          | 2047-07-01      | 3.5000%  | 0.0000% | $49819493.00       | $6411477.95        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.0000%  | 0.0000% | $39468800.00       | $6987964.87        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $44428696.00       | $6292306.07        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $42894386.00       | $6806658.12        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-01-01      | 3.5000%  | 0.0000% | $34931935.00       | $6355892.86        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-11-01      | 3.5000%  | 0.0000% | $1630322.00        | $129793.07         | Agency Mortgage-Backed Securities |
| FNMA          | 2045-03-01      | 3.5000%  | 0.0000% | $99075793.00       | $6367116.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-02-01      | 3.5000%  | 0.0000% | $80159985.00       | $6294541.14        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-01      | 3.5000%  | 0.0000% | $44320000.00       | $6535537.98        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-07-01      | 3.5000%  | 0.0000% | $37018067.00       | $6106057.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2050-09-01      | 2.0000%  | 0.0000% | $14703990.00       | $7662154.49        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-06-01      | 3.5000%  | 0.0000% | $50039103.00       | $7850655.37        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-03-01      | 3.5000%  | 0.0000% | $50337649.00       | $7580965.50        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 3.5000%  | 0.0000% | $90893149.00       | $7298685.51        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 3.5000%  | 0.0000% | $98883819.00       | $8252182.47        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-04-01      | 3.5000%  | 0.0000% | $109873630.00      | $7586733.86        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 3.5000%  | 0.0000% | $50952335.00       | $6897220.52        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 3.5000%  | 0.0000% | $120900170.00      | $8412034.55        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-05-01      | 3.5000%  | 0.0000% | $62973111.00       | $8283633.17        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-09-01      | 3.5000%  | 0.0000% | $75854033.00       | $8025183.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 3.5000%  | 0.0000% | $70721599.00       | $7563620.59        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 3.5000%  | 0.0000% | $79921748.00       | $7703225.15        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $50437549.00       | $7630272.85        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $50378758.00       | $6790262.58        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.0000%  | 0.0000% | $49751520.00       | $7265578.16        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $103715309.00      | $7136845.16        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-08-01      | 3.5000%  | 0.0000% | $83046856.00       | $8507896.22        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-11-01      | 3.0000%  | 0.0000% | $50795447.00       | $8417546.05        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-10-01      | 3.5000%  | 0.0000% | $22026987.00       | $3142626.36        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $50469420.00       | $8267174.60        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $50375565.00       | $6990013.99        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $59589709.00       | $6802104.50        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 3.5000%  | 0.0000% | $50509471.00       | $7931346.02        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-01-01      | 3.5000%  | 0.0000% | $50242715.00       | $6320838.61        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $50336667.00       | $6595842.23        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-02-01      | 3.5000%  | 0.0000% | $50940274.00       | $8436605.36        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.0000%  | 0.0000% | $49684352.00       | $6744030.87        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $44270752.00       | $8064389.21        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-04-01      | 3.5000%  | 0.0000% | $67482435.00       | $8046510.28        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-05-01      | 3.5000%  | 0.0000% | $50065269.00       | $6840823.64        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.0000%  | 0.0000% | $48604453.00       | $8495897.38        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-06-01      | 3.5000%  | 0.0000% | $55908335.00       | $8059731.47        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-07-01      | 3.5000%  | 0.0000% | $45260142.00       | $8627131.30        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-11-01      | 4.5000%  | 0.0000% | $43401590.00       | $6668080.63        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-01-01      | 4.5000%  | 0.0000% | $61874955.00       | $7336770.42        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-07-01      | 3.5000%  | 0.0000% | $105000000.00      | $8549637.81        | Agency Mortgage-Backed Securities |
| FNMA          | 2042-12-01      | 3.5000%  | 0.0000% | $50000000.00       | $7102873.65        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $50735232.00       | $8180390.45        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-03-01      | 3.5000%  | 0.0000% | $56792967.00       | $7907421.86        | Agency Mortgage-Backed Securities |
| FNMA          | 2043-09-01      | 4.5000%  | 0.0000% | $59267982.00       | $8170773.94        | Agency Mortgage-Backed Securities |
| FNMA          | 2044-08-01      | 4.5000%  | 0.0000% | $45585539.00       | $7856465.66        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-02-01      | 3.5000%  | 0.0000% | $75232430.00       | $8235476.71        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-04-15      | 4.0000%  | 0.0000% | $32011637.00       | $7036625.49        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-09-01      | 4.0000%  | 0.0000% | $37917136.00       | $6926185.19        | Agency Mortgage-Backed Securities |
| FNMA          | 2045-10-01      | 4.0000%  | 0.0000% | $42287579.00       | $7672002.95        | Agency Mortgage-Backed Securities |
| FNMA          | 2048-01-01      | 4.0000%  | 0.0000% | $56376404.00       | $6716243.43        | Agency Mortgage-Backed Securities |
| FNMA          | 2041-03-01      | 3.5000%  | 0.0000% | $163639709.00      | $8330454.38        | Agency Mortgage-Backed Securities |

### Security 120: NATWEST MARKETS SECURITIES INC

- **C.1 - Title:** TRI-PARTY NATWEST MARKETS SECURI 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: ZE2ZWJ5BTIQJ8M0C6K34, C.5 - Other ID: BNTBN1SG1
- **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:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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          | 2030-05-15      | 0.6250%  | 0.0000% | $46009100.00       | $40421992.06       | U.S. Treasuries (including strips) |
| USTR          | 2029-01-31      | 1.7500%  | 0.0000% | $54989600.00       | $52568652.38       | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 1.8750%  | 0.0000% | $55263800.00       | $54724697.66       | U.S. Treasuries (including strips) |
| USTR          | 2029-09-30      | 3.8750%  | 0.0000% | $47834200.00       | $48750638.09       | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 4.0000%  | 0.0000% | $50096600.00       | $51379102.02       | U.S. Treasuries (including strips) |
| USTR          | 2030-01-31      | 4.2500%  | 0.0000% | $50000400.00       | $52026141.75       | U.S. Treasuries (including strips) |
| USTR          | 2032-02-29      | 4.1250%  | 0.0000% | $55000000.00       | $56497454.31       | U.S. Treasuries (including strips) |
| USTR          | 2027-10-31      | 3.5000%  | 0.0000% | $51217700.00       | $51631402.91       | U.S. Treasuries (including strips) |

### Security 121: 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: BNTBN1T05
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 4.6600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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          | 2026-08-31      | 0.7500%  | 0.0000% | $1033620900.00     | $1020000020.81     | U.S. Treasuries (including strips) |

### Security 122: FIXED INCOME CLEARING CORP-BANK OF NEW YORK MELLON

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARING-BANK OF NEW YORK MELLON 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTBN1T13
- **C.18 - Value (incl. sponsor support):** $1850000000.00
- **C.18.a - Value (excl. sponsor support):** $1850000000.00
- **C.19 - Percentage of Net Assets:** 8.6200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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          | 2041-08-15      | 1.7500%  | 0.0000% | $15787200.00       | $10775855.38       | U.S. Treasuries (including strips) |
| USTR          | 2055-02-15      | 4.6250%  | 0.0000% | $535000000.00      | $526800659.78      | U.S. Treasuries (including strips) |
| USTR          | 2029-06-30      | 3.2500%  | 0.0000% | $537750200.00      | $531928177.65      | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 4.0000%  | 0.0000% | $514000000.00      | $520727189.40      | U.S. Treasuries (including strips) |
| USTR          | 2028-11-30      | 4.3750%  | 0.0000% | $288825300.00      | $296768206.82      | U.S. Treasuries (including strips) |

### Security 123: FIXED INCOME CLEARING CORP-BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY FIXED INCOME CLEARIN-BARCLAYS BANK PLC 3.680000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BNTBN1T21
- **C.18 - Value (incl. sponsor support):** $1575000000.00
- **C.18.a - Value (excl. sponsor support):** $1575000000.00
- **C.19 - Percentage of Net Assets:** 7.3400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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          | 2026-07-16      | 0.0000%  | 0.0000% | $275900.00         | $271463.25         | U.S. Treasuries (including strips) |
| USTR          | 2026-11-15      | 6.5000%  | 0.0000% | $100.00            | $103.71            | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 2.8750%  | 0.0000% | $886400.00         | $878345.20         | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 2.6250%  | 0.0000% | $184501500.00      | $181454955.08      | U.S. Treasuries (including strips) |
| USTR          | 2027-05-15      | 2.3750%  | 0.0000% | $200.00            | $198.05            | U.S. Treasuries (including strips) |
| USTR          | 2032-02-15      | 1.8750%  | 0.0000% | $60663400.00       | $54483363.60       | U.S. Treasuries (including strips) |
| USTR          | 2032-08-15      | 2.7500%  | 0.0000% | $363203200.00      | $341971920.07      | U.S. Treasuries (including strips) |
| USTR          | 2029-11-30      | 3.8750%  | 0.0000% | $100.00            | $101.21            | U.S. Treasuries (including strips) |
| USTR          | 2028-06-30      | 4.0000%  | 0.0000% | $52222300.00       | $52917217.82       | U.S. Treasuries (including strips) |
| USTR          | 2029-04-30      | 4.6250%  | 0.0000% | $100.00            | $104.13            | U.S. Treasuries (including strips) |
| USTR          | 2026-06-30      | 4.6250%  | 0.0000% | $201000000.00      | $202562146.46      | U.S. Treasuries (including strips) |
| USTR          | 2034-08-15      | 3.8750%  | 0.0000% | $1600.00           | $1595.73           | U.S. Treasuries (including strips) |
| USTR          | 2031-12-31      | 4.5000%  | 0.0000% | $13077900.00       | $13524579.36       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-15      | 4.2500%  | 0.0000% | $414375500.00      | $420542671.17      | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 4.1250%  | 0.0000% | $437600.00         | $448942.12         | U.S. Treasuries (including strips) |
| USTR          | 2030-04-30      | 3.8750%  | 0.0000% | $100.00            | $101.47            | U.S. Treasuries (including strips) |
| USTR          | 2028-05-15      | 3.7500%  | 0.0000% | $100.00            | $101.19            | U.S. Treasuries (including strips) |
| USTR          | 2027-06-30      | 3.7500%  | 0.0000% | $335392300.00      | $337442128.79      | U.S. Treasuries (including strips) |

### Security 124: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY JP MORGAN SECURITIES 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: 0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BNTBN1T54
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 6.5200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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          | 2027-07-15      | 0.3750%  | 0.0000% | $1080724400.00     | $1428000117.90     | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Northern Funds

**Date:** 2026-02-06

**By:** Kevin P. O Rourke

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

**Title of Signing Officer:** President